# EDGAR Filing Document

**Accession Number:** 0001227155
**File Stem:** 0001410368-26-035009
**Filing Date:** 2026-4
**Character Count:** 2577547
**Document Hash:** dc84266254c0e6dbf4e25f2ae8d5ddec
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-035009.hdr.sgml**: 20260407

**ACCESSION NUMBER**: 0001410368-26-035009

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260407

**DATE AS OF CHANGE**: 20260407

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21339
- **FILM NUMBER:** 26845253

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

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

## Series and Classes Contracts Data

### Government Portfolio (Series ID: S000004148)

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-03-31

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

**CIK Number of Registrant:** 0001227155

**LEI of Registrant:** 5493000A332Y142SOW84

**Name of Series:** Government Portfolio

**LEI of Series:** 549300BI6Y5SI6BYPB26

**EDGAR Series Identifier:** S000004148

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 44 days

- **WAL:** 113 days

- **Total Value of Portfolio Securities:** $204698409764.48

- **Amortized Cost of Portfolio Securities:** $204698456703.47

- **Cash:** $10732817196.13

- **Total Other Assets:** $3131486891.45

- **Total Liabilities:** $4402660616.80

- **Net Assets of Series:** $214160100174.23

- **Number of Shares Outstanding (Series):** 214190493293.5910

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-03-02 | $131132669606.60          | $183731341013.39           | 57.1100%                  | 80.0200%                   |
| 2026-03-03 | $130575215005.25          | $182810801652.72           | 57.0900%                  | 79.9400%                   |
| 2026-03-04 | $127289593671.03          | $180261324695.33           | 56.1700%                  | 79.5400%                   |
| 2026-03-05 | $127750964206.97          | $180070351092.74           | 56.4100%                  | 79.5200%                   |
| 2026-03-06 | $125648688330.15          | $178468060100.41           | 55.6900%                  | 79.0900%                   |
| 2026-03-09 | $127498831306.89          | $180119350160.87           | 55.9200%                  | 79.0000%                   |
| 2026-03-10 | $120612533237.48          | $174679074813.47           | 54.1900%                  | 78.4800%                   |
| 2026-03-11 | $121800446916.71          | $175467454729.54           | 54.5300%                  | 78.5500%                   |
| 2026-03-12 | $123724879091.10          | $176391967592.46           | 55.1500%                  | 78.6200%                   |
| 2026-03-13 | $121814442327.76          | $174481842400.10           | 54.5800%                  | 78.1800%                   |
| 2026-03-16 | $125519751559.62          | $178187486777.57           | 55.1600%                  | 78.3100%                   |
| 2026-03-17 | $122971151869.85          | $175761318275.81           | 54.6800%                  | 78.1600%                   |
| 2026-03-18 | $125189762739.28          | $175770164789.78           | 55.6400%                  | 78.1200%                   |
| 2026-03-19 | $124741882070.37          | $176246413804.77           | 55.3200%                  | 78.1700%                   |
| 2026-03-20 | $124732764522.31          | $176237460355.79           | 55.3100%                  | 78.1400%                   |
| 2026-03-23 | $121358496160.01          | $172861584135.71           | 54.7400%                  | 77.9700%                   |
| 2026-03-24 | $120062529607.72          | $171225896780.27           | 54.5100%                  | 77.7400%                   |
| 2026-03-25 | $120577749320.66          | $171741328281.57           | 54.6100%                  | 77.7900%                   |
| 2026-03-26 | $119889368891.19          | $171438714198.89           | 54.1400%                  | 77.4200%                   |
| 2026-03-27 | $112224744846.60          | $164322183670.00           | 52.5900%                  | 77.0000%                   |
| 2026-03-30 | $109040855758.44          | $160624246925.48           | 52.0200%                  | 76.6300%                   |
| 2026-03-31 | $119540936225.65          | $169841357878.59           | 54.6900%                  | 77.7100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-03-02 | 3.7400%             |
| 2026-03-03 | 3.7500%             |
| 2026-03-04 | 3.7500%             |
| 2026-03-05 | 3.7400%             |
| 2026-03-06 | 3.7300%             |
| 2026-03-09 | 3.7300%             |
| 2026-03-10 | 3.7200%             |
| 2026-03-11 | 3.7200%             |
| 2026-03-12 | 3.7200%             |
| 2026-03-13 | 3.7200%             |
| 2026-03-16 | 3.7200%             |
| 2026-03-17 | 3.7200%             |
| 2026-03-18 | 3.7200%             |
| 2026-03-19 | 3.7200%             |
| 2026-03-20 | 3.7100%             |
| 2026-03-23 | 3.7100%             |
| 2026-03-24 | 3.7100%             |
| 2026-03-25 | 3.7100%             |
| 2026-03-26 | 3.7100%             |
| 2026-03-27 | 3.7200%             |
| 2026-03-30 | 3.7200%             |
| 2026-03-31 | 3.7200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-03-02 | 1.0000                      |
|  |  |
| 2026-03-03 | 1.0000                      |
|  |  |
| 2026-03-04 | 0.9999                      |
|  |  |
| 2026-03-05 | 1.0000                      |
|  |  |
| 2026-03-06 | 1.0000                      |
|  |  |
| 2026-03-09 | 1.0000                      |
|  |  |
| 2026-03-10 | 1.0000                      |
|  |  |
| 2026-03-11 | 0.9999                      |
|  |  |
| 2026-03-12 | 0.9999                      |
|  |  |
| 2026-03-13 | 0.9999                      |
|  |  |
| 2026-03-16 | 0.9999                      |
|  |  |
| 2026-03-17 | 0.9999                      |
|  |  |
| 2026-03-18 | 0.9999                      |
|  |  |
| 2026-03-19 | 0.9999                      |
|  |  |
| 2026-03-20 | 0.9998                      |
|  |  |
| 2026-03-23 | 0.9998                      |
|  |  |
| 2026-03-24 | 0.9998                      |
|  |  |
| 2026-03-25 | 0.9998                      |
|  |  |
| 2026-03-26 | 0.9998                      |
|  |  |
| 2026-03-27 | 0.9998                      |
|  |  |
| 2026-03-30 | 0.9998                      |
|  |  |
| 2026-03-31 | 0.9999                      |
|  |  |

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

### Class: Administrative Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $428765446.69

- **Number of Shares Outstanding:** 428833712.1300

- **Expense Reimbursement/Waiver:** 21035.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0000          |
|  |  |
| 2026-03-03 | 1.0000          |
|  |  |
| 2026-03-04 | 0.9999          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0000          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 0.9999          |
|  |  |
| 2026-03-11 | 0.9999          |
|  |  |
| 2026-03-12 | 0.9999          |
|  |  |
| 2026-03-13 | 0.9999          |
|  |  |
| 2026-03-16 | 0.9999          |
|  |  |
| 2026-03-17 | 0.9999          |
|  |  |
| 2026-03-18 | 0.9999          |
|  |  |
| 2026-03-19 | 0.9999          |
|  |  |
| 2026-03-20 | 0.9998          |
|  |  |
| 2026-03-23 | 0.9998          |
|  |  |
| 2026-03-24 | 0.9998          |
|  |  |
| 2026-03-25 | 0.9998          |
|  |  |
| 2026-03-26 | 0.9997          |
|  |  |
| 2026-03-27 | 0.9998          |
|  |  |
| 2026-03-30 | 0.9998          |
|  |  |
| 2026-03-31 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $292738.02                | $25620059.62            |
| 2026-03-03 | $1811966.26               | $16079.27               |
| 2026-03-04 | $377268.09                | $1629362.94             |
| 2026-03-05 | $2459337.87               | $0.00                   |
| 2026-03-06 | $12634.90                 | $4712016.67             |
| 2026-03-09 | $62226.89                 | $0.00                   |
| 2026-03-10 | $426446.76                | $0.00                   |
| 2026-03-11 | $110882.80                | $207244.09              |
| 2026-03-12 | $253197.34                | $315771.69              |
| 2026-03-13 | $30740.58                 | $17842.84               |
| 2026-03-16 | $1297534.00               | $3961601.82             |
| 2026-03-17 | $1290301.15               | $54236.41               |
| 2026-03-18 | $92123.79                 | $176308.50              |
| 2026-03-19 | $112808.32                | $13290.72               |
| 2026-03-20 | $1155406.48               | $0.00                   |
| 2026-03-23 | $15508.16                 | $2241017.01             |
| 2026-03-24 | $15824.11                 | $0.00                   |
| 2026-03-25 | $115072.18                | $29629492.81            |
| 2026-03-26 | $769770.36                | $135311.75              |
| 2026-03-27 | $17055859.83              | $0.00                   |
| 2026-03-30 | $1690390.48               | $49642097.97            |
| 2026-03-31 | $4685433.04               | $21121.79               |

**Total Gross Subscriptions (Month):** $34133471.41

**Total Gross Redemptions (Month):** $118392855.90

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.4400%           |
| 2026-03-03 | 3.4500%           |
| 2026-03-04 | 3.4500%           |
| 2026-03-05 | 3.4400%           |
| 2026-03-06 | 3.4300%           |
| 2026-03-09 | 3.4300%           |
| 2026-03-10 | 3.4200%           |
| 2026-03-11 | 3.4200%           |
| 2026-03-12 | 3.4200%           |
| 2026-03-13 | 3.4200%           |
| 2026-03-16 | 3.4200%           |
| 2026-03-17 | 3.4200%           |
| 2026-03-18 | 3.4200%           |
| 2026-03-19 | 3.4200%           |
| 2026-03-20 | 3.4100%           |
| 2026-03-23 | 3.4100%           |
| 2026-03-24 | 3.4100%           |
| 2026-03-25 | 3.4100%           |
| 2026-03-26 | 3.4100%           |
| 2026-03-27 | 3.4200%           |
| 2026-03-30 | 3.4200%           |
| 2026-03-31 | 3.4200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 9.4400%          | 0.0000%              |
| Depository institution or other banking institution |  | 88.2300%         | 0.0000%              |

### Class: Advisory Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $2097447283.10

- **Number of Shares Outstanding:** 2097786513.8200

- **Expense Reimbursement/Waiver:** 95654.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0000          |
|  |  |
| 2026-03-03 | 1.0000          |
|  |  |
| 2026-03-04 | 0.9999          |
|  |  |
| 2026-03-05 | 0.9999          |
|  |  |
| 2026-03-06 | 0.9999          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 0.9999          |
|  |  |
| 2026-03-11 | 0.9999          |
|  |  |
| 2026-03-12 | 0.9999          |
|  |  |
| 2026-03-13 | 0.9999          |
|  |  |
| 2026-03-16 | 0.9999          |
|  |  |
| 2026-03-17 | 0.9999          |
|  |  |
| 2026-03-18 | 0.9999          |
|  |  |
| 2026-03-19 | 0.9998          |
|  |  |
| 2026-03-20 | 0.9998          |
|  |  |
| 2026-03-23 | 0.9998          |
|  |  |
| 2026-03-24 | 0.9998          |
|  |  |
| 2026-03-25 | 0.9998          |
|  |  |
| 2026-03-26 | 0.9997          |
|  |  |
| 2026-03-27 | 0.9998          |
|  |  |
| 2026-03-30 | 0.9998          |
|  |  |
| 2026-03-31 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $27270437.90              | $255294337.17           |
| 2026-03-03 | $26555526.70              | $15821899.99            |
| 2026-03-04 | $38180204.01              | $38067798.42            |
| 2026-03-05 | $13784179.46              | $31174070.69            |
| 2026-03-06 | $7656088.41               | $46432862.11            |
| 2026-03-09 | $14985591.20              | $5492305.90             |
| 2026-03-10 | $8049123.09               | $7255545.37             |
| 2026-03-11 | $54339927.08              | $33117486.61            |
| 2026-03-12 | $40575649.61              | $63265111.83            |
| 2026-03-13 | $14873836.58              | $59767173.66            |
| 2026-03-16 | $94540984.61              | $28776615.51            |
| 2026-03-17 | $26019530.74              | $93583778.85            |
| 2026-03-18 | $72976021.21              | $1964707.51             |
| 2026-03-19 | $47660801.49              | $1532500.72             |
| 2026-03-20 | $32873504.92              | $148024497.41           |
| 2026-03-23 | $49590535.98              | $9527916.37             |
| 2026-03-24 | $35327658.34              | $44223037.19            |
| 2026-03-25 | $4472131.05               | $37514776.07            |
| 2026-03-26 | $14009108.59              | $32042796.56            |
| 2026-03-27 | $25222906.10              | $51814042.38            |
| 2026-03-30 | $28329153.67              | $33051891.78            |
| 2026-03-31 | $14079387.64              | $18902907.95            |

**Total Gross Subscriptions (Month):** $691372288.38

**Total Gross Redemptions (Month):** $1056648060.05

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.3400%           |
| 2026-03-03 | 3.3500%           |
| 2026-03-04 | 3.3500%           |
| 2026-03-05 | 3.3400%           |
| 2026-03-06 | 3.3300%           |
| 2026-03-09 | 3.3300%           |
| 2026-03-10 | 3.3200%           |
| 2026-03-11 | 3.3200%           |
| 2026-03-12 | 3.3200%           |
| 2026-03-13 | 3.3200%           |
| 2026-03-16 | 3.3200%           |
| 2026-03-17 | 3.3200%           |
| 2026-03-18 | 3.3200%           |
| 2026-03-19 | 3.3200%           |
| 2026-03-20 | 3.3100%           |
| 2026-03-23 | 3.3100%           |
| 2026-03-24 | 3.3100%           |
| 2026-03-25 | 3.3100%           |
| 2026-03-26 | 3.3100%           |
| 2026-03-27 | 3.3200%           |
| 2026-03-30 | 3.3200%           |
| 2026-03-31 | 3.3200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 12.0500%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.1800%          | 0.0000%              |
| Depository institution or other banking institution |  | 42.8200%         | 0.0000%              |
| Depository institution or other banking institution |  | 14.7500%         | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $185295170597.31

- **Number of Shares Outstanding:** 185319842791.9980

- **Expense Reimbursement/Waiver:** 8419069.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0000          |
|  |  |
| 2026-03-03 | 1.0000          |
|  |  |
| 2026-03-04 | 0.9999          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0000          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 0.9999          |
|  |  |
| 2026-03-13 | 0.9999          |
|  |  |
| 2026-03-16 | 0.9999          |
|  |  |
| 2026-03-17 | 0.9999          |
|  |  |
| 2026-03-18 | 0.9999          |
|  |  |
| 2026-03-19 | 0.9999          |
|  |  |
| 2026-03-20 | 0.9998          |
|  |  |
| 2026-03-23 | 0.9998          |
|  |  |
| 2026-03-24 | 0.9998          |
|  |  |
| 2026-03-25 | 0.9998          |
|  |  |
| 2026-03-26 | 0.9998          |
|  |  |
| 2026-03-27 | 0.9998          |
|  |  |
| 2026-03-30 | 0.9998          |
|  |  |
| 2026-03-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $10141840233.93           | $9344799013.80          |
| 2026-03-03 | $5649848649.89            | $4586670668.73          |
| 2026-03-04 | $2676372655.42            | $6122374800.23          |
| 2026-03-05 | $5502898146.88            | $3785546861.05          |
| 2026-03-06 | $5062372348.33            | $6147260648.94          |
| 2026-03-09 | $4675738106.90            | $5012567039.76          |
| 2026-03-10 | $4727812428.87            | $5600141411.61          |
| 2026-03-11 | $6425927239.65            | $5174299788.00          |
| 2026-03-12 | $6848586543.77            | $5730184857.30          |
| 2026-03-13 | $5874469879.92            | $6856533705.78          |
| 2026-03-16 | $7543092743.56            | $6128647100.64          |
| 2026-03-17 | $4334604338.63            | $5836363716.43          |
| 2026-03-18 | $3913047836.44            | $4680146334.10          |
| 2026-03-19 | $8166509953.72            | $5079287230.23          |
| 2026-03-20 | $5603619187.70            | $5514202014.07          |
| 2026-03-23 | $4239375344.11            | $9336557935.40          |
| 2026-03-24 | $6332251262.67            | $6927353987.48          |
| 2026-03-25 | $5687188949.13            | $5753755679.70          |
| 2026-03-26 | $6499955026.66            | $6320969500.10          |
| 2026-03-27 | $3790058571.05            | $9358804912.42          |
| 2026-03-30 | $5268651559.43            | $10142555422.46         |
| 2026-03-31 | $12476077402.16           | $6699774397.09          |

**Total Gross Subscriptions (Month):** $131440298408.82

**Total Gross Redemptions (Month):** $140138797025.32

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5900%           |
| 2026-03-03 | 3.5900%           |
| 2026-03-04 | 3.6000%           |
| 2026-03-05 | 3.5900%           |
| 2026-03-06 | 3.5800%           |
| 2026-03-09 | 3.5800%           |
| 2026-03-10 | 3.5700%           |
| 2026-03-11 | 3.5700%           |
| 2026-03-12 | 3.5700%           |
| 2026-03-13 | 3.5700%           |
| 2026-03-16 | 3.5700%           |
| 2026-03-17 | 3.5700%           |
| 2026-03-18 | 3.5700%           |
| 2026-03-19 | 3.5700%           |
| 2026-03-20 | 3.5600%           |
| 2026-03-23 | 3.5600%           |
| 2026-03-24 | 3.5600%           |
| 2026-03-25 | 3.5600%           |
| 2026-03-26 | 3.5600%           |
| 2026-03-27 | 3.5700%           |
| 2026-03-30 | 3.5700%           |
| 2026-03-31 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 6.0700%          | 0.0000%              |
| Depository institution or other banking institution |  | 9.7300%          | 0.0000%              |
| Broker-dealer                                       |  | 27.0100%         | 0.0000%              |

### Class: Investor Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $7412414240.31

- **Number of Shares Outstanding:** 7413006223.0500

- **Expense Reimbursement/Waiver:** 319129.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0000          |
|  |  |
| 2026-03-03 | 1.0000          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0000          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 0.9999          |
|  |  |
| 2026-03-19 | 0.9999          |
|  |  |
| 2026-03-20 | 0.9998          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9998          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $6635911.69               | $97000100.00            |
| 2026-03-03 | $130744373.45             | $0.00                   |
| 2026-03-04 | $34892030.37              | $0.00                   |
| 2026-03-05 | $7539306.54               | $0.00                   |
| 2026-03-06 | $404136.94                | $107000000.00           |
| 2026-03-09 | $16981218.14              | $0.00                   |
| 2026-03-10 | $46000000.00              | $316257.02              |
| 2026-03-11 | $51364427.75              | $0.00                   |
| 2026-03-12 | $9650849.47               | $10000000.00            |
| 2026-03-13 | $1234088.19               | $19000000.00            |
| 2026-03-16 | $0.00                     | $35363677.98            |
| 2026-03-17 | $288160453.93             | $0.00                   |
| 2026-03-18 | $214988353.80             | $0.00                   |
| 2026-03-19 | $0.00                     | $90007817.65            |
| 2026-03-20 | $5968164.18               | $84000000.00            |
| 2026-03-23 | $2699438.59               | $13340000.00            |
| 2026-03-24 | $6692947.03               | $50000000.00            |
| 2026-03-25 | $232000000.00             | $62193701.34            |
| 2026-03-26 | $25034222.28              | $0.00                   |
| 2026-03-27 | $57891283.32              | $0.00                   |
| 2026-03-30 | $5205203.18               | $71080000.00            |
| 2026-03-31 | $14000688.12              | $128000000.00           |

**Total Gross Subscriptions (Month):** $1158087096.97

**Total Gross Redemptions (Month):** $767301553.99

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.4900%           |
| 2026-03-03 | 3.5000%           |
| 2026-03-04 | 3.5000%           |
| 2026-03-05 | 3.4900%           |
| 2026-03-06 | 3.4800%           |
| 2026-03-09 | 3.4800%           |
| 2026-03-10 | 3.4700%           |
| 2026-03-11 | 3.4700%           |
| 2026-03-12 | 3.4700%           |
| 2026-03-13 | 3.4700%           |
| 2026-03-16 | 3.4700%           |
| 2026-03-17 | 3.4700%           |
| 2026-03-18 | 3.4700%           |
| 2026-03-19 | 3.4700%           |
| 2026-03-20 | 3.4600%           |
| 2026-03-23 | 3.4600%           |
| 2026-03-24 | 3.4600%           |
| 2026-03-25 | 3.4600%           |
| 2026-03-26 | 3.4600%           |
| 2026-03-27 | 3.4700%           |
| 2026-03-30 | 3.4700%           |
| 2026-03-31 | 3.4700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 8.8200%          | 0.0000%              |
| Depository institution or other banking institution |  | 89.2800%         | 0.0000%              |

### Class: Participant Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3267653373.92

- **Number of Shares Outstanding:** 3268085500.6100

- **Expense Reimbursement/Waiver:** 138122.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0000          |
|  |  |
| 2026-03-03 | 1.0000          |
|  |  |
| 2026-03-04 | 0.9999          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0000          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 0.9999          |
|  |  |
| 2026-03-12 | 0.9999          |
|  |  |
| 2026-03-13 | 0.9999          |
|  |  |
| 2026-03-16 | 0.9999          |
|  |  |
| 2026-03-17 | 0.9999          |
|  |  |
| 2026-03-18 | 0.9999          |
|  |  |
| 2026-03-19 | 0.9999          |
|  |  |
| 2026-03-20 | 0.9998          |
|  |  |
| 2026-03-23 | 0.9998          |
|  |  |
| 2026-03-24 | 0.9998          |
|  |  |
| 2026-03-25 | 0.9998          |
|  |  |
| 2026-03-26 | 0.9998          |
|  |  |
| 2026-03-27 | 0.9998          |
|  |  |
| 2026-03-30 | 0.9998          |
|  |  |
| 2026-03-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $615.63                   | $14075514.81            |
| 2026-03-03 | $43058642.78              | $0.00                   |
| 2026-03-04 | $17046798.42              | $0.00                   |
| 2026-03-05 | $0.00                     | $25103709.80            |
| 2026-03-06 | $13646844.37              | $0.00                   |
| 2026-03-09 | $13396750.44              | $0.00                   |
| 2026-03-10 | $63310824.22              | $0.00                   |
| 2026-03-11 | $5301484.15               | $0.00                   |
| 2026-03-12 | $12271433.50              | $0.00                   |
| 2026-03-13 | $7996738.09               | $0.00                   |
| 2026-03-16 | $3723.46                  | $188200639.64           |
| 2026-03-17 | $48486219.96              | $0.00                   |
| 2026-03-18 | $5544024.01               | $0.00                   |
| 2026-03-19 | $33518003.10              | $0.00                   |
| 2026-03-20 | $0.00                     | $53159486.91            |
| 2026-03-23 | $6905696.06               | $0.00                   |
| 2026-03-24 | $0.00                     | $5193918.76             |
| 2026-03-25 | $36814362.43              | $0.00                   |
| 2026-03-26 | $60553773.97              | $0.00                   |
| 2026-03-27 | $46814708.22              | $0.00                   |
| 2026-03-30 | $0.00                     | $16093993.30            |
| 2026-03-31 | $68029048.66              | $0.00                   |

**Total Gross Subscriptions (Month):** $482699691.47

**Total Gross Redemptions (Month):** $301827263.22

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.0900%           |
| 2026-03-03 | 3.1000%           |
| 2026-03-04 | 3.1000%           |
| 2026-03-05 | 3.0900%           |
| 2026-03-06 | 3.0800%           |
| 2026-03-09 | 3.0800%           |
| 2026-03-10 | 3.0700%           |
| 2026-03-11 | 3.0700%           |
| 2026-03-12 | 3.0700%           |
| 2026-03-13 | 3.0700%           |
| 2026-03-16 | 3.0700%           |
| 2026-03-17 | 3.0700%           |
| 2026-03-18 | 3.0700%           |
| 2026-03-19 | 3.0700%           |
| 2026-03-20 | 3.0600%           |
| 2026-03-23 | 3.0600%           |
| 2026-03-24 | 3.0600%           |
| 2026-03-25 | 3.0600%           |
| 2026-03-26 | 3.0600%           |
| 2026-03-27 | 3.0700%           |
| 2026-03-30 | 3.0700%           |
| 2026-03-31 | 3.0700%           |

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

### Class: Institutional Select Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $10340348444.02

- **Number of Shares Outstanding:** 10344426153.5500

- **Expense Reimbursement/Waiver:** 405284.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.9997          |
|  |  |
| 2026-03-03 | 0.9997          |
|  |  |
| 2026-03-04 | 0.9996          |
|  |  |
| 2026-03-05 | 0.9997          |
|  |  |
| 2026-03-06 | 0.9997          |
|  |  |
| 2026-03-09 | 0.9997          |
|  |  |
| 2026-03-10 | 0.9997          |
|  |  |
| 2026-03-11 | 0.9996          |
|  |  |
| 2026-03-12 | 0.9996          |
|  |  |
| 2026-03-13 | 0.9996          |
|  |  |
| 2026-03-16 | 0.9996          |
|  |  |
| 2026-03-17 | 0.9996          |
|  |  |
| 2026-03-18 | 0.9996          |
|  |  |
| 2026-03-19 | 0.9995          |
|  |  |
| 2026-03-20 | 0.9994          |
|  |  |
| 2026-03-23 | 0.9995          |
|  |  |
| 2026-03-24 | 0.9995          |
|  |  |
| 2026-03-25 | 0.9995          |
|  |  |
| 2026-03-26 | 0.9995          |
|  |  |
| 2026-03-27 | 0.9995          |
|  |  |
| 2026-03-30 | 0.9995          |
|  |  |
| 2026-03-31 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $795742575.47             | $1506780.24             |
| 2026-03-03 | $1815918.89               | $40815943.62            |
| 2026-03-04 | $5160578.69               | $337088292.83           |
| 2026-03-05 | $32026310.63              | $5000000.00             |
| 2026-03-06 | $677872874.85             | $10300000.00            |
| 2026-03-09 | $38552322.86              | $25392678.66            |
| 2026-03-10 | $201669317.39             | $524219735.22           |
| 2026-03-11 | $160857.66                | $220488437.51           |
| 2026-03-12 | $85010974.20              | $54743388.17            |
| 2026-03-13 | $393760.79                | $706002617.09           |
| 2026-03-16 | $549965.93                | $135725698.10           |
| 2026-03-17 | $138883070.97             | $20629133.88            |
| 2026-03-18 | $35830426.02              | $10000000.00            |
| 2026-03-19 | $76136528.67              | $0.00                   |
| 2026-03-20 | $34036046.71              | $7000000.00             |
| 2026-03-23 | $196400323.04             | $0.00                   |
| 2026-03-24 | $628868829.90             | $63796603.47            |
| 2026-03-25 | $224702340.10             | $150000000.00           |
| 2026-03-26 | $200006284.09             | $586833438.11           |
| 2026-03-27 | $9099542.78               | $152000000.00           |
| 2026-03-30 | $102433700.02             | $3006332.00             |
| 2026-03-31 | $1171453335.22            | $29395212.00            |

**Total Gross Subscriptions (Month):** $4656805884.88

**Total Gross Redemptions (Month):** $3083944290.90

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5400%           |
| 2026-03-03 | 3.5400%           |
| 2026-03-04 | 3.5400%           |
| 2026-03-05 | 3.5400%           |
| 2026-03-06 | 3.5300%           |
| 2026-03-09 | 3.5300%           |
| 2026-03-10 | 3.5200%           |
| 2026-03-11 | 3.5200%           |
| 2026-03-12 | 3.5200%           |
| 2026-03-13 | 3.5200%           |
| 2026-03-16 | 3.5200%           |
| 2026-03-17 | 3.5200%           |
| 2026-03-18 | 3.5200%           |
| 2026-03-19 | 3.5200%           |
| 2026-03-20 | 3.5100%           |
| 2026-03-23 | 3.5100%           |
| 2026-03-24 | 3.5100%           |
| 2026-03-25 | 3.5100%           |
| 2026-03-26 | 3.5100%           |
| 2026-03-27 | 3.5200%           |
| 2026-03-30 | 3.5200%           |
| 2026-03-31 | 3.5200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 96.8100%         | 0.0000%              |

### Class: Cash Management Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $180906.90

- **Number of Shares Outstanding:** 180899.3100

- **Expense Reimbursement/Waiver:** 8.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0002          |
|  |  |
| 2026-03-03 | 1.0002          |
|  |  |
| 2026-03-04 | 1.0001          |
|  |  |
| 2026-03-05 | 1.0001          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0002          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 2026-03-11 | 1.0001          |
|  |  |
| 2026-03-12 | 1.0001          |
|  |  |
| 2026-03-13 | 1.0001          |
|  |  |
| 2026-03-16 | 1.0001          |
|  |  |
| 2026-03-17 | 1.0001          |
|  |  |
| 2026-03-18 | 1.0001          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 1.0000          |
|  |  |
| 2026-03-23 | 1.0000          |
|  |  |
| 2026-03-24 | 1.0000          |
|  |  |
| 2026-03-25 | 1.0000          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 1.0000          |
|  |  |
| 2026-03-30 | 1.0000          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $476.85                   | $0.00                   |

**Total Gross Subscriptions (Month):** $476.85

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.4400%           |
| 2026-03-03 | 3.4400%           |
| 2026-03-04 | 3.4400%           |
| 2026-03-05 | 3.4400%           |
| 2026-03-06 | 3.4300%           |
| 2026-03-09 | 3.4300%           |
| 2026-03-10 | 3.4200%           |
| 2026-03-11 | 3.4200%           |
| 2026-03-12 | 3.4200%           |
| 2026-03-13 | 3.4200%           |
| 2026-03-16 | 3.4200%           |
| 2026-03-17 | 3.4200%           |
| 2026-03-18 | 3.4200%           |
| 2026-03-19 | 3.4200%           |
| 2026-03-20 | 3.4100%           |
| 2026-03-23 | 3.4100%           |
| 2026-03-24 | 3.4100%           |
| 2026-03-25 | 3.4100%           |
| 2026-03-26 | 3.4100%           |
| 2026-03-27 | 3.4200%           |
| 2026-03-30 | 3.4200%           |
| 2026-03-31 | 3.4200%           |

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

### Class: Select Class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $57718.83

- **Number of Shares Outstanding:** 57730.6300

- **Expense Reimbursement/Waiver:** 3.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.9999          |
|  |  |
| 2026-03-03 | 0.9999          |
|  |  |
| 2026-03-04 | 0.9999          |
|  |  |
| 2026-03-05 | 0.9999          |
|  |  |
| 2026-03-06 | 0.9999          |
|  |  |
| 2026-03-09 | 0.9999          |
|  |  |
| 2026-03-10 | 0.9999          |
|  |  |
| 2026-03-11 | 0.9999          |
|  |  |
| 2026-03-12 | 0.9998          |
|  |  |
| 2026-03-13 | 0.9998          |
|  |  |
| 2026-03-16 | 0.9999          |
|  |  |
| 2026-03-17 | 0.9999          |
|  |  |
| 2026-03-18 | 0.9998          |
|  |  |
| 2026-03-19 | 0.9998          |
|  |  |
| 2026-03-20 | 0.9997          |
|  |  |
| 2026-03-23 | 0.9997          |
|  |  |
| 2026-03-24 | 0.9997          |
|  |  |
| 2026-03-25 | 0.9997          |
|  |  |
| 2026-03-26 | 0.9997          |
|  |  |
| 2026-03-27 | 0.9997          |
|  |  |
| 2026-03-30 | 0.9998          |
|  |  |
| 2026-03-31 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $123.45                   | $0.00                   |

**Total Gross Subscriptions (Month):** $123.45

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 2.7900%           |
| 2026-03-03 | 2.7900%           |
| 2026-03-04 | 2.7900%           |
| 2026-03-05 | 2.7900%           |
| 2026-03-06 | 2.7800%           |
| 2026-03-09 | 2.7800%           |
| 2026-03-10 | 2.7700%           |
| 2026-03-11 | 2.7700%           |
| 2026-03-12 | 2.7700%           |
| 2026-03-13 | 2.7700%           |
| 2026-03-16 | 2.7700%           |
| 2026-03-17 | 2.7700%           |
| 2026-03-18 | 2.7700%           |
| 2026-03-19 | 2.7700%           |
| 2026-03-20 | 2.7700%           |
| 2026-03-23 | 2.7600%           |
| 2026-03-24 | 2.7600%           |
| 2026-03-25 | 2.7600%           |
| 2026-03-26 | 2.7600%           |
| 2026-03-27 | 2.7700%           |
| 2026-03-30 | 2.7700%           |
| 2026-03-31 | 2.7700%           |

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

### Class: CastleOak Share Class

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $3332051587.48

- **Number of Shares Outstanding:** 3332156787.3900

- **Expense Reimbursement/Waiver:** 141640.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0001          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $253736252.12             | $40000000.00            |
| 2026-03-03 | $76956810.00              | $21803505.70            |
| 2026-03-04 | $135684059.00             | $255000035.00           |
| 2026-03-05 | $40693414.00              | $192500000.00           |
| 2026-03-06 | $570035344.10             | $299000000.00           |
| 2026-03-09 | $170000000.00             | $63953372.00            |
| 2026-03-10 | $204700000.00             | $1007842.00             |
| 2026-03-11 | $51051497.00              | $508790000.00           |
| 2026-03-12 | $39000000.00              | $56102612.00            |
| 2026-03-13 | $241500000.00             | $172376140.00           |
| 2026-03-16 | $60773235.00              | $100000000.00           |
| 2026-03-17 | $24577396.00              | $135000000.00           |
| 2026-03-18 | $161963149.00             | $111000000.00           |
| 2026-03-19 | $197114000.00             | $2171337.00             |
| 2026-03-20 | $290085966.54             | $144905467.10           |
| 2026-03-23 | $110000000.00             | $2152718.00             |
| 2026-03-24 | $4000000.00               | $60113114.00            |
| 2026-03-25 | $31999814.75              | $415977469.72           |
| 2026-03-26 | $98000000.00              | $54443328.00            |
| 2026-03-27 | $210000000.00             | $470586496.82           |
| 2026-03-30 | $748516455.00             | $247000000.00           |
| 2026-03-31 | $114000000.00             | $160119341.00           |

**Total Gross Subscriptions (Month):** $3834387392.51

**Total Gross Redemptions (Month):** $3514002778.34

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5900%           |
| 2026-03-03 | 3.6000%           |
| 2026-03-04 | 3.6000%           |
| 2026-03-05 | 3.5900%           |
| 2026-03-06 | 3.5800%           |
| 2026-03-09 | 3.5800%           |
| 2026-03-10 | 3.5700%           |
| 2026-03-11 | 3.5700%           |
| 2026-03-12 | 3.5700%           |
| 2026-03-13 | 3.5700%           |
| 2026-03-16 | 3.5700%           |
| 2026-03-17 | 3.5700%           |
| 2026-03-18 | 3.5700%           |
| 2026-03-19 | 3.5700%           |
| 2026-03-20 | 3.5600%           |
| 2026-03-23 | 3.5600%           |
| 2026-03-24 | 3.5600%           |
| 2026-03-25 | 3.5600%           |
| 2026-03-26 | 3.5600%           |
| 2026-03-27 | 3.5700%           |
| 2026-03-30 | 3.5700%           |
| 2026-03-31 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 21.3000%         | 0.0000%              |
| Non-financial corporation                           |  | 12.2600%         | 0.0000%              |
| Depository institution or other banking institution |  | 26.9700%         | 0.0000%              |
| Broker-dealer                                       |  | 12.0900%         | 0.0000%              |
| Broker-dealer                                       |  | 6.7200%          | 0.0000%              |
| Broker-dealer                                       |  | 6.8700%          | 0.0000%              |

### Class: Impact Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $1298003349.15

- **Number of Shares Outstanding:** 1298149029.9000

- **Expense Reimbursement/Waiver:** 52428.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0000          |
|  |  |
| 2026-03-03 | 1.0000          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0000          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 0.9999          |
|  |  |
| 2026-03-13 | 0.9999          |
|  |  |
| 2026-03-16 | 0.9999          |
|  |  |
| 2026-03-17 | 0.9999          |
|  |  |
| 2026-03-18 | 0.9999          |
|  |  |
| 2026-03-19 | 0.9998          |
|  |  |
| 2026-03-20 | 0.9997          |
|  |  |
| 2026-03-23 | 0.9998          |
|  |  |
| 2026-03-24 | 0.9998          |
|  |  |
| 2026-03-25 | 0.9998          |
|  |  |
| 2026-03-26 | 0.9998          |
|  |  |
| 2026-03-27 | 0.9998          |
|  |  |
| 2026-03-30 | 0.9998          |
|  |  |
| 2026-03-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $338250925.94             | $608050000.00           |
| 2026-03-03 | $513000000.00             | $303920000.00           |
| 2026-03-04 | $502300000.00             | $500000000.00           |
| 2026-03-05 | $511200000.00             | $600000000.00           |
| 2026-03-06 | $475000000.00             | $595000000.00           |
| 2026-03-09 | $448840000.00             | $465000000.00           |
| 2026-03-10 | $435000000.00             | $427220000.00           |
| 2026-03-11 | $577000000.00             | $782469000.00           |
| 2026-03-12 | $500000000.00             | $501980000.00           |
| 2026-03-13 | $358000000.00             | $515100000.00           |
| 2026-03-16 | $470000000.00             | $536940000.00           |
| 2026-03-17 | $550700000.00             | $470000000.00           |
| 2026-03-18 | $515460000.00             | $548840000.00           |
| 2026-03-19 | $135000000.00             | $519000000.00           |
| 2026-03-20 | $262700000.00             | $135000000.00           |
| 2026-03-23 | $460000000.00             | $338920000.00           |
| 2026-03-24 | $500000000.00             | $445780000.00           |
| 2026-03-25 | $673939736.94             | $500000000.00           |
| 2026-03-26 | $380000000.00             | $514820000.00           |
| 2026-03-27 | $250000000.00             | $382160000.00           |
| 2026-03-30 | $298080000.00             | $279000000.00           |
| 2026-03-31 | $647660000.00             | $300000000.00           |

**Total Gross Subscriptions (Month):** $9802130662.88

**Total Gross Redemptions (Month):** $10269199000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5900%           |
| 2026-03-03 | 3.6000%           |
| 2026-03-04 | 3.6000%           |
| 2026-03-05 | 3.5900%           |
| 2026-03-06 | 3.5800%           |
| 2026-03-09 | 3.5800%           |
| 2026-03-10 | 3.5700%           |
| 2026-03-11 | 3.5700%           |
| 2026-03-12 | 3.5700%           |
| 2026-03-13 | 3.5700%           |
| 2026-03-16 | 3.5700%           |
| 2026-03-17 | 3.5700%           |
| 2026-03-18 | 3.5700%           |
| 2026-03-19 | 3.5700%           |
| 2026-03-20 | 3.5600%           |
| 2026-03-23 | 3.5600%           |
| 2026-03-24 | 3.5600%           |
| 2026-03-25 | 3.5600%           |
| 2026-03-26 | 3.5600%           |
| 2026-03-27 | 3.5700%           |
| 2026-03-30 | 3.5700%           |
| 2026-03-31 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 31.1900%         | 0.0000%              |
| Non-financial corporation |  | 23.6300%         | 0.0000%              |
| Non-financial corporation |  | 10.3900%         | 0.0000%              |
| Non-financial corporation |  | 9.4900%          | 0.0000%              |
| Non-financial corporation |  | 15.2100%         | 0.0000%              |

### Class: Impact Partner Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $555416755.05

- **Number of Shares Outstanding:** 555379673.4000

- **Expense Reimbursement/Waiver:** 23664.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0002          |
|  |  |
| 2026-03-03 | 1.0002          |
|  |  |
| 2026-03-04 | 1.0001          |
|  |  |
| 2026-03-05 | 1.0001          |
|  |  |
| 2026-03-06 | 1.0002          |
|  |  |
| 2026-03-09 | 1.0002          |
|  |  |
| 2026-03-10 | 1.0002          |
|  |  |
| 2026-03-11 | 1.0002          |
|  |  |
| 2026-03-12 | 1.0001          |
|  |  |
| 2026-03-13 | 1.0001          |
|  |  |
| 2026-03-16 | 1.0001          |
|  |  |
| 2026-03-17 | 1.0001          |
|  |  |
| 2026-03-18 | 1.0001          |
|  |  |
| 2026-03-19 | 1.0001          |
|  |  |
| 2026-03-20 | 1.0000          |
|  |  |
| 2026-03-23 | 1.0000          |
|  |  |
| 2026-03-24 | 1.0000          |
|  |  |
| 2026-03-25 | 1.0000          |
|  |  |
| 2026-03-26 | 1.0000          |
|  |  |
| 2026-03-27 | 1.0000          |
|  |  |
| 2026-03-30 | 1.0000          |
|  |  |
| 2026-03-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $85730134.32              | $4126.22                |
| 2026-03-03 | $900100.00                | $1001039.34             |
| 2026-03-04 | $300912.58                | $11800000.00            |
| 2026-03-05 | $26157.82                 | $0.00                   |
| 2026-03-06 | $382806.00                | $249000001.34           |
| 2026-03-09 | $212108.48                | $17857.06               |
| 2026-03-10 | $85003854.96              | $1100300.00             |
| 2026-03-11 | $9712500.00               | $70000010.50            |
| 2026-03-12 | $194190809.03             | $4300600.00             |
| 2026-03-13 | $17421.29                 | $97850400.00            |
| 2026-03-16 | $136007500.00             | $0.00                   |
| 2026-03-17 | $2772.24                  | $102358235.43           |
| 2026-03-18 | $862.08                   | $5000000.00             |
| 2026-03-19 | $52000.00                 | $0.00                   |
| 2026-03-20 | $10005067.62              | $1511.83                |
| 2026-03-23 | $401287.39                | $0.00                   |
| 2026-03-24 | $0.00                     | $1900000.00             |
| 2026-03-25 | $599828.14                | $300.00                 |
| 2026-03-26 | $3.69                     | $2961229.65             |
| 2026-03-27 | $4325963.37               | $48.71                  |
| 2026-03-30 | $201149.71                | $5408140.88             |
| 2026-03-31 | $12141121.04              | $4206326.37             |

**Total Gross Subscriptions (Month):** $540214359.76

**Total Gross Redemptions (Month):** $556910127.33

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5900%           |
| 2026-03-03 | 3.6000%           |
| 2026-03-04 | 3.6000%           |
| 2026-03-05 | 3.5900%           |
| 2026-03-06 | 3.5800%           |
| 2026-03-09 | 3.5800%           |
| 2026-03-10 | 3.5700%           |
| 2026-03-11 | 3.5700%           |
| 2026-03-12 | 3.5700%           |
| 2026-03-13 | 3.5700%           |
| 2026-03-16 | 3.5700%           |
| 2026-03-17 | 3.5700%           |
| 2026-03-18 | 3.5700%           |
| 2026-03-19 | 3.5700%           |
| 2026-03-20 | 3.5600%           |
| 2026-03-23 | 3.5600%           |
| 2026-03-24 | 3.5600%           |
| 2026-03-25 | 3.5600%           |
| 2026-03-26 | 3.5600%           |
| 2026-03-27 | 3.5700%           |
| 2026-03-30 | 3.5700%           |
| 2026-03-31 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 44.9500%         | 0.0000%              |
| Broker-dealer             |  | 9.0000%          | 0.0000%              |
| Broker-dealer             |  | 36.7100%         | 0.0000%              |

### Class: Advisor Class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $132539481.64

- **Number of Shares Outstanding:** 132537288.8730

- **Expense Reimbursement/Waiver:** 5604.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0001          |
|  |  |
| 2026-03-05 | 1.0001          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 2026-03-11 | 1.0001          |
|  |  |
| 2026-03-12 | 1.0001          |
|  |  |
| 2026-03-13 | 1.0001          |
|  |  |
| 2026-03-16 | 1.0001          |
|  |  |
| 2026-03-17 | 1.0001          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 1.0000          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 1.0000          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 1.0000          |
|  |  |
| 2026-03-30 | 1.0000          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $1719789.54               | $155865.65              |
| 2026-03-03 | $1612164.00               | $267845.36              |
| 2026-03-04 | $510977.45                | $739180.34              |
| 2026-03-05 | $391873.12                | $634479.23              |
| 2026-03-06 | $199538.70                | $140907.72              |
| 2026-03-09 | $28738.00                 | $2507956.00             |
| 2026-03-10 | $191313.00                | $250838.69              |
| 2026-03-11 | $393585.43                | $54850.00               |
| 2026-03-12 | $511056.24                | $115301.00              |
| 2026-03-13 | $350442.75                | $313895.16              |
| 2026-03-16 | $172578.35                | $233693.60              |
| 2026-03-17 | $265333.00                | $292917.41              |
| 2026-03-18 | $2227957.05               | $148947.00              |
| 2026-03-19 | $436623.18                | $658225.18              |
| 2026-03-20 | $1700712.40               | $1159430.09             |
| 2026-03-23 | $315217.94                | $75283.55               |
| 2026-03-24 | $2774247.88               | $157288.00              |
| 2026-03-25 | $168249.17                | $112157.00              |
| 2026-03-26 | $345180.62                | $50953.71               |
| 2026-03-27 | $297398.70                | $186776.09              |
| 2026-03-30 | $1453199.79               | $1272023.00             |
| 2026-03-31 | $1614984.00               | $125217.58              |

**Total Gross Subscriptions (Month):** $17681160.31

**Total Gross Redemptions (Month):** $9654031.36

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5900%           |
| 2026-03-03 | 3.6000%           |
| 2026-03-04 | 3.6000%           |
| 2026-03-05 | 3.5900%           |
| 2026-03-06 | 3.5800%           |
| 2026-03-09 | 3.5800%           |
| 2026-03-10 | 3.5700%           |
| 2026-03-11 | 3.5700%           |
| 2026-03-12 | 3.5700%           |
| 2026-03-13 | 3.5700%           |
| 2026-03-16 | 3.5700%           |
| 2026-03-17 | 3.5700%           |
| 2026-03-18 | 3.5700%           |
| 2026-03-19 | 3.5700%           |
| 2026-03-20 | 3.5600%           |
| 2026-03-23 | 3.5600%           |
| 2026-03-24 | 3.5600%           |
| 2026-03-25 | 3.5600%           |
| 2026-03-26 | 3.5600%           |
| 2026-03-27 | 3.5700%           |
| 2026-03-30 | 3.5700%           |
| 2026-03-31 | 3.5700%           |

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

### Class: Institutional Plus Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $50989.83

- **Number of Shares Outstanding:** 50988.9300

- **Expense Reimbursement/Waiver:** 2.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0001          |
|  |  |
| 2026-03-05 | 1.0001          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 2026-03-11 | 1.0001          |
|  |  |
| 2026-03-12 | 1.0001          |
|  |  |
| 2026-03-13 | 1.0001          |
|  |  |
| 2026-03-16 | 1.0001          |
|  |  |
| 2026-03-17 | 1.0001          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 1.0000          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 1.0000          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 1.0000          |
|  |  |
| 2026-03-30 | 1.0000          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $139.42                   | $0.00                   |

**Total Gross Subscriptions (Month):** $139.42

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5700%           |
| 2026-03-03 | 3.5800%           |
| 2026-03-04 | 3.5800%           |
| 2026-03-05 | 3.5700%           |
| 2026-03-06 | 3.5600%           |
| 2026-03-09 | 3.5600%           |
| 2026-03-10 | 3.5500%           |
| 2026-03-11 | 3.5500%           |
| 2026-03-12 | 3.5500%           |
| 2026-03-13 | 3.5500%           |
| 2026-03-16 | 3.5500%           |
| 2026-03-17 | 3.5500%           |
| 2026-03-18 | 3.5500%           |
| 2026-03-19 | 3.5500%           |
| 2026-03-20 | 3.5400%           |
| 2026-03-23 | 3.5400%           |
| 2026-03-24 | 3.5300%           |
| 2026-03-25 | 3.5400%           |
| 2026-03-26 | 3.5400%           |
| 2026-03-27 | 3.5500%           |
| 2026-03-30 | 3.5500%           |
| 2026-03-31 | 3.5500%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B72L7, C.4 - ISIN: US3130B72L79, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $197976582.54
- **C.18.a - Value (excl. sponsor support):** $197976582.54
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-07-15
- **C.13 - Final Legal Maturity Date:** 2027-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TJ3, C.4 - ISIN: US3130B7TJ30, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $240118884.00
- **C.18.a - Value (excl. sponsor support):** $240118884.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7V43, C.4 - ISIN: US3130B7V436, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $390272387.70
- **C.18.a - Value (excl. sponsor support):** $390272387.70
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-21
- **C.13 - Final Legal Maturity Date:** 2027-09-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B85F5, C.4 - ISIN: US3130B85F56, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $474997777.00
- **C.18.a - Value (excl. sponsor support):** $474997777.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8HG0, C.4 - ISIN: US3130B8HG02, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $422999940.78
- **C.18.a - Value (excl. sponsor support):** $422999940.78
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8HR6, C.4 - ISIN: US3130B8HR66, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $960999980.78
- **C.18.a - Value (excl. sponsor support):** $960999980.78
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KG6, C.4 - ISIN: US3130B8KG64, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $400999374.44
- **C.18.a - Value (excl. sponsor support):** $400999374.44
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KS0, C.4 - ISIN: US3130B8KS03, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $722997368.28
- **C.18.a - Value (excl. sponsor support):** $722997368.28
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8M74, C.4 - ISIN: US3130B8M748, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $483005332.32
- **C.18.a - Value (excl. sponsor support):** $483005332.32
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8N99, C.4 - ISIN: US3130B8N993, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $241023078.16
- **C.18.a - Value (excl. sponsor support):** $241023078.16
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8P22, C.4 - ISIN: US3130B8P220, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $485005359.25
- **C.18.a - Value (excl. sponsor support):** $485005359.25
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RA2, C.4 - ISIN: US3130B8RA22, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $483999830.60
- **C.18.a - Value (excl. sponsor support):** $483999830.60
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SR4, C.4 - ISIN: US3130B8SR48, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $244000373.32
- **C.18.a - Value (excl. sponsor support):** $244000373.32
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SS2, C.4 - ISIN: US3130B8SS21, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $487000457.78
- **C.18.a - Value (excl. sponsor support):** $487000457.78
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZT2, C.4 - ISIN: US3130B8ZT21, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $244004836.08
- **C.18.a - Value (excl. sponsor support):** $244004836.08
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9CP3, C.4 - ISIN: US3130B9CP39, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $488011516.80
- **C.18.a - Value (excl. sponsor support):** $488011516.80
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DV9, C.4 - ISIN: US3130B9DV97, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $487011400.67
- **C.18.a - Value (excl. sponsor support):** $487011400.67
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DX5, C.4 - ISIN: US3130B9DX53, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $487012978.55
- **C.18.a - Value (excl. sponsor support):** $487012978.55
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9EK2, C.4 - ISIN: US3130B9EK24, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $1269014656.95
- **C.18.a - Value (excl. sponsor support):** $1269014656.95
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9EL0, C.4 - ISIN: US3130B9EL07, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $487013879.50
- **C.18.a - Value (excl. sponsor support):** $487013879.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9GV6, C.4 - ISIN: US3130B9GV60, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $489012909.60
- **C.18.a - Value (excl. sponsor support):** $489012909.60
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9GZ7, C.4 - ISIN: US3130B9GZ74, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $489014019.63
- **C.18.a - Value (excl. sponsor support):** $489014019.63
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H52, C.4 - ISIN: US3130B9H522, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $977025675.56
- **C.18.a - Value (excl. sponsor support):** $977025675.56
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JK7, C.4 - ISIN: US3130B9JK78, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $2421003655.71
- **C.18.a - Value (excl. sponsor support):** $2421003655.71
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JL5, C.4 - ISIN: US3130B9JL51, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $514001526.58
- **C.18.a - Value (excl. sponsor support):** $514001526.58
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JV3, C.4 - ISIN: US3130B9JV34, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $488012849.04
- **C.18.a - Value (excl. sponsor support):** $488012849.04
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9K82, C.4 - ISIN: US3130B9K823, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $245006686.05
- **C.18.a - Value (excl. sponsor support):** $245006686.05
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9KD1, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $243006424.92
- **C.18.a - Value (excl. sponsor support):** $243006424.92
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9N30, C.4 - ISIN: US3130B9N306, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $488026298.32
- **C.18.a - Value (excl. sponsor support):** $488026298.32
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9QK9, C.4 - ISIN: US3130B9QK95, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $488015923.44
- **C.18.a - Value (excl. sponsor support):** $488015923.44
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9QQ6, C.4 - ISIN: US3130B9QQ65, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $494027792.44
- **C.18.a - Value (excl. sponsor support):** $494027792.44
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9UB4, C.4 - ISIN: US3130B9UB41, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $733020853.85
- **C.18.a - Value (excl. sponsor support):** $733020853.85
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9UL2, C.4 - ISIN: US3130B9UL23, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $245005992.70
- **C.18.a - Value (excl. sponsor support):** $245005992.70
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9UM0, C.4 - ISIN: US3130B9UM06, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $243006313.14
- **C.18.a - Value (excl. sponsor support):** $243006313.14
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA6L6, C.4 - ISIN: US3130BA6L62, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $488029636.24
- **C.18.a - Value (excl. sponsor support):** $488029636.24
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-09
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA6W2, C.4 - ISIN: US3130BA6W28, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $487000000.00
- **C.18.a - Value (excl. sponsor support):** $487000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A89, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385A89
- **C.18 - Value (incl. sponsor support):** $721682184.23
- **C.18.a - Value (excl. sponsor support):** $721682184.23
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385B62, C.4 - ISIN: US313385B622, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $606793335.45
- **C.18.a - Value (excl. sponsor support):** $606793335.45
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385B70, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385B70
- **C.18 - Value (incl. sponsor support):** $483412562.50
- **C.18.a - Value (excl. sponsor support):** $483412562.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385B88, C.4 - ISIN: US313385B887, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $1114696037.10
- **C.18.a - Value (excl. sponsor support):** $1114696037.10
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-14
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C53, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385C53
- **C.18 - Value (incl. sponsor support):** $46340061.25
- **C.18.a - Value (excl. sponsor support):** $46340061.25
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C61, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385C61
- **C.18 - Value (incl. sponsor support):** $240549637.48
- **C.18.a - Value (excl. sponsor support):** $240549637.48
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $964072869.24
- **C.18.a - Value (excl. sponsor support):** $964072869.24
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D29, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $241437903.35
- **C.18.a - Value (excl. sponsor support):** $241437903.35
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-24
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F35, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385F35
- **C.18 - Value (incl. sponsor support):** $388606210.05
- **C.18.a - Value (excl. sponsor support):** $388606210.05
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-09-10
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F76, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $479906993.36
- **C.18.a - Value (excl. sponsor support):** $479906993.36
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-09-14
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385G67, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $296781690.66
- **C.18.a - Value (excl. sponsor support):** $296781690.66
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-09-21
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385H25, C.4 - ISIN: US313385H256, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $666997731.19
- **C.18.a - Value (excl. sponsor support):** $666997731.19
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-09-25
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385J72, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385J72
- **C.18 - Value (incl. sponsor support):** $240359496.65
- **C.18.a - Value (excl. sponsor support):** $240359496.65
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UZ7, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385UZ7
- **C.18 - Value (incl. sponsor support):** $481952069.92
- **C.18.a - Value (excl. sponsor support):** $481952069.92
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385V37, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385V37
- **C.18 - Value (incl. sponsor support):** $192623062.50
- **C.18.a - Value (excl. sponsor support):** $192623062.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VA1, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385VA1
- **C.18 - Value (incl. sponsor support):** $237952664.18
- **C.18.a - Value (excl. sponsor support):** $237952664.18
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VN3, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385VN3
- **C.18 - Value (incl. sponsor support):** $247654729.44
- **C.18.a - Value (excl. sponsor support):** $247654729.44
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VQ6, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385VQ6
- **C.18 - Value (incl. sponsor support):** $381392195.98
- **C.18.a - Value (excl. sponsor support):** $381392195.98
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 55: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XX9, C.4 - ISIN: US313385XX97, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $420000870.78
- **C.18.a - Value (excl. sponsor support):** $420000870.78
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YE0, C.4 - ISIN: US313385YE08, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $192488901.02
- **C.18.a - Value (excl. sponsor support):** $192488901.02
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YF7, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385YF7
- **C.18 - Value (incl. sponsor support):** $199414304.97
- **C.18.a - Value (excl. sponsor support):** $199414304.97
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YM2, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $177480613.99
- **C.18.a - Value (excl. sponsor support):** $177480613.99
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YN0, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385YN0
- **C.18 - Value (incl. sponsor support):** $487774674.48
- **C.18.a - Value (excl. sponsor support):** $487774674.48
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YP5, C.4 - ISIN: US313385YP54, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $352907100.48
- **C.18.a - Value (excl. sponsor support):** $352907100.48
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZB5, C.4 - ISIN: US313385ZB59, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $493083495.00
- **C.18.a - Value (excl. sponsor support):** $493083495.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZJ8, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $192938740.80
- **C.18.a - Value (excl. sponsor support):** $192938740.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZS8, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385ZS8
- **C.18 - Value (incl. sponsor support):** $246169285.83
- **C.18.a - Value (excl. sponsor support):** $246169285.83
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZZ2, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385ZZ2
- **C.18 - Value (incl. sponsor support):** $481123668.07
- **C.18.a - Value (excl. sponsor support):** $481123668.07
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4D0, C.4 - ISIN: US3133ER4D09, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $142925116.62
- **C.18.a - Value (excl. sponsor support):** $142925116.62
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD73, C.4 - ISIN: US3133ERD738, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $249046672.56
- **C.18.a - Value (excl. sponsor support):** $249046672.56
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $248053756.48
- **C.18.a - Value (excl. sponsor support):** $248053756.48
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQC8, C.4 - ISIN: US3133ERQC88, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $142548735.58
- **C.18.a - Value (excl. sponsor support):** $142548735.58
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $237089607.33
- **C.18.a - Value (excl. sponsor support):** $237089607.33
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $233129123.94
- **C.18.a - Value (excl. sponsor support):** $233129123.94
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVV0, C.4 - ISIN: US3133ERVV05, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $48002896.32
- **C.18.a - Value (excl. sponsor support):** $48002896.32
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $240107733.60
- **C.18.a - Value (excl. sponsor support):** $240107733.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3C9, C.4 - ISIN: US3133ET3C98, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $98012081.44
- **C.18.a - Value (excl. sponsor support):** $98012081.44
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-08
- **C.13 - Final Legal Maturity Date:** 2027-09-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET4H7, C.4 - ISIN: US3133ET4H76, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $97040786.56
- **C.18.a - Value (excl. sponsor support):** $97040786.56
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-12-15
- **C.13 - Final Legal Maturity Date:** 2027-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5F0, C.4 - ISIN: US3133ET5F02, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $97015476.35
- **C.18.a - Value (excl. sponsor support):** $97015476.35
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6L6, C.4 - ISIN: US3133ET6L60, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $250041737.50
- **C.18.a - Value (excl. sponsor support):** $250041737.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6M4, C.4 - ISIN: US3133ET6M44, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $115019207.30
- **C.18.a - Value (excl. sponsor support):** $115019207.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAN7, C.4 - ISIN: US3133ETAN73, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $69808103.27
- **C.18.a - Value (excl. sponsor support):** $69808103.27
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETC70, C.4 - ISIN: US3133ETC702, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $178010131.76
- **C.18.a - Value (excl. sponsor support):** $178010131.76
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETF85, C.4 - ISIN: US3133ETF853, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $183992715.44
- **C.18.a - Value (excl. sponsor support):** $183992715.44
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $127075784.71
- **C.18.a - Value (excl. sponsor support):** $127075784.71
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETN45, C.4 - ISIN: US3133ETN451, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $159128297.10
- **C.18.a - Value (excl. sponsor support):** $159128297.10
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-08-27
- **C.13 - Final Legal Maturity Date:** 2027-08-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRQ2, C.4 - ISIN: US3133ETRQ22, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $203153064.03
- **C.18.a - Value (excl. sponsor support):** $203153064.03
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETS40, C.4 - ISIN: US3133ETS401, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $488111176.16
- **C.18.a - Value (excl. sponsor support):** $488111176.16
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-10
- **C.13 - Final Legal Maturity Date:** 2027-11-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT56, C.4 - ISIN: US3133ETT565, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $290202915.90
- **C.18.a - Value (excl. sponsor support):** $290202915.90
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-12
- **C.13 - Final Legal Maturity Date:** 2027-11-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVS3, C.4 - ISIN: US3133ETVS32, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $357138016.20
- **C.18.a - Value (excl. sponsor support):** $357138016.20
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVX2, C.4 - ISIN: US3133ETVX27, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $367511208.98
- **C.18.a - Value (excl. sponsor support):** $367511208.98
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-03
- **C.13 - Final Legal Maturity Date:** 2027-09-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX69, C.4 - ISIN: US3133ETX690, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $159111395.40
- **C.18.a - Value (excl. sponsor support):** $159111395.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYV3, C.4 - ISIN: US3133ETYV34, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $245008555.40
- **C.18.a - Value (excl. sponsor support):** $245008555.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETZD2, C.4 - ISIN: US3133ETZD27, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $96096711.36
- **C.18.a - Value (excl. sponsor support):** $96096711.36
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-23
- **C.13 - Final Legal Maturity Date:** 2027-09-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEH9, C.4 - ISIN: US3133EWEH98, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $176029346.24
- **C.18.a - Value (excl. sponsor support):** $176029346.24
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKE9, C.4 - ISIN: US3133EWKE93, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $97017941.12
- **C.18.a - Value (excl. sponsor support):** $97017941.12
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-28
- **C.13 - Final Legal Maturity Date:** 2028-02-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBJ44, C.4 - ISIN: US3134HBJ441, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $561257313.87
- **C.18.a - Value (excl. sponsor support):** $561257313.87
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-08-25
- **C.13 - Final Legal Maturity Date:** 2027-08-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $249319247.88
- **C.18.a - Value (excl. sponsor support):** $249319247.88
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $744897078.00
- **C.18.a - Value (excl. sponsor support):** $744897078.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $318132526.50
- **C.18.a - Value (excl. sponsor support):** $318132526.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $694464598.30
- **C.18.a - Value (excl. sponsor support):** $694464598.30
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $730388644.70
- **C.18.a - Value (excl. sponsor support):** $730388644.70
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $227105069.22
- **C.18.a - Value (excl. sponsor support):** $227105069.22
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $389062208.88
- **C.18.a - Value (excl. sponsor support):** $389062208.88
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AG6, C.4 - ISIN: US3135G1AG61, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $904191114.64
- **C.18.a - Value (excl. sponsor support):** $904191114.64
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-06
- **C.13 - Final Legal Maturity Date:** 2028-03-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1919100182.50
- **C.18.a - Value (excl. sponsor support):** $1919100182.50
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2659411919.90
- **C.18.a - Value (excl. sponsor support):** $2659411919.90
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $777611647.12
- **C.18.a - Value (excl. sponsor support):** $777611647.12
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $478596813.89
- **C.18.a - Value (excl. sponsor support):** $478596813.89
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $410891500.00
- **C.18.a - Value (excl. sponsor support):** $410891500.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1268779098.05
- **C.18.a - Value (excl. sponsor support):** $1268779098.05
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $788653361.97
- **C.18.a - Value (excl. sponsor support):** $788653361.97
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2105788010.04
- **C.18.a - Value (excl. sponsor support):** $2105788010.04
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SP3, C.4 - ISIN: US912797SP38, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1406863850.00
- **C.18.a - Value (excl. sponsor support):** $1406863850.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1150183875.00
- **C.18.a - Value (excl. sponsor support):** $1150183875.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1146368935.58
- **C.18.a - Value (excl. sponsor support):** $1146368935.58
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1530123564.20
- **C.18.a - Value (excl. sponsor support):** $1530123564.20
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $212334616.00
- **C.18.a - Value (excl. sponsor support):** $212334616.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $386414492.10
- **C.18.a - Value (excl. sponsor support):** $386414492.10
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.4 - ISIN: US912797TM97, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $114626911.00
- **C.18.a - Value (excl. sponsor support):** $114626911.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TV9, C.4 - ISIN: US912797TV96, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $704068428.02
- **C.18.a - Value (excl. sponsor support):** $704068428.02
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2027-02-18
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TY3, C.4 - ISIN: US912797TY36, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $582277496.01
- **C.18.a - Value (excl. sponsor support):** $582277496.01
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $587162782.08
- **C.18.a - Value (excl. sponsor support):** $587162782.08
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UG0, C.4 - ISIN: US912797UG01, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1157173340.84
- **C.18.a - Value (excl. sponsor support):** $1157173340.84
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-09-17
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UH8, C.4 - ISIN: US912797UH83, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $772283985.60
- **C.18.a - Value (excl. sponsor support):** $772283985.60
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UN5, C.4 - ISIN: US912797UN51, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $796193079.60
- **C.18.a - Value (excl. sponsor support):** $796193079.60
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128282A7, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $445210354.69
- **C.18.a - Value (excl. sponsor support):** $445210354.69
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-08-15
- **C.12 - Maturity Date (WAL):** 2026-08-15
- **C.13 - Final Legal Maturity Date:** 2026-08-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $87603233.52
- **C.18.a - Value (excl. sponsor support):** $87603233.52
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $285246758.94
- **C.18.a - Value (excl. sponsor support):** $285246758.94
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828V98, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $628785789.45
- **C.18.a - Value (excl. sponsor support):** $628785789.45
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $923937185.76
- **C.18.a - Value (excl. sponsor support):** $923937185.76
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $292974018.64
- **C.18.a - Value (excl. sponsor support):** $292974018.64
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $293481518.38
- **C.18.a - Value (excl. sponsor support):** $293481518.38
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1023901887.75
- **C.18.a - Value (excl. sponsor support):** $1023901887.75
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 2.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEN7, C.4 - ISIN: US91282CEN74, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $167187123.48
- **C.18.a - Value (excl. sponsor support):** $167187123.48
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $283998449.36
- **C.18.a - Value (excl. sponsor support):** $283998449.36
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $268229115.88
- **C.18.a - Value (excl. sponsor support):** $268229115.88
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $540170174.39
- **C.18.a - Value (excl. sponsor support):** $540170174.39
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $119475596.59
- **C.18.a - Value (excl. sponsor support):** $119475596.59
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $445026707.28
- **C.18.a - Value (excl. sponsor support):** $445026707.28
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJK8, C.4 - ISIN: US91282CJK80, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $461369734.38
- **C.18.a - Value (excl. sponsor support):** $461369734.38
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-11-15
- **C.12 - Maturity Date (WAL):** 2026-11-15
- **C.13 - Final Legal Maturity Date:** 2026-11-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJP7, C.4 - ISIN: US91282CJP77, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $942086434.52
- **C.18.a - Value (excl. sponsor support):** $942086434.52
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-12-15
- **C.12 - Maturity Date (WAL):** 2026-12-15
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJT9, C.4 - ISIN: US91282CJT99, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1071191503.47
- **C.18.a - Value (excl. sponsor support):** $1071191503.47
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKE0, C.4 - ISIN: US91282CKE02, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2049034693.82
- **C.18.a - Value (excl. sponsor support):** $2049034693.82
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2027-03-15
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKJ9, C.4 - ISIN: US91282CKJ98, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1514595329.37
- **C.18.a - Value (excl. sponsor support):** $1514595329.37
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $335296223.75
- **C.18.a - Value (excl. sponsor support):** $335296223.75
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $301508729.13
- **C.18.a - Value (excl. sponsor support):** $301508729.13
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $304674481.76
- **C.18.a - Value (excl. sponsor support):** $304674481.76
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.835400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1194444728.32
- **C.18.a - Value (excl. sponsor support):** $1194444728.32
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $295983480.24
- **C.18.a - Value (excl. sponsor support):** $295983480.24
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $450405383.56
- **C.18.a - Value (excl. sponsor support):** $450405383.56
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.858400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1256228582.25
- **C.18.a - Value (excl. sponsor support):** $1256228582.25
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $926134009.58
- **C.18.a - Value (excl. sponsor support):** $926134009.58
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.751400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $53022154.00
- **C.18.a - Value (excl. sponsor support):** $53022154.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $647163891.15
- **C.18.a - Value (excl. sponsor support):** $647163891.15
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2574644186.82
- **C.18.a - Value (excl. sponsor support):** $2574644186.82
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.813400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1469720892.36
- **C.18.a - Value (excl. sponsor support):** $1469720892.36
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMY4, C.4 - ISIN: US91282CMY48, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $311900365.92
- **C.18.a - Value (excl. sponsor support):** $311900365.92
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.812400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2617690915.13
- **C.18.a - Value (excl. sponsor support):** $2617690915.13
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.843400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $4149546288.16
- **C.18.a - Value (excl. sponsor support):** $4149546288.16
- **C.19 - Percentage of Net Assets:** 1.9400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.752400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $4249048939.36
- **C.18.a - Value (excl. sponsor support):** $4249048939.36
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 158: Natixis SA

- **C.1 - Title:** Natixis SA 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP0RWG15, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP0RWG15_3.68_0407
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill                       | 2026-05-21      | N/A      | 0.0000% | $200.00            | $198.97            | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2028-04-15      | 3.6250%  | 0.0000% | $300.00            | $644.07            | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2039-11-15      | 4.3750%  | 0.0000% | $9800.00           | $9694.91           | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2042-08-15      | 2.7500%  | 0.0000% | $100.00            | $76.60             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2043-08-15      | 3.6250%  | 0.0000% | $200.00            | $171.43            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2035-08-15      | 4.2500%  | 0.0000% | $707200.00         | $706984.84         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2033-02-28      | 3.7500%  | 0.0000% | $100.00            | $97.88             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2046-02-15      | 2.5000%  | 0.0000% | $1800.00           | $1244.98           | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2049-02-15      | 3.0000%  | 0.0000% | $1300.00           | $953.13            | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2040-08-15      | 1.1250%  | 0.0000% | $7731500.00        | $4819449.11        | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2053-11-15      | 4.7500%  | 0.0000% | $1484300.00        | $1469990.31        | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $93.75             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2045-08-15      | 4.8750%  | 0.0000% | $33443900.00       | $33485350.85       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-08-15      | 2.8750%  | 0.0000% | $4999900.00        | $4907314.23        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-11-15      | 2.0000%  | 0.0000% | $1200.00           | $1195.93           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-07-15      | 0.7500%  | 0.0000% | $100.00            | $129.34            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-01-15      | 0.1250%  | 0.0000% | $100.00            | $117.35            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-07-15      | 0.1250%  | 0.0000% | $100.00            | $113.29            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-07-31      | 2.6250%  | 0.0000% | $5999800.00        | $5788830.92        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-10-15      | 1.6250%  | 0.0000% | $800.00            | $898.17            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-04-30      | 3.5000%  | 0.0000% | $100.00            | $100.76            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-12-31      | 3.7500%  | 0.0000% | $4132800.00        | $4129635.12        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-01-31      | 4.0000%  | 0.0000% | $11939000.00       | $12058513.41       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-04-30      | 4.6250%  | 0.0000% | $1187000.00        | $1243267.51        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-12-31      | 4.3750%  | 0.0000% | $100.00            | $102.68            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2035-02-15      | 4.6250%  | 0.0000% | $2491000.00        | $2565355.22        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-07-15      | 3.8750%  | 0.0000% | $1000.00           | $1008.42           | U.S. Treasuries (including strips)        |
| Government National Mortgage Association | 2047-06-20      | 2.4105%  | 0.0000% | $57377220.00       | $1405459.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 2.4105%  | 0.0000% | $57142857.00       | $1339884.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 2.2605%  | 0.0000% | $33762395.00       | $713012.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 2.2605%  | 0.0000% | $15711883.00       | $364902.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 2.3105%  | 0.0000% | $36321538.00       | $1099101.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-08-01      | 3.0000%  | 0.0000% | $2347.00           | $187.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $788.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-25      | 2.6736%  | 0.0000% | $21315952.00       | $179668.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-10-15      | 4.0000%  | 0.0000% | $752717.00         | $360564.66         | Agency Collateralized Mortgage Obligation |

### Security 159: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.730000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17ZHK5, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP17ZHK5_3.73_0407
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $17.42             | $6.40              | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-05-14      | N/A      | 0.0000% | $300.00            | $298.67            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-09-03      | N/A      | 0.0000% | $5500.00           | $5414.31           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-10-29      | N/A      | 0.0000% | $700.00            | $685.32            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-11-27      | N/A      | 0.0000% | $100.00            | $97.61             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $5700.00           | $3739.78           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $3262600.00        | $1697984.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $900.00            | $348.63            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $200.00            | $68.74             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-08-15      | N/A      | 0.0000% | $1200.00           | $406.74            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-05-15      | N/A      | 0.0000% | $800.00            | $237.16            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-08-15      | N/A      | 0.0000% | $24800.00          | $7243.63           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-05-15      | N/A      | 0.0000% | $100.00            | $25.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-08-15      | N/A      | 0.0000% | $1200.00           | $305.56            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2027-08-15      | 6.3750%  | 0.0000% | $200.00            | $208.25            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2037-05-15      | 5.0000%  | 0.0000% | $113000.00         | $121390.08         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2038-05-15      | 4.5000%  | 0.0000% | $7133100.00        | $7285335.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2029-01-15      | 2.5000%  | 0.0000% | $2600.00           | $4104.29           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-02-15      | 0.6250%  | 0.0000% | $25200.00          | $26288.45          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-08-15      | 3.1250%  | 0.0000% | $858000.00         | $674763.24         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-08-15      | 2.8750%  | 0.0000% | $232400.00         | $173027.26         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2049-05-15      | 2.8750%  | 0.0000% | $500.00            | $360.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-02-15      | 0.1250%  | 0.0000% | $17349000.00       | $11523896.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-05-15      | 4.6250%  | 0.0000% | $50572300.00       | $49103310.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2055-02-15      | 2.3750%  | 0.0000% | $2212100.00        | $2125525.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-08-15      | 2.8750%  | 0.0000% | $293800.00         | $288359.55         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-15      | 0.3750%  | 0.0000% | $571709300.00      | $771705140.01      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-31      | 1.6250%  | 0.0000% | $508400.00         | $505441.79         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-31      | 0.6250%  | 0.0000% | $100.00            | $99.06             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-12-31      | 1.2500%  | 0.0000% | $3500.00           | $3445.59           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-15      | 4.6250%  | 0.0000% | $1100.00           | $1128.25           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-04-15      | 2.1250%  | 0.0000% | $15440000.00       | $16820132.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-15      | 4.5000%  | 0.0000% | $115700.00         | $118473.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-07-31      | 4.1250%  | 0.0000% | $500.00            | $505.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-12-31      | 4.2500%  | 0.0000% | $153100.00         | $155239.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-04-30      | 3.8134%  | 0.0000% | $200.00            | $201.40            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-02-15      | N/A      | 0.0000% | $5643.06           | $4027.76           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-11-15      | N/A      | 0.0000% | $36978.10          | $30723.11          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-05-15      | N/A      | 0.0000% | $0.08              | $0.07              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-08-15      | N/A      | 0.0000% | $1.86              | $1.63              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-08-15      | N/A      | 0.0000% | $8641359.14        | $4542166.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $137004.87         | $69805.63          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-02-15      | N/A      | 0.0000% | $142.02            | $56.86             | U.S. Treasuries (including strips) |

### Security 160: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.730000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18D8S6, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP18D8S6_3.73_0407
- **C.18 - Value (incl. sponsor support):** $1950000000.00
- **C.18.a - Value (excl. sponsor support):** $1950000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill               | 2026-05-05      | N/A      | 0.0000% | $83300.00          | $83005.95          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-11-15      | N/A      | 0.0000% | $1823100.00        | $1648749.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $29717500.00       | $19497681.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-11-15      | N/A      | 0.0000% | $9683100.00        | $5110972.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $28542700.00       | $14854734.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-05-15      | N/A      | 0.0000% | $21927100.00       | $11245444.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-11-15      | N/A      | 0.0000% | $8266200.00        | $3641839.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-02-15      | N/A      | 0.0000% | $10915500.00       | $4735078.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-05-15      | N/A      | 0.0000% | $3058200.00        | $1235687.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-11-15      | N/A      | 0.0000% | $100.00            | $39.25             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $28768300.00       | $11143976.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $1042100.00        | $398451.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $5837000.00        | $2170033.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-05-15      | N/A      | 0.0000% | $200.00            | $72.48             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-08-15      | N/A      | 0.0000% | $100.00            | $35.75             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-11-15      | N/A      | 0.0000% | $400.00            | $141.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $1400.00           | $481.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-08-15      | N/A      | 0.0000% | $4361900.00        | $1478479.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-02-15      | N/A      | 0.0000% | $2495700.00        | $824833.84         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-05-15      | N/A      | 0.0000% | $400.00            | $130.55            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-08-15      | N/A      | 0.0000% | $24600.00          | $7930.13           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2049-02-15      | N/A      | 0.0000% | $300.00            | $94.27             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-05-15      | N/A      | 0.0000% | $700.00            | $207.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-08-15      | N/A      | 0.0000% | $1900.00           | $554.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $4319300.00        | $2172577.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-11-15      | N/A      | 0.0000% | $11355200.00       | $3271421.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-02-15      | N/A      | 0.0000% | $2400.00           | $682.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-08-15      | N/A      | 0.0000% | $300.00            | $83.30             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-11-15      | N/A      | 0.0000% | $5500.00           | $1512.24           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-11-15      | N/A      | 0.0000% | $48300.00          | $12720.82          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-02-15      | N/A      | 0.0000% | $300.00            | $77.98             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-05-15      | N/A      | 0.0000% | $92019000.00       | $23651275.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-11-15      | N/A      | 0.0000% | $255301200.00      | $64567715.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-02-15      | N/A      | 0.0000% | $100.00            | $24.93             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-05-15      | N/A      | 0.0000% | $300.00            | $74.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2055-02-15      | N/A      | 0.0000% | $100.00            | $23.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2037-05-15      | 5.0000%  | 0.0000% | $100.00            | $107.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-11-15      | 3.1250%  | 0.0000% | $100.00            | $82.83             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $81.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $80.65             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-08-15      | 3.6250%  | 0.0000% | $15979600.00       | $13697107.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $82.85             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2048-02-15      | 3.0000%  | 0.0000% | $200.00            | $147.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $62.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-08-15      | 1.3750%  | 0.0000% | $300.00            | $147.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-02-15      | 1.8750%  | 0.0000% | $200.00            | $111.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-08-15      | 3.3750%  | 0.0000% | $12600.00          | $10561.54          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-08-15      | 2.8750%  | 0.0000% | $200.00            | $196.30            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-07-15      | 0.2500%  | 0.0000% | $102097600.00      | $126255182.37      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-07-15      | 0.1250%  | 0.0000% | $14736900.00       | $17782399.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-02-15      | 1.1250%  | 0.0000% | $2144400.00        | $1879464.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-07-15      | 0.1250%  | 0.0000% | $6526000.00        | $7393094.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-07-15      | 0.6250%  | 0.0000% | $6595200.00        | $6966412.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-31      | 2.7500%  | 0.0000% | $200.00            | $198.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-08-31      | 3.1250%  | 0.0000% | $100.00            | $97.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-04-30      | 3.5000%  | 0.0000% | $33064300.00       | $33004435.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-15      | 4.5000%  | 0.0000% | $3600.00           | $3686.28           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-07-31      | 4.1250%  | 0.0000% | $400.00            | $404.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-10-15      | 1.6250%  | 0.0000% | $2000.00           | $2114.41           | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-04-30      | 3.8134%  | 0.0000% | $400.00            | $402.81            | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-07-31      | 3.8124%  | 0.0000% | $100.00            | $100.70            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-01-31      | 4.0000%  | 0.0000% | $891217900.00      | $888677338.15      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-02-15      | 3.5000%  | 0.0000% | $28217100.00       | $28063715.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-03-15      | 3.5000%  | 0.0000% | $625482700.00      | $620279771.70      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-08-15      | N/A      | 0.0000% | $69.65             | $55.98             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-08-15      | N/A      | 0.0000% | $46.62             | $35.82             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-02-15      | N/A      | 0.0000% | $78003.92          | $58492.10          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-08-15      | N/A      | 0.0000% | $79.62             | $58.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-02-15      | N/A      | 0.0000% | $5606015.05        | $4001321.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-08-15      | N/A      | 0.0000% | $10248298.89       | $7137981.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-02-15      | N/A      | 0.0000% | $33.95             | $23.05             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-08-15      | N/A      | 0.0000% | $647046.27         | $428347.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $12.40             | $7.99              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-08-15      | N/A      | 0.0000% | $34.68             | $21.73             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-11-15      | N/A      | 0.0000% | $1.80              | $1.50              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-11-15      | N/A      | 0.0000% | $18.84             | $13.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-05-15      | N/A      | 0.0000% | $18794756.03       | $13254682.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-11-15      | N/A      | 0.0000% | $5683627.59        | $3907562.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2027-08-15      | N/A      | 0.0000% | $172.16            | $163.31            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-05-15      | N/A      | 0.0000% | $1.68              | $1.55              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-05-15      | N/A      | 0.0000% | $78.79             | $52.84             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-11-15      | N/A      | 0.0000% | $8.52              | $5.57              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-08-15      | N/A      | 0.0000% | $11.02             | $9.65              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-02-15      | N/A      | 0.0000% | $20897833.75       | $17923194.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-02-15      | N/A      | 0.0000% | $0.95              | $0.78              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-08-15      | N/A      | 0.0000% | $28.64             | $16.96             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-02-15      | N/A      | 0.0000% | $108.13            | $28.89             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-08-15      | N/A      | 0.0000% | $8951190.94        | $4705023.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-11-15      | N/A      | 0.0000% | $7685296.63        | $3976072.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $118.97            | $60.62             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $212897.83         | $105227.31         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-02-15      | N/A      | 0.0000% | $5.34              | $2.56              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $10485000.00       | $3912614.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-05-15      | N/A      | 0.0000% | $7810993.00        | $3687483.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-08-15      | N/A      | 0.0000% | $1.51              | $0.70              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-05-15      | N/A      | 0.0000% | $2067370.62        | $920469.89         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-11-15      | N/A      | 0.0000% | $14687000.00       | $6333724.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-05-15      | N/A      | 0.0000% | $614000.00         | $257067.06         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-02-15      | N/A      | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-08-15      | N/A      | 0.0000% | $27.39             | $10.65             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-11-15      | N/A      | 0.0000% | $1.01              | $0.39              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $239.05            | $90.39             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $33.94             | $12.47             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-08-15      | N/A      | 0.0000% | $149.82            | $52.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-11-15      | N/A      | 0.0000% | $8.95              | $2.80              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2049-05-15      | N/A      | 0.0000% | $38.91             | $11.84             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2049-08-15      | N/A      | 0.0000% | $78.09             | $23.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-02-15      | N/A      | 0.0000% | $1953922.56        | $573757.64         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-05-15      | N/A      | 0.0000% | $6194542.44        | $1790427.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-08-15      | N/A      | 0.0000% | $919589.53         | $251434.17         | U.S. Treasuries (including strips) |

### Security 161: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1993J9, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1993J9_3.73_0407
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2044-08-01      | 4.0000%  | 0.0000% | $2501.00           | $302.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 3.0000%  | 0.0000% | $4242992.00        | $643631.82         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 3.5000%  | 0.0000% | $1011.00           | $114.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-09-01      | 3.5000%  | 0.0000% | $1037.00           | $117.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-08-01      | 3.5000%  | 0.0000% | $1000.00           | $141.24            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-05-01      | 5.0000%  | 0.0000% | $47000.00          | $8963.09           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 5.0000%  | 0.0000% | $3044000.00        | $268815.41         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-02-01      | 3.5000%  | 0.0000% | $530000.00         | $28850.65          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-03-01      | 3.5000%  | 0.0000% | $1072.00           | $303.07            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-11-01      | 3.5000%  | 0.0000% | $2349048.00        | $640821.89         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 3.0000%  | 0.0000% | $1001.00           | $87.97             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 3.0000%  | 0.0000% | $1503000.00        | $149812.80         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 3.5000%  | 0.0000% | $99000.00          | $39598.91          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-12-15      | 4.5000%  | 0.0000% | $4332600.00        | $3655461.55        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-04-01      | 3.5000%  | 0.0000% | $18000.00          | $5006.04           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-10-01      | 2.0000%  | 0.0000% | $1000.00           | $394.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $4253.00           | $2662.39           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $132000.00         | $79390.73          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $5767744.00        | $3441701.13        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $92675.00          | $61850.40          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $409.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 3.5000%  | 0.0000% | $174387.00         | $70170.81          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 3.5000%  | 0.0000% | $12001.00          | $5783.69           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $16780.00          | $12539.62          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $447201.00         | $338573.82         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-03-20      | 5.6250%  | 0.0000% | $2903.00           | $55.18             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-07-20      | 5.3750%  | 0.0000% | $2019.00           | $97.92             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-09-20      | 5.3750%  | 0.0000% | $1000.00           | $49.33             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-20      | 5.5000%  | 0.0000% | $1000.00           | $21.75             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-07-20      | 5.3750%  | 0.0000% | $1232983.00        | $62013.64          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-01-20      | 4.0000%  | 0.0000% | $419565.00         | $61661.66          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $88800896.00       | $20659516.92       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $1000.00           | $690.62            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $107386288.00      | $64865725.73       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $846183.00         | $600760.99         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $20843.00          | $13959.24          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $648561.00         | $282761.50         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-10-20      | 3.5000%  | 0.0000% | $2950000.00        | $362318.36         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-15      | 7.0000%  | 0.0000% | $5040.00           | $5132.06           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-15      | 7.0000%  | 0.0000% | $3000.00           | $2966.28           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-15      | 7.0000%  | 0.0000% | $2000.00           | $1849.36           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-15      | 6.0000%  | 0.0000% | $25302.00          | $25016.32          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-07-13      | 2.1500%  | 0.0000% | $6000.00           | $4211.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-01-25      | 1.9000%  | 0.0000% | $2000.00           | $1556.91           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-09-01      | 3.7300%  | 0.0000% | $12883104.00       | $12629684.75       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-09-01      | 5.5000%  | 0.0000% | $33841.00          | $3.58              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-02-01      | 5.0000%  | 0.0000% | $5819.00           | $3.92              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-08-01      | 3.6500%  | 0.0000% | $1108.00           | $1097.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 5.4200%  | 0.0000% | $3294005.00        | $2499265.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-07-01      | 5.8600%  | 0.0000% | $998000.00         | $762714.21         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-10-01      | 5.3140%  | 0.0000% | $2127.00           | $1.25              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-08-01      | 4.0830%  | 0.0000% | $194583461.00      | $6113.66           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-04-01      | 4.5000%  | 0.0000% | $1000.00           | $133.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-12-01      | 6.3030%  | 0.0000% | $1581.00           | $29.58             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-02-01      | 6.0690%  | 0.0000% | $16533076.00       | $739697.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-01-01      | 6.2280%  | 0.0000% | $4721985.00        | $411641.29         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 5.6000%  | 0.0000% | $10682.00          | $1726.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-05-01      | 3.9600%  | 0.0000% | $55000.00          | $41927.11          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-07-01      | 3.2100%  | 0.0000% | $20000000.00       | $17398700.00       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 3.4200%  | 0.0000% | $1000.00           | $748.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.5000%  | 0.0000% | $11000.00          | $8368.58           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $55941.00          | $43024.97          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $6308.00           | $4987.33           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $200000.00         | $155964.87         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $1048.00           | $779.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 5.5000%  | 0.0000% | $41000.00          | $31770.26          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 2.5000%  | 0.0000% | $229733.00         | $171350.56         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 2.0000%  | 0.0000% | $1000.00           | $702.98            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $2427755.00        | $1885315.75        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $23548746.00       | $19767551.75       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $55129856.00       | $44419258.16       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $51200.00          | $39238.64          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $1024.00           | $931.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1100000.00        | $843181.61         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $1010.00           | $863.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $1021.00           | $847.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $771.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 3.5000%  | 0.0000% | $258000.00         | $216299.44         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $2159.00           | $1891.05           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.0000%  | 0.0000% | $4702033.00        | $3808594.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 3.0000%  | 0.0000% | $1229000.00        | $217439.02         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $191.09            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $7392939.00        | $6144637.94        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $10004.00          | $9087.96           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $6000.00           | $5192.53           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $2367000.00        | $1266873.94        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $786147.00         | $438236.98         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $2082830.00        | $1373782.02        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $548.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $19924868.00       | $11183589.02       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $505944.00         | $287055.68         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.0000%  | 0.0000% | $3804492.00        | $2224155.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $1001.00           | $717.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $13609939.00       | $8756168.77        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $2130841.00        | $1471359.38        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $253317.00         | $170634.56         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $700111.00         | $519003.45         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1007.00           | $685.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $9994000.00        | $6792319.26        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $971053.00         | $709075.53         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $70594.00          | $51165.28          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 4.0000%  | 0.0000% | $747000.00         | $551305.79         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $98000.00          | $76323.58          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 3.5000%  | 0.0000% | $14006.00          | $10436.40          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $48000.00          | $35680.14          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $22000.00          | $15367.44          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $1083.00           | $763.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-05-01      | 3.5000%  | 0.0000% | $2039716.00        | $190966.49         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-07-01      | 5.0000%  | 0.0000% | $1173164.00        | $9825.64           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-06-01      | 5.5000%  | 0.0000% | $14920686.00       | $17508.95          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-04-01      | 7.0000%  | 0.0000% | $386010.00         | $275.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 6.5000%  | 0.0000% | $3061766.00        | $67565.18          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-03-01      | 5.5000%  | 0.0000% | $1006.00           | $8.31              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-05-01      | 6.5000%  | 0.0000% | $565112.00         | $8870.48           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-01-01      | 5.5000%  | 0.0000% | $6053.00           | $39.12             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-08-01      | 3.0000%  | 0.0000% | $246000.00         | $39273.85          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $6020.00           | $3941.26           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1965.19           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $2014.77           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $2426339.00        | $2190430.20        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $288391.00         | $301468.54         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $276763.00         | $228483.08         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.0000%  | 0.0000% | $62690.00          | $61234.17          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $4647792.00        | $4366474.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $14496858.00       | $13759390.62       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $7000.00           | $7077.12           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $1004.00           | $987.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $3924309.00        | $4008421.53        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 7.0000%  | 0.0000% | $1640733.00        | $1733564.04        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $4001.00           | $3419.47           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 7.0000%  | 0.0000% | $19318424.00       | $17048894.23       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1021426.00        | $910736.92         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $700292.00         | $730252.42         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $913.09            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.5000%  | 0.0000% | $1057257.00        | $997864.26         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.5000%  | 0.0000% | $1002.00           | $1050.33           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $8000.00           | $7163.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $789470.00         | $808157.11         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.0000%  | 0.0000% | $24168.00          | $24825.46          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.5000%  | 0.0000% | $1185846.00        | $1160785.68        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $988.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $10671.00          | $10418.80          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $961.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.5000%  | 0.0000% | $724633.00         | $697160.52         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $19098176.00       | $16997984.59       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $42850.00          | $38708.33          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $2004.00           | $1620.43           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $477172.00         | $392596.63         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1664.91           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $17915510.00       | $14928509.79       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $1001.00           | $921.27            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1003.36           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.0000%  | 0.0000% | $4477482.00        | $3532898.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $1649.00           | $1655.19           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 4.7910%  | 0.0000% | $1000.00           | $990.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $1001.00           | $693.76            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $925.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $1069000.00        | $989060.41         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $71331.00          | $62615.24          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $770650.00         | $697760.02         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $272363.00         | $254260.56         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $2414.00           | $2177.85           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $3299.00           | $2559.76           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.0000%  | 0.0000% | $156548.00         | $143888.81         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 4.5000%  | 0.0000% | $8002.00           | $7648.01           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $1014.00           | $950.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $1574.00           | $1543.60           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $586257.00         | $595466.42         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $2083784.00        | $2145960.76        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $2304384.00        | $2342616.80        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1041.46           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $1600.00           | $1626.31           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $644327.00         | $642006.17         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1015.07           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $816.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $170634.00         | $172753.87         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.56           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.5000%  | 0.0000% | $1026.00           | $1071.63           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $832906.00         | $836044.47         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $150000.00         | $101018.03         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $715.36            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 2.5000%  | 0.0000% | $153787.00         | $115793.80         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $675.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 4.5000%  | 0.0000% | $2609277.00        | $1947722.50        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.0000%  | 0.0000% | $5836000.00        | $4479889.37        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $54796.00          | $37578.66          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1537.99           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 7.0000%  | 0.0000% | $4387.00           | $664.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 7.0000%  | 0.0000% | $29693.00          | $31365.36          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.5000%  | 0.0000% | $1381320.00        | $1428481.07        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $743.23            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 3.0000%  | 0.0000% | $1000.00           | $758.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $777.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $859.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.0000%  | 0.0000% | $6008.00           | $5833.87           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $899.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $618.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1996.73           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2036-07-14      | 2.3100%  | 0.0000% | $206000.00         | $167642.97         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 4.0000%  | 0.0000% | $1000.00           | $858.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 4.5000%  | 0.0000% | $197996.00         | $32915.54          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $241.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 3.0000%  | 0.0000% | $9220.00           | $3676.46           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 4.5000%  | 0.0000% | $2004.00           | $428.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $418.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 3.0000%  | 0.0000% | $2804314.00        | $869179.60         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $2000.00           | $851.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.0000%  | 0.0000% | $896945.00         | $469382.00         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.5000%  | 0.0000% | $587998.00         | $292667.40         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 3.0000%  | 0.0000% | $1000.00           | $428.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $2000.00           | $1080.49           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 4.0000%  | 0.0000% | $192946.00         | $129168.64         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $613.27            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $614.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $33805.00          | $25463.49          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $3050.00           | $2123.08           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.5000%  | 0.0000% | $102002.00         | $77648.15          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $11004.00          | $8438.65           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $1004.00           | $766.42            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $6582000.00        | $4920880.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $15533481.00       | $11922852.30       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $3714.00           | $2818.34           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $1963.00           | $1535.17           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $809.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $803.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1714000.00        | $1463120.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-07-01      | 4.5000%  | 0.0000% | $987923.00         | $679583.53         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-11-01      | 2.0000%  | 0.0000% | $24881927.00       | $13197246.92       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-10-01      | 3.5000%  | 0.0000% | $1000.00           | $401.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 2.5000%  | 0.0000% | $1733240.00        | $247682.16         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $4586880.00        | $3806460.78        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-06-01      | 4.6560%  | 0.0000% | $2363.00           | $0.58              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-12-01      | 3.5000%  | 0.0000% | $1002.00           | $227.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-08-01      | 4.5520%  | 0.0000% | $2124.00           | $0.74              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-03-01      | 6.0130%  | 0.0000% | $1000.00           | $5.31              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-04-01      | 6.5000%  | 0.0000% | $2543451.00        | $14112.59          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-11-01      | 5.9970%  | 0.0000% | $2803.00           | $13.84             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-06-01      | 4.7600%  | 0.0000% | $1900000.00        | $1934763.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-06-01      | 5.1300%  | 0.0000% | $2003.00           | $2068.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-12-01      | 4.9900%  | 0.0000% | $102727.00         | $105096.33         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-04-01      | 4.9200%  | 0.0000% | $6998467.00        | $7192982.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-03-01      | 5.2400%  | 0.0000% | $2269000.00        | $2346224.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-09-01      | 4.4200%  | 0.0000% | $15358.00          | $15215.18          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 4.2800%  | 0.0000% | $18839329.00       | $18447992.18       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-12-01      | 4.3000%  | 0.0000% | $77239418.00       | $76660302.57       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-03-01      | 4.2400%  | 0.0000% | $2106300.00        | $2047035.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $5469038.00        | $2062568.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 4.0000%  | 0.0000% | $3597684.00        | $1904953.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $5374783.00        | $3490038.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $10000.00          | $9156.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $469939.00         | $364446.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $1465690.00        | $1096776.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $1185176.00        | $974583.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $264239.00         | $225285.19         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $4025931.00        | $4003887.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $24584.00          | $24995.74          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $3619249.00        | $3414673.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $4349100.00        | $3682514.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1014218.00        | $1037204.08        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 4.5000%  | 0.0000% | $1100000.00        | $163257.56         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-11-01      | 2.0000%  | 0.0000% | $6417960.00        | $3357301.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $10001.00          | $6988.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $74000.00          | $48638.02          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 5.0000%  | 0.0000% | $191916.00         | $131300.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-09-01      | 7.1850%  | 0.0000% | $784000.00         | $6865.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-11-01      | 6.1230%  | 0.0000% | $3596000.00        | $19166.15          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-11-01      | 6.4350%  | 0.0000% | $525000.00         | $5441.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-02-01      | 4.5000%  | 0.0000% | $40998972.00       | $2761735.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-11-01      | 6.3300%  | 0.0000% | $9578.00           | $127.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-06-01      | 3.0000%  | 0.0000% | $61261.00          | $9668.02           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-04-01      | 3.0000%  | 0.0000% | $147000.00         | $10194.49          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-06-01      | 3.5000%  | 0.0000% | $1519000.00        | $137673.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $4083744.00        | $1600381.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $342990.00         | $249264.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-10-01      | 6.0000%  | 0.0000% | $4181209.00        | $1942047.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $72776933.00       | $66688430.93       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-03-01      | 5.0000%  | 0.0000% | $314056.00         | $8081.74           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1010.31           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $1717689.00        | $1622551.97        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $73058.00          | $32244.72          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $38784.00          | $30697.45          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $53669.00          | $47138.43          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $4999.00           | $5003.09           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $2162876.00        | $1694094.19        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $1552473.00        | $1230148.43        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $511.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $49576.00          | $44909.23          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $3779954.00        | $3690910.15        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $98611.00          | $78689.60          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $47966.00          | $47173.03          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.40           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-09-01      | 4.0000%  | 0.0000% | $14990900.00       | $1246450.61        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 3.5000%  | 0.0000% | $18576.00          | $1755.65           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-08-01      | 3.5000%  | 0.0000% | $711368.00         | $101849.36         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-09-01      | 3.5000%  | 0.0000% | $1527968.00        | $572902.51         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 4.0000%  | 0.0000% | $1002.00           | $456.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 4.5000%  | 0.0000% | $324000.00         | $44086.38          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.0000%  | 0.0000% | $1007.00           | $161.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-10-01      | 3.5000%  | 0.0000% | $1000.00           | $116.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 3.0000%  | 0.0000% | $325156.00         | $45989.03          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 3.0000%  | 0.0000% | $1003.00           | $169.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-05-01      | 5.9160%  | 0.0000% | $3769522.00        | $803378.20         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $45867392.00       | $6906833.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-03-01      | 3.5000%  | 0.0000% | $5496800.00        | $1447036.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-07-01      | 6.4030%  | 0.0000% | $5650.00           | $1307.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-11-01      | 6.2340%  | 0.0000% | $150000.00         | $67270.26          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 4.1850%  | 0.0000% | $2210.00           | $2027.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 5.9150%  | 0.0000% | $8544693.00        | $8168822.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.1100%  | 0.0000% | $25318349.00       | $24652912.70       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 4.3570%  | 0.0000% | $5449.00           | $5338.06           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $345000.00         | $90052.98          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $51838594.00       | $9028825.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-11-01      | 3.5000%  | 0.0000% | $160000.00         | $46109.81          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $4245000.00        | $801918.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $1530000.00        | $551329.20         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $5000000.00        | $2603340.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-11-01      | 4.9400%  | 0.0000% | $3058485.00        | $3136652.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-10-01      | 3.8700%  | 0.0000% | $1000.00           | $969.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-07-01      | 5.1700%  | 0.0000% | $392300.00         | $393663.60         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-07-01      | 4.5200%  | 0.0000% | $90037.00          | $90799.22          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $2194130.00        | $2204142.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $8001.00           | $6508.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $13001.00          | $10584.74          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $197831.00         | $125388.74         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $2000.00           | $2048.12           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $3000.00           | $3047.78           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $962.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $993.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $4026200.00        | $3995487.32        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $83776.00          | $84894.52          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $48627.00          | $48040.88          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-05-15      | 4.7500%  | 0.0000% | $1024.00           | $7.16              | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-03-15      | 4.0000%  | 0.0000% | $1060522.00        | $39680.39          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-11-15      | 2.5000%  | 0.0000% | $805851.00         | $406512.53         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-06-15      | 4.7500%  | 0.0000% | $11102353.00       | $350546.19         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-01-15      | 3.5000%  | 0.0000% | $446145.00         | $24423.76          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-04-15      | 3.5000%  | 0.0000% | $500000.00         | $20249.16          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-06-15      | 3.5000%  | 0.0000% | $1149000.00        | $54459.50          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-03-15      | 3.5000%  | 0.0000% | $1000.00           | $125.40            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $1000.00           | $55.18             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $222362.00         | $17919.70          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 4.2690%  | 0.0000% | $28993216.00       | $25106887.85       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 6.2630%  | 0.0000% | $5882201.00        | $5644941.93        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 6.2160%  | 0.0000% | $1273.00           | $1173.43           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-09-01      | 6.2760%  | 0.0000% | $59756.00          | $909.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-03-01      | 6.3050%  | 0.0000% | $236366.00         | $122.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-03-01      | 3.5000%  | 0.0000% | $1045.00           | $127.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 3.0000%  | 0.0000% | $1002.00           | $172.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-04-01      | 6.0470%  | 0.0000% | $2172.00           | $27.04             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-11-01      | 6.2060%  | 0.0000% | $1946.00           | $40.66             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 5.2600%  | 0.0000% | $1995350.00        | $63875.37          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 5.6770%  | 0.0000% | $133438.00         | $1229.32           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-06-01      | 6.2890%  | 0.0000% | $7525.00           | $57.93             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-04-01      | 6.4860%  | 0.0000% | $2655.00           | $233.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-10-01      | 6.3560%  | 0.0000% | $3754.00           | $151.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-05-01      | 6.4660%  | 0.0000% | $240000.00         | $7011.78           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2033-05-25      | 4.0800%  | 0.0000% | $600000.00         | $591336.00         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2036-02-25      | 2.0000%  | 0.0000% | $155000.00         | $122364.75         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2036-02-25      | 2.0000%  | 0.0000% | $20000.00          | $15645.80          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-04-01      | 6.5000%  | 0.0000% | $193439.00         | $9696.20           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-12-01      | 5.0000%  | 0.0000% | $35321.00          | $358.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 6.5000%  | 0.0000% | $1026.00           | $6.07              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-11-01      | 4.0000%  | 0.0000% | $1003.00           | $103.98            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-11-01      | 5.0000%  | 0.0000% | $3628051.00        | $173244.76         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-01-01      | 5.0000%  | 0.0000% | $392000.00         | $18510.76          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-10-01      | 2.5000%  | 0.0000% | $1002.00           | $18.81             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-01-01      | 2.5000%  | 0.0000% | $266000.00         | $6938.63           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-03-01      | 2.5000%  | 0.0000% | $1004.00           | $24.37             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $6040.00           | $594.79            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-05-15      | 3.0000%  | 0.0000% | $2810.00           | $343.32            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-08-15      | 3.5000%  | 0.0000% | $80526.00          | $5270.46           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-01-15      | 3.5000%  | 0.0000% | $177490.00         | $15685.28          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.5000%  | 0.0000% | $356000.00         | $202888.00         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $59662.00          | $35655.63          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $622.76            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $312792.00         | $192901.05         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $978939.00         | $661496.45         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.5000%  | 0.0000% | $197966.00         | $141014.15         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.5000%  | 0.0000% | $138962.00         | $103068.95         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $634.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 3.0000%  | 0.0000% | $32000.00          | $24573.03          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $2555000.00        | $1871991.10        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $6000.00           | $4784.33           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $1042.00           | $683.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 4.5000%  | 0.0000% | $1000.00           | $910.00            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.5000%  | 0.0000% | $34232448.00       | $28060795.87       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-03-01      | 3.8300%  | 0.0000% | $348686.00         | $260990.52         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-11-01      | 3.4700%  | 0.0000% | $1000.00           | $742.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 2.7700%  | 0.0000% | $6455.00           | $5096.77           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-06-01      | 4.2700%  | 0.0000% | $1236692.00        | $1180321.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $293.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-01-01      | 6.8580%  | 0.0000% | $1224.00           | $0.23              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $1342732.00        | $743395.17         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $1001980.00        | $571091.85         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 2.5000%  | 0.0000% | $56956.00          | $32891.80          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 3.0000%  | 0.0000% | $147405.00         | $85551.29          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $393861.00         | $240755.45         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $400614.00         | $241318.36         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $124000.00         | $76231.20          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $496914.00         | $330339.59         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $395000.00         | $259995.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-03-01      | 3.5600%  | 0.0000% | $200000.00         | $190843.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-10-01      | 3.5000%  | 0.0000% | $11988047.00       | $1708815.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-08-01      | 5.1140%  | 0.0000% | $2387995.00        | $26138.42          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-06-01      | 6.5000%  | 0.0000% | $2149.00           | $6.66              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-09-01      | 6.5000%  | 0.0000% | $2265927.00        | $13413.39          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-06-01      | 6.3250%  | 0.0000% | $12876.00          | $29.25             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-07-01      | 5.1140%  | 0.0000% | $78463.00          | $359.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-11-01      | 5.7740%  | 0.0000% | $6582.00           | $53.08             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1365928.00        | $962522.05         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $6000.00           | $5939.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $19710.00          | $16701.60          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-11-01      | 3.0000%  | 0.0000% | $4905791.00        | $663400.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $35000.00          | $5672.59           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 4.2800%  | 0.0000% | $366407.00         | $314067.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $42692.00          | $40585.24          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-12-01      | 4.0200%  | 0.0000% | $412219.00         | $402298.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-06-01      | 3.3700%  | 0.0000% | $8752.00           | $8157.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-12-01      | 1.4000%  | 0.0000% | $79333.00          | $63422.30          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $2574556.00        | $2136013.41        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $321820.00         | $343257.54         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1615002.00        | $1705540.09        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $218721.00         | $231319.65         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1000.00           | $1007.63           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $2183581.00        | $1989939.77        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $1124.00           | $1113.08           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-10-15      | 5.0000%  | 0.0000% | $22742654.00       | $353948.78         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $3937661.00        | $146028.87         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2029-04-15      | 6.5000%  | 0.0000% | $5011.00           | $39.57             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-03-15      | 6.5000%  | 0.0000% | $2738051.00        | $15363.10          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-11-15      | 6.5000%  | 0.0000% | $1011.00           | $2.96              | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-08-20      | 5.3750%  | 0.0000% | $88899.00          | $334.34            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-08-20      | 5.3750%  | 0.0000% | $1000.00           | $26.75             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-09-20      | 5.3750%  | 0.0000% | $1000.00           | $24.04             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-10-20      | 5.1250%  | 0.0000% | $5719.00           | $89.44             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-11-20      | 5.1250%  | 0.0000% | $1646.00           | $52.75             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-11-20      | 5.1250%  | 0.0000% | $4989.00           | $79.83             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-12-20      | 5.1250%  | 0.0000% | $1068988.00        | $16754.35          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-12-20      | 5.7500%  | 0.0000% | $1743.00           | $44.49             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2029-08-15      | 7.0000%  | 0.0000% | $2016.00           | $103.59            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2029-11-20      | 6.5000%  | 0.0000% | $1000.00           | $85.02             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-06-20      | 5.7760%  | 0.0000% | $1293.00           | $71.65             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-03-20      | 5.4050%  | 0.0000% | $4157.00           | $2064.73           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-01-20      | 6.4500%  | 0.0000% | $169618.00         | $12155.84          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-12-15      | 6.5000%  | 0.0000% | $9550.00           | $221.93            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                      | 2051-11-15      | N/A      | 0.0000% | $6954600.00        | $1912181.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2052-02-15      | N/A      | 0.0000% | $200.00            | $54.33             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-02-15      | 4.6250%  | 0.0000% | $500.00            | $501.21            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2051-02-15      | 1.8750%  | 0.0000% | $4480900.00        | $2498065.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-02-15      | 1.5000%  | 0.0000% | $14200.00          | $13002.01          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-04-15      | 0.1250%  | 0.0000% | $100.00            | $124.15            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-11-15      | 4.5000%  | 0.0000% | $175200.00         | $181481.98         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-11-15      | 4.6250%  | 0.0000% | $100.00            | $102.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-01-31      | 4.0000%  | 0.0000% | $1000.00           | $1007.02           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-12-31      | 4.5000%  | 0.0000% | $3146900.00        | $3251936.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-12-31      | 4.2500%  | 0.0000% | $2200.00           | $2230.75           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-05-31      | 4.1250%  | 0.0000% | $7837100.00        | $7952079.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-01-15      | 3.5000%  | 0.0000% | $700.00            | $698.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2032-05-15      | N/A      | 0.0000% | $529.96            | $411.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2037-08-15      | N/A      | 0.0000% | $4424439.43        | $2620781.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2040-11-15      | N/A      | 0.0000% | $7330979.84        | $3568647.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2041-05-15      | N/A      | 0.0000% | $15.36             | $7.25              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2042-05-15      | N/A      | 0.0000% | $3403999.99        | $1515586.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2044-11-15      | N/A      | 0.0000% | $51.20             | $19.64             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2045-02-15      | N/A      | 0.0000% | $0.10              | $0.04              | U.S. Treasuries (including strips) |

### Security 162: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.645000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19ED40, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP19ED40_3.64_0407
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-02-29      | 1.1250%  | 0.0000% | $726734400.00      | $691523166.48      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-29      | 4.0000%  | 0.0000% | $15099200.00       | $15199029.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $1573992000.00     | $1595285249.35     | U.S. Treasuries (including strips) |

### Security 163: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19VYD9, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP19VYD9_3.74_0407
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                   | 2033-05-25      | 4.0800%  | 0.0000% | $5800000.00        | $5716248.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-10-22      | 1.1000%  | 0.0000% | $12000000.00       | $11875900.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2027-02-25      | 2.0000%  | 0.0000% | $25710000.00       | $25335662.40       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-09-04      | N/A      | 0.0000% | $200000.00         | $196801.80         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2026-05-13      | 0.9600%  | 0.0000% | $20000000.00       | $20005400.00       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2027-01-11      | 1.4700%  | 0.0000% | $32227000.00       | $31739426.98       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2028-01-20      | 3.5000%  | 0.0000% | $350000.00         | $349838.92         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2030-12-12      | 4.2600%  | 0.0000% | $29228000.00       | $29382479.73       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2028-06-30      | 4.3000%  | 0.0000% | $5000000.00        | $5040850.00        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2028-10-30      | 3.8550%  | 0.0000% | $18969000.00       | $19088531.04       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2027-11-10      | 3.7200%  | 0.0000% | $25000000.00       | $25276500.00       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2028-11-24      | 3.8700%  | 0.0000% | $4000000.00        | $4032690.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-05-15      | 6.2500%  | 0.0000% | $494000.00         | $539439.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $603.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 6.5000%  | 0.0000% | $699998.00         | $89031.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-20      | 3.0000%  | 0.0000% | $5205490.00        | $712597.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $2300000.00        | $214089.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 5.0000%  | 0.0000% | $4445480.00        | $3637694.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 6.5000%  | 0.0000% | $1595800.00        | $1141230.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.6600%  | 0.0000% | $76090.00          | $79371.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $5775888.00        | $6053649.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1265976.00        | $1260593.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1218016.00        | $1237802.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $2410464.00        | $2484417.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $235498000.00      | $219446732.99      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $63201.00          | $62909.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $94046848.00       | $95086371.88       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $1000.00           | $1046.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $3080056.00        | $3161305.82        | Agency Mortgage-Backed Securities |

### Security 164: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19VYE7, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP19VYE7_3.72_0407
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2028-11-15      | N/A      | 0.0000% | $1305800.00        | $1180921.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-02-15      | 1.8750%  | 0.0000% | $63410700.00       | $43985466.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-05-15      | 5.0000%  | 0.0000% | $118487000.00      | $122112646.55      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-03-31      | 1.2500%  | 0.0000% | $223480000.00      | $212370585.70      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-08-15      | 3.8750%  | 0.0000% | $29002400.00       | $28350424.44       | U.S. Treasuries (including strips) |

### Security 165: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCX15, C.3 - LEI: 549300HXQQQC, C.5 - Other ID: ARP1BCX15_3.84_0401
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.0000%  | 0.0000% | $131449344.00      | $90977917.14       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-11-01      | 5.0000%  | 0.0000% | $19461980.00       | $18897525.04       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $7160772.00        | $5180450.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $55161984.00       | $41321460.30       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 4.5000%  | 0.0000% | $19006464.00       | $17928336.76       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $22898720.00       | $22431593.84       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.0000%  | 0.0000% | $66592400.00       | $60858324.81       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 2.5000%  | 0.0000% | $32910784.00       | $27253273.04       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $3382516.00        | $3276992.92        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $18516286.00       | $18208312.13       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $5905442.00        | $5830591.96        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-03-01      | 5.0000%  | 0.0000% | $103090560.00      | $102439818.03      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-03-01      | 5.0000%  | 0.0000% | $60193536.00       | $59461803.33       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-06-04      | N/A      | 0.0000% | $155900.00         | $154899.12         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-04-28      | N/A      | 0.0000% | $230600.00         | $229971.38         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-06-30      | N/A      | 0.0000% | $22900.00          | $22691.45          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-07-07      | N/A      | 0.0000% | $38000.00          | $37630.53          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-11-15      | 2.7500%  | 0.0000% | $74709600.00       | $57541221.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-05-15      | 2.8750%  | 0.0000% | $21633900.00       | $16829142.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-11-15      | 3.0000%  | 0.0000% | $32400.00          | $25156.52          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-02-15      | 3.0000%  | 0.0000% | $32866100.00       | $24094282.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-11-15      | 1.6250%  | 0.0000% | $85976500.00       | $45320962.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $60.49             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-05-15      | 3.2500%  | 0.0000% | $100420500.00      | $83989692.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-08-15      | 3.0000%  | 0.0000% | $19621900.00       | $14008572.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-11-15      | 4.0000%  | 0.0000% | $19172700.00       | $17623519.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-02-15      | 3.8750%  | 0.0000% | $673200.00         | $600825.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-05-31      | 1.2500%  | 0.0000% | $3430400.00        | $3262757.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-08-15      | 4.3750%  | 0.0000% | $258500.00         | $260397.82         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-12-31      | 4.5000%  | 0.0000% | $31900.00          | $33010.40          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-12-31      | 4.3750%  | 0.0000% | $228777100.00      | $235157480.95      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-06-15      | 3.8750%  | 0.0000% | $500000000.00      | $506374170.33      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-08-15      | 3.6250%  | 0.0000% | $5000000.00        | $5000805.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-11-15      | 3.5000%  | 0.0000% | $541577800.00      | $544335606.95      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-12-31      | 3.6250%  | 0.0000% | $1313700.00        | $1307670.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-03-31      | 3.8750%  | 0.0000% | $14304200.00       | $14324740.83       | U.S. Treasuries (including strips) |

### Security 166: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BJTC1, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1BJTC1_3.65_0407
- **C.18 - Value (incl. sponsor support):** $4250000000.00
- **C.18.a - Value (excl. sponsor support):** $4250000000.00
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1195848.00        | $1176409.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3109456.00        | $3239439.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $5769384.00        | $5686462.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 6.5000%  | 0.0000% | $2543936.00        | $1045753.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1136160.00        | $1050879.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $5313824.00        | $4002787.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.2500%  | 0.0000% | $243948.00         | $248031.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 3.5000%  | 0.0000% | $1301192.00        | $1178041.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2681780.00        | $2696129.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1999714.00        | $980886.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2610976.00        | $2732074.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2014412.00        | $2093194.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1588820.00        | $1406178.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $11883760.00       | $12114820.37       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $4729336.00        | $4672199.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 3.0000%  | 0.0000% | $503367.00         | $446900.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-01-20      | 3.0000%  | 0.0000% | $319716.00         | $281005.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-04-15      | 4.9500%  | 0.0000% | $19857900.00       | $19729022.23       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1630492.00        | $1696911.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1796216.00        | $1887068.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 7.0000%  | 0.0000% | $7300000.00        | $7645341.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 6.5000%  | 0.0000% | $1200610.00        | $950880.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 3.5000%  | 0.0000% | $1891862.00        | $652803.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.0000%  | 0.0000% | $159389.00         | $104813.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-11-01      | 5.0000%  | 0.0000% | $1423228.00        | $1400860.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-09-01      | 6.0000%  | 0.0000% | $1355958.00        | $1038148.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-12-01      | 6.0000%  | 0.0000% | $1460146.00        | $1430316.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 6.0000%  | 0.0000% | $1512588.00        | $1547670.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 6.0000%  | 0.0000% | $2145860.00        | $2217388.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-03-01      | 5.0000%  | 0.0000% | $1736250.00        | $1754554.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-01-28      | 1.5500%  | 0.0000% | $15000000.00       | $12600667.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-07-28      | 1.6200%  | 0.0000% | $15000000.00       | $12114240.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-06-20      | 3.0000%  | 0.0000% | $12000000.00       | $545160.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-05-20      | 3.0000%  | 0.0000% | $900000.00         | $83373.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 6.0000%  | 0.0000% | $900000.00         | $103133.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $2008248.00        | $134777.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-12-20      | 7.0000%  | 0.0000% | $159895.00         | $46862.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 2.0000%  | 0.0000% | $350000.00         | $126434.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $1253446.00        | $814498.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $31313472.00       | $15092281.58       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.5000%  | 0.0000% | $8875648.00        | $5548426.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-06-20      | 7.0000%  | 0.0000% | $83076.00          | $6325.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $439504000.00      | $200569938.54      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $40000.00          | $21787.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $1940000.00        | $1087249.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $200000.00         | $36863.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-05-20      | 2.5000%  | 0.0000% | $1017304.00        | $509046.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $375000.00         | $186539.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-08-20      | 3.5000%  | 0.0000% | $275000.00         | $157390.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $1085306.00        | $398477.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-09-20      | 5.0000%  | 0.0000% | $1580306.00        | $291622.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $1406560.00        | $869338.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 6.0000%  | 0.0000% | $1455858.00        | $1183435.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-07-20      | 2.5000%  | 0.0000% | $2179280.00        | $1249867.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $1023754.00        | $816137.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 5.5000%  | 0.0000% | $1515134.00        | $307257.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 3.5000%  | 0.0000% | $166874.00         | $136131.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-05-15      | 3.5000%  | 0.0000% | $73268.00          | $8206.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-15      | 2.5000%  | 0.0000% | $987173.00         | $460166.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-15      | 3.0000%  | 0.0000% | $162673.00         | $17234.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-05-15      | 5.1800%  | 0.0000% | $1219800.00        | $1222903.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1173248.00        | $950038.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $4316912.00        | $1496387.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.5000%  | 0.0000% | $1522754.00        | $1363297.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $2184620.00        | $1700976.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-01-20      | 7.5000%  | 0.0000% | $286169.00         | $296312.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 8.0000%  | 0.0000% | $1175404.00        | $913239.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $2132624.00        | $2058627.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1208850.00        | $1018899.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $9139104.00        | $8611248.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $841909.00         | $880728.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-15      | 4.9000%  | 0.0000% | $1245084.00        | $1233474.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $927263.00         | $932453.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.0000%  | 0.0000% | $200000.00         | $116873.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 3.0000%  | 0.0000% | $4400000.00        | $2705471.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-11-01      | 6.5000%  | 0.0000% | $3316984.00        | $3480173.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-08-01      | 2.5000%  | 0.0000% | $500000.00         | $151214.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-03-01      | 2.0000%  | 0.0000% | $305934.00         | $178082.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-05-01      | 6.0000%  | 0.0000% | $1829226.00        | $1592679.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $6437248.00        | $6324633.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 7.0000%  | 0.0000% | $1135500.00        | $1197789.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $2503608.00        | $2525445.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.0000%  | 0.0000% | $7552690.00        | $7319676.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $14993504.00       | $14175284.67       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 3.0000%  | 0.0000% | $318679.00         | $280761.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $76920.00          | $78917.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $1535370.00        | $1385117.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 2.0000%  | 0.0000% | $195790.00         | $151700.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1280170.00        | $1306997.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $4911992.00        | $5065641.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1562128.00        | $1658220.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 3.5000%  | 0.0000% | $17192832.00       | $15517247.26       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $1219352.00        | $1279117.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $31108352.00       | $29925584.52       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $103550000.00      | $93949483.33       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 5.0000%  | 0.0000% | $884554.00         | $821616.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1521053696.00     | $1409355786.01     | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $471819264.00      | $466301258.77      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1516108.00        | $1533419.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-05-20      | 2.5000%  | 0.0000% | $330750.00         | $270480.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $9223216.00        | $9401869.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1221844.00        | $1269969.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-15      | 4.0000%  | 0.0000% | $354222.00         | $26861.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-15      | 3.0000%  | 0.0000% | $400000.00         | $121626.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-09-15      | 6.5000%  | 0.0000% | $5999576.00        | $38753.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-09-20      | 6.5000%  | 0.0000% | $5847657.00        | $16696.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-02-20      | 5.0000%  | 0.0000% | $4352776.00        | $143317.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $4817168.00        | $4855894.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1043612.00        | $1050159.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 7.0000%  | 0.0000% | $1681850.00        | $1778003.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $19602272.00       | $19809788.46       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.0000%  | 0.0000% | $3599156.00        | $3328894.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 2.5000%  | 0.0000% | $125915.00         | $103520.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.0000%  | 0.0000% | $41823680.00       | $42054298.93       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $134061824.00      | $131589426.87      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 3.0000%  | 0.0000% | $63727424.00       | $56187067.74       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 4.5000%  | 0.0000% | $40689728.00       | $39308677.94       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.0000%  | 0.0000% | $3810112.00        | $3288939.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.5000%  | 0.0000% | $300000.00         | $186446.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $55453312.00       | $40189483.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $2800000.00        | $2756136.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $3334060.00        | $2701191.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.5000%  | 0.0000% | $310027776.00      | $271951457.66      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 6.0000%  | 0.0000% | $42217664.00       | $43017822.73       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $2457208.00        | $2507120.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $15275664.00       | $15576866.58       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 4.5000%  | 0.0000% | $1206000.00        | $1162164.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $2059672.00        | $1874608.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $1972038.00        | $2013136.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 7.0000%  | 0.0000% | $1821400.00        | $1927665.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $2720852.00        | $2757378.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $11788912.00       | $11254757.48       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 7.0000%  | 0.0000% | $2167136.00        | $2293897.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $7963650.00        | $8150308.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $3558736.00        | $3617152.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $1349036.00        | $1303591.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $8178976.00        | $7962639.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $2497516.00        | $2474202.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $7294296.00        | $7191786.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $5661368.00        | $5750948.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 6.0000%  | 0.0000% | $1383530.00        | $1430205.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $5477376.00        | $5252431.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.0000%  | 0.0000% | $1328332.00        | $1247687.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $2000532.00        | $2033029.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $14401232.00       | $14582408.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $4269736.00        | $4330647.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $13251392.00       | $13062257.87       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 4.5000%  | 0.0000% | $10460928.00       | $9975045.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $1004072.00        | $1019274.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $2052176.00        | $2096549.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $1441242.00        | $1458187.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $2289940.00        | $2330844.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $1658176.00        | $1678227.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $3263880.00        | $3250562.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $3258720.00        | $3406154.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $2441824.00        | $2434451.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $3335536.00        | $3309096.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $7185392.00        | $7115958.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.5000%  | 0.0000% | $2305816.00        | $2417384.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $1688092.00        | $1672806.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 4.5000%  | 0.0000% | $1802846.00        | $1741548.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 6.0000%  | 0.0000% | $1002196.00        | $1042753.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 4.5000%  | 0.0000% | $1048520.00        | $1012527.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $8714672.00        | $8621854.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $1673886.00        | $1665000.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 6.5000%  | 0.0000% | $9291744.00        | $9661196.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $33227840.00       | $33093618.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $6116520.00        | $6045451.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $1145662.00        | $1137448.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 4.5000%  | 0.0000% | $1074208.00        | $1043052.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $4822176.00        | $4873162.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 4.5000%  | 0.0000% | $3454032.00        | $3356946.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $2767844.00        | $2749193.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $3129360.00        | $3112513.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 4.5000%  | 0.0000% | $4059184.00        | $3925900.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $19632224.00       | $19553119.23       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 6.5000%  | 0.0000% | $1173882.00        | $1237669.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $1631016.00        | $1614083.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 6.0000%  | 0.0000% | $2796288.00        | $2900737.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-07-20      | 3.5000%  | 0.0000% | $7222270.00        | $198471.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-02-20      | 3.0000%  | 0.0000% | $4158216.00        | $163557.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-02-06      | N/A      | 0.0000% | $2465000.00        | $1524767.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-02-06      | N/A      | 0.0000% | $2468000.00        | $1443209.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-15      | N/A      | 0.0000% | $1965000.00        | $1151826.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-08-01      | 4.5900%  | 0.0000% | $3500000.00        | $2490202.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-06-01      | 7.5000%  | 0.0000% | $35889148.00       | $13995.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-03-01      | 7.5000%  | 0.0000% | $5279000.00        | $132350.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-08-01      | 3.5000%  | 0.0000% | $1077680.00        | $67034.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-04-01      | 3.0000%  | 0.0000% | $2000000.00        | $39012.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-06-01      | 3.5000%  | 0.0000% | $2806756.00        | $154383.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-09-01      | 5.5000%  | 0.0000% | $516026368.00      | $3819187.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $1479272.00        | $1469202.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $3744690.00        | $2440590.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $1509248.00        | $1515125.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $31808.00          | $29038.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $684697.00         | $684333.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $16846016.00       | $16918062.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-06-01      | 4.5000%  | 0.0000% | $11715136.00       | $2877037.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $2803320.00        | $2903215.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-11-01      | 2.5000%  | 0.0000% | $100977.00         | $44117.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-12-01      | 2.5000%  | 0.0000% | $155298.00         | $68913.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $4785240.00        | $4864599.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2033-06-06      | 4.0000%  | 0.0000% | $1450000.00        | $1418262.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2041-11-05      | 2.6500%  | 0.0000% | $2000000.00        | $1502138.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.5000%  | 0.0000% | $2307504.00        | $268788.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-07-01      | 3.5000%  | 0.0000% | $40710000.00       | $8945664.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-09-01      | 2.0000%  | 0.0000% | $400000.00         | $222527.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-01-01      | 3.5000%  | 0.0000% | $1476284.00        | $391774.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.5000%  | 0.0000% | $76185344.00       | $50040693.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.5000%  | 0.0000% | $939000.00         | $629054.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $1400000.00        | $959010.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $23700928.00       | $11372817.76       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $8020000.00        | $6312008.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-05-27      | N/A      | 0.0000% | $15125000.00       | $15039589.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-06-24      | N/A      | 0.0000% | $87100000.00       | $86361827.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.0000%  | 0.0000% | $840778.00         | $671444.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $9218128.00        | $6594697.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $7384928.00        | $6729772.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 4.5000%  | 0.0000% | $1660522.00        | $1585290.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $3772748.00        | $3278620.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-04-01      | 2.5000%  | 0.0000% | $6547024.00        | $3408220.07        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2035-10-11      | 3.2500%  | 0.0000% | $5000000.00        | $4570711.11        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2042-03-05      | 3.6700%  | 0.0000% | $6450000.00        | $5397311.98        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2033-05-17      | 3.5600%  | 0.0000% | $6445000.00        | $6268994.21        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2040-08-27      | 2.0000%  | 0.0000% | $5224000.00        | $3695080.90        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2041-01-28      | 2.1000%  | 0.0000% | $1930000.00        | $1363564.30        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2036-11-17      | 2.5800%  | 0.0000% | $14656000.00       | $12253593.36       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2042-02-03      | 2.9300%  | 0.0000% | $5000000.00        | $3876677.78        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2042-02-24      | 3.4400%  | 0.0000% | $4416000.00        | $3654052.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.0000%  | 0.0000% | $4800000.00        | $2043246.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.5000%  | 0.0000% | $3505000.00        | $1206588.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $3718196.00        | $3713933.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-15      | 4.5000%  | 0.0000% | $1376932.00        | $76762.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 3.5000%  | 0.0000% | $11431340.00       | $3874138.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $1558150.00        | $990428.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 3.5000%  | 0.0000% | $5543064.00        | $4010629.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $56515584.00       | $39770654.44       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $163773696.00      | $159139780.33      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $13293040.00       | $13001756.36       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $103177728.00      | $74665931.77       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 3.5000%  | 0.0000% | $143638016.00      | $129234325.19      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $19785664.00       | $18361866.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $24801728.00       | $22903338.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1400000.00        | $861794.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-25      | 5.0000%  | 0.0000% | $81907040.00       | $74004733.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $32859584.00       | $33263627.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-01      | 5.5000%  | 0.0000% | $380410000.00      | $2664569.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-06-01      | 6.5000%  | 0.0000% | $126722.00         | $55274.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $1340176.00        | $751990.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $4316192.00        | $4315169.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $2959700.00        | $3015246.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $8823264.00        | $5827113.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $1302066.00        | $1171986.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $15225680.00       | $10997702.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 4.5000%  | 0.0000% | $1254312.00        | $1200426.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $2584100.00        | $2081246.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $2874640.00        | $2937489.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $3796748.00        | $3882825.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $1375690.00        | $1325662.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $9244272.00        | $9408316.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $6697408.00        | $6763768.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $14670160.00       | $14365264.13       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $3170288.00        | $3001328.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 7.0000%  | 0.0000% | $1521944.00        | $1219352.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $5426568.00        | $5402772.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 7.0000%  | 0.0000% | $1703100.00        | $1799645.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 7.0000%  | 0.0000% | $1031952.00        | $1078594.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $15965760.00       | $15512998.68       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 7.0000%  | 0.0000% | $1195600.00        | $1265489.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 7.0000%  | 0.0000% | $1772412.00        | $1872639.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $7833304.00        | $7515838.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $3600430.00        | $2887839.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $27281952.00       | $24464864.26       | Agency Mortgage-Backed Securities |

### Security 167: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BK419, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1BK419_3.63_0407
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-08-31      | 1.3750%  | 0.0000% | $93700.00          | $92873.59          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 1.6250%  | 0.0000% | $4366100.00        | $4319456.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-31      | 0.7500%  | 0.0000% | $100.00            | $98.82             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 0.8750%  | 0.0000% | $1014800.00        | $1000271.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-15      | 0.1250%  | 0.0000% | $832706800.00      | $999999919.58      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-15      | 4.6250%  | 0.0000% | $4710400.00        | $4737587.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-15      | 4.6250%  | 0.0000% | $9601400.00        | $9847993.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-31      | 3.7500%  | 0.0000% | $1800.00           | $1805.49           | U.S. Treasuries (including strips) |

### Security 168: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BLDP4, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1BLDP4_3.79_0601
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2052-08-01      | 5.5000%  | 0.0000% | $3754.00           | $1797.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $37779.00          | $35408.56          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $411162.00         | $250827.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $2790412.00        | $2153400.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $968.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1012.00           | $972.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 4.2000%  | 0.0000% | $1022.00           | $994.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-03-01      | 4.4400%  | 0.0000% | $3402000.00        | $3429236.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.0000%  | 0.0000% | $1841350.00        | $99611.67          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 4.5000%  | 0.0000% | $1000.00           | $215.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1095979.00        | $634883.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $618.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $125000.00         | $75184.33          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-05-01      | 3.0000%  | 0.0000% | $200000.00         | $124125.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $11071.00          | $6772.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $436000.00         | $370213.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $1066.00           | $752.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $671.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 5.0000%  | 0.0000% | $1945470.00        | $1266196.06        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $30000.00          | $23195.68          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $273000.00         | $189807.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $496208.00         | $353442.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $156500.00         | $109488.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $1008.00           | $751.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $751.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $214000.00         | $181217.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $852.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 4.5000%  | 0.0000% | $19755.00          | $19050.98          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $1061.00           | $823.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $6973294.00        | $5509483.08        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $18323.00          | $16667.17          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $2090.00           | $2082.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $86000.00          | $67088.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $886241.00         | $903923.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $846700.00         | $325079.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $223000.00         | $121033.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $521.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1142995.00        | $553676.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-03-01      | 3.0000%  | 0.0000% | $99000.00          | $32722.26          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.5000%  | 0.0000% | $520000.00         | $293513.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-08-01      | 3.0000%  | 0.0000% | $1000.00           | $360.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $98835.00          | $43845.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $700000.00         | $362610.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1003.00           | $609.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $638.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.5000%  | 0.0000% | $3498000.00        | $2158550.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $7380925.00        | $5636806.08        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $137000.00         | $89785.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $62000.00          | $48988.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 5.0000%  | 0.0000% | $548161.00         | $348724.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $14409.00          | $11022.37          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $3187458.00        | $2317944.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $685.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $869546.00         | $631391.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $25910.00          | $21036.30          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1542812.00        | $1155360.20        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 5.0000%  | 0.0000% | $3739550.00        | $3158124.51        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $14176868.00       | $11063006.49       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2028-05-25      | 0.9027%  | 0.0000% | $75900003.00       | $1296846.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $100000.00         | $8313.00           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 2.5000%  | 0.0000% | $2600000.00        | $185139.60         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $2619568.00        | $196527.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 2.5000%  | 0.0000% | $5850000.00        | $455687.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.5000%  | 0.0000% | $100000.00         | $8485.07           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 2.0000%  | 0.0000% | $1980000.00        | $201070.96         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $9059.00           | $7791.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $2083104.00        | $1672127.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $5732032.00        | $5733809.90        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-09-01      | 6.1760%  | 0.0000% | $1686169.00        | $10974.32          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 5.5000%  | 0.0000% | $1028.00           | $4.95              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-01-01      | 6.0000%  | 0.0000% | $1616936.00        | $23921.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 6.0000%  | 0.0000% | $1147974.00        | $4844.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 7.0000%  | 0.0000% | $9094411.00        | $30118.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-09-01      | 6.5000%  | 0.0000% | $1146988.00        | $25084.32          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 4.0000%  | 0.0000% | $1004.00           | $67.72             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-01-01      | 5.0000%  | 0.0000% | $1006.00           | $114.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $2998930.00        | $103590.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 2.5000%  | 0.0000% | $1050.00           | $196.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $1747514.00        | $176008.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $197005.00         | $16437.34          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $4997930.00        | $656867.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 3.5000%  | 0.0000% | $46000.00          | $5507.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 2.5000%  | 0.0000% | $14303524.00       | $3146404.98        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $2262469.00        | $886640.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 3.0000%  | 0.0000% | $450000.00         | $139693.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $246450.00         | $109566.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $5339000.00        | $3353557.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $244820.00         | $181902.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $635000.00         | $476296.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $90045.00          | $65375.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1285000.00        | $883191.64         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $693084.00         | $561034.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $32107942.00       | $20945149.75       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $394360.00         | $225480.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $16013203.00       | $13971251.11       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $3332196.00        | $3168504.95        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $2655180.00        | $1358911.00        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $4309680.00        | $4003540.62        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $2936072.00        | $2968415.66        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $10942.00          | $10764.54          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $143271.00         | $124913.93         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2028-10-01      | 3.5000%  | 0.0000% | $1030.00           | $62.83             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.0000%  | 0.0000% | $139520.00         | $110467.88         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 3.5000%  | 0.0000% | $2970990.00        | $628256.57         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $1008.00           | $837.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $355000.00         | $168514.13         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.5000%  | 0.0000% | $4365680.00        | $2447579.88        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $1020.00           | $649.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $178966.00         | $105584.41         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.0000%  | 0.0000% | $128073.00         | $78210.05          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $612.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.0000%  | 0.0000% | $144110.00         | $90420.87          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.5000%  | 0.0000% | $8581563.00        | $6364996.72        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.5000%  | 0.0000% | $57621.00          | $38894.17          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $1088.00           | $713.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $583.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $3667574.00        | $2601666.55        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2028-11-01      | 1.8000%  | 0.0000% | $19000.00          | $17936.11          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-09-01      | 3.0000%  | 0.0000% | $1043000.00        | $216168.79         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-08-01      | 4.0000%  | 0.0000% | $81000.00          | $18673.58          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-01-01      | 3.5000%  | 0.0000% | $430989.00         | $72692.98          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $142533.00         | $71770.21          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $415.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $1014.00           | $663.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $3944840.00        | $3157294.65        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 3.0000%  | 0.0000% | $72902.00          | $57321.58          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.0000%  | 0.0000% | $1001.00           | $837.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $712.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $936.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $6003.00           | $5159.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $213.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $1424361.00        | $760974.23         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $30000.00          | $19974.71          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $11146.00          | $8395.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $787.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $2202008.00        | $1722092.95        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-05-01      | 2.5000%  | 0.0000% | $295207.00         | $77385.98          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-02-01      | 2.0000%  | 0.0000% | $195999.00         | $122026.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-01-01      | 4.5000%  | 0.0000% | $170301.00         | $130776.97         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 4.8119%  | 0.0000% | $1005.00           | $562.27            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-03-25      | 4.0000%  | 0.0000% | $650170.00         | $623802.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $837.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-07-25      | N/A      | 0.0000% | $76308979.00       | $8092655.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-02-25      | 2.3236%  | 0.0000% | $100513.00         | $1146.66           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-05-25      | 5.5000%  | 0.0000% | $7124683.00        | $95393.52          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 2.1028%  | 0.0000% | $82543545.00       | $818189.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-06-25      | 2.3313%  | 0.0000% | $50000000.00       | $547970.88         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-07-25      | 1.2818%  | 0.0000% | $14546000.00       | $338976.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 4.0000%  | 0.0000% | $28180898.00       | $3241946.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 1.8303%  | 0.0000% | $100017.00         | $3703.07           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-02-25      | 2.3674%  | 0.0000% | $38326592.00       | $791445.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 2.5000%  | 0.0000% | $299999.00         | $34010.48          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 2.5000%  | 0.0000% | $6934855.00        | $479326.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 2.3781%  | 0.0000% | $32470263.00       | $643566.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.5000%  | 0.0000% | $4640000.00        | $344915.88         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 2.3586%  | 0.0000% | $93797232.00       | $2194596.36        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 2.5000%  | 0.0000% | $791790.00         | $90318.45          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.0000%  | 0.0000% | $2000001.00        | $201174.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2061-09-25      | 5.5000%  | 0.0000% | $32172325.00       | $4454392.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $7700702.00        | $3688851.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 3.2381%  | 0.0000% | $84906499.00       | $3129165.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 4.4381%  | 0.0000% | $5222540.00        | $343677.88         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 30.3953% | 0.0000% | $3801477.00        | $2352175.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 3.3381%  | 0.0000% | $65891400.00       | $1879496.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 3.4381%  | 0.0000% | $5637784.00        | $327671.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | N/A      | 0.0000% | $4376901.00        | $2035095.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 2.1881%  | 0.0000% | $194427575.00      | $5868613.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 2.1781%  | 0.0000% | $21190295.00       | $936706.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 5.1119%  | 0.0000% | $390163.00         | $277535.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 1.0081%  | 0.0000% | $168987726.00      | $4710913.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.0500%  | 0.0000% | $105185397.00      | $130198.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.0200%  | 0.0000% | $26395190.00       | $12155.42          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 2.2381%  | 0.0000% | $237739209.00      | $14147526.35       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-04-25      | 4.5000%  | 0.0000% | $1024.00           | $1000.53           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-08-15      | 2.8133%  | 0.0000% | $99899835.00       | $222495.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-05-25      | 1.2104%  | 0.0000% | $100151.00         | $96.63             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-07-25      | 2.3400%  | 0.0000% | $2668.00           | $284.20            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-03-15      | 2.2542%  | 0.0000% | $15435819.00       | $118699.19         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $2073000.00        | $165195.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-12-25      | 0.7613%  | 0.0000% | $3284951.00        | $96436.07          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $10100000.00       | $1101616.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-12-25      | 0.3567%  | 0.0000% | $204545.00         | $1100.52           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 2.0000%  | 0.0000% | $31718171.00       | $2356501.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-01-25      | 3.7940%  | 0.0000% | $1003.00           | $954.09            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 1.3187%  | 0.0000% | $1853559.00        | $7764.54           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-06-25      | 0.8731%  | 0.0000% | $1000004.00        | $24430.21          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 1.1060%  | 0.0000% | $5000000.00        | $168741.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 1.4069%  | 0.0000% | $5603306.00        | $271426.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 1.4069%  | 0.0000% | $8095904.00        | $392169.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 3.0000%  | 0.0000% | $940317.00         | $106086.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-07-01      | 5.0000%  | 0.0000% | $1219.00           | $4.94              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 6.0000%  | 0.0000% | $4907.00           | $10.90             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 6.5000%  | 0.0000% | $1882341.00        | $13457.13          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2028-11-01      | 2.5000%  | 0.0000% | $170810.00         | $7516.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-10-01      | 3.0000%  | 0.0000% | $100994.00         | $29842.99          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-03-01      | 6.5000%  | 0.0000% | $1407216.00        | $5591.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 4.0000%  | 0.0000% | $1008.00           | $103.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 5.5000%  | 0.0000% | $1001.00           | $16.28             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.0000%  | 0.0000% | $5498412.00        | $820578.96         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.5000%  | 0.0000% | $1825000.00        | $1291851.42        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $73074.00          | $52360.94          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.5000%  | 0.0000% | $1100000.00        | $661872.89         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $839.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $763.04            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-06-20      | 5.0000%  | 0.0000% | $16881450.00       | $151241.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 5.5000%  | 0.0000% | $45617045.00       | $724270.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 6.0000%  | 0.0000% | $5017156.00        | $57604.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 4.0000%  | 0.0000% | $2588339.00        | $19211.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 0.1105%  | 0.0000% | $200000000.00      | $1318971.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 2.2771%  | 0.0000% | $32092800.00       | $1439188.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 7.9825%  | 0.0000% | $444097.00         | $437200.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 6.0000%  | 0.0000% | $704272.00         | $29567.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.8271%  | 0.0000% | $170861045.00      | $1509811.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.7271%  | 0.0000% | $300000000.00      | $3069266.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $14583375.00       | $1274331.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 0.2500%  | 0.0000% | $21213979.00       | $166897.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 0.5500%  | 0.0000% | $14368450.00       | $253593.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.9271%  | 0.0000% | $75878534.00       | $5422424.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 2.3105%  | 0.0000% | $56643908.00       | $1750962.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 2.2605%  | 0.0000% | $14480411.00       | $579399.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 1.1701%  | 0.0000% | $21754923.00       | $130827.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 4.5000%  | 0.0000% | $24545218.00       | $879288.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | N/A      | 0.0000% | $100000.00         | $209.10            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 1.2615%  | 0.0000% | $78776162.00       | $613875.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $126614.00         | $13723.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $22500000.00       | $1761290.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $8232448.00        | $454932.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.5000%  | 0.0000% | $23356444.00       | $1762157.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $617072.00         | $32357.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5105%  | 0.0000% | $100097.00         | $8910.63           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 1.0621%  | 0.0000% | $12259472.00       | $949221.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-02-20      | 1.1226%  | 0.0000% | $16752845.00       | $1261573.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $34003653.00       | $2238003.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1219.00           | $767.51            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-09-20      | 0.8107%  | 0.0000% | $23364456.00       | $1242383.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-12-20      | 0.7124%  | 0.0000% | $1895210.00        | $120852.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-05-20      | 0.8905%  | 0.0000% | $2739021.00        | $178060.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 2.5971%  | 0.0000% | $100007.00         | $4236.14           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | N/A      | 0.0000% | $35000000.00       | $19340633.33       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 2.5771%  | 0.0000% | $31098064.00       | $1262410.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.6071%  | 0.0000% | $24628480.00       | $1845993.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.6229%  | 0.0000% | $673667.00         | $587400.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $17488701.00       | $10465102.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.8229%  | 0.0000% | $4683024.00        | $3071366.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.0271%  | 0.0000% | $11292563.00       | $345798.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 2.3271%  | 0.0000% | $42264000.00       | $1903754.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 3.4271%  | 0.0000% | $24925852.00       | $1227173.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.1729%  | 0.0000% | $1570.00           | $461.47            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 4.7729%  | 0.0000% | $9861360.00        | $3592382.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $35081296.00       | $24781.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.7271%  | 0.0000% | $91858688.00       | $3829242.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 3.4271%  | 0.0000% | $23356308.00       | $1553534.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.7271%  | 0.0000% | $163232.00         | $6066.51           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.0271%  | 0.0000% | $9879089.00        | $398726.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 4.9729%  | 0.0000% | $1225.00           | $595.40            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 3.5971%  | 0.0000% | $17980310.00       | $1096068.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | N/A      | 0.0000% | $89423.00          | $44658.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $14690662.00       | $5276385.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.0771%  | 0.0000% | $4488970.00        | $194356.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 3.0271%  | 0.0000% | $16053600.00       | $1011687.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.0500%  | 0.0000% | $81365613.00       | $83032.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 30.9018% | 0.0000% | $5622380.00        | $6653115.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.8771%  | 0.0000% | $38784567.00       | $1871963.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 2.2571%  | 0.0000% | $37185299.00       | $2641458.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.2271%  | 0.0000% | $95000000.00       | $2021838.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 2.3871%  | 0.0000% | $327978.00         | $16794.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.3000%  | 0.0000% | $40000000.00       | $124155.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.7471%  | 0.0000% | $67930380.00       | $3057866.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 2.1271%  | 0.0000% | $14061902.00       | $1056218.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.4571%  | 0.0000% | $4795457.00        | $197696.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | N/A      | 0.0000% | $20122528.00       | $15099976.87       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 0.8271%  | 0.0000% | $200000000.00      | $3096351.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 2.4271%  | 0.0000% | $85864614.00       | $4811608.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | N/A      | 0.0000% | $18161412.00       | $12595436.71       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.1500%  | 0.0000% | $49486786.00       | $179882.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.1400%  | 0.0000% | $86123910.00       | $307758.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1500%  | 0.0000% | $57010253.00       | $220304.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0900%  | 0.0000% | $84494985.00       | $187844.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $47793762.00       | $55562.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.1271%  | 0.0000% | $388548379.00      | $20234133.44       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $3700030.00        | $3705320.19        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $5406551.00        | $5049152.83        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $1400561.00        | $1313947.88        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $2459566.00        | $2420982.32        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $478369.00         | $482356.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $5080448.00        | $4027472.36        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $4628269.00        | $4320653.97        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $3059133.00        | $3000048.59        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $1792866.00        | $1799621.69        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-04-20      | 4.5000%  | 0.0000% | $88328.00          | $6562.50           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $1025.00           | $90.14             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $315.85            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $1024.00           | $689.95            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $1089180.00        | $706691.63         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-10-20      | 5.1250%  | 0.0000% | $1710550.00        | $26748.82          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-01-20      | 2.2105%  | 0.0000% | $40025797.00       | $269402.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $55885800.00       | $8282.98           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-12-16      | 2.3130%  | 0.0000% | $5700576.00        | $35349.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-09-20      | 2.4105%  | 0.0000% | $57330752.00       | $873351.53         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.1410%  | 0.0000% | $11058467.00       | $10813567.44       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-10-01      | 5.5000%  | 0.0000% | $1220.00           | $38.98             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 6.0000%  | 0.0000% | $11354111.00       | $429033.76         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 6.4200%  | 0.0000% | $3957860.00        | $96293.76          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.6881%  | 0.0000% | $269357085.00      | $9728123.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.8381%  | 0.0000% | $126000000.00      | $6311086.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.7881%  | 0.0000% | $70779407.00       | $3214084.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.6881%  | 0.0000% | $48664800.00       | $2185531.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-12-25      | 5.5000%  | 0.0000% | $2568571.00        | $259953.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 1.8881%  | 0.0000% | $317306.00         | $16995.00          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 1.8881%  | 0.0000% | $100000.00         | $4398.41           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-25      | 5.5000%  | 0.0000% | $16806111.00       | $1765141.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 2.5000%  | 0.0000% | $36771422.00       | $3924045.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.4500%  | 0.0000% | $25126078.00       | $186999.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.2500%  | 0.0000% | $21193628.00       | $91021.26          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 0.1500%  | 0.0000% | $30955165.00       | $82593.43          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-01      | 3.5000%  | 0.0000% | $23997000.00       | $2995672.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-11-01      | 4.5000%  | 0.0000% | $2256000.00        | $213335.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 3.5000%  | 0.0000% | $354268.00         | $59608.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-09-01      | 3.0000%  | 0.0000% | $1297998.00        | $68026.58          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-09-01      | 3.5000%  | 0.0000% | $149920.00         | $22102.58          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-05-01      | 3.0000%  | 0.0000% | $1804.00           | $364.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-05-01      | 6.5470%  | 0.0000% | $6095684.00        | $21254.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 6.5000%  | 0.0000% | $5404864.00        | $46883.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-07-01      | 5.1140%  | 0.0000% | $16041.00          | $73.53             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.9020%  | 0.0000% | $11542723.00       | $37834.33          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $994.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $809.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $1183402.00        | $899515.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $888.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $2414492.00        | $2423528.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1001.00           | $1020.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $581761.00         | $415028.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-07-01      | 5.5000%  | 0.0000% | $1064050.00        | $1044038.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $3566060.00        | $2874691.55        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $752769.00         | $551348.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $1526101.00        | $1495753.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $3130571.00        | $3091439.42        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $3394693.00        | $3023221.42        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $2035821.00        | $2010418.00        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $3649000.00        | $3655443.77        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1057.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 7.0000%  | 0.0000% | $440664.00         | $464963.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $6743417.00        | $1485724.46        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $1758.00           | $204.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 4.0200%  | 0.0000% | $2162821.00        | $2110770.55        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 1.5600%  | 0.0000% | $2404058.00        | $1654405.26        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-08-01      | 3.0000%  | 0.0000% | $1000.00           | $254.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $896999.00         | $196127.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-03-01      | 4.3735%  | 0.0000% | $1789310.00        | $1785976.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 6.3390%  | 0.0000% | $1083996.00        | $975623.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.0000%  | 0.0000% | $1358856.00        | $148524.91         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $230000.00         | $28926.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $100000.00         | $53598.17          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $1038430.00        | $658294.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 1.8450%  | 0.0000% | $2000000.00        | $1709775.00        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 1.9100%  | 0.0000% | $1376106.00        | $1162092.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $674760.00         | $370116.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $586951.00         | $358231.99         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $897486.00         | $513680.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $499866.00         | $339046.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $702.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 6.0000%  | 0.0000% | $1000.00           | $1200.49           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 2.2212%  | 0.0000% | $126964917.00      | $5000482.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 2.6981%  | 0.0000% | $1782691.00        | $101751.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.2381%  | 0.0000% | $64900000.00       | $836106.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 27.7953% | 0.0000% | $5542953.00        | $2914616.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 3.4381%  | 0.0000% | $23392881.00       | $842785.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 14.8984% | 0.0000% | $5109157.00        | $4368461.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.2000%  | 0.0000% | $17418553.00       | $83529.07          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 3.4881%  | 0.0000% | $43002907.00       | $2323867.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 1.6881%  | 0.0000% | $199989.00         | $8948.30           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-01-25      | 1.1824%  | 0.0000% | $2209883.00        | $110863.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 2.0881%  | 0.0000% | $506357.00         | $17441.03          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-01-25      | 2.5000%  | 0.0000% | $26226100.00       | $4273908.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | N/A      | 0.0000% | $9095456.00        | $5920363.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | N/A      | 0.0000% | $38899564.00       | $25102707.87       | Agency Collateralized Mortgage Obligation |

### Security 169: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BLDQ2, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1BLDQ2_3.79_0505
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1012.00           | $965.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $2975140.00        | $3011592.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $807.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $761.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $888.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $420484.00         | $344445.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $997.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $6002.00           | $3719.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1033801.00        | $1035192.70        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $814819.00         | $762756.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1032.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $95467.00          | $87781.35          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $989.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $990.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $5994.00           | $6007.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $992.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $847.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $988109.00         | $1010173.96        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $1038888.00        | $222709.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $2424.00           | $534.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 4.0000%  | 0.0000% | $20000.00          | $5702.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 6.4650%  | 0.0000% | $398000.00         | $17286.97          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $354.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $437.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 5.0000%  | 0.0000% | $2200000.00        | $251062.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $1219393.00        | $1159218.55        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-04-01      | 4.0800%  | 0.0000% | $1443470.00        | $1265445.40        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-06-01      | 6.5000%  | 0.0000% | $5550000.00        | $1038779.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $276.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $30375.00          | $6181.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 6.4160%  | 0.0000% | $115000.00         | $20436.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 3.0000%  | 0.0000% | $2175484.00        | $363763.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 5.0000%  | 0.0000% | $616000.00         | $56117.12          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 4.7160%  | 0.0000% | $11629352.00       | $8635684.65        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.1850%  | 0.0000% | $2475072.00        | $2270971.38        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 6.3390%  | 0.0000% | $683718.00         | $615363.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $1001.00           | $153.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $148997.00         | $60230.91          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $576.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $692463.00         | $381834.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-08-01      | 4.7400%  | 0.0000% | $135000.00         | $136224.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $63131.00          | $27848.96          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $572.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $899999.00         | $557395.79         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $164296.00         | $150570.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1008.00           | $940.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $917466.00         | $608344.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $713.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1010.00           | $660.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $3073000.00        | $1889316.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $814.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 3.0000%  | 0.0000% | $1017.00           | $802.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $776.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $533.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 3.0000%  | 0.0000% | $287444.00         | $221813.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 6.5000%  | 0.0000% | $6739.00           | $6944.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1578157.00        | $1222020.52        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1014.00           | $843.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $978.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1018970.00        | $978784.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1263392.00        | $1240611.26        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 7.0000%  | 0.0000% | $286840.00         | $302095.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $1013151.00        | $1053161.47        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 5.1300%  | 0.0000% | $4980000.00        | $5177227.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 4.2000%  | 0.0000% | $4012288.00        | $3903209.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $295000.00         | $50193.02          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $664781.00         | $126113.10         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 5.0000%  | 0.0000% | $21912626.00       | $3825985.02        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $3594999.00        | $546100.48         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.5000%  | 0.0000% | $14067028.00       | $2476949.78        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $50000.00          | $11275.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $269000.00         | $104784.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 4.5000%  | 0.0000% | $1000.00           | $215.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1296000.00        | $324472.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $135684.00         | $54329.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $4617000.00        | $1890759.77        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $366.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-10-01      | 2.0000%  | 0.0000% | $1007.00           | $513.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $87883.00          | $46884.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $547.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $50000.00          | $26326.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $604.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $12358898.00       | $7304689.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $2950502.00        | $1943893.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $421000.00         | $315802.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $672.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $712.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $1024.00           | $700.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $734.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $711.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 2.5000%  | 0.0000% | $100000.00         | $11508.70          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | N/A      | 0.0000% | $1097464.00        | $327.46            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $11342126.00       | $942870.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $21574916.00       | $1618608.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.5000%  | 0.0000% | $3038880.00        | $257851.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | N/A      | 0.0000% | $757053.00         | $66.84             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-11-25      | 0.1542%  | 0.0000% | $15166632.00       | $172190.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.0000%  | 0.0000% | $1100000.00        | $121073.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 2.2212%  | 0.0000% | $58019200.00       | $2285072.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 2.6981%  | 0.0000% | $100000.00         | $5707.73           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 2.8381%  | 0.0000% | $59243969.00       | $1162429.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 2.2881%  | 0.0000% | $41320473.00       | $2190554.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 3.4381%  | 0.0000% | $28974766.00       | $1736254.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 4.9119%  | 0.0000% | $1000.00           | $792.99            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | N/A      | 0.0000% | $12529691.00       | $1153.24           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 3.4881%  | 0.0000% | $18477024.00       | $998494.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 1.6881%  | 0.0000% | $200125.00         | $8954.39           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 3.3381%  | 0.0000% | $237971.00         | $16109.41          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | N/A      | 0.0000% | $1680792.00        | $1084650.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.7881%  | 0.0000% | $100227.00         | $4551.29           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 1.0381%  | 0.0000% | $5863267.00        | $142133.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-25      | 5.5000%  | 0.0000% | $5153152.00        | $541234.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-12-01      | 4.0000%  | 0.0000% | $397000.00         | $10454.23          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 5.0000%  | 0.0000% | $4114726.00        | $320036.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-08-01      | 4.0000%  | 0.0000% | $1730614.00        | $174689.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 5.0000%  | 0.0000% | $1450516.00        | $120914.99         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-09-01      | 4.5000%  | 0.0000% | $1517162.00        | $174528.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 6.2280%  | 0.0000% | $7001065.00        | $610321.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $1004.00           | $147.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 4.5000%  | 0.0000% | $200000.00         | $30664.08          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 4.5000%  | 0.0000% | $248237.00         | $19142.87          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-06-01      | 3.0000%  | 0.0000% | $139707.00         | $39133.69          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-12-01      | 3.0000%  | 0.0000% | $32000.00          | $5618.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.0000%  | 0.0000% | $1001.00           | $198.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $111000.00         | $23688.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 4.0000%  | 0.0000% | $1799000.00        | $258014.91         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-09-01      | 4.0000%  | 0.0000% | $244603.00         | $28210.16          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 4.5440%  | 0.0000% | $81654.00          | $58576.65          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 6.2160%  | 0.0000% | $1000.00           | $921.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-03-01      | 6.3650%  | 0.0000% | $2082637.00        | $27974.26          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-09-01      | 6.3450%  | 0.0000% | $2000000.00        | $37003.73          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2034-04-01      | 6.0000%  | 0.0000% | $1110.00           | $83.66             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-01-01      | 6.5000%  | 0.0000% | $1000.00           | $47.63             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 6.5000%  | 0.0000% | $1002.00           | $7.17              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 4.0000%  | 0.0000% | $555000.00         | $51569.25          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-07-01      | 3.5000%  | 0.0000% | $297722.00         | $60776.95          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 5.0000%  | 0.0000% | $164446.00         | $11701.49          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2028-01-01      | 6.0000%  | 0.0000% | $1500000.00        | $6157.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-08-01      | 3.5000%  | 0.0000% | $900000.00         | $59779.68          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 4.0000%  | 0.0000% | $1475000.00        | $219986.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-05-01      | 5.0000%  | 0.0000% | $1001.00           | $186.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-08-01      | 7.5000%  | 0.0000% | $1095808.00        | $4003.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-04-01      | 7.0000%  | 0.0000% | $1874.00           | $1.34              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-03-01      | 5.5000%  | 0.0000% | $1002.00           | $8.27              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 4.0000%  | 0.0000% | $3012.00           | $308.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-09-01      | 3.5000%  | 0.0000% | $1001.00           | $113.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $182.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.0000%  | 0.0000% | $23019112.00       | $3256866.62        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-04-01      | 2.0000%  | 0.0000% | $1008.00           | $736.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $454484.00         | $284507.88         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 3.0000%  | 0.0000% | $1294000.00        | $611121.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.0000%  | 0.0000% | $8993.00           | $6552.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $758.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $7000.00           | $4767.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $769.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $643.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $856.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $404029.00         | $311577.15         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.5000%  | 0.0000% | $83770.00          | $28821.78          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $1549782.00        | $638416.76         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $27697.00          | $11601.59          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $528.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $455.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 2.0000%  | 0.0000% | $1014.00           | $607.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.5000%  | 0.0000% | $4310979.00        | $2326324.94        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $2145332.00        | $1368472.45        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $610.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1224.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $616.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.5000%  | 0.0000% | $87074.00          | $64061.76          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $155356.00         | $128070.69         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $763.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $654.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.0000%  | 0.0000% | $101000.00         | $88583.95          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 7.5000%  | 0.0000% | $1000.00           | $520.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.5000%  | 0.0000% | $389997.00         | $61400.05          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-01-01      | 3.0000%  | 0.0000% | $95000.00          | $31542.94          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $2000.00           | $1007.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $1001.00           | $530.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $64731.00          | $39339.72          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $628.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $920115.00         | $592060.34         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $99000.00          | $62916.14          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $675.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $296000.00         | $209980.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1023.00           | $777.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $316790.00         | $293289.13         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.5000%  | 0.0000% | $1008.00           | $499.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 2.0000%  | 0.0000% | $100000.00         | $45308.51          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $540.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $641876.00         | $362641.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $280465.00         | $173293.26         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $753.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $3367748.00        | $2133865.89        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $6080535.00        | $4232615.65        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.5000%  | 0.0000% | $29000.00          | $22076.01          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.5000%  | 0.0000% | $400000.00         | $235205.85         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $1682541.00        | $1315840.82        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-07-01      | 5.5000%  | 0.0000% | $20000.00          | $12268.63          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $796894.00         | $680052.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-25      | 2.7236%  | 0.0000% | $2489107.00        | $18975.19          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-07-25      | N/A      | 0.0000% | $97752813.00       | $10366798.98       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-09-25      | 2.2736%  | 0.0000% | $32564675.00       | $276023.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-02-25      | 2.5557%  | 0.0000% | $329136.00         | $2424.34           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-05-25      | 2.1923%  | 0.0000% | $119344842.00      | $641120.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-07-25      | 2.1396%  | 0.0000% | $12691315.00       | $98255.58          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2059-02-25      | 1.9348%  | 0.0000% | $21158243.00       | $166344.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 4.0000%  | 0.0000% | $1976648.00        | $138725.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.5000%  | 0.0000% | $100000.00         | $10943.52          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 4.0000%  | 0.0000% | $3814102.00        | $438776.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $16550446.00       | $1477135.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 1.8303%  | 0.0000% | $475897.00         | $17619.80          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-02-25      | 2.3674%  | 0.0000% | $100070.00         | $2066.45           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 2.5000%  | 0.0000% | $50814000.00       | $4675616.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 2.3586%  | 0.0000% | $178492945.00      | $4176242.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 2.3141%  | 0.0000% | $137608095.00      | $3659312.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2061-03-25      | 2.1250%  | 0.0000% | $75671140.00       | $2183407.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 2.5000%  | 0.0000% | $991192.00         | $113063.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.0000%  | 0.0000% | $999996.00         | $100586.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $3231808.00        | $1548126.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 3.3381%  | 0.0000% | $3740533.00        | $166583.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 4.4381%  | 0.0000% | $12909032.00       | $849500.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.1000%  | 0.0000% | $51899016.00       | $110325.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 3.4381%  | 0.0000% | $6766906.00        | $393296.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-10-25      | 4.9619%  | 0.0000% | $10381798.00       | $7103208.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 2.2381%  | 0.0000% | $50515583.00       | $1900505.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 2.1781%  | 0.0000% | $6059984.00        | $267878.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 5.1119%  | 0.0000% | $5300421.00        | $3770356.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 3.3381%  | 0.0000% | $10455000.00       | $710269.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 5.5000%  | 0.0000% | $322158.00         | $29696.28          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-01-01      | 5.0000%  | 0.0000% | $25000000.00       | $75254.65          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-02-15      | 2.8633%  | 0.0000% | $200827.00         | $1701.49           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-07-15      | 2.2845%  | 0.0000% | $33816211.00       | $129971.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-08-15      | 2.3133%  | 0.0000% | $224463006.00      | $3393509.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-07-25      | 2.3400%  | 0.0000% | $2089.00           | $222.52            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-03-15      | 2.2542%  | 0.0000% | $114250767.00      | $878571.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $50000045.00       | $4512962.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-01-25      | 3.7940%  | 0.0000% | $1000.00           | $951.24            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 1.3187%  | 0.0000% | $51143666.00       | $214240.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 1.1060%  | 0.0000% | $3619547.00        | $122153.88         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $768.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $1510173.00        | $1234372.01        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $23697475.00       | $20126580.11       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $852.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $1024.00           | $843.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1625860.00        | $1314108.11        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $147714.00         | $142480.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1020.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $955.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $964.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1024.00           | $1002.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 5.5000%  | 0.0000% | $54206653.00       | $12582670.34       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $1005.00           | $177.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $192994.00         | $24246.46          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 2.5000%  | 0.0000% | $1010.00           | $270.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $310.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $370.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $697003.00         | $235849.53         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $206.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $521.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 5.0000%  | 0.0000% | $948966.00         | $209808.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $148000.00         | $66137.96          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $477.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $2022.00           | $1116.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $1165.00           | $516.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-08-01      | 3.0000%  | 0.0000% | $172000.00         | $69471.56          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 3.0000%  | 0.0000% | $71915.00          | $28930.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $607.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $1008.00           | $606.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $95000.00          | $59734.26          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1017.00           | $629.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $251000.00         | $153498.48         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $683.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $736.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1819931.00        | $1389879.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $624.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $663.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $488890.00         | $344651.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 2.5000%  | 0.0000% | $109884.00         | $74320.13          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $692.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $680.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 4.5000%  | 0.0000% | $1002.00           | $763.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $500000.00         | $397010.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $7039040.00        | $5384618.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $794.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $752.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $20000.00          | $14909.05          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 2.0000%  | 0.0000% | $38859.00          | $28299.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $4008000.00        | $2875305.35        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $200770.00         | $150349.93         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $790.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1001.00           | $784.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $110000.00         | $84117.35          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $175000.00         | $163404.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1024.00           | $871.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $6338749.00        | $6340715.08        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $835.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1008.00           | $1011.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-01      | 6.6790%  | 0.0000% | $1500000.00        | $23677.55          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-02-01      | 5.5640%  | 0.0000% | $1500000.00        | $10593.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 6.0000%  | 0.0000% | $4237208.00        | $39224.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 4.5000%  | 0.0000% | $1038.00           | $5.10              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 6.0000%  | 0.0000% | $1063281.00        | $43093.12          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 7.0000%  | 0.0000% | $1200000.00        | $34447.40          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-02-01      | 6.0000%  | 0.0000% | $1000.00           | $17.69             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 5.5000%  | 0.0000% | $543492.00         | $9970.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 4.5000%  | 0.0000% | $1005.00           | $22.23             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-01      | 4.0000%  | 0.0000% | $2441000.00        | $222735.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 5.0000%  | 0.0000% | $1003.00           | $84.06             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 5.0000%  | 0.0000% | $176201.00         | $11149.91          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $1073419.00        | $108113.79         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 3.5000%  | 0.0000% | $2490052.00        | $312727.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $259324478.00      | $18478329.54       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $2937650.00        | $1658877.52        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $1871000.00        | $1116293.04        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $228835.00         | $37408.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $494012.00         | $64622.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $34083.00          | $5785.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $1111549.00        | $314354.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.5000%  | 0.0000% | $1045000.00        | $501034.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $16015.00          | $6972.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.5000%  | 0.0000% | $62994.00          | $23100.31          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-01-01      | 2.0000%  | 0.0000% | $1000.00           | $611.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $502475.00         | $328511.79         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-10-01      | 5.0000%  | 0.0000% | $2375710.00        | $565812.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-12-01      | 3.5000%  | 0.0000% | $1000000.00        | $111614.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $201.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $8135277.00        | $484387.51         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 3.0000%  | 0.0000% | $666969.00         | $126280.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 3.5000%  | 0.0000% | $1001.00           | $174.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-09-01      | 3.0000%  | 0.0000% | $204143.00         | $13890.47          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 5.7800%  | 0.0000% | $10000000.00       | $103978.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.5000%  | 0.0000% | $5792615.00        | $58933.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-10-01      | 6.5000%  | 0.0000% | $997754.00         | $5447.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 5.9150%  | 0.0000% | $2249983.00        | $68957.40          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.2300%  | 0.0000% | $5590601.00        | $53831.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-07-01      | 6.6520%  | 0.0000% | $5093886.00        | $79031.30          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-10-01      | 5.1150%  | 0.0000% | $1322239.00        | $5928.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 5.8150%  | 0.0000% | $68017058.00       | $169212.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-01      | 5.9670%  | 0.0000% | $25065000.00       | $221877.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 7.5000%  | 0.0000% | $1000.00           | $1070.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 7.5000%  | 0.0000% | $143932.00         | $146367.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $809.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.5000%  | 0.0000% | $1106382.00        | $841113.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.5000%  | 0.0000% | $1148478.00        | $1221696.44        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1026.00           | $825.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $7723.00           | $5536.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $104005.00         | $70203.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $800483.00         | $553281.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $7000.00           | $5046.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $598.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.0000%  | 0.0000% | $1000.00           | $894.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $1040.00           | $907.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 4.5000%  | 0.0000% | $9037152.00        | $8208448.28        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $1047570.00        | $1003962.90        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1010.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $916.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $713.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $136436.00         | $132923.96         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.5000%  | 0.0000% | $9946.00           | $10335.94          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $990.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $962.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $739480.00         | $542751.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $1974364.00        | $1843139.12        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $977740.00         | $882090.09         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $1002223.00        | $965957.82         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1027.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.93           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-03-20      | 6.3750%  | 0.0000% | $2974569.00        | $23544.65          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-08-20      | 4.5000%  | 0.0000% | $14122.00          | $868.16            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-09-20      | 5.3750%  | 0.0000% | $1000.00           | $49.33             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $2048.00           | $180.01            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $1018.00           | $89.51             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-01-20      | 4.0000%  | 0.0000% | $470638.00         | $69167.64          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $1000.00           | $193.32            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $1024.00           | $707.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1893080.00        | $1262163.90        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 4.0000%  | 0.0000% | $1000.00           | $706.09            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $1024.00           | $730.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $1120.00           | $808.67            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $1000.00           | $714.28            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $2000.00           | $1466.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $1000.00           | $486.80            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $1000.00           | $474.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $12288.00          | $5607.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $1024.00           | $557.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $1024.00           | $787.32            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $102457.00         | $76304.32          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1000.00           | $165.82            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-08-20      | 4.0000%  | 0.0000% | $468815.00         | $350097.98         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-10-20      | 5.1250%  | 0.0000% | $27159.00          | $82.83             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-08-20      | 5.3750%  | 0.0000% | $2261901.00        | $8506.77           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-12-16      | 1.7630%  | 0.0000% | $32895914.00       | $290704.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-16      | 5.0000%  | 0.0000% | $7885348.00        | $164730.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 7.9825%  | 0.0000% | $8562631.00        | $8429650.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 2.3105%  | 0.0000% | $3160500.00        | $97696.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 1.1701%  | 0.0000% | $200001.00         | $1202.75           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 0.7105%  | 0.0000% | $187684679.00      | $1418125.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $12844115.00       | $32586.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $99900000.00       | $8304710.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $47031620.00       | $2599007.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $82790772.00       | $28896.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $31116000.00       | $1911985.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $25401941.00       | $1844514.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $68732386.00       | $3604181.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-04-20      | 0.9747%  | 0.0000% | $40176915.00       | $2584983.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 1.0621%  | 0.0000% | $22208484.00       | $1719549.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-11-20      | 0.7186%  | 0.0000% | $11613932.00       | $718528.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 0.9576%  | 0.0000% | $22155930.00       | $1560337.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-12-20      | 0.7124%  | 0.0000% | $42106880.00       | $2685043.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-09-20      | 0.9599%  | 0.0000% | $800000.00         | $56379.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-10-20      | 0.9830%  | 0.0000% | $3298304.00        | $231164.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-16      | 2.2130%  | 0.0000% | $14413505.00       | $723912.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $14829551.00       | $9975705.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 4.7729%  | 0.0000% | $4523158.00        | $3223866.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 2.5771%  | 0.0000% | $31397774.00       | $1073293.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5529%  | 0.0000% | $17872691.00       | $11369314.73       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 4.6729%  | 0.0000% | $43246365.00       | $16072571.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6729%  | 0.0000% | $9219234.00        | $4654907.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6729%  | 0.0000% | $4472807.00        | $3106762.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $14882046.00       | $8905300.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.6729%  | 0.0000% | $5260945.00        | $1987857.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.0271%  | 0.0000% | $38507419.00       | $1179166.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.6929%  | 0.0000% | $738051.00         | $548760.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 2.0271%  | 0.0000% | $29900000.00       | $1188608.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 3.4271%  | 0.0000% | $36986426.00       | $1820950.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.7271%  | 0.0000% | $129859.00         | $3903.00           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 3.3271%  | 0.0000% | $30417196.00       | $1678580.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.1729%  | 0.0000% | $41175469.00       | $12101351.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.0100%  | 0.0000% | $99893110.00       | $7492.55           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 3.3771%  | 0.0000% | $5404417.00        | $165501.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 4.9229%  | 0.0000% | $879524.00         | $357444.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.8271%  | 0.0000% | $49500000.00       | $2057119.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $89151.00          | $89690.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 4.8729%  | 0.0000% | $11882221.00       | $4344354.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.1000%  | 0.0000% | $47522899.00       | $37272.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 4.9729%  | 0.0000% | $1024.00           | $497.71            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7729%  | 0.0000% | $10143699.00       | $7285352.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 3.5971%  | 0.0000% | $4791883.00        | $292110.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7829%  | 0.0000% | $236013.00         | $141310.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | N/A      | 0.0000% | $1865456.00        | $931627.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $1217271.00        | $437202.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 3.0271%  | 0.0000% | $83086956.00       | $5236086.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 0.0171%  | 0.0000% | $145040096.00      | $81629.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 30.9018% | 0.0000% | $3619287.00        | $4282800.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.8771%  | 0.0000% | $89433426.00       | $4316565.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 2.3871%  | 0.0000% | $199330220.00      | $10206690.50       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.7471%  | 0.0000% | $21198823.00       | $954258.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-20      | 1.2771%  | 0.0000% | $870033.00         | $15089.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 1.6271%  | 0.0000% | $56099317.00       | $1121830.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-20      | 2.1771%  | 0.0000% | $51807801.00       | $1073261.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 2.1271%  | 0.0000% | $10938098.00       | $821583.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.4571%  | 0.0000% | $44392407.00       | $1830113.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | N/A      | 0.0000% | $8163243.00        | $6125710.47        | Agency Collateralized Mortgage Obligation |

### Security 170: Citigroup Global Markets, Inc.

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note               | 2026-08-15      | 1.5000%  | 0.0000% | $1974000.00        | $1960602.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-15      | 0.1250%  | 0.0000% | $100.00            | $137.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-31      | 0.6250%  | 0.0000% | $38800.00          | $38434.18          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-08-15      | 4.3750%  | 0.0000% | $99274300.00       | $99999963.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-07-31      | 3.8354%  | 0.0000% | $700.00            | $704.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-31      | 4.3750%  | 0.0000% | $100.00            | $100.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-05-15      | N/A      | 0.0000% | $99.49             | $56.37             | U.S. Treasuries (including strips) |

### Security 171: Bank of America NA

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2043-06-01      | 3.0000%  | 0.0000% | $234583272.00      | $43601374.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $312135863.00      | $45785366.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $29477910.00       | $13613259.15       | Agency Mortgage-Backed Securities |

### Security 172: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BNYQ5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1BNYQ5_3.62_0407
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-03-31      | 4.1250%  | 0.0000% | $100.00            | $100.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 2.1250%  | 0.0000% | $2800.00           | $3050.28           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $148800.00         | $153751.89         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $7676600.00        | $7843153.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $396055500.00      | $399999950.18      | U.S. Treasuries (including strips) |

### Security 173: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BQEX5, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1BQEX5_3.66_0407
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                   | 2032-09-10      | 3.3750%  | 0.0000% | $10000000.00       | $9557147.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2031-03-03      | 4.0500%  | 0.0000% | $12055000.00       | $11986889.25       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2045-04-06      | 3.4300%  | 0.0000% | $4640000.00        | $3659863.16        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2036-04-14      | 2.5000%  | 0.0000% | $23220000.00       | $19544673.90       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2042-07-14      | 5.1200%  | 0.0000% | $5860000.00        | $5700719.99        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2031-12-09      | 1.6250%  | 0.0000% | $20000000.00       | $17575691.11       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2032-03-08      | 3.0000%  | 0.0000% | $40375000.00       | $37792884.17       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2033-03-03      | 4.3750%  | 0.0000% | $2457000.00        | $2477768.48        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2030-05-08      | 4.5500%  | 0.0000% | $25000000.00       | $25234590.28       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2028-10-24      | 3.3750%  | 0.0000% | $2000.00           | $2003.36           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-07-15      | 6.2500%  | 0.0000% | $166000.00         | $187096.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-03-20      | 3.5000%  | 0.0000% | $2188788.00        | $50202.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 6.0000%  | 0.0000% | $246769.00         | $28457.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 3.5000%  | 0.0000% | $330000.00         | $41432.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $182256.00         | $122403.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $5241790.00        | $4902230.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 5.6000%  | 0.0000% | $78676.00          | $82928.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $1542128.00        | $731650.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $2028330.00        | $1537706.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1052688.00        | $1068662.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $1442468.00        | $1488495.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1332042.00        | $1352574.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $10824992.00       | $11736238.32       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1175990.00        | $1170990.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1327872.00        | $1364480.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1361504.00        | $1394744.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $2108020.00        | $2099058.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $6885832.00        | $7010337.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $6277888.00        | $6342556.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $279136256.00      | $253256465.78      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 3.5000%  | 0.0000% | $263514.00         | $232424.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $5628.00           | $5290.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $137517.00         | $100167.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 3.0000%  | 0.0000% | $30546.00          | $27018.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $353439.00         | $341828.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $6278840.00        | $6473270.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1850036.00        | $1914717.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.0000%  | 0.0000% | $1160520.00        | $1191424.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $345000.00         | $346525.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $6979408.00        | $6961733.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 3.5000%  | 0.0000% | $2273504.00        | $308922.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $63710720.00       | $66284760.51       | Agency Mortgage-Backed Securities |

### Security 174: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BU4S8, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1BU4S8_3.63_0407
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note               | 2026-08-15      | 1.5000%  | 0.0000% | $236303700.00      | $234699955.05      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-05-31      | 2.1250%  | 0.0000% | $100.00            | $100.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-06-30      | 1.8750%  | 0.0000% | $30600.00          | $30597.82          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-15      | 0.1250%  | 0.0000% | $57822500.00       | $79583571.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-31      | 0.6250%  | 0.0000% | $22711100.00       | $22496971.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-06-15      | 4.1250%  | 0.0000% | $100.00            | $101.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-15      | 4.5000%  | 0.0000% | $1542900.00        | $1560393.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-08-15      | 4.3750%  | 0.0000% | $123789200.00      | $124694059.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-06-30      | 4.6250%  | 0.0000% | $600.00            | $608.20            | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-07-31      | 3.8354%  | 0.0000% | $23647000.00       | $23806160.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-31      | 4.3750%  | 0.0000% | $22893800.00       | $23104892.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-02-15      | N/A      | 0.0000% | $66367.09          | $22567.86          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $32.00             | $10.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-05-15      | N/A      | 0.0000% | $32.00             | $9.25              | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Bank of America Securities, Inc. 3.700000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BU6Q0, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1BU6Q0_3.70_0407
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-10-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2026-05-15      | N/A      | 0.0000% | $33051648.00       | $32900271.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-11-15      | N/A      | 0.0000% | $5522000.00        | $5184804.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-08-15      | N/A      | 0.0000% | $181905311.40      | $165914925.00      | U.S. Treasuries (including strips) |

### Security 176: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BVCR9, C.3 - LEI: 549300HXQQQC, C.5 - Other ID: ARP1BVCR9_3.70_0407
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $18453047.00       | $16643722.30       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-02-01      | 3.0000%  | 0.0000% | $1000.00           | $180.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-07-01      | 3.0000%  | 0.0000% | $1000.00           | $198.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $13159920.00       | $9262380.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $29664838.00       | $28152313.50       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $58380630.00       | $57936899.76       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $51493760.00       | $41472941.98       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1008.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-11-01      | 6.5000%  | 0.0000% | $1000.00           | $22.10             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-11-01      | 6.0000%  | 0.0000% | $1000.00           | $19.15             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 5.0000%  | 0.0000% | $1000.00           | $101.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-03-01      | 2.5000%  | 0.0000% | $1000.00           | $128.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $26725000.00       | $20579293.96       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $676.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $980.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $1012.00           | $1042.93           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $899.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1029.57           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $53192448.00       | $40209203.14       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $1103.00           | $1019.22           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $49325307.00       | $45608804.09       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $40000000.00       | $17925073.67       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $25000000.00       | $11789087.67       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $18645534.00       | $10606728.89       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2042-02-15      | 3.1250%  | 0.0000% | $2348900.00        | $1920318.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-02-15      | 3.1250%  | 0.0000% | $25000000.00       | $20093933.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-08-15      | 3.1250%  | 0.0000% | $940900.00         | $740496.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-11-15      | 4.0000%  | 0.0000% | $17606700.00       | $16184054.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-08-15      | 4.1250%  | 0.0000% | $9168400.00        | $8356994.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-06-30      | 3.7500%  | 0.0000% | $10562000.00       | $10652402.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-09-30      | 3.5000%  | 0.0000% | $155528600.00      | $154772575.50      | U.S. Treasuries (including strips) |

### Security 177: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.740000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BZET4, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1BZET4_3.74_0407
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip              | 2039-08-15      | N/A      | 0.0000% | $14.41             | $7.57              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $3.14              | $1.60              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-11-15      | N/A      | 0.0000% | $16.93             | $8.24              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-02-15      | N/A      | 0.0000% | $3.11              | $1.49              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $27476168.64       | $10253089.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-08-15      | N/A      | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-02-15      | N/A      | 0.0000% | $92.13             | $41.55             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-05-15      | N/A      | 0.0000% | $7.66              | $3.41              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-11-15      | N/A      | 0.0000% | $20.48             | $8.83              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-05-15      | N/A      | 0.0000% | $9.60              | $4.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-08-15      | N/A      | 0.0000% | $1367052.95        | $563279.13         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-11-15      | N/A      | 0.0000% | $10.24             | $3.93              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $2.57              | $0.97              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $57061098.01       | $20967842.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-05-15      | N/A      | 0.0000% | $4.99              | $1.77              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-08-15      | N/A      | 0.0000% | $104.52            | $36.47             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $16.48             | $5.55              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-08-15      | N/A      | 0.0000% | $20.11             | $5.76              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-08-15      | N/A      | 0.0000% | $42385860.67       | $29521921.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $211.55            | $136.25            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-08-15      | N/A      | 0.0000% | $125.29            | $78.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-11-15      | N/A      | 0.0000% | $0.45              | $0.33              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-05-15      | N/A      | 0.0000% | $110490095.50      | $77921261.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-11-15      | N/A      | 0.0000% | $9.92              | $6.82              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2027-08-15      | N/A      | 0.0000% | $41.09             | $38.98             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-08-15      | N/A      | 0.0000% | $0.03              | $0.03              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-02-15      | N/A      | 0.0000% | $883.68            | $757.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-08-15      | N/A      | 0.0000% | $65.49             | $38.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-06-18      | N/A      | 0.0000% | $200.00            | $198.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-05-05      | N/A      | 0.0000% | $500.00            | $498.24            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $223000.00         | $146310.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-05-15      | N/A      | 0.0000% | $14466000.00       | $7418974.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-02-15      | N/A      | 0.0000% | $9150900.00        | $3969605.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $2755900.00        | $1067552.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $800.00            | $305.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-11-15      | N/A      | 0.0000% | $6200.00           | $2188.12           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $21947700.00       | $7543446.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-08-15      | N/A      | 0.0000% | $2993500.00        | $1014655.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-02-15      | N/A      | 0.0000% | $100.00            | $33.05             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-05-15      | N/A      | 0.0000% | $200.00            | $65.27             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-08-15      | N/A      | 0.0000% | $4200.00           | $1353.92           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-05-15      | N/A      | 0.0000% | $400.00            | $118.58            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-08-15      | N/A      | 0.0000% | $200.00            | $58.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $2200.00           | $1106.58           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-11-15      | N/A      | 0.0000% | $100.00            | $27.50             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-05-15      | N/A      | 0.0000% | $38416600.00       | $9874065.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-11-15      | N/A      | 0.0000% | $1646400.00        | $416387.73         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-02-15      | N/A      | 0.0000% | $98181200.00       | $24473235.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2037-05-15      | 5.0000%  | 0.0000% | $300.00            | $322.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2028-01-15      | 1.7500%  | 0.0000% | $100.00            | $157.98            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-02-15      | 0.7500%  | 0.0000% | $97912100.00       | $97355537.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-11-15      | 3.1250%  | 0.0000% | $100.00            | $99.33             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-15      | 0.1250%  | 0.0000% | $700.00            | $963.44            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-07-15      | 0.7500%  | 0.0000% | $200.00            | $258.69            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-11-30      | 1.6250%  | 0.0000% | $200.00            | $198.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 0.5000%  | 0.0000% | $400.00            | $386.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-05-31      | 1.2500%  | 0.0000% | $38999800.00       | $37068148.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-08-31      | 1.1250%  | 0.0000% | $200.00            | $187.67            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-15      | 1.6250%  | 0.0000% | $100.00            | $112.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-11-30      | 3.8750%  | 0.0000% | $100.00            | $101.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-11-30      | 3.8750%  | 0.0000% | $6300.00           | $6381.57           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $100.75            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-10-15      | 2.3750%  | 0.0000% | $2023400.00        | $2247056.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-15      | 4.1250%  | 0.0000% | $1600.00           | $1612.58           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-04-15      | 2.1250%  | 0.0000% | $1000.00           | $1089.39           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-15      | 4.3750%  | 0.0000% | $200.00            | $203.09            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-09-30      | 3.5000%  | 0.0000% | $18400.00          | $18158.59          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-15      | 3.8750%  | 0.0000% | $100.00            | $101.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-11-30      | 4.1250%  | 0.0000% | $100.00            | $101.70            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-01-15      | 4.2500%  | 0.0000% | $100.00            | $101.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-02-15      | 4.2500%  | 0.0000% | $7500.00           | $7592.36           | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-04-30      | 3.8134%  | 0.0000% | $800.00            | $805.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-04-15      | 1.6250%  | 0.0000% | $58505000.00       | $60777771.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-10-15      | 1.1250%  | 0.0000% | $700.00            | $700.48            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-08-15      | N/A      | 0.0000% | $24.68             | $19.84             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-02-15      | N/A      | 0.0000% | $20474330.34       | $15352901.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-08-15      | N/A      | 0.0000% | $1.03              | $0.75              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-02-15      | N/A      | 0.0000% | $77.74             | $55.49             | U.S. Treasuries (including strips) |

### Security 178: Natixis SA

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 3.0000%  | 0.0000% | $38691621.00       | $6977395.32        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.0000%  | 0.0000% | $1032.00           | $290.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-04-01      | 3.0000%  | 0.0000% | $54590572.00       | $9010261.81        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 7.0000%  | 0.0000% | $1016.00           | $801.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-04-01      | 3.5300%  | 0.0000% | $1146.00           | $993.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1070.00           | $1028.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-07-01      | 4.8600%  | 0.0000% | $1000.00           | $1022.64           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2029-02-28      | 4.2500%  | 0.0000% | $718000.00         | $728108.12         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-08-15      | 4.2500%  | 0.0000% | $14580400.00       | $14575963.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2039-11-15      | 4.3750%  | 0.0000% | $100.00            | $98.92             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $81.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-05-15      | 2.8750%  | 0.0000% | $4999900.00        | $3887447.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-02-15      | 3.0000%  | 0.0000% | $53131000.00       | $38954502.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $64.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-11-15      | 1.8750%  | 0.0000% | $47293900.00       | $26320341.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-08-15      | 4.1250%  | 0.0000% | $10900.00          | $9929.16           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-11-15      | 4.5000%  | 0.0000% | $900.00            | $856.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-05-15      | 1.6250%  | 0.0000% | $368400.00         | $369651.44         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-08-15      | 1.2500%  | 0.0000% | $1515800.00        | $1315413.27        | U.S. Treasuries (including strips) |

### Security 179: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C0VK0, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1C0VK0_3.67_0407
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note  | 2029-03-31      | 2.3750%  | 0.0000% | $154109000.00      | $147643202.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-05-15      | N/A      | 0.0000% | $63673163.03       | $56356798.23       | U.S. Treasuries (including strips) |

### Security 180: Bank of America NA

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $75533038.00       | $19252001.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $73013485.00       | $19369909.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-12-01      | 3.5000%  | 0.0000% | $285732819.00      | $18901527.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-12-01      | 3.5000%  | 0.0000% | $297373955.00      | $19659232.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $141844101.00      | $18735874.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $124771722.00      | $15698435.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $160116993.00      | $18979756.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $249783400.00      | $18891149.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $249765876.00      | $20262706.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $264836686.00      | $19225406.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $259074321.00      | $20225976.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $201339366.00      | $20973449.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $227785877.00      | $19143863.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 3.5000%  | 0.0000% | $150029635.00      | $20958760.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $223210297.00      | $20638495.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.0000%  | 0.0000% | $100486960.00      | $18677020.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $177360606.00      | $19042594.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $118668058.00      | $21569126.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $190377897.00      | $20729721.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.5000%  | 0.0000% | $179532242.00      | $20013288.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.0000%  | 0.0000% | $50432734.00       | $21051703.85       | Agency Mortgage-Backed Securities |

### Security 181: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C9XV5, C.3 - LEI: 549300HXQQQC, C.5 - Other ID: ARP1C9XV5_3.80_0407
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $58260958.00       | $37473586.46       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $2007044.00        | $1673189.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $45266574.00       | $34204161.73       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 3.5000%  | 0.0000% | $8998680.00        | $3848758.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $31230016.00       | $23677214.24       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $51005286.00       | $39140954.16       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 5.5000%  | 0.0000% | $5009000.00        | $4221061.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $24187600.00       | $19935836.18       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-03-01      | 5.5000%  | 0.0000% | $17711213.00       | $18101698.01       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $21027867.00       | $14928741.36       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $17095152.00       | $14494682.36       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 6.0000%  | 0.0000% | $4782907.00        | $3825330.06        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-06-01      | 2.0000%  | 0.0000% | $12102335.00       | $7242095.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-01-01      | 2.0000%  | 0.0000% | $37500000.00       | $22913343.49       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $39312685.00       | $29603220.96       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $391335348.00      | $349131566.03      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $148922695.00      | $124019325.98      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $76322774.00       | $74551398.70       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $11283918.00       | $11057053.39       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $15030832.00       | $15145833.55       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $38541690.00       | $29678582.65       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 6.0000%  | 0.0000% | $43000000.00       | $35830736.64       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $806630.00         | $791679.89         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $38060220.00       | $37460854.09       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $29584383.00       | $30291818.45       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-03-01      | 5.0000%  | 0.0000% | $14999635.00       | $14843605.96       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2049-02-15      | 3.0000%  | 0.0000% | $2733600.00        | $2004014.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-11-15      | 1.6250%  | 0.0000% | $8117000.00        | $4278730.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-30      | 3.7500%  | 0.0000% | $25106200.00       | $25321089.09       | U.S. Treasuries (including strips) |

### Security 182: Bank of America NA

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2046-12-01      | 3.5000%  | 0.0000% | $24015159.00       | $4255910.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $193879884.00      | $44145693.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $95805600.00       | $10522380.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $85332751.00       | $44076015.68       | Agency Mortgage-Backed Securities |

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

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Farm Credit Bank              | 2038-02-17      | 4.9400%  | 0.0000% | $5711000.00        | $5626293.18        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2036-07-15      | 5.5000%  | 0.0000% | $995000.00         | $1090162.91        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-03-15      | 6.7500%  | 0.0000% | $4527000.00        | $5091209.06        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-07-15      | 6.2500%  | 0.0000% | $170000.00         | $191604.36         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2029-02-12      | 3.9500%  | 0.0000% | $2000.00           | $1999.91           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2029-02-20      | 3.9000%  | 0.0000% | $58000.00          | $57792.17          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-05-15      | 6.2500%  | 0.0000% | $2725000.00        | $2975651.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-01-15      | 7.1250%  | 0.0000% | $27154000.00       | $30563501.50       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-11-15      | 6.6250%  | 0.0000% | $8789000.00        | $9972419.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-08-05      | 0.8750%  | 0.0000% | $134000.00         | $117771.41         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-12-12      | 4.3500%  | 0.0000% | $14482000.00       | $14606832.43       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-07-15      | 5.6250%  | 0.0000% | $645000.00         | $708251.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-07-15      | 5.6250%  | 0.0000% | $8131000.00        | $8928366.51        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                   | 2047-02-15      | N/A      | 0.0000% | $1709145.44        | $581188.07         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2054-08-15      | N/A      | 0.0000% | $64.00             | $15.46             | U.S. Treasuries (including strips) |
| Federal Home Loan Bank                | 2033-10-24      | 4.1000%  | 0.0000% | $6725000.00        | $6598371.99        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2037-02-24      | 3.0000%  | 0.0000% | $23675000.00       | $20096602.67       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2034-03-10      | 4.7500%  | 0.0000% | $22360000.00       | $22861106.23       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2033-11-21      | 4.0700%  | 0.0000% | $2374000.00        | $2320863.29        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2035-07-23      | 1.6500%  | 0.0000% | $39186000.00       | $30670555.65       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2036-03-07      | 2.1500%  | 0.0000% | $14635000.00       | $11709365.93       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2036-07-14      | 2.3100%  | 0.0000% | $3274000.00        | $2664383.93        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2037-07-20      | 5.0600%  | 0.0000% | $15146000.00       | $15027140.93       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2036-11-17      | 2.5800%  | 0.0000% | $39051000.00       | $32300774.31       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2036-11-17      | 2.4800%  | 0.0000% | $24206000.00       | $19856934.88       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2036-12-15      | 2.7400%  | 0.0000% | $9789000.00        | $8313775.95        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2037-01-05      | 2.6800%  | 0.0000% | $2486000.00        | $2067064.80        | Agency Mortgage-Backed Securities  |

### Security 184: Bank of America NA

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2042-02-01      | 3.5000%  | 0.0000% | $363463730.00      | $44440525.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $72936368.00       | $18496461.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.5000%  | 0.0000% | $226066676.00      | $40063013.38       | Agency Mortgage-Backed Securities |

### Security 185: Citigroup Global Markets, Inc.

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank           | 2028-03-03      | 3.5000%  | 0.0000% | $75000.00          | $74646.43          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank         | 2028-01-07      | 3.3750%  | 0.0000% | $1000.00           | $998.05            | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank         | 2028-02-25      | 3.7150%  | 0.0000% | $3000.00           | $3010.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2028-11-03      | 3.8550%  | 0.0000% | $198805000.00      | $199999486.76      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2028-07-07      | 3.8500%  | 0.0000% | $3883000.00        | $3921921.68        | Agency Mortgage-Backed Securities |

### Security 186: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1CJVH6, C.3 - LEI: 549300HXQQQC, C.5 - Other ID: ARP1CJVH6_3.77_0407
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2053-08-01      | 4.5000%  | 0.0000% | $12469713.00       | $12069930.52       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $74571716.00       | $55482601.41       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $21557313.00       | $18714294.60       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $29847552.00       | $27178734.95       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $30743744.00       | $26522908.98       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $60469516.00       | $60356188.69       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $2440490.00        | $1388301.12        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2044-05-15      | 3.3750%  | 0.0000% | $10773700.00       | $8933935.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-11-15      | 1.6250%  | 0.0000% | $2740100.00        | $1444394.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-02-15      | 4.0000%  | 0.0000% | $2211700.00        | $2191480.37        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $6054779.00        | $5461106.79        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $66043629.00       | $52444707.38       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $79265001.00       | $63027583.04       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $161101568.00      | $26098753.79       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2062-03-01      | 4.0000%  | 0.0000% | $70354714.00       | $50516746.13       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-11-01      | 3.5000%  | 0.0000% | $225031449.00      | $60339709.03       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $97385000.00       | $71475499.44       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $73850000.00       | $54744831.21       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $55645372.00       | $47059165.33       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $78900000.00       | $75425918.65       | Agency Mortgage-Backed Securities  |

### Security 187: Citigroup Global Markets, Inc.

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                | 2027-04-09      | 4.7500%  | 0.0000% | $10000.00          | $10319.05          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-10-25      | 4.0500%  | 0.0000% | $3562000.00        | $3603183.65        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-09-07      | 3.8000%  | 0.0000% | $1000.00           | $1005.27           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-11-12      | 3.8800%  | 0.0000% | $27710000.00       | $27887936.69       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-11-03      | 3.7550%  | 0.0000% | $764000.00         | $769105.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-10-06      | 3.7700%  | 0.0000% | $70000.00          | $70694.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-11-05      | 3.8900%  | 0.0000% | $220735000.00      | $222658337.63      | Agency Mortgage-Backed Securities |

### Security 188: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.770000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CNAQ0, C.3 - LEI: 549300HXQQQC, C.5 - Other ID: ARP1CNAQ0_3.77_0407
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $93.77             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-15      | 0.6250%  | 0.0000% | $157979500.00      | $137319204.55      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $19438400.00       | $19576754.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 4.3750%  | 0.0000% | $1391000.00        | $1401212.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8750%  | 0.0000% | $185864000.00      | $194379348.87      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $54818100.00       | $55323485.33       | U.S. Treasuries (including strips) |

### Security 189: Citigroup Global Markets, Inc.

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank           | 2028-03-10      | 4.5000%  | 0.0000% | $35000.00          | $35486.37          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2028-02-17      | 3.7200%  | 0.0000% | $1000.00           | $1004.56           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2028-02-23      | 3.7150%  | 0.0000% | $4000.00           | $4015.31           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2028-03-27      | 3.8750%  | 0.0000% | $1960000.00        | $1959381.73        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2028-05-23      | 3.8500%  | 0.0000% | $99430000.00       | $99999098.65       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip              | 2038-05-15      | N/A      | 0.0000% | $1788.70           | $1013.38           | U.S. Treasuries (including strips) |

### Security 190: Citigroup Global Markets, Inc.

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip                   | 2038-08-15      | N/A      | 0.0000% | $3.10              | $1.73              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2047-02-15      | N/A      | 0.0000% | $26495.99          | $9009.86           | U.S. Treasuries (including strips) |
| Federal Home Loan Bank                | 2027-03-12      | 1.6250%  | 0.0000% | $11795000.00       | $11561372.17       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2027-02-10      | 0.8300%  | 0.0000% | $13990000.00       | $13654447.52       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-11-17      | 4.6250%  | 0.0000% | $66485000.00       | $67958791.46       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2027-10-25      | 4.0500%  | 0.0000% | $7241000.00        | $7324720.04        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2026-05-28      | 4.7500%  | 0.0000% | $1107000.00        | $1126426.93        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2026-05-28      | 3.7100%  | 0.0000% | $22000.00          | $22069.18          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2026-11-13      | 3.7900%  | 0.0000% | $100000.00         | $100566.81         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2026-06-18      | 3.7600%  | 0.0000% | $111000.00         | $112191.89         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2027-02-22      | 3.7500%  | 0.0000% | $128000.00         | $128386.11         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-04-24      | 2.1250%  | 0.0000% | $2000.00           | $2016.29           | Agency Mortgage-Backed Securities  |

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

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                | 2038-06-01      | 4.1500%  | 0.0000% | $2180000.00        | $2053824.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2038-11-29      | 4.2500%  | 0.0000% | $2000000.00        | $1868365.56        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2042-01-27      | 2.8400%  | 0.0000% | $8995000.00        | $6745340.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2041-03-12      | 5.1000%  | 0.0000% | $20960000.00       | $20738969.81       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2039-04-13      | 3.4500%  | 0.0000% | $5300000.00        | $4623084.00        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2040-10-01      | 2.8750%  | 0.0000% | $3300000.00        | $2608336.50        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2038-08-26      | 2.7100%  | 0.0000% | $3471000.00        | $2769180.19        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2041-04-01      | 2.7400%  | 0.0000% | $715000.00         | $550378.40         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2037-07-20      | 5.0600%  | 0.0000% | $44000.00          | $43654.71          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2041-11-29      | 2.6900%  | 0.0000% | $2000000.00        | $1478572.22        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2041-12-09      | 2.9000%  | 0.0000% | $9527000.00        | $7447658.15        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2041-12-16      | 2.9200%  | 0.0000% | $14986000.00       | $11427224.63       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2042-01-24      | 2.8200%  | 0.0000% | $4717000.00        | $3514015.63        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2038-02-17      | 4.9400%  | 0.0000% | $2284000.00        | $2250123.20        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-07-13      | 2.2200%  | 0.0000% | $19021000.00       | $13571673.71       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-07-13      | 2.1500%  | 0.0000% | $28776000.00       | $20197538.68       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-07-15      | 5.6250%  | 0.0000% | $1000.00           | $1098.07           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-07-15      | 5.6250%  | 0.0000% | $1000.00           | $1098.07           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                   | 2047-02-15      | N/A      | 0.0000% | $323052.45         | $109852.69         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2047-05-15      | N/A      | 0.0000% | $32.00             | $10.78             | U.S. Treasuries (including strips) |

### Security 192: Bank of America NA

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $174995568.00      | $45170652.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $102796196.00      | $26068830.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $68773659.00       | $31760516.34       | Agency Mortgage-Backed Securities |

### Security 193: Natixis SA

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond                    | 2039-11-15      | 4.3750%  | 0.0000% | $4313900.00        | $4267639.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-11-15      | 3.1250%  | 0.0000% | $200.00            | $165.68            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-11-15      | 3.0000%  | 0.0000% | $300.00            | $232.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $62.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-02-15      | 0.2500%  | 0.0000% | $1300.00           | $932.09            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-05-15      | 2.3750%  | 0.0000% | $282600.00         | $179234.43         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $91.09             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-05-15      | 4.7500%  | 0.0000% | $3300.00           | $3273.06           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-08-15      | 4.7500%  | 0.0000% | $100.00            | $98.05             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-11-15      | 4.6250%  | 0.0000% | $100.00            | $97.32             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-11-15      | 3.1250%  | 0.0000% | $65000.00          | $64568.42          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-07-15      | 0.7500%  | 0.0000% | $100.00            | $129.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-03-31      | 1.2500%  | 0.0000% | $49852300.00       | $47374092.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-07-15      | 0.1250%  | 0.0000% | $900.00            | $1019.58           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-31      | 3.1250%  | 0.0000% | $2036000.00        | $2020364.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-10-31      | 4.0000%  | 0.0000% | $9600.00           | $9786.67           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-10-31      | 4.8750%  | 0.0000% | $24445300.00       | $25543992.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-01-15      | 1.7500%  | 0.0000% | $2399700.00        | $2533843.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-02-28      | 4.2500%  | 0.0000% | $20345000.00       | $20631420.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-03-31      | 4.1250%  | 0.0000% | $100.00            | $100.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $100.99            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-08-15      | 3.8750%  | 0.0000% | $4584100.00        | $4481049.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-09-15      | 3.3750%  | 0.0000% | $461300.00         | $458733.97         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-11-30      | 4.1250%  | 0.0000% | $2898800.00        | $2959507.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-12-15      | 4.0000%  | 0.0000% | $23596000.00       | $23924417.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $105.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-05-31      | 4.1250%  | 0.0000% | $37515600.00       | $38065999.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-08-15      | 4.2500%  | 0.0000% | $6698000.00        | $6695962.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-10-15      | 3.5000%  | 0.0000% | $300.00            | $302.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-11-15      | 4.0000%  | 0.0000% | $100.00            | $98.87             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2036-01-15      | 1.8750%  | 0.0000% | $100.00            | $99.10             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-01-31      | 3.7500%  | 0.0000% | $600.00            | $597.68            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2039-05-15      | 4.2500%  | 0.0000% | $15483700.00       | $15224128.95       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.5000%  | 0.0000% | $12897984.00       | $9648945.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-06-01      | 4.9450%  | 0.0000% | $1138.00           | $1164.29           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-05-21      | N/A      | 0.0000% | $200.00            | $198.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-06-04      | N/A      | 0.0000% | $1000.00           | $993.48            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-09-17      | N/A      | 0.0000% | $100.00            | $98.30             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2028-04-15      | 3.6250%  | 0.0000% | $100.00            | $214.69            | U.S. Treasuries (including strips) |

### Security 194: Natixis SA

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond                    | 2028-04-15      | 3.6250%  | 0.0000% | $500.00            | $1073.45           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-08-15      | 2.2500%  | 0.0000% | $300.00            | $195.98            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-05-15      | 3.1250%  | 0.0000% | $200.00            | $152.63            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-04-30      | 4.8750%  | 0.0000% | $10664000.00       | $10889553.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-05-31      | 4.5000%  | 0.0000% | $200.00            | $206.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-08-15      | 4.2500%  | 0.0000% | $400.00            | $399.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-05-15      | 1.1250%  | 0.0000% | $200.00            | $126.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-11-15      | 1.3750%  | 0.0000% | $9999600.00        | $6478638.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-02-15      | 1.5000%  | 0.0000% | $35080000.00       | $29536890.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-11-15      | 4.5000%  | 0.0000% | $1106800.00        | $1053138.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-05-31      | 2.6250%  | 0.0000% | $22776000.00       | $22658497.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-10-31      | 4.0000%  | 0.0000% | $9500.00           | $9684.72           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-11-15      | 4.5000%  | 0.0000% | $1000.00           | $1035.86           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-01-31      | 4.0000%  | 0.0000% | $125303000.00      | $126557325.29      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-03-31      | 4.1250%  | 0.0000% | $1100.00           | $1108.04           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-04-15      | 4.5000%  | 0.0000% | $1000.00           | $1028.19           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.57           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-09-01      | 3.7300%  | 0.0000% | $7158800.00        | $6873567.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-07-01      | 3.2900%  | 0.0000% | $1000.00           | $896.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-04-01      | 3.5300%  | 0.0000% | $1000.00           | $866.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1102.00           | $1008.53           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-05-21      | N/A      | 0.0000% | $500.00            | $497.44            | U.S. Treasuries (including strips) |

### Security 195: Citigroup Global Markets, Inc.

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank           | 2028-03-10      | 4.5000%  | 0.0000% | $70000.00          | $70972.72          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2028-02-17      | 3.7200%  | 0.0000% | $1000.00           | $1004.56           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2028-02-23      | 3.7150%  | 0.0000% | $4000.00           | $4015.31           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2028-03-27      | 3.8750%  | 0.0000% | $3753000.00        | $3751816.14        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2028-05-23      | 3.8500%  | 0.0000% | $190378000.00      | $191467649.64      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2029-02-12      | 3.9500%  | 0.0000% | $8703000.00        | $8702620.45        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip              | 2039-08-15      | N/A      | 0.0000% | $11.49             | $6.04              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-02-15      | N/A      | 0.0000% | $5632.00           | $1915.14           | U.S. Treasuries (including strips) |

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

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank           | 2028-03-10      | 4.5000%  | 0.0000% | $1845000.00        | $1870638.12        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank           | 2028-02-15      | 3.9600%  | 0.0000% | $15000.00          | $15105.81          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank           | 2028-02-11      | 3.8000%  | 0.0000% | $10000.00          | $10009.39          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2028-02-17      | 3.7200%  | 0.0000% | $46668000.00       | $46880909.78       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2028-02-23      | 3.7150%  | 0.0000% | $68991000.00       | $69255139.70       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2028-02-16      | 3.5000%  | 0.0000% | $924000.00         | $918736.28         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2028-03-27      | 3.8750%  | 0.0000% | $42235000.00       | $42221677.20       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2028-05-23      | 3.8500%  | 0.0000% | $93269000.00       | $93802835.48       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip              | 2047-02-15      | N/A      | 0.0000% | $73335.52          | $24937.45          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $32.00             | $10.78             | U.S. Treasuries (including strips) |

### Security 197: Bank of America NA

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2043-10-01      | 4.0000%  | 0.0000% | $150028000.00      | $24788530.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.0000%  | 0.0000% | $169468874.00      | $24518776.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.0000%  | 0.0000% | $169613613.00      | $23282649.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.5000%  | 0.0000% | $195991496.00      | $25836059.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 3.5000%  | 0.0000% | $200000000.00      | $24741682.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $155184392.00      | $21858237.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $18543156.00       | $8390708.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $23240010.00       | $3069721.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $189375922.00      | $22455217.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $109154670.00      | $21926554.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $188238383.00      | $24451076.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $248594948.00      | $24266318.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $255654058.00      | $21896069.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $228411593.00      | $22428765.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $120989400.00      | $24680429.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $217262449.00      | $22506410.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $196370555.00      | $22476352.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $138373790.00      | $24585543.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $170805251.00      | $23840895.58       | Agency Mortgage-Backed Securities |

### Security 198: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.590000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DCPA2, C.3 - LEI: 549300HXQQQC, C.5 - Other ID: ARP1DCPA2_3.59_0407
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $2049.00           | $948.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.5000%  | 0.0000% | $1201.00           | $585.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1026.00           | $503.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-06-01      | 1.5000%  | 0.0000% | $53548.00          | $29885.19          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $550000.00         | $311093.83         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $419000.00         | $270832.25         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-09-01      | 4.5000%  | 0.0000% | $50615.00          | $27005.08          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $91386.00          | $68165.66          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $799.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-11-01      | 5.0000%  | 0.0000% | $1000.00           | $394.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $559.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $775000.00         | $478198.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $805.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $767.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2057-02-01      | 4.5000%  | 0.0000% | $6489270.00        | $1578594.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-05-01      | 4.0000%  | 0.0000% | $30936618.00       | $6043806.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $16745122.00       | $3399281.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-08-01      | 1.5700%  | 0.0000% | $2180626.00        | $1492343.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-05-01      | 3.5000%  | 0.0000% | $11245419.00       | $3248609.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-09-01      | 4.0000%  | 0.0000% | $11366207.00       | $7604294.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1024.00           | $534.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 4.0000%  | 0.0000% | $1277957.00        | $1137478.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $18314740.00       | $3934127.16        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-09-01      | 3.5000%  | 0.0000% | $24969800.00       | $3506162.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 4.0000%  | 0.0000% | $21888290.00       | $3058791.19        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.5000%  | 0.0000% | $2941927.00        | $502691.35         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $8000.00           | $6104.66           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $149795.00         | $115120.21         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $3846214.00        | $3288907.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $584491.00         | $447139.51         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $3717547.00        | $3096933.46        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.5000%  | 0.0000% | $4894472.00        | $3340334.63        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 6.0000%  | 0.0000% | $5334736.00        | $3430446.37        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $6613845.00        | $5196580.35        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 6.0000%  | 0.0000% | $7474682.00        | $5678412.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $5985192.00        | $4274100.73        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $4758363.00        | $3309890.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $1120.00           | $805.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $3946552.00        | $3764176.29        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.0000%  | 0.0000% | $5041568.00        | $4313593.50        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.0000%  | 0.0000% | $6736452.00        | $5576076.94        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $6422082.00        | $5195499.44        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $5488864.00        | $4003215.70        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $7653847.00        | $5359512.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.5000%  | 0.0000% | $10012304.00       | $5865395.08        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $24102019.00       | $16887768.61       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 6.0000%  | 0.0000% | $7608196.00        | $6182929.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $22665856.00       | $4155760.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $43856824.00       | $4005064.21        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $14067654.00       | $2437549.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $28263712.00       | $4120810.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-10-01      | 3.0000%  | 0.0000% | $12780666.00       | $2854744.38        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $53055679.00       | $11246859.56       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 3.5000%  | 0.0000% | $21211328.00       | $4292364.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $8173120.00        | $3329818.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $3963201.00        | $3043009.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $3119298.00        | $1516943.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $5637053.00        | $3716304.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $11474701.00       | $9059514.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-09-01      | 4.5000%  | 0.0000% | $1000.00           | $764.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $4561400.00        | $4665275.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $563.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $965.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $1655877.00        | $1197941.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-12-01      | 4.5000%  | 0.0000% | $7365563.00        | $1674408.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $94298100.00       | $34357146.10       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $75114496.00       | $35598688.89       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2038-02-15      | 4.3750%  | 0.0000% | $500000.00         | $501063.84         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2038-05-15      | 4.5000%  | 0.0000% | $759000.00         | $776530.68         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2039-02-15      | 3.5000%  | 0.0000% | $34400.00          | $31129.63          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2039-11-15      | 4.3750%  | 0.0000% | $1850900.00        | $1833041.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-02-15      | 4.6250%  | 0.0000% | $40100.00          | $40243.30          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-05-15      | 4.3750%  | 0.0000% | $2857000.00        | $2819417.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-08-15      | 3.8750%  | 0.0000% | $4444000.00        | $4089528.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-05-15      | 4.3750%  | 0.0000% | $362200.00         | $354566.08         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-05-15      | 3.0000%  | 0.0000% | $64900.00          | $52387.78          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-11-15      | 3.7500%  | 0.0000% | $16000.00          | $14082.98          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-08-15      | 3.1250%  | 0.0000% | $1352600.00        | $1064507.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-11-15      | 3.0000%  | 0.0000% | $81500.00          | $63279.51          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-08-15      | 2.8750%  | 0.0000% | $206000.00         | $153521.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-02-15      | 2.5000%  | 0.0000% | $1212800.00        | $839286.31         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-08-15      | 2.2500%  | 0.0000% | $92200.00          | $60267.25          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-11-15      | 2.8750%  | 0.0000% | $324400.00         | $240343.45         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2047-08-15      | 2.7500%  | 0.0000% | $7630800.00        | $5419260.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-02-15      | 3.0000%  | 0.0000% | $172100.00         | $127344.61         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-08-15      | 3.0000%  | 0.0000% | $7200.00           | $5302.81           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-08-15      | 2.2500%  | 0.0000% | $5050000.00        | $3150916.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-11-15      | 2.3750%  | 0.0000% | $7670400.00        | $4950228.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-02-15      | 2.0000%  | 0.0000% | $1084900.00        | $633731.25         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-05-15      | 1.1250%  | 0.0000% | $4786000.00        | $3032225.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-05-15      | 2.2500%  | 0.0000% | $367700.00         | $270834.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $57.12             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-11-15      | 1.8750%  | 0.0000% | $5798400.00        | $3223708.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-05-15      | 3.2500%  | 0.0000% | $2674600.00        | $2236981.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-08-15      | 3.3750%  | 0.0000% | $327300.00         | $274677.75         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-11-15      | 4.0000%  | 0.0000% | $1376000.00        | $1264817.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-02-15      | 3.6250%  | 0.0000% | $400.00            | $322.53            | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $6868944.00        | $5254575.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $804.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $738.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1600.00           | $1305.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $568.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $2016.00           | $1693.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $954.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $5226601.00        | $4431544.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $237315.00         | $240267.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 4.5000%  | 0.0000% | $13843717.00       | $13382616.10       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $18256820.00       | $13855910.13       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-25      | 6.5000%  | 0.0000% | $16735780.00       | $13110093.26       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $10108643.00       | $9716225.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 6.0000%  | 0.0000% | $13652112.00       | $13991877.64       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $74525757.00       | $58659508.51       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $36288977.00       | $32621163.43       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2028-11-15      | 5.2500%  | 0.0000% | $26300.00          | $27745.17          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2029-02-15      | 5.2500%  | 0.0000% | $18800.00          | $19675.20          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2036-02-15      | 4.5000%  | 0.0000% | $86100.00          | $88132.53          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2037-05-15      | 5.0000%  | 0.0000% | $761000.00         | $818459.71         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-02-15      | 3.8750%  | 0.0000% | $3108200.00        | $2774043.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-05-15      | 3.8750%  | 0.0000% | $371000.00         | $333955.28         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-11-15      | 4.7500%  | 0.0000% | $3951000.00        | $3910136.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-05-15      | 4.6250%  | 0.0000% | $5794700.00        | $5622584.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-05-15      | 4.6250%  | 0.0000% | $1516000.00        | $1495545.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-11-15      | 4.5000%  | 0.0000% | $385800.00         | $366787.42         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-05-15      | 5.0000%  | 0.0000% | $5000300.00        | $5156792.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-08-15      | 4.8750%  | 0.0000% | $2300.00           | $2304.65           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-11-15      | 4.6250%  | 0.0000% | $16000.00          | $15698.20          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-03-31      | 0.6250%  | 0.0000% | $3111200.00        | $3016523.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-04-30      | 3.7500%  | 0.0000% | $29895500.00       | $30355330.61       | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $807.06            | Agency Mortgage-Backed Securities  |

### Security 199: Bank of America NA

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2045-09-01      | 4.0000%  | 0.0000% | $249707494.00      | $38269700.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $339027639.00      | $38845754.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $199851122.00      | $38815021.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.5000%  | 0.0000% | $25285759.00       | $4980167.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $249975888.00      | $38928537.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $73253635.00       | $38199926.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $161235748.00      | $21430360.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $272426609.00      | $38030531.07       | Agency Mortgage-Backed Securities |

### Security 200: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.540000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DLDG2, C.3 - LEI: 549300HXQQQC, C.5 - Other ID: ARP1DLDG2_3.54_0407
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 6.0000%  | 0.0000% | $100000.00         | $75871.66          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $104000.00         | $86765.90          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $357789.00         | $287078.27         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.5000%  | 0.0000% | $2622429.00        | $2080699.32        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $321576.00         | $232662.43         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $240088.00         | $184966.64         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $3424473.00        | $2641512.24        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $982452.00         | $685268.09         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $2067636.00        | $1952465.28        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $2348884.00        | $1920451.83        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1380875.00        | $986715.40         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $3751222.00        | $2271038.39        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 6.0000%  | 0.0000% | $810510.00         | $465869.15         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.0000%  | 0.0000% | $3162565.00        | $2145650.65        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1027.97           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $2761609.00        | $2475302.21        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-04-01      | 3.5000%  | 0.0000% | $2112048.00        | $597412.66         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 3.0000%  | 0.0000% | $531291.00         | $300874.07         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 3.0000%  | 0.0000% | $4310937.00        | $2250913.91        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $942577.00         | $770514.74         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $3708745.00        | $2581165.07        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $482.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $2898852.00        | $1711153.75        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $1162435.00        | $850672.48         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $1036579.00        | $820474.83         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $648000.00         | $547130.47         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 4.5000%  | 0.0000% | $1759255.00        | $1261930.88        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 5.0000%  | 0.0000% | $2562392.00        | $1820288.72        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $3104532.00        | $1833451.37        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $185245.00         | $140145.08         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $3401331.00        | $2426313.69        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $2386266.00        | $1799086.13        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $26400.00          | $18421.78          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $1807822.00        | $1432040.88        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $882506.00         | $543271.54         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $3037716.00        | $1839514.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-02-01      | 3.5000%  | 0.0000% | $1024.00           | $406.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2063-06-01      | 3.5000%  | 0.0000% | $1053.00           | $740.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2063-06-01      | 2.5000%  | 0.0000% | $23160895.00       | $14436279.48       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $137.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-05-01      | 4.0000%  | 0.0000% | $2652248.00        | $518145.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $5285287.00        | $4828260.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $623.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $1031.00           | $659.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-11-01      | 3.0000%  | 0.0000% | $1000.00           | $400.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $617.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-25      | 6.5000%  | 0.0000% | $1024.00           | $802.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $1716282.00        | $1688812.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1007.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-01-01      | 5.5000%  | 0.0000% | $9447388.00        | $447636.73         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-11-01      | 3.0000%  | 0.0000% | $1000.00           | $83.90             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-12-01      | 3.5000%  | 0.0000% | $1000.00           | $72.22             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-08-01      | 2.5000%  | 0.0000% | $1000.00           | $510.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-08-01      | 5.0000%  | 0.0000% | $1000.00           | $101.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $1044.00           | $772.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $15616344.00       | $11816199.38       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $574879.00         | $512880.85         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-01-01      | 5.0000%  | 0.0000% | $1000.00           | $726.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $969.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 5.5000%  | 0.0000% | $1008.00           | $927.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $738.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $83141280.00       | $71878732.30       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $14279115.00       | $11865441.56       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $1007.00           | $892.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $2692868.00        | $2420693.40        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $968.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.0000%  | 0.0000% | $1024.00           | $930.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $82582990.00       | $75432336.26       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $21240031.00       | $20886754.18       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $5588620.00        | $5544109.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-03-01      | 4.5000%  | 0.0000% | $1364278.00        | $1314758.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $1008.00           | $879.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 5.5000%  | 0.0000% | $1024.00           | $985.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1040.00           | $1010.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $11766165.00       | $11912553.61       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $1883512.00        | $1725649.71        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2043-02-15      | 3.8750%  | 0.0000% | $10375800.00       | $9260317.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-05-15      | 4.3750%  | 0.0000% | $33911800.00       | $34818413.80       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $325.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $829.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 5.5000%  | 0.0000% | $783930.00         | $646113.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $961.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.0000%  | 0.0000% | $5052752.00        | $4744111.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $962.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $965.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1055.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1060.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $986.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $2018.00           | $1991.13           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $43003.00          | $9533.90           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-12-01      | 3.0000%  | 0.0000% | $1000.00           | $222.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-09-01      | 4.0000%  | 0.0000% | $1000.00           | $47.36             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-01-01      | 4.5000%  | 0.0000% | $2669073.00        | $573407.53         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.5000%  | 0.0000% | $965968.00         | $165056.36         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $505898.00         | $107265.30         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-11-01      | 3.5000%  | 0.0000% | $1482.00           | $176.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 3.5000%  | 0.0000% | $1141562.00        | $114723.93         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.5000%  | 0.0000% | $1008.00           | $222.76            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-06-01      | 4.5000%  | 0.0000% | $1000000.00        | $103062.94         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-12-01      | 3.5000%  | 0.0000% | $219653.00         | $27179.91          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1077.00           | $753.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $441.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $759.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-12-01      | 4.5000%  | 0.0000% | $955272.00         | $217161.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $2264.00           | $488.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $228.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $110.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $410.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $2000.00           | $810.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $492.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 3.0000%  | 0.0000% | $3133.00           | $1676.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $433561.00         | $257233.01         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $595.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $1048.00           | $761.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $2025.00           | $1691.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $186919.00         | $142543.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $1024.00           | $729.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $10588729.00       | $7964927.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $744.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $810.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 4.5000%  | 0.0000% | $199000.00         | $159016.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $808.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $773.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $768.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $14256.00          | $11631.50          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1852.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $906.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 7.0000%  | 0.0000% | $1008.00           | $530.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $940.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $929.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1003.00           | $888.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $966.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.20           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $18873.00          | $610.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-03-01      | 8.0000%  | 0.0000% | $42627.00          | $523.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-11-01      | 6.0000%  | 0.0000% | $187889.00         | $2362.23           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-10-01      | 6.0000%  | 0.0000% | $52201.00          | $867.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-11-01      | 6.5000%  | 0.0000% | $7947.00           | $327.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-12-01      | 5.5000%  | 0.0000% | $5000000.00        | $284248.67         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 6.0000%  | 0.0000% | $1713670.00        | $13441.48          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-01-01      | 8.0000%  | 0.0000% | $21309545.00       | $121835.74         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-05-01      | 5.5000%  | 0.0000% | $11710.00          | $475.25            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2033-11-01      | 5.0000%  | 0.0000% | $121763.00         | $6405.17           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2038-12-01      | 5.5000%  | 0.0000% | $15598682.00       | $343478.29         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-03-01      | 4.5000%  | 0.0000% | $470656.00         | $53823.88          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2039-10-01      | 6.0000%  | 0.0000% | $5961431.00        | $343455.78         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-08-01      | 3.5000%  | 0.0000% | $10926.00          | $1640.04           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-12-01      | 4.0000%  | 0.0000% | $1024.00           | $73.73             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $128.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2039-12-01      | 5.0000%  | 0.0000% | $20212908.00       | $1057505.23        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-02-01      | 8.0000%  | 0.0000% | $3660189.00        | $33082.16          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-02-01      | 7.5000%  | 0.0000% | $8572677.00        | $32058.64          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-02-01      | 4.5000%  | 0.0000% | $1430095.00        | $35570.40          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-05-01      | 4.5000%  | 0.0000% | $47212746.00       | $34921.11          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-03-01      | 3.5000%  | 0.0000% | $6421.00           | $643.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-02-01      | 3.5000%  | 0.0000% | $3948.00           | $358.24            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $240.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 4.5000%  | 0.0000% | $577294.00         | $141330.38         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2028-04-01      | 3.0000%  | 0.0000% | $1537.00           | $13.71             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $1008.00           | $218.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-05-01      | 3.0000%  | 0.0000% | $685000.00         | $42054.98          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $118412.00         | $96023.24          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $1399000.00        | $926289.96         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $1032.00           | $886.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.5000%  | 0.0000% | $1024.00           | $697.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $1024.00           | $874.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $1024.00           | $822.27            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $771.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $287366.00         | $276895.07         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $833.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1003.00           | $585.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $448730.00         | $404983.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $611.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $937.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1634471.00        | $1166977.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $4096.00           | $3874.51           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $2605028.00        | $2662016.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $2048.00           | $1949.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $1170914.00        | $1154147.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1413843.00        | $1440357.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $10711733.00       | $10986190.26       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.79           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $986.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $2002270.00        | $1847720.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1731794.00        | $1567462.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $982.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1580192.00        | $1602237.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $907.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $2863511.00        | $2865601.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $933.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $9102924.00        | $9214080.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1056.51           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $10510103.00       | $8707887.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $2001.00           | $2069.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $2318300.00        | $2391964.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1060.00           | $1016.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $5070392.00        | $5422543.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $2988808.00        | $3129071.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $2321896.00        | $2399752.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.0000%  | 0.0000% | $3448686.00        | $3408731.34        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2033-01-01      | 5.5000%  | 0.0000% | $253852.00         | $63848.83          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-25      | 6.5000%  | 0.0000% | $1000.00           | $738.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.0000%  | 0.0000% | $1993493.00        | $1812459.93        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $3573120.00        | $2767779.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $761913.00         | $638808.58         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.5000%  | 0.0000% | $2168164.00        | $1658528.43        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.56           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $658.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-03-01      | 5.5000%  | 0.0000% | $1623107.00        | $10399.18          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-07-01      | 6.5000%  | 0.0000% | $1020.00           | $4.36              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-09-01      | 5.5000%  | 0.0000% | $10970595.00       | $26360.49          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-10-25      | 3.0000%  | 0.0000% | $1024.00           | $763.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-11-01      | 3.5000%  | 0.0000% | $1008.00           | $57.76             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-03-01      | 4.0000%  | 0.0000% | $15791352.00       | $2205523.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $180.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-08-01      | 4.5000%  | 0.0000% | $1000.00           | $173.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $179983272.00      | $13055709.23       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $13466608.00       | $1059204.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $2518292.00        | $447893.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $853.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $3075420.00        | $497378.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $10690642.00       | $1852402.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $3193908.00        | $704776.44         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $1001.00           | $96.81             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-12-01      | 4.0000%  | 0.0000% | $1440184.00        | $259937.37         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-06-01      | 3.5000%  | 0.0000% | $3014.00           | $220.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $114050.00         | $24247.74          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $630720.00         | $159892.37         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $46687.00          | $9083.60           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-01-01      | 3.0000%  | 0.0000% | $126375.00         | $25291.45          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $2038330.00        | $447486.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 3.0000%  | 0.0000% | $600010.00         | $166708.74         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $189.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $7720400.00        | $475213.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-05-01      | 3.0000%  | 0.0000% | $954915.00         | $149265.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $140694204.00      | $12160385.09       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-04-01      | 6.0000%  | 0.0000% | $1789.00           | $12.40             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $780744.00         | $758952.76         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $653792.00         | $481373.20         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.0000%  | 0.0000% | $1163292.00        | $921542.44         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 6.0000%  | 0.0000% | $290109.00         | $210660.42         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1106659.00        | $1131320.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $1434022.00        | $1048125.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $10884007.00       | $6329429.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $282416.00         | $232430.87         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $913.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-03-01      | 4.5000%  | 0.0000% | $2000.00           | $1886.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $1641667.00        | $1525323.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 7.5000%  | 0.0000% | $1024672.00        | $382265.75         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $93000.00          | $88894.18          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $711.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $973.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.0000%  | 0.0000% | $1694136.00        | $1652791.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1682681.00        | $1339952.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $612951.00         | $621797.75         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 7.0000%  | 0.0000% | $1365257.00        | $1036883.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1667854.00        | $1297152.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $607424.00         | $548096.84         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1710401.00        | $1653182.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $801.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $799.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $951.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $931.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1027.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $276250.00         | $269830.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1008.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $1295505.00        | $1129643.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $999.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $1309106.00        | $1284508.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1908710.00        | $1226044.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1378688.00        | $1405775.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $529018.00         | $490802.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $908.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1294250.00        | $1242720.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1028468.00        | $967137.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $400807.00         | $418496.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $85.15             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-07-01      | 4.0000%  | 0.0000% | $1001.00           | $184.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $5908590.00        | $1182598.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-12-01      | 3.0000%  | 0.0000% | $207000.00         | $45046.34          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 4.5000%  | 0.0000% | $1003.00           | $257.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $787.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $1008.00           | $661.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $2251587.00        | $1730385.89        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $134412.00         | $121232.88         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $6264832.00        | $5357074.50        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $2187064.00        | $1673118.55        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $2048.00           | $1513.33           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $2246528.00        | $1798929.96        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.0000%  | 0.0000% | $2499762.00        | $2022954.38        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-12-01      | 4.5000%  | 0.0000% | $12582844.00       | $1956895.45        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.0000%  | 0.0000% | $2052.00           | $322.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-11-01      | 3.5000%  | 0.0000% | $4089443.00        | $1409700.60        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $3891963.00        | $2139707.43        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-06-01      | 4.0000%  | 0.0000% | $2000.00           | $285.00            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 4.5000%  | 0.0000% | $1000.00           | $566.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-04-01      | 3.5000%  | 0.0000% | $2108934.00        | $747907.79         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 4.0000%  | 0.0000% | $15495395.00       | $1861258.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-05-01      | 4.0000%  | 0.0000% | $4033.00           | $582.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-06-01      | 3.5000%  | 0.0000% | $11541104.00       | $1398746.72        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 4.0000%  | 0.0000% | $11465704.00       | $2663778.86        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-01-01      | 4.5000%  | 0.0000% | $3034.00           | $164.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-10-01      | 4.0000%  | 0.0000% | $15129157.00       | $2117971.50        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-10-01      | 4.0000%  | 0.0000% | $2000.00           | $303.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-12-01      | 3.5000%  | 0.0000% | $8300000.00        | $1889253.37        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-02-01      | 4.0000%  | 0.0000% | $12375022.00       | $1442317.83        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-01-01      | 4.0000%  | 0.0000% | $13978278.00       | $1591524.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $2051.00           | $1512.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $1031496.00        | $831658.86         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $1002.00           | $949.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $3000.00           | $1554.73           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $699000.00         | $662152.92         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.5000%  | 0.0000% | $2016.00           | $1379.14           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $787.42            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $424.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $688.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $2264306.00        | $1726266.13        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.5000%  | 0.0000% | $150366.00         | $88532.61          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 4.0000%  | 0.0000% | $1781271.00        | $1585466.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 3.5000%  | 0.0000% | $1000.00           | $87.40             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-10-01      | 2.5000%  | 0.0000% | $1639000.00        | $384467.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-03-01      | 5.0000%  | 0.0000% | $1000.00           | $118.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $300000.00         | $155678.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $616.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $700000.00         | $385990.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $876.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $927.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $706.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $2934988.00        | $2198104.46        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $100000.00         | $80207.89          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $1008.00           | $784.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-01-01      | 6.0000%  | 0.0000% | $48579.00          | $23716.92          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $96.04             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 4.5000%  | 0.0000% | $1000.00           | $231.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 3.5000%  | 0.0000% | $1000.00           | $438.25            | Agency Mortgage-Backed Securities  |

### Security 201: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DPBQ3, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1DPBQ3_3.71_0407
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.1000%  | 0.0000% | $253227997.00      | $1170757.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 0.1000%  | 0.0000% | $1017100000.00     | $4579568.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-01-15      | 3.5000%  | 0.0000% | $44045604.00       | $913268.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-15      | 3.0000%  | 0.0000% | $30592000.00       | $870675.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-15      | 3.0000%  | 0.0000% | $17402676.00       | $1518629.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-05-15      | 4.5000%  | 0.0000% | $19469225.00       | $920889.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-04-15      | 2.0000%  | 0.0000% | $10000000.00       | $1079552.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-03-01      | 3.5000%  | 0.0000% | $2937941.00        | $279827.29         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 1.5000%  | 0.0000% | $847497.00         | $546945.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 2.0000%  | 0.0000% | $100000000.00      | $7935228.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 6.0000%  | 0.0000% | $85000000.00       | $12402549.67       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-01-25      | 3.5000%  | 0.0000% | $28251856.00       | $82792.49          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-09-25      | 3.0000%  | 0.0000% | $8825000.00        | $188537.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-10-25      | 2.2236%  | 0.0000% | $31112500.00       | $1325864.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-01-25      | 3.5000%  | 0.0000% | $14319571.00       | $196951.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-02-25      | 2.2236%  | 0.0000% | $23179427.00       | $1273108.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-04-25      | 3.0000%  | 0.0000% | $15277695.00       | $1552553.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 3.0000%  | 0.0000% | $107041666.00      | $10852873.52       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | N/A      | 0.0000% | $141714000.00      | $458235.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 3.5000%  | 0.0000% | $33691833.00       | $3901894.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-25      | 1.9381%  | 0.0000% | $27333210.00       | $1556327.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-05-25      | 2.0000%  | 0.0000% | $24382365.00       | $2605170.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-25      | 2.1381%  | 0.0000% | $79000000.00       | $2005151.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 2.7881%  | 0.0000% | $109913370.00      | $2146793.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 3.4381%  | 0.0000% | $75000000.00       | $2177882.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 2.0881%  | 0.0000% | $115000000.00      | $2820007.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 2.2381%  | 0.0000% | $32116539.00       | $1110503.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.5881%  | 0.0000% | $55425000.00       | $1324285.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.7381%  | 0.0000% | $50018224.00       | $1266075.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 2.1881%  | 0.0000% | $52913000.00       | $2324246.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.6881%  | 0.0000% | $69297376.00       | $4218665.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.4381%  | 0.0000% | $229272992.00      | $10145890.18       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.6381%  | 0.0000% | $75000000.00       | $1877050.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-02-25      | 1.8381%  | 0.0000% | $44029500.00       | $2066144.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-01      | 6.5000%  | 0.0000% | $2230000.00        | $19297.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-01-25      | 2.0810%  | 0.0000% | $3357000.00        | $57992.14          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 2.8151%  | 0.0000% | $2268000.00        | $51213.56          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-01-15      | 4.0000%  | 0.0000% | $15842693.00       | $190940.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 2.7354%  | 0.0000% | $2893000.00        | $355080.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 3.0000%  | 0.0000% | $21222181.00       | $2259479.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 2.6381%  | 0.0000% | $9600000.00        | $1002930.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-02-25      | 2.6262%  | 0.0000% | $655000.00         | $69254.10          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.5000%  | 0.0000% | $107082581.00      | $8303884.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-02-25      | 2.6193%  | 0.0000% | $786000.00         | $84028.69          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-04-15      | 2.4133%  | 0.0000% | $11498631.00       | $179155.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-11-25      | 2.3017%  | 0.0000% | $18724194.00       | $1060783.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-04-25      | 2.2810%  | 0.0000% | $22579565.00       | $1582892.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-02-25      | 1.8937%  | 0.0000% | $31088000.00       | $2060796.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 2.5000%  | 0.0000% | $13500000.00       | $1126253.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 2.3236%  | 0.0000% | $8900000.00        | $825067.60         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-25      | 2.8676%  | 0.0000% | $13478000.00       | $1472196.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 4.0000%  | 0.0000% | $71871602.00       | $4960324.39        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-25      | 2.0381%  | 0.0000% | $47000000.00       | $1467729.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 2.6881%  | 0.0000% | $63461538.00       | $3009158.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 2.5381%  | 0.0000% | $100087.00         | $2670.78           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 3.1881%  | 0.0000% | $75000000.00       | $2484599.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 2.8081%  | 0.0000% | $62302519.00       | $2315570.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 2.5881%  | 0.0000% | $62000000.00       | $2145035.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 3.4881%  | 0.0000% | $38559235.00       | $1670439.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.4381%  | 0.0000% | $74000000.00       | $1709547.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.4881%  | 0.0000% | $28400000.00       | $411363.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 3.4381%  | 0.0000% | $45841134.00       | $3975817.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 2.3681%  | 0.0000% | $74631276.00       | $3191892.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 2.4881%  | 0.0000% | $127933857.00      | $11062206.34       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.8881%  | 0.0000% | $118341176.00      | $1872640.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 2.1881%  | 0.0000% | $75000000.00       | $2970305.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.8381%  | 0.0000% | $100000000.00      | $2330866.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 2.2381%  | 0.0000% | $8740989.00        | $567637.12         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 2.1881%  | 0.0000% | $68201552.00       | $4605947.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | N/A      | 0.0000% | $45957448.00       | $30955119.48       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 2.1381%  | 0.0000% | $136000000.00      | $9043780.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 3.4381%  | 0.0000% | $61553285.00       | $5838267.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-09-01      | 4.5000%  | 0.0000% | $975000.00         | $146675.80         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-06-15      | 5.5000%  | 0.0000% | $163636363.00      | $98872.29          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-11-01      | 3.0000%  | 0.0000% | $38158553.00       | $883996.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-01      | 4.0000%  | 0.0000% | $1591723.00        | $355957.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 2.5000%  | 0.0000% | $621237.00         | $392264.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-05-01      | 2.5000%  | 0.0000% | $2634808.00        | $1349361.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $63393712.00       | $6772462.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $37032566.00       | $3818951.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $9250000.00        | $373697.40         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-01      | 4.0000%  | 0.0000% | $9750000.00        | $484599.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-01      | 1.5000%  | 0.0000% | $20000000.00       | $1662931.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $17000000.00       | $1805866.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | 2.0000%  | 0.0000% | $23640096.00       | $2503475.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 4.5000%  | 0.0000% | $41560342.00       | $6287343.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $9638609.00        | $1275726.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $11619075.00       | $1620537.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $200611345.00      | $21848052.75       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $12611383.00       | $1322891.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 2.5000%  | 0.0000% | $25000000.00       | $2808895.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $118394156.00      | $15120624.18       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $25469583.00       | $4686339.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-01      | 4.5000%  | 0.0000% | $21447567.00       | $3953724.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-01-25      | 3.5000%  | 0.0000% | $27070643.00       | $4242033.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-25      | 4.5000%  | 0.0000% | $44006575.00       | $7729688.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-25      | 4.0000%  | 0.0000% | $19000000.00       | $3592955.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-08-25      | 4.5000%  | 0.0000% | $20000000.00       | $3930571.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 4.0000%  | 0.0000% | $25496981.00       | $4613573.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.1000%  | 0.0000% | $831028000.00      | $1737482.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-25      | 5.1619%  | 0.0000% | $30002.00          | $29892.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-08-20      | 2.9105%  | 0.0000% | $258300000.00      | $392588.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-10-20      | 5.0000%  | 0.0000% | $35163083.00       | $7281.73           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.5006%  | 0.0000% | $35098788.00       | $184765.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 4.0000%  | 0.0000% | $20431000.00       | $400212.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-04-16      | 0.5027%  | 0.0000% | $110000000.00      | $546885.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-01-16      | 0.7855%  | 0.0000% | $74900000.00       | $333153.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-03-16      | 0.7343%  | 0.0000% | $27000000.00       | $175127.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.6579%  | 0.0000% | $22500000.00       | $151871.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 3.5000%  | 0.0000% | $16818861.00       | $456435.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 2.3105%  | 0.0000% | $28666666.00       | $565669.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 2.2605%  | 0.0000% | $9700000.00        | $189225.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $7500000.00        | $190600.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $60441000.00       | $469859.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $25312449.00       | $162371.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $11455473.00       | $345391.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 2.3105%  | 0.0000% | $66122517.00       | $1497634.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $81428570.00       | $22549.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-20      | 2.3105%  | 0.0000% | $25259773.00       | $657216.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 4.0000%  | 0.0000% | $7250000.00        | $155668.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 4.5000%  | 0.0000% | $90954488.00       | $4200899.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 0.8751%  | 0.0000% | $105000000.00      | $2919979.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.5456%  | 0.0000% | $70000000.00       | $1622871.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 1.7941%  | 0.0000% | $7200000.00        | $532481.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 1.3040%  | 0.0000% | $9100000.00        | $571820.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-08-16      | 1.0401%  | 0.0000% | $104485000.00      | $5798263.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 3.5000%  | 0.0000% | $50860570.00       | $552888.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 4.5000%  | 0.0000% | $17217275.00       | $744962.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $8400000.00        | $325060.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-20      | 1.8105%  | 0.0000% | $56774729.00       | $999243.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 2.1771%  | 0.0000% | $11232602.00       | $152911.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 3.5271%  | 0.0000% | $50000000.00       | $2117536.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.2771%  | 0.0000% | $18000000.00       | $1078847.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 3.6271%  | 0.0000% | $44583962.00       | $3805666.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 3.6271%  | 0.0000% | $57020300.00       | $4859552.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.8771%  | 0.0000% | $34231517.00       | $2135010.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.5771%  | 0.0000% | $300000000.00      | $4690977.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-20      | 2.2605%  | 0.0000% | $104562819.00      | $9257204.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $25071526.00       | $3307028.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $43659442.00       | $9049909.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.3271%  | 0.0000% | $72100000.00       | $2053423.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-11-16      | 0.2500%  | 0.0000% | $9246477.00        | $281216.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.2771%  | 0.0000% | $100000000.00      | $5464365.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.2771%  | 0.0000% | $100000000.00      | $2412704.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.8271%  | 0.0000% | $17214656.00       | $658381.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.2535%  | 0.0000% | $170000000.00      | $2712326.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.5605%  | 0.0000% | $54503825.00       | $5947118.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.8855%  | 0.0000% | $21566888.00       | $2792020.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 2.2605%  | 0.0000% | $93915748.00       | $9143346.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 2.2605%  | 0.0000% | $44500075.00       | $4127537.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 2.3471%  | 0.0000% | $84347826.00       | $6157858.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.5271%  | 0.0000% | $268702694.00      | $7351069.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.0271%  | 0.0000% | $100000000.00      | $3618933.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.0271%  | 0.0000% | $80000000.00       | $2364263.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.8271%  | 0.0000% | $200000000.00      | $3488469.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.2271%  | 0.0000% | $100000000.00      | $2139936.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $8946753.00        | $1339220.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.7271%  | 0.0000% | $100000000.00      | $2088556.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.9771%  | 0.0000% | $36513000.00       | $2622707.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.6071%  | 0.0000% | $236831240.00      | $4371174.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.3771%  | 0.0000% | $17000000.00       | $1255489.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.7682%  | 0.0000% | $253000000.00      | $2396694.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.9271%  | 0.0000% | $78965220.00       | $2252172.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.6771%  | 0.0000% | $100000000.00      | $2873326.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.2271%  | 0.0000% | $267283678.00      | $18428478.84       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.5471%  | 0.0000% | $100000000.00      | $1489962.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $14655955.00       | $2714315.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.5071%  | 0.0000% | $62279838.00       | $3027480.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.5771%  | 0.0000% | $200000000.00      | $1407552.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.3271%  | 0.0000% | $13438826.00       | $1481385.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.6771%  | 0.0000% | $93000000.00       | $4707315.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 3.5271%  | 0.0000% | $25924608.00       | $1771168.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.7471%  | 0.0000% | $102725197.00      | $5240679.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.1771%  | 0.0000% | $50000000.00       | $1435911.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 3.5271%  | 0.0000% | $57771739.00       | $3994727.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.7271%  | 0.0000% | $292500000.00      | $2665732.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.2771%  | 0.0000% | $50000000.00       | $2767969.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 2.2605%  | 0.0000% | $60176659.00       | $6177125.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 2.2271%  | 0.0000% | $100000000.00      | $5772023.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 3.5271%  | 0.0000% | $87581142.00       | $8882280.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.7271%  | 0.0000% | $100000000.00      | $3840245.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.2471%  | 0.0000% | $500000000.00      | $5915424.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 2.0000%  | 0.0000% | $1000000.00        | $39023.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 2.9271%  | 0.0000% | $50000000.00       | $3982675.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.7771%  | 0.0000% | $170000000.00      | $8804843.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.9071%  | 0.0000% | $30000000.00       | $1018590.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 2.9271%  | 0.0000% | $136289332.00      | $8515265.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.1771%  | 0.0000% | $100000000.00      | $2912474.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1875000.00        | $381137.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 0.3271%  | 0.0000% | $120000000.00      | $2227492.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 0.4271%  | 0.0000% | $250000000.00      | $2542708.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 0.5771%  | 0.0000% | $50000000.00       | $547067.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $409090.00         | $76693.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $3545454.00        | $664682.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 0.0500%  | 0.0000% | $12999992.00       | $17501.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 0.0100%  | 0.0000% | $254945910.00      | $68545.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 0.0700%  | 0.0000% | $71377367.00       | $127700.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 1.8771%  | 0.0000% | $111377367.00      | $5456082.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 0.0500%  | 0.0000% | $91377367.00       | $116772.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 0.1500%  | 0.0000% | $50000000.00       | $181677.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $3727273.00        | $566625.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.0600%  | 0.0000% | $100000000.00      | $167786.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.0300%  | 0.0000% | $31999999.00       | $21939.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.0500%  | 0.0000% | $73000000.00       | $83707.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.6771%  | 0.0000% | $32000000.00       | $508186.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 1.3771%  | 0.0000% | $70000000.00       | $3758745.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.5105%  | 0.0000% | $53612185.00       | $7116990.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 1.3778%  | 0.0000% | $61151125.00       | $2887494.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-20      | 2.3105%  | 0.0000% | $50920532.00       | $3773241.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 0.4271%  | 0.0000% | $30000000.00       | $475120.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 0.3271%  | 0.0000% | $20000000.00       | $290297.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $7200000.00        | $1224589.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $39920014.00       | $4690331.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $30811165.00       | $3247617.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 1.8105%  | 0.0000% | $20573726.00       | $1365239.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 4.0000%  | 0.0000% | $56718489.00       | $8611346.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-20      | 2.3271%  | 0.0000% | $16623169.00       | $292581.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 4.0000%  | 0.0000% | $45264805.00       | $7540045.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 2.2605%  | 0.0000% | $33283888.00       | $2733966.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-20      | 2.2271%  | 0.0000% | $30000000.00       | $750302.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 2.2605%  | 0.0000% | $4600000.00        | $389943.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.7271%  | 0.0000% | $85000000.00       | $2133474.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $5680323.00        | $846232.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.7271%  | 0.0000% | $66658000.00       | $2804152.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.5771%  | 0.0000% | $5170476.00        | $559105.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $8617460.00        | $1151053.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.1771%  | 0.0000% | $27543448.00       | $3568911.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.5771%  | 0.0000% | $25548986.00       | $2793754.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 2.2305%  | 0.0000% | $50308129.00       | $4280364.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 2.2605%  | 0.0000% | $87954727.00       | $7521223.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 2.2605%  | 0.0000% | $97582703.00       | $8316056.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 2.2605%  | 0.0000% | $113975590.00      | $10058440.84       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 2.2605%  | 0.0000% | $109490422.00      | $9455337.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $11054239.00       | $1477498.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-20      | 2.6771%  | 0.0000% | $10000000.00       | $146357.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.3271%  | 0.0000% | $50000000.00       | $723437.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 4.5000%  | 0.0000% | $21179037.00       | $3415816.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.7071%  | 0.0000% | $80000000.00       | $3275902.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.8271%  | 0.0000% | $100000000.00      | $2116370.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.3271%  | 0.0000% | $42880594.00       | $1339538.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.6771%  | 0.0000% | $100000000.00      | $2976956.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.1771%  | 0.0000% | $50000000.00       | $942717.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.5271%  | 0.0000% | $19318398.00       | $2154936.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.5271%  | 0.0000% | $100000000.00      | $1323801.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.5771%  | 0.0000% | $50000000.00       | $698958.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 2.2605%  | 0.0000% | $73151725.00       | $6651646.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $23484380.00       | $2877911.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.3271%  | 0.0000% | $56217753.00       | $3346982.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 3.3271%  | 0.0000% | $75000000.00       | $3793388.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.2171%  | 0.0000% | $46010169.00       | $1728064.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.7271%  | 0.0000% | $100500000.00      | $2635572.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.3271%  | 0.0000% | $92914366.00       | $2949039.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.2871%  | 0.0000% | $60000000.00       | $3381454.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.2271%  | 0.0000% | $75000000.00       | $1861133.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.0771%  | 0.0000% | $47000000.00       | $1342464.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $37673427.00       | $2534612.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.4105%  | 0.0000% | $75209809.00       | $4186103.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $21377446.00       | $1308694.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.4105%  | 0.0000% | $3037000.00        | $204913.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 4.5000%  | 0.0000% | $43167996.00       | $1773035.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 2.4105%  | 0.0000% | $66473586.00       | $2373722.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.4105%  | 0.0000% | $49592185.00       | $2735332.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.5000%  | 0.0000% | $66784000.00       | $6285496.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.5000%  | 0.0000% | $23906785.00       | $2019707.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.4105%  | 0.0000% | $3823000.00        | $200590.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $27715031.00       | $1639847.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5105%  | 0.0000% | $8000000.00        | $596491.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5105%  | 0.0000% | $15000000.00       | $884880.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5105%  | 0.0000% | $33000000.00       | $2510018.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $95597556.00       | $7968231.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.5105%  | 0.0000% | $29319249.00       | $2228795.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $19285714.00       | $1855761.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.5105%  | 0.0000% | $1611000.00        | $113240.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.5105%  | 0.0000% | $2848000.00        | $221485.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $72000000.00       | $666002.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $2200000.00        | $163874.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $2330000.00        | $179243.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.5000%  | 0.0000% | $37247719.00       | $2743811.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.5105%  | 0.0000% | $7559000.00        | $579635.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $11695000.00       | $1070754.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 5.0000%  | 0.0000% | $97454478.00       | $7467351.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 5.5000%  | 0.0000% | $5032727.00        | $199473.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 4.0000%  | 0.0000% | $55729944.00       | $4136278.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 3.5000%  | 0.0000% | $22557207.00       | $1711729.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $62613460.00       | $6449878.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $25536887.00       | $2305277.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 4.0000%  | 0.0000% | $92753749.00       | $6982240.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.2605%  | 0.0000% | $54440000.00       | $2545163.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $11000000.00       | $937604.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $191853621.00      | $1651235.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 4.0000%  | 0.0000% | $13335146.00       | $1034406.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.6771%  | 0.0000% | $16250000.00       | $1310618.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.5105%  | 0.0000% | $48010176.00       | $2430711.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $1625000.00        | $183896.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $41950213.00       | $2909592.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $24000000.00       | $2392516.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $31370483.00       | $3931276.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $1645000.00        | $174043.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.0000%  | 0.0000% | $19235093.00       | $2097327.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $7938185.00        | $912360.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $15605.00          | $6337.96           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $127866666.00      | $15043915.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $98055571.00       | $7513557.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 4.5000%  | 0.0000% | $61849019.00       | $6173300.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5105%  | 0.0000% | $500000.00         | $44168.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $133283250.00      | $8895276.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5105%  | 0.0000% | $64118339.00       | $8580807.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.5000%  | 0.0000% | $902285.00         | $133093.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.2605%  | 0.0000% | $77721551.00       | $8996467.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $4606824.00        | $520596.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.5271%  | 0.0000% | $378246575.00      | $9251679.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $8572930.00        | $632222.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.4771%  | 0.0000% | $303311770.00      | $2734571.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $15713581.00       | $2381038.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $16666752.00       | $2666303.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $687777.00         | $93640.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $2374474.00        | $292515.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $4524043.00        | $909697.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.0271%  | 0.0000% | $131151583.00      | $6285992.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.0671%  | 0.0000% | $100000000.00      | $3142836.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.9979%  | 0.0000% | $60000000.00       | $2561218.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.0461%  | 0.0000% | $105000000.00      | $3245029.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.2771%  | 0.0000% | $2000000000.00     | $21792944.92       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.0771%  | 0.0000% | $100000000.00      | $3020998.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.2771%  | 0.0000% | $100000000.00      | $1595209.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $67063215.00       | $7222477.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $118467431.00      | $20052760.22       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $30536165.00       | $5097883.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $100000000.00      | $5645851.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $133375001.00      | $297602.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $4774193.00        | $355055.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $49999844.00       | $122937.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $75000000.00       | $89971.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $11679366.00       | $1653591.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $72963714.00       | $6539467.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $111124000.00      | $254324.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $67000000.00       | $829436.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $200000000.00      | $10343163.86       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $55000000.00       | $3230952.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $133333333.00      | $6366562.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $250000000.00      | $488422.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $199999998.00      | $33970.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 2.4105%  | 0.0000% | $53766308.00       | $4408643.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-20      | 2.3105%  | 0.0000% | $16980859.00       | $1376515.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $56943429.00       | $4602126.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $50000000.00       | $30510.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-03-20      | 1.9605%  | 0.0000% | $473125000.00      | $1298673.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-16      | 0.6338%  | 0.0000% | $61750000.00       | $164630.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-02-20      | 2.8605%  | 0.0000% | $21428571.00       | $323807.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 3.5000%  | 0.0000% | $85714285.00       | $1786433.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-20      | 4.0000%  | 0.0000% | $17684560.00       | $281960.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-16      | 0.5335%  | 0.0000% | $100000000.00      | $166890.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2522%  | 0.0000% | $65000000.00       | $263221.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-16      | 1.0086%  | 0.0000% | $265344000.00      | $185772.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 2.3105%  | 0.0000% | $20708456.00       | $131631.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-16      | 0.4141%  | 0.0000% | $72603298.00       | $166782.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-08-20      | 2.4105%  | 0.0000% | $47506714.00       | $678687.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-01-20      | 4.5000%  | 0.0000% | $91548595.00       | $1387901.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-02-20      | 4.0000%  | 0.0000% | $25170500.00       | $276317.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-03-16      | 0.4666%  | 0.0000% | $64102666.00       | $187726.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 4.0000%  | 0.0000% | $46727316.00       | $1252498.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-04-20      | 4.5000%  | 0.0000% | $22918959.00       | $720525.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-04-20      | 4.0000%  | 0.0000% | $35165143.00       | $836613.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $77028571.00       | $483393.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 2.4105%  | 0.0000% | $22237939.00       | $240211.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 1.9505%  | 0.0000% | $161020746.00      | $1458215.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 1.8605%  | 0.0000% | $18160000.00       | $120558.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-08-25      | N/A      | 0.0000% | $3500000.00        | $2073170.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-01-25      | N/A      | 0.0000% | $125000000.00      | $94332.69          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-08-25      | N/A      | 0.0000% | $6560900.00        | $5851351.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-04-25      | N/A      | 0.0000% | $136567319.00      | $1912675.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-06-25      | 0.4195%  | 0.0000% | $97500000.00       | $2609929.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-10-25      | 0.1000%  | 0.0000% | $767927000.00      | $4807662.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-10-25      | 0.1000%  | 0.0000% | $62265384.00       | $433263.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.1000%  | 0.0000% | $1011328000.00     | $4323169.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 2.4105%  | 0.0000% | $22045674.00       | $375092.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.7473%  | 0.0000% | $130450000.00      | $7526973.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-16      | 0.5000%  | 0.0000% | $3000000.00        | $76885.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.9309%  | 0.0000% | $55000000.00       | $3564300.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-16      | 1.2876%  | 0.0000% | $37994480.00       | $3392693.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-16      | 0.9251%  | 0.0000% | $8840000.00        | $562801.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.9821%  | 0.0000% | $33296039.00       | $2290307.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-16      | 0.9077%  | 0.0000% | $20254243.00       | $1246193.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-11-16      | 0.8550%  | 0.0000% | $119993468.00      | $8106777.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-16      | 1.0032%  | 0.0000% | $4571000.00        | $324720.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-16      | 1.0000%  | 0.0000% | $76659900.00       | $1979432.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-16      | 1.0000%  | 0.0000% | $10515436.00       | $655241.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-16      | 0.9313%  | 0.0000% | $49590410.00       | $3863764.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.2500%  | 0.0000% | $10000000.00       | $115420.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-07-16      | 0.7358%  | 0.0000% | $125000000.00      | $8408073.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.5271%  | 0.0000% | $212000000.00      | $9169204.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 4.0000%  | 0.0000% | $147861512.00      | $27200877.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.4771%  | 0.0000% | $200000000.00      | $7568100.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | N/A      | 0.0000% | $47661421.00       | $32995329.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 2.7271%  | 0.0000% | $71492130.00       | $6562688.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.4771%  | 0.0000% | $55614479.00       | $2431909.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.8271%  | 0.0000% | $50435334.00       | $4823645.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.1771%  | 0.0000% | $35920941.00       | $3009176.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.6271%  | 0.0000% | $130000000.00      | $5596606.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.8771%  | 0.0000% | $6000000.00        | $339638.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.5171%  | 0.0000% | $4000000.00        | $141351.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.2571%  | 0.0000% | $15400000.00       | $785011.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.2605%  | 0.0000% | $655000.00         | $20721.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.2605%  | 0.0000% | $33304063.00       | $643760.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 2.2605%  | 0.0000% | $45523277.00       | $1463442.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 1.7505%  | 0.0000% | $50000000.00       | $827260.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 2.2771%  | 0.0000% | $36000000.00       | $1347839.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.6271%  | 0.0000% | $90000000.00       | $4521605.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1771%  | 0.0000% | $50000000.00       | $842345.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.0771%  | 0.0000% | $263000000.00      | $9354397.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 2.3105%  | 0.0000% | $19160664.00       | $477783.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 4.0000%  | 0.0000% | $17927522.00       | $764075.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $99902625.00       | $5572601.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 2.3105%  | 0.0000% | $34167000.00       | $805308.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 2.2105%  | 0.0000% | $15292399.00       | $519766.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $8400000.00        | $386313.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.0000%  | 0.0000% | $110207694.00      | $4906923.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $9882721.00        | $357875.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $147929142.00      | $8737305.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 2.2605%  | 0.0000% | $96961925.00       | $4449932.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 2.3105%  | 0.0000% | $47654869.00       | $2114647.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 2.3105%  | 0.0000% | $36250000.00       | $2621571.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 2.2605%  | 0.0000% | $10560142.00       | $502482.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 2.2605%  | 0.0000% | $41545861.00       | $1560402.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 5.0000%  | 0.0000% | $94674297.00       | $6542620.94        | Agency Collateralized Mortgage Obligation |

### Security 202: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DVZC5, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1DVZC5_3.64_0701
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-10-31      | 1.1250%  | 0.0000% | $274751000.00      | $271814098.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-31      | 4.1250%  | 0.0000% | $134020400.00      | $136185931.82      | U.S. Treasuries (including strips) |

### Security 203: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1E2ET4, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1E2ET4_3.63_0407
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond               | 2026-08-15      | 6.7500%  | 0.0000% | $26617700.00       | $27120892.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-08-15      | 1.5000%  | 0.0000% | $507900.00         | $504452.99         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-08-31      | 1.3750%  | 0.0000% | $74546500.00       | $73889021.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-31      | 0.6250%  | 0.0000% | $10000.00          | $9905.72           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-08-31      | 0.7500%  | 0.0000% | $189463000.00      | $187229381.59      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-15      | 0.1250%  | 0.0000% | $551097500.00      | $661814525.39      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-08-15      | 4.3750%  | 0.0000% | $25542700.00       | $25729408.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-09-15      | 4.6250%  | 0.0000% | $8748200.00        | $8798693.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-07-31      | 3.8354%  | 0.0000% | $200.00            | $201.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-31      | 4.3750%  | 0.0000% | $100.00            | $100.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-08-31      | 3.7500%  | 0.0000% | $34791700.00       | $34897778.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-02-15      | N/A      | 0.0000% | $16546.46          | $5626.56           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $32.00             | $10.78             | U.S. Treasuries (including strips) |

### Security 204: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1E3ZS1, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1E3ZS1_3.67_0701
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $61196500.00       | $62077200.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $192191200.00      | $192922889.82      | U.S. Treasuries (including strips) |

### Security 205: Citigroup Global Markets, Inc.

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank           | 2028-03-03      | 3.5000%  | 0.0000% | $75000.00          | $74646.43          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank         | 2028-01-07      | 3.3750%  | 0.0000% | $1000.00           | $998.05            | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank         | 2028-02-25      | 3.7150%  | 0.0000% | $3000.00           | $3010.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2028-11-03      | 3.8550%  | 0.0000% | $198805000.00      | $199999486.76      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2028-07-07      | 3.8500%  | 0.0000% | $3883000.00        | $3921921.68        | Agency Mortgage-Backed Securities |

### Security 206: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1E41M9, C.3 - LEI: 549300HXQQQC, C.5 - Other ID: ARP1E41M9_3.50_0407
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2056-03-01      | 5.0000%  | 0.0000% | $6637456.00        | $6615536.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-03-01      | 5.5000%  | 0.0000% | $18723082.00       | $19303953.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $21750640.00       | $17688572.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $26277216.00       | $22528696.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-25      | 6.5000%  | 0.0000% | $23931365.00       | $17998345.37       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $24876560.00       | $20504363.77       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $16953824.00       | $17102672.92       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $27787160.00       | $23790197.45       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $16534841.00       | $16295387.87       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.5000%  | 0.0000% | $28012084.00       | $22613300.92       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $21249670.00       | $15642791.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $90560665.00       | $81407482.31       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $30888173.00       | $23282392.69       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 4.0000%  | 0.0000% | $71562416.00       | $16625795.55       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 4.0000%  | 0.0000% | $99999000.00       | $19635160.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $20716489.00       | $16989566.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-04-01      | 3.5000%  | 0.0000% | $199933184.00      | $17260776.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-04-01      | 3.5000%  | 0.0000% | $81875968.00       | $16874365.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $73337216.00       | $16100142.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $76834214.00       | $15140909.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $97093004.00       | $17689294.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.0000%  | 0.0000% | $60219138.00       | $15853618.53       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $12147180.00       | $10532723.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $34967296.00       | $17149246.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $21386848.00       | $20545478.53       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $9785414.00        | $9829228.31        | Agency Mortgage-Backed Securities |

### Security 207: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1E6S86, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1E6S86_3.76_0630
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2046-11-25      | 2.3236%  | 0.0000% | $67082240.00       | $276699.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-02-25      | 2.3236%  | 0.0000% | $35357248.00       | $370081.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 2.3236%  | 0.0000% | $76362880.00       | $1170493.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 2.4136%  | 0.0000% | $46035904.00       | $804216.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 0.4909%  | 0.0000% | $16684896.00       | $49544.49          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 2.4236%  | 0.0000% | $93654400.00       | $1458127.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-05-25      | 3.5000%  | 0.0000% | $8478880.00        | $8423300.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 0.9605%  | 0.0000% | $19338304.00       | $104207.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.5000%  | 0.0000% | $64143200.00       | $5429579.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | N/A      | 0.0000% | $27994240.00       | $47591.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $5947500.00        | $132126.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | N/A      | 0.0000% | $58333312.00       | $244934.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | N/A      | 0.0000% | $8519824.00        | $18913.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | N/A      | 0.0000% | $11000000.00       | $27714.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.5605%  | 0.0000% | $3524000.00        | $299805.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $51312256.00       | $53186.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | N/A      | 0.0000% | $8000000.00        | $16184.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $4519840.00        | $2893818.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.5105%  | 0.0000% | $10440192.00       | $891402.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $49987584.00       | $13560.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $30000000.00       | $32481.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 0.1271%  | 0.0000% | $16525696.00       | $204518.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | N/A      | 0.0000% | $49999872.00       | $28159.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $50000000.00       | $375169.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $30000000.00       | $211305.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $20000000.00       | $176988.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 0.1000%  | 0.0000% | $55000000.00       | $141463.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.0500%  | 0.0000% | $112956160.00      | $117567.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.1100%  | 0.0000% | $5000000.00        | $7743.36           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 6.0000%  | 0.0000% | $5751856.00        | $586795.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 6.0000%  | 0.0000% | $8125000.00        | $747518.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 0.0500%  | 0.0000% | $100000000.00      | $127533.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.7271%  | 0.0000% | $30000000.00       | $462846.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.0500%  | 0.0000% | $14221312.00       | $11856.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-16      | 0.6358%  | 0.0000% | $50000000.00       | $2654793.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.4771%  | 0.0000% | $100000000.00      | $901671.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-16      | 0.7672%  | 0.0000% | $100000000.00      | $6347226.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 2.0271%  | 0.0000% | $10000000.00       | $234834.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 0.0500%  | 0.0000% | $53858304.00       | $36684.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.7271%  | 0.0000% | $27777760.00       | $805395.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.0271%  | 0.0000% | $74014208.00       | $1107793.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.1771%  | 0.0000% | $25000000.00       | $793735.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.0000%  | 0.0000% | $3730000.00        | $3933197.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.2271%  | 0.0000% | $10000000.00       | $242210.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 3.3271%  | 0.0000% | $32781440.00       | $884144.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-01-20      | 2.5771%  | 0.0000% | $138083584.00      | $1223169.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.4771%  | 0.0000% | $30870944.00       | $1227902.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.9271%  | 0.0000% | $91762048.00       | $1083854.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $8642960.00        | $5746916.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 3.3771%  | 0.0000% | $53190912.00       | $1597567.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 3.5271%  | 0.0000% | $70000000.00       | $6349864.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.6271%  | 0.0000% | $35000000.00       | $600067.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 3.5271%  | 0.0000% | $25955520.00       | $1736608.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 3.4771%  | 0.0000% | $45370112.00       | $1394192.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.6771%  | 0.0000% | $100000000.00      | $3423992.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.2771%  | 0.0000% | $20000000.00       | $291247.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.6471%  | 0.0000% | $100000000.00      | $1420605.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-20      | 4.5000%  | 0.0000% | $2236344.00        | $327989.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.7271%  | 0.0000% | $15259632.00       | $546223.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $26400640.00       | $84801.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 3.5771%  | 0.0000% | $81793536.00       | $4368954.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 3.6271%  | 0.0000% | $39628160.00       | $2924631.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.9771%  | 0.0000% | $50000000.00       | $927542.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.9771%  | 0.0000% | $282167296.00      | $5073954.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $11432288.00       | $574329.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 1.6271%  | 0.0000% | $32500000.00       | $482248.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.9771%  | 0.0000% | $57307584.00       | $2549174.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 1.6271%  | 0.0000% | $50000000.00       | $1396802.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.1000%  | 0.0000% | $223702528.00      | $366111.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.6771%  | 0.0000% | $220000000.00      | $2002976.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 1.3271%  | 0.0000% | $37044800.00       | $181902.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-02-20      | 1.3271%  | 0.0000% | $60061312.00       | $492977.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 3.4271%  | 0.0000% | $33871600.00       | $971049.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.2771%  | 0.0000% | $83339136.00       | $3565185.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.2771%  | 0.0000% | $469099520.00      | $23093119.62       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 1.0771%  | 0.0000% | $149632000.00      | $2024072.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.8071%  | 0.0000% | $98816640.00       | $3857726.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 2.3771%  | 0.0000% | $22760960.00       | $1641685.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 3.0271%  | 0.0000% | $150000000.00      | $3788189.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 2.3771%  | 0.0000% | $100000000.00      | $2036600.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.3271%  | 0.0000% | $49828352.00       | $2535854.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 3.4271%  | 0.0000% | $50670000.00       | $1573062.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.3771%  | 0.0000% | $20000000.00       | $521235.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.9471%  | 0.0000% | $75000000.00       | $2368832.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.4271%  | 0.0000% | $50280896.00       | $1465253.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 1.7771%  | 0.0000% | $65611008.00       | $1219912.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.8771%  | 0.0000% | $114668288.00      | $5967173.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.5771%  | 0.0000% | $40000000.00       | $681541.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.5771%  | 0.0000% | $50000000.00       | $851926.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.3271%  | 0.0000% | $30000000.00       | $813652.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.1000%  | 0.0000% | $99999744.00       | $83736.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $56995712.00       | $57768.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.6771%  | 0.0000% | $139664128.00      | $3136733.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.5271%  | 0.0000% | $200000000.00      | $8116499.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.8271%  | 0.0000% | $200000000.00      | $1787248.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 3.5271%  | 0.0000% | $50000000.00       | $1632791.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.7271%  | 0.0000% | $63235968.00       | $3369011.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.2771%  | 0.0000% | $109452960.00      | $4245842.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.7771%  | 0.0000% | $50000000.00       | $3472613.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.6271%  | 0.0000% | $100000000.00      | $3571573.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.6271%  | 0.0000% | $325000000.00      | $2215222.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 1.7771%  | 0.0000% | $285213184.00      | $10616843.60       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 5.0000%  | 0.0000% | $38654208.00       | $27779488.30       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $11837232.00       | $10517034.96       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 3.5271%  | 0.0000% | $71039104.00       | $7330583.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.4771%  | 0.0000% | $252487680.00      | $10558766.46       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $59579200.00       | $58515139.29       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 6.5000%  | 0.0000% | $9821760.00        | $1353084.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 5.0000%  | 0.0000% | $36182592.00       | $35765994.56       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.6381%  | 0.0000% | $285000000.00      | $3504606.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 2.1881%  | 0.0000% | $50000000.00       | $2859390.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 1.5381%  | 0.0000% | $131918848.00      | $4375741.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-25      | 6.0000%  | 0.0000% | $24633216.00       | $3861988.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 0.6381%  | 0.0000% | $187500000.00      | $2472541.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 1.5381%  | 0.0000% | $50000000.00       | $1466746.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 4.0000%  | 0.0000% | $12542900.00       | $9232647.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 3.6381%  | 0.0000% | $26114944.00       | $2216419.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-02-15      | 3.5000%  | 0.0000% | $1367408.00        | $913523.64         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-03-25      | 6.0000%  | 0.0000% | $12502944.00       | $2108001.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-03-25      | 4.5000%  | 0.0000% | $11809.00          | $10894.73          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 4.7500%  | 0.0000% | $30410.00          | $21600.43          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 2.0381%  | 0.0000% | $73630976.00       | $3802907.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-02-25      | 4.5000%  | 0.0000% | $2430592.00        | $2343032.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | 2.5000%  | 0.0000% | $3306344.00        | $2012675.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-06-25      | 5.5000%  | 0.0000% | $162996224.00      | $119723.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-25      | 2.9536%  | 0.0000% | $186379264.00      | $258220.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-08-15      | 5.5000%  | 0.0000% | $9752000.00        | $92268.43          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-09-25      | 6.0000%  | 0.0000% | $124093000.00      | $204528.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-02-15      | 3.2133%  | 0.0000% | $50000000.00       | $97499.24          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-06-25      | 2.8536%  | 0.0000% | $102262912.00      | $261780.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-10-25      | 5.0000%  | 0.0000% | $71002624.00       | $293462.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-03-25      | 0.7236%  | 0.0000% | $53751808.00       | $35577.95          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-01-15      | 5.0000%  | 0.0000% | $7000000.00        | $1011753.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $5560000.00        | $1380607.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 2.3105%  | 0.0000% | $23156720.00       | $755118.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 2.2605%  | 0.0000% | $74114560.00       | $710326.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-16      | 5.0000%  | 0.0000% | $26428840.00       | $581935.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-20      | 2.4105%  | 0.0000% | $1000000.00        | $27077.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.4866%  | 0.0000% | $58010112.00       | $959352.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.5437%  | 0.0000% | $89989504.00       | $1314802.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.4251%  | 0.0000% | $100152704.00      | $1330644.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.5674%  | 0.0000% | $134004992.00      | $1807880.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-12-16      | 0.3755%  | 0.0000% | $113007488.00      | $829151.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.2454%  | 0.0000% | $195172352.00      | $1420022.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.2639%  | 0.0000% | $161174528.00      | $966069.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.7274%  | 0.0000% | $110000000.00      | $1711685.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-12-16      | 0.7455%  | 0.0000% | $50049280.00       | $622458.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-12-16      | 0.6435%  | 0.0000% | $100017664.00      | $1062266.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.7083%  | 0.0000% | $85128960.00       | $828033.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.7692%  | 0.0000% | $100514048.00      | $1723766.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-09-16      | 0.5816%  | 0.0000% | $80012800.00       | $1421087.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.8509%  | 0.0000% | $12200000.00       | $566660.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.7882%  | 0.0000% | $44516000.00       | $1232500.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2030-03-16      | 0.5000%  | 0.0000% | $244516000.00      | $1293716.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-07-16      | 1.2018%  | 0.0000% | $63829952.00       | $2649077.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.8046%  | 0.0000% | $312500000.00      | $12660489.15       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-03-15      | 2.6633%  | 0.0000% | $26508896.00       | $212674.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-12-15      | 3.5000%  | 0.0000% | $4681592.00        | $171301.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-12-15      | 3.0000%  | 0.0000% | $68758656.00       | $432128.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 2.3633%  | 0.0000% | $124474624.00      | $594890.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-02-15      | 3.5000%  | 0.0000% | $15199904.00       | $120255.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-07-15      | 6.0000%  | 0.0000% | $39759104.00       | $494706.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-08-15      | 4.0000%  | 0.0000% | $25000.00          | $21968.21          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-15      | 2.3133%  | 0.0000% | $185693952.00      | $1912084.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-07-25      | 2.1884%  | 0.0000% | $8530000.00        | $223858.36         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-05-15      | 0.2635%  | 0.0000% | $12073264.00       | $14347.65          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-03-15      | 4.0000%  | 0.0000% | $5082000.00        | $4216321.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-02-25      | 2.6512%  | 0.0000% | $9230000.00        | $1013456.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-11-15      | 3.0000%  | 0.0000% | $3156312.00        | $3560982.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-02-15      | 3.0000%  | 0.0000% | $2037872.00        | $2208227.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-05-15      | 4.0000%  | 0.0000% | $12296000.00       | $5133487.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-07-25      | 3.5000%  | 0.0000% | $40267200.00       | $1055188.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-09-15      | 4.0000%  | 0.0000% | $562500.00         | $5763.11           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-15      | 6.0000%  | 0.0000% | $10570000.00       | $612347.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-09-25      | 0.7252%  | 0.0000% | $289225000.00      | $797401.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-04-25      | 3.0000%  | 0.0000% | $17325500.00       | $208433.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-01-25      | 2.3236%  | 0.0000% | $98595840.00       | $2896759.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-03-15      | 0.3731%  | 0.0000% | $39666304.00       | $198367.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-02-25      | 0.2941%  | 0.0000% | $9983856.00        | $26995.29          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-03-25      | 0.2729%  | 0.0000% | $39165952.00       | $25402.30          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 0.0800%  | 0.0000% | $459177983.00      | $397669.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-25      | 0.0800%  | 0.0000% | $295837696.00      | $154846.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 0.1500%  | 0.0000% | $163796992.00      | $262169.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-25      | 2.7806%  | 0.0000% | $14600000.00       | $1709794.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-11-15      | 0.0778%  | 0.0000% | $57123264.00       | $110521.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2061-03-25      | 0.0500%  | 0.0000% | $119398400.00      | $65115.62          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 2.5000%  | 0.0000% | $1750028.00        | $1113621.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | N/A      | 0.0000% | $37904384.00       | $16900.69          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-04-25      | N/A      | 0.0000% | $35000000.00       | $82844.58          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-04-25      | 2.9736%  | 0.0000% | $7677000.00        | $1095093.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-25      | 4.5000%  | 0.0000% | $5000000.00        | $5330888.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-10-25      | 5.0000%  | 0.0000% | $7000000.00        | $7793436.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-11-25      | 5.5000%  | 0.0000% | $9000000.00        | $10715364.84       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 4.3804%  | 0.0000% | $20180000.00       | $4635534.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-12-25      | 5.5000%  | 0.0000% | $6000000.00        | $7117612.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-25      | 0.0500%  | 0.0000% | $132077824.00      | $160049.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | N/A      | 0.0000% | $1263000.00        | $702489.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 5.5000%  | 0.0000% | $9000000.00        | $10128186.93       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 0.0500%  | 0.0000% | $189464576.00      | $49432.80          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 2.2881%  | 0.0000% | $70000000.00       | $1718228.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $24993792.00       | $12449.38          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 2.8781%  | 0.0000% | $50000000.00       | $1453037.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.8881%  | 0.0000% | $50000000.00       | $1517142.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.0881%  | 0.0000% | $30000000.00       | $684450.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.0381%  | 0.0000% | $93750000.00       | $3429151.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 3.4381%  | 0.0000% | $51872384.00       | $1910815.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.8381%  | 0.0000% | $58676000.00       | $2054646.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.2381%  | 0.0000% | $50000000.00       | $1126136.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.1881%  | 0.0000% | $186150000.00      | $7428782.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 1.4881%  | 0.0000% | $2000000.00        | $29131.21          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.1500%  | 0.0000% | $23000000.00       | $34398.43          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 2.8381%  | 0.0000% | $35603008.00       | $1855708.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-04-25      | 6.5000%  | 0.0000% | $19558912.00       | $1080595.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.5381%  | 0.0000% | $82000000.00       | $1847435.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.0381%  | 0.0000% | $75000000.00       | $1051128.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.7381%  | 0.0000% | $110047488.00      | $3625067.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 1.5381%  | 0.0000% | $80955904.00       | $2908202.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.1000%  | 0.0000% | $55000000.00       | $174433.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 2.3381%  | 0.0000% | $40000000.00       | $2004362.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 5.0000%  | 0.0000% | $10449439.00       | $10528695.99       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 2.1381%  | 0.0000% | $104634880.00      | $6783233.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.6381%  | 0.0000% | $140000000.00      | $1691172.39        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.4881%  | 0.0000% | $94243840.00       | $1818151.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.0500%  | 0.0000% | $158957565.00      | $123619.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 6.5000%  | 0.0000% | $11141000.00       | $1206610.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.4881%  | 0.0000% | $154768640.00      | $3393938.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.5381%  | 0.0000% | $41250000.00       | $432816.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 1.6381%  | 0.0000% | $40000000.00       | $1014878.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 0.1000%  | 0.0000% | $44593200.00       | $162646.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 0.1000%  | 0.0000% | $262379520.00      | $703264.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-08-25      | 0.1000%  | 0.0000% | $54414000.00       | $171476.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-02-25      | 0.1000%  | 0.0000% | $235679744.00      | $195456.99         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-10-25      | 0.1000%  | 0.0000% | $255243008.00      | $788785.90         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-06-25      | 0.1000%  | 0.0000% | $237713664.00      | $756959.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-05-25      | 0.1000%  | 0.0000% | $121286400.00      | $455592.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-01-25      | 0.7559%  | 0.0000% | $8022000.00        | $152479.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-02-15      | 3.5000%  | 0.0000% | $47477440.00       | $499923.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-03-15      | 3.0000%  | 0.0000% | $130979.00         | $11380.31          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-02-25      | 2.1736%  | 0.0000% | $54729152.00       | $363645.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 2.7236%  | 0.0000% | $60000000.00       | $989933.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 2.7236%  | 0.0000% | $38333312.00       | $403495.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-08-25      | 1.7236%  | 0.0000% | $119725312.00      | $731755.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-11-25      | 2.3236%  | 0.0000% | $21200000.00       | $262523.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-11-25      | 2.3236%  | 0.0000% | $21600000.00       | $232321.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-01-25      | 4.0000%  | 0.0000% | $21488000.00       | $71497.42          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 3.0000%  | 0.0000% | $1600000.00        | $2239491.82        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-03-25      | 1.0236%  | 0.0000% | $28571424.00       | $97666.68          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | 3.0000%  | 0.0000% | $2000000.00        | $549738.17         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-05-25      | 4.0000%  | 0.0000% | $62488576.00       | $11909.77          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-09-25      | 2.9736%  | 0.0000% | $37575296.00       | $133385.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-06-25      | 3.0000%  | 0.0000% | $35666624.00       | $278117.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-11-25      | 4.5000%  | 0.0000% | $16495552.00       | $401824.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-12-25      | 4.0000%  | 0.0000% | $2952636.00        | $4454186.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-04-25      | 1.8236%  | 0.0000% | $21854240.00       | $156405.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-06-25      | 2.2236%  | 0.0000% | $49314688.00       | $1136052.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-03-25      | 4.0000%  | 0.0000% | $2027388.00        | $2845447.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-10-25      | 2.2236%  | 0.0000% | $23365792.00       | $454393.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $50000000.00       | $509582.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $84082688.00       | $9161.71           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 2.4236%  | 0.0000% | $185428480.00      | $2763886.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-06-25      | 4.0000%  | 0.0000% | $5400000.00        | $3252680.43        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 0.3056%  | 0.0000% | $13473856.00       | $16442.05          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-01-25      | 0.3497%  | 0.0000% | $35132544.00       | $43437.81          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-08-25      | 2.4236%  | 0.0000% | $34494080.00       | $426039.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-11-25      | 3.5000%  | 0.0000% | $6500000.00        | $4229526.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-05-25      | 2.2736%  | 0.0000% | $18620928.00       | $437984.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-07-25      | 4.0000%  | 0.0000% | $33843456.00       | $884793.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-07-25      | 2.2736%  | 0.0000% | $14787744.00       | $503601.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-10-25      | 0.1815%  | 0.0000% | $699016192.00      | $3987806.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2060-03-25      | 4.0000%  | 0.0000% | $15293872.00       | $987558.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 4.0000%  | 0.0000% | $72732416.00       | $4605112.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 2.5000%  | 0.0000% | $2000000.00        | $1284227.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-05-25      | N/A      | 0.0000% | $30613408.00       | $273425.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-11-25      | 5.0000%  | 0.0000% | $10318736.00       | $11704608.17       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-12-25      | 6.0000%  | 0.0000% | $4415368.00        | $5537032.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-25      | 0.0500%  | 0.0000% | $46776320.00       | $27555.20          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 3.4381%  | 0.0000% | $87986880.00       | $3158940.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 1.4881%  | 0.0000% | $87591168.00       | $1486847.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 1.5381%  | 0.0000% | $50000000.00       | $616187.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.5500%  | 0.0000% | $5000000.00        | $37696.33          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-07-25      | 1.3881%  | 0.0000% | $47816704.00       | $260760.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 2.1881%  | 0.0000% | $94911488.00       | $5197310.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 5.5000%  | 0.0000% | $4656000.00        | $4967514.68        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 5.0000%  | 0.0000% | $18836768.00       | $18566474.78       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 2.2381%  | 0.0000% | $78196000.00       | $5694944.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 5.0000%  | 0.0000% | $3785872.00        | $3755644.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 2.1881%  | 0.0000% | $68632064.00       | $4843217.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 3.3381%  | 0.0000% | $150000000.00      | $16644315.13       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 0.0500%  | 0.0000% | $30000000.00       | $51517.87          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 1.7381%  | 0.0000% | $120000000.00      | $8486903.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-11-15      | 4.0000%  | 0.0000% | $1921346.00        | $298600.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-08-16      | 0.8777%  | 0.0000% | $11699999.00       | $526321.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-16      | 0.8352%  | 0.0000% | $11800000.00       | $555858.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.8156%  | 0.0000% | $26286112.00       | $1356712.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.8262%  | 0.0000% | $25000000.00       | $1288495.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-16      | 0.9924%  | 0.0000% | $18625000.00       | $1105347.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.8806%  | 0.0000% | $450000000.00      | $22397528.72       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.9866%  | 0.0000% | $13500000.00       | $833474.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.8642%  | 0.0000% | $8200000.00        | $458395.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 0.7973%  | 0.0000% | $30000000.00       | $1559637.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-16      | 1.2794%  | 0.0000% | $17950000.00       | $1123662.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-08-16      | 1.1445%  | 0.0000% | $12700000.00       | $723685.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 2.1179%  | 0.0000% | $15679616.00       | $257539.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 2.4105%  | 0.0000% | $23428544.00       | $695831.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 1.9105%  | 0.0000% | $15961824.00       | $385071.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 2.4605%  | 0.0000% | $63902848.00       | $1311401.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 0.8605%  | 0.0000% | $60000000.00       | $374881.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-20      | 2.4605%  | 0.0000% | $14500000.00       | $274822.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 2.4105%  | 0.0000% | $10613104.00       | $156708.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 2.4105%  | 0.0000% | $47757504.00       | $798236.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 2.4179%  | 0.0000% | $41600000.00       | $1143228.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 2.2605%  | 0.0000% | $61600000.00       | $632252.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 1.0434%  | 0.0000% | $15000000.00       | $1024544.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.7909%  | 0.0000% | $12200000.00       | $604929.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.8457%  | 0.0000% | $20750000.00       | $1043601.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.9934%  | 0.0000% | $15050000.00       | $955919.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-02-16      | 0.9876%  | 0.0000% | $15875000.00       | $1062489.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.5561%  | 0.0000% | $125000000.00      | $5146176.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 0.8763%  | 0.0000% | $93704800.00       | $6752019.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4326%  | 0.0000% | $175000000.00      | $5953820.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 0.7465%  | 0.0000% | $237500000.00      | $10664316.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-16      | 0.9051%  | 0.0000% | $150000000.00      | $10545063.87       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.7355%  | 0.0000% | $150000000.00      | $8459471.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-16      | 0.8080%  | 0.0000% | $15100000.00       | $767191.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4504%  | 0.0000% | $150000000.00      | $7049695.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.7503%  | 0.0000% | $3066000.00        | $164700.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 0.3805%  | 0.0000% | $211332000.00      | $6887413.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-16      | 0.4338%  | 0.0000% | $100000000.00      | $4904967.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.7173%  | 0.0000% | $200000000.00      | $10955260.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.3308%  | 0.0000% | $150000000.00      | $6093851.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 1.0543%  | 0.0000% | $50000000.00       | $3682589.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-16      | 0.5939%  | 0.0000% | $91400000.00       | $5733490.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-16      | 0.5515%  | 0.0000% | $56000000.00       | $3095757.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 1.4271%  | 0.0000% | $141803264.00      | $3487806.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.5771%  | 0.0000% | $167636224.00      | $993662.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $25665536.00       | $19889.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 2.7771%  | 0.0000% | $103511040.00      | $3006816.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.6471%  | 0.0000% | $105000000.00      | $836745.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.2271%  | 0.0000% | $30000000.00       | $951739.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.5671%  | 0.0000% | $50000000.00       | $1720301.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.8071%  | 0.0000% | $100000000.00      | $945669.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.2271%  | 0.0000% | $97352704.00       | $5588858.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 2.2271%  | 0.0000% | $122428928.00      | $4724985.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 2.3271%  | 0.0000% | $123399552.00      | $3851667.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.9271%  | 0.0000% | $187249664.00      | $11872629.77       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 3.4771%  | 0.0000% | $126272896.00      | $11613069.71       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 1.0171%  | 0.0000% | $25000000.00       | $444660.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.3105%  | 0.0000% | $9801000.00        | $190912.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.2605%  | 0.0000% | $39560000.00       | $624349.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 0.0300%  | 0.0000% | $27295744.00       | $7790.33           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 1.0771%  | 0.0000% | $28245344.00       | $492925.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 2.3271%  | 0.0000% | $50000000.00       | $3294650.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 5.0000%  | 0.0000% | $1434022.00        | $441171.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 2.3105%  | 0.0000% | $62000000.00       | $438241.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 2.2605%  | 0.0000% | $25609312.00       | $438116.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 2.2605%  | 0.0000% | $27000000.00       | $557707.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | N/A      | 0.0000% | $66411904.00       | $277552.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 2.3105%  | 0.0000% | $35619720.00       | $440704.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-16      | 2.2630%  | 0.0000% | $6358144.00        | $415968.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 0.0200%  | 0.0000% | $99991552.00       | $19090.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | N/A      | 0.0000% | $30000000.00       | $42911.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-16      | 2.2630%  | 0.0000% | $43921728.00       | $848983.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 0.5905%  | 0.0000% | $60738304.00       | $74490.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-03-20      | 3.0000%  | 0.0000% | $497262.00         | $7167.72           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 1.7500%  | 0.0000% | $1045000.00        | $649205.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | N/A      | 0.0000% | $100000000.00      | $186689.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 2.2605%  | 0.0000% | $21565152.00       | $464764.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-20      | 4.5000%  | 0.0000% | $6880000.00        | $132363.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 2.3105%  | 0.0000% | $7225312.00        | $125394.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-04-20      | 3.5000%  | 0.0000% | $22360416.00       | $101890.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 0.2635%  | 0.0000% | $20955104.00       | $65022.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | N/A      | 0.0000% | $62312128.00       | $136234.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | N/A      | 0.0000% | $36764096.00       | $214364.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 0.0886%  | 0.0000% | $11841936.00       | $13711.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $26381440.00       | $199967.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $14500000.00       | $54911.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $93492320.00       | $570744.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $50000000.00       | $408283.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $45857360.00       | $3861120.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $16267456.00       | $95978.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $55205500.00       | $173922.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $105656576.00      | $325024.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $78537856.00       | $288801.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-16      | 2.0186%  | 0.0000% | $94000000.00       | $449441.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-16      | 2.6697%  | 0.0000% | $101561000.00      | $109544.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-16      | 1.3668%  | 0.0000% | $470220800.00      | $46466.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-06-20      | 3.0105%  | 0.0000% | $43565056.00       | $7989.38           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-16      | 1.2500%  | 0.0000% | $166592510.00      | $5491.66           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-16      | 0.6191%  | 0.0000% | $26992640.00       | $12115.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-02-20      | 5.5000%  | 0.0000% | $40000000.00       | $2548114.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-01-20      | 5.0000%  | 0.0000% | $50000000.00       | $714537.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-16      | 2.5000%  | 0.0000% | $21603200.00       | $19286282.88       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-08-16      | 3.5000%  | 0.0000% | $5042000.00        | $181346.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-16      | 1.1731%  | 0.0000% | $85000000.00       | $89094.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-10-16      | 5.5000%  | 0.0000% | $46553040.00       | $6738814.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-16      | N/A      | 0.0000% | $155099136.00      | $61189.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-09-16      | 6.0000%  | 0.0000% | $229277694.00      | $26107.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-02-16      | 2.3130%  | 0.0000% | $22448320.00       | $717172.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-01-16      | 5.0000%  | 0.0000% | $19435616.00       | $3692735.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-20      | 5.0000%  | 0.0000% | $30000000.00       | $474277.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-11-16      | 2.4630%  | 0.0000% | $63076736.00       | $112188.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-05-16      | 2.7630%  | 0.0000% | $45605312.00       | $233497.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-16      | 4.5000%  | 0.0000% | $25617792.00       | $10140820.22       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-20      | 1.6105%  | 0.0000% | $106421600.00      | $324401.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-16      | 4.7500%  | 0.0000% | $37984000.00       | $16526819.59       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-11-16      | 4.2500%  | 0.0000% | $12828500.00       | $1292282.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-20      | 2.2605%  | 0.0000% | $62417088.00       | $396533.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-02-16      | 4.5000%  | 0.0000% | $20000000.00       | $5118315.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-04-20      | 2.8105%  | 0.0000% | $25000000.00       | $85344.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-07-16      | 2.3130%  | 0.0000% | $25000000.00       | $213508.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-10-16      | 2.3130%  | 0.0000% | $9535168.00        | $115996.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-16      | 0.6933%  | 0.0000% | $6855000.00        | $27359.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-03-16      | 3.5000%  | 0.0000% | $18249600.00       | $21906431.60       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $21703072.00       | $128333.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-05-16      | 2.8130%  | 0.0000% | $20000000.00       | $661057.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-01-20      | 3.5000%  | 0.0000% | $32761408.00       | $340590.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-09-20      | 4.0000%  | 0.0000% | $93001472.00       | $1281891.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-16      | 2.3630%  | 0.0000% | $22530784.00       | $102763.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | N/A      | 0.0000% | $9000000.00        | $59450.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $27651000.00       | $1779971.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 0.0500%  | 0.0000% | $102236160.00      | $54616.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5105%  | 0.0000% | $50000000.00       | $4416869.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 0.0300%  | 0.0000% | $77742080.00       | $36500.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 0.0771%  | 0.0000% | $100000000.00      | $891053.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $211708416.00      | $232147.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 4.0000%  | 0.0000% | $3537032.00        | $2874484.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $2686220.00        | $506189.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 5.0000%  | 0.0000% | $2444148.00        | $2052902.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $7592860.00        | $1286924.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $28000000.00       | $378448.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $249999360.00      | $206360.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 4.5000%  | 0.0000% | $12596688.00       | $98028.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $44955000.00       | $52199.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | N/A      | 0.0000% | $50000000.00       | $294477.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | N/A      | 0.0000% | $99999744.00       | $32236.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 0.0500%  | 0.0000% | $74747904.00       | $55854.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $26024864.00       | $3334868.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.5000%  | 0.0000% | $23733720.00       | $304955.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $33114048.00       | $12417197.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-20      | 2.4405%  | 0.0000% | $37714240.00       | $224128.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2522%  | 0.0000% | $94216448.00       | $381535.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2857%  | 0.0000% | $109549056.00      | $254084.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.3488%  | 0.0000% | $198667008.00      | $665282.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.2457%  | 0.0000% | $109756416.00      | $45090.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.3734%  | 0.0000% | $116967552.00      | $220872.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-16      | 0.3567%  | 0.0000% | $139558912.00      | $76905.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-16      | 0.4003%  | 0.0000% | $135524352.00      | $109942.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-20      | 2.3505%  | 0.0000% | $16725000.00       | $266895.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-20      | 4.5000%  | 0.0000% | $56978500.00       | $238641.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-05-20      | 2.4105%  | 0.0000% | $28603872.00       | $94533.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 1.8105%  | 0.0000% | $68045181.00       | $352859.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.4878%  | 0.0000% | $65159000.00       | $150182.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-06-16      | 0.4046%  | 0.0000% | $112581376.00      | $187633.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.3976%  | 0.0000% | $112730752.00      | $232165.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-11-16      | 1.7630%  | 0.0000% | $66782592.00       | $419340.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-08-20      | 3.0242%  | 0.0000% | $22894640.00       | $65754.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-20      | 2.1179%  | 0.0000% | $17885152.00       | $59911.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-12-20      | 2.1179%  | 0.0000% | $16131168.00       | $81998.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-12-20      | 2.4105%  | 0.0000% | $29461760.00       | $206608.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.7268%  | 0.0000% | $200046000.00      | $1913109.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-07-16      | 0.6613%  | 0.0000% | $110895104.00      | $378813.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.3166%  | 0.0000% | $104944000.00      | $205549.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.7228%  | 0.0000% | $185404480.00      | $1729708.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 2.8105%  | 0.0000% | $27887040.00       | $130573.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $54000000.00       | $606478.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 2.1179%  | 0.0000% | $16748032.00       | $85114.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $1000000.00        | $889258.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-09-20      | 2.1179%  | 0.0000% | $17018360.00       | $69926.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-02-16      | 0.5441%  | 0.0000% | $72000000.00       | $762569.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.7734%  | 0.0000% | $139356672.00      | $1780321.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-11-16      | 0.6628%  | 0.0000% | $38350000.00       | $221224.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-02-16      | 0.6461%  | 0.0000% | $74070000.00       | $728637.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.5933%  | 0.0000% | $21924000.00       | $101653.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-03-16      | 0.7343%  | 0.0000% | $104532320.00      | $678017.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-05-16      | 0.7298%  | 0.0000% | $116062720.00      | $1572086.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 2.2105%  | 0.0000% | $36853056.00       | $350633.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-07-16      | 0.1119%  | 0.0000% | $22085632.00       | $5117.65           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $2825000.00        | $1632198.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 2.3105%  | 0.0000% | $20257568.00       | $520195.47         | Agency Collateralized Mortgage Obligation |

### Security 208: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1E6S94, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1E6S94_3.67_0407
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-10-16      | 0.2409%  | 0.0000% | $123456512.00      | $351315.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2293%  | 0.0000% | $108551040.00      | $392148.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-04-16      | 3.0000%  | 0.0000% | $9564000.00        | $9242976.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.3900%  | 0.0000% | $138044672.00      | $151374.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.5129%  | 0.0000% | $106105472.00      | $146967.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-03-16      | 2.4130%  | 0.0000% | $315000000.00      | $2196635.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-04-20      | 1.7605%  | 0.0000% | $18889000.00       | $126296.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-20      | 2.4105%  | 0.0000% | $41322624.00       | $206977.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 2.1179%  | 0.0000% | $16006048.00       | $69223.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 6.0000%  | 0.0000% | $35697088.00       | $584752.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-08-16      | 0.7657%  | 0.0000% | $150000000.00      | $2127268.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 1.8905%  | 0.0000% | $44885440.00       | $376786.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 2.1179%  | 0.0000% | $17474880.00       | $116729.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-06-16      | 0.7410%  | 0.0000% | $170005504.00      | $2478473.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-05-16      | 0.8563%  | 0.0000% | $123138048.00      | $1196721.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-20      | 2.1179%  | 0.0000% | $17548832.00       | $141364.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-06-20      | 2.1179%  | 0.0000% | $14301500.00       | $182500.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.3404%  | 0.0000% | $86608768.00       | $725138.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-07-16      | 0.5371%  | 0.0000% | $118446336.00      | $1451969.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6036%  | 0.0000% | $62400000.00       | $598700.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-16      | 0.7170%  | 0.0000% | $90056832.00       | $983062.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 0.8751%  | 0.0000% | $17000000.00       | $472758.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.7326%  | 0.0000% | $133131008.00      | $3776299.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-06-16      | 0.8867%  | 0.0000% | $8500000.00        | $292443.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.7450%  | 0.0000% | $297500000.00      | $11901367.36       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.8747%  | 0.0000% | $662500000.00      | $35011967.43       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 1.0533%  | 0.0000% | $17500000.00       | $1142625.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.9143%  | 0.0000% | $475000000.00      | $24283671.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.8735%  | 0.0000% | $450000000.00      | $23106924.56       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-08-16      | 5.5000%  | 0.0000% | $8003232.00        | $14520.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 2.4105%  | 0.0000% | $11563344.00       | $157834.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.2605%  | 0.0000% | $56361920.00       | $1179026.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.9662%  | 0.0000% | $300000000.00      | $17081524.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 0.8759%  | 0.0000% | $16300000.00       | $975561.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9492%  | 0.0000% | $252959000.00      | $15432440.29       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.9830%  | 0.0000% | $267966000.00      | $16644794.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.9886%  | 0.0000% | $9350000.00        | $479999.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9668%  | 0.0000% | $237500000.00      | $14260809.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 1.2051%  | 0.0000% | $6000000.00        | $481407.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.9793%  | 0.0000% | $180000000.00      | $11255397.14       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 0.7559%  | 0.0000% | $215806000.00      | $9825101.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.3173%  | 0.0000% | $225298000.00      | $6229632.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4328%  | 0.0000% | $175000000.00      | $6969406.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4998%  | 0.0000% | $225000000.00      | $9832656.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-16      | 0.6252%  | 0.0000% | $144291584.00      | $8545800.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 2.1271%  | 0.0000% | $41441984.00       | $2134227.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $23100000.00       | $27348.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.7021%  | 0.0000% | $80000000.00       | $835334.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.5771%  | 0.0000% | $139000000.00      | $6643928.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $10472144.00       | $8476975.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 5.0000%  | 0.0000% | $27826208.00       | $24412569.37       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 5.5000%  | 0.0000% | $63392448.00       | $1357649.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 3.5271%  | 0.0000% | $87500000.00       | $8921381.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 2.8771%  | 0.0000% | $81741952.00       | $6966833.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $6970992.00        | $6405876.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.7271%  | 0.0000% | $59192448.00       | $2922226.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 2.3271%  | 0.0000% | $120000000.00      | $7656356.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $8210976.00        | $1289890.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 2.2605%  | 0.0000% | $28691328.00       | $612367.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 2.2105%  | 0.0000% | $17410848.00       | $390376.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.5000%  | 0.0000% | $317333.00         | $22135.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 0.1000%  | 0.0000% | $14208624.00       | $19943.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-20      | 0.1274%  | 0.0000% | $149854464.00      | $251032.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5105%  | 0.0000% | $130398720.00      | $8442423.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $110000000.00      | $860982.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | N/A      | 0.0000% | $48646720.00       | $131837.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $37291200.00       | $398140.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $58030500.00       | $4212461.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5105%  | 0.0000% | $4365000.00        | $377136.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $70666624.00       | $6393931.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.0271%  | 0.0000% | $166000000.00      | $4678758.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $103997440.00      | $92148.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $1158000.00        | $787100.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 0.5271%  | 0.0000% | $70797696.00       | $1214367.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $40000000.00       | $38056363.66       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 2.4071%  | 0.0000% | $30500000.00       | $2077812.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 0.0500%  | 0.0000% | $49999872.00       | $43222.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5000%  | 0.0000% | $624491.00         | $614694.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 2.5271%  | 0.0000% | $55087872.00       | $5130738.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.8271%  | 0.0000% | $400000000.00      | $5985201.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 2.2771%  | 0.0000% | $100000000.00      | $1850442.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 2.0271%  | 0.0000% | $89176832.00       | $4347694.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.9271%  | 0.0000% | $115921152.00      | $4119316.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.9771%  | 0.0000% | $5530000.00        | $340741.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.1271%  | 0.0000% | $100000000.00      | $1250613.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.0271%  | 0.0000% | $30000000.00       | $1222590.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.1271%  | 0.0000% | $50466480.00       | $2482326.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.5271%  | 0.0000% | $170000000.00      | $4912933.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 2.2771%  | 0.0000% | $50000000.00       | $656785.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $44600000.00       | $67056.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.8771%  | 0.0000% | $30000000.00       | $1027013.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 2.2271%  | 0.0000% | $120000000.00      | $1650050.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.1271%  | 0.0000% | $76260080.00       | $3435787.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.1271%  | 0.0000% | $200000000.00      | $5016220.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.7271%  | 0.0000% | $53773952.00       | $1343416.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.9271%  | 0.0000% | $69999999.00       | $1243024.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 2.3771%  | 0.0000% | $102250624.00      | $2985495.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 3.4771%  | 0.0000% | $44680080.00       | $1637244.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 4.5000%  | 0.0000% | $43166784.00       | $43341758.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.0000%  | 0.0000% | $670000.00         | $580378.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.5771%  | 0.0000% | $50000000.00       | $614448.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.7771%  | 0.0000% | $80000000.00       | $3800581.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.3271%  | 0.0000% | $67652480.00       | $3197693.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $998564.00         | $987025.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $44000000.00       | $44121099.66       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.4771%  | 0.0000% | $157692160.00      | $3900854.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-11-20      | 2.3271%  | 0.0000% | $157753856.00      | $7161583.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.4771%  | 0.0000% | $102214400.00      | $4357144.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $35859328.00       | $35286574.29       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-25      | 4.0000%  | 0.0000% | $3924464.00        | $3749027.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 2.7881%  | 0.0000% | $15000000.00       | $323698.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 6.5000%  | 0.0000% | $19064896.00       | $2402867.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 2.0381%  | 0.0000% | $50000000.00       | $1102234.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.2381%  | 0.0000% | $55000000.00       | $1335882.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 3.4381%  | 0.0000% | $49689400.00       | $2033326.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.4381%  | 0.0000% | $75854080.00       | $2475476.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 1.4881%  | 0.0000% | $40000000.00       | $951333.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.6381%  | 0.0000% | $2259000000.00     | $24385535.99       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 5.0000%  | 0.0000% | $7805960.00        | $7688124.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 1.3881%  | 0.0000% | $160028928.00      | $7110312.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 1.3381%  | 0.0000% | $150000000.00      | $5601393.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 1.4381%  | 0.0000% | $150202112.00      | $7388915.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 2.2381%  | 0.0000% | $161878528.00      | $8160095.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.1381%  | 0.0000% | $28636512.00       | $727612.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.6881%  | 0.0000% | $73228160.00       | $4069687.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 4.5000%  | 0.0000% | $31853696.00       | $27775623.99       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 1.1381%  | 0.0000% | $180000000.00      | $8016220.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-09-15      | 6.0000%  | 0.0000% | $14400000.00       | $1718614.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-09-25      | 1.2236%  | 0.0000% | $67766016.00       | $73290.81          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-09-25      | 2.8036%  | 0.0000% | $122239232.00      | $518340.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-16      | 0.7851%  | 0.0000% | $195346432.00      | $95058.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-16      | 1.6649%  | 0.0000% | $89997312.00       | $85580.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-09-20      | 5.5000%  | 0.0000% | $9000000.00        | $1920176.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-06-20      | 2.3605%  | 0.0000% | $33566720.00       | $24358.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-09-16      | 3.0000%  | 0.0000% | $27352831.00       | $28336048.93       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-16      | N/A      | 0.0000% | $43446623.00       | $11303.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-05-20      | 2.4105%  | 0.0000% | $16790688.00       | $18632.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-16      | 4.5000%  | 0.0000% | $33566720.00       | $4231715.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.2550%  | 0.0000% | $114393088.00      | $99459.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-16      | 2.7729%  | 0.0000% | $225000.00         | $205379.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-02-25      | 3.0000%  | 0.0000% | $2381000.00        | $818940.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 2.5000%  | 0.0000% | $74461200.00       | $3077346.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | N/A      | 0.0000% | $99790000.00       | $233681.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-25      | 3.0000%  | 0.0000% | $2000000.00        | $1545524.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | N/A      | 0.0000% | $30000000.00       | $192075.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 4.5000%  | 0.0000% | $4637584.00        | $4606436.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-05-25      | 1.8381%  | 0.0000% | $48859712.00       | $1253633.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 5.5000%  | 0.0000% | $19067200.00       | $21339147.76       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 5.5000%  | 0.0000% | $1823078.00        | $2055992.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-25      | 3.0000%  | 0.0000% | $17864608.00       | $13634226.74       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 5.5000%  | 0.0000% | $51633600.00       | $54966763.51       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 1.4381%  | 0.0000% | $155315968.00      | $7481701.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-12-15      | 2.8133%  | 0.0000% | $37142848.00       | $119993.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-12-15      | 4.0000%  | 0.0000% | $24277536.00       | $5999383.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | N/A      | 0.0000% | $44593200.00       | $32142198.85       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-01-25      | N/A      | 0.0000% | $42024000.00       | $32944630.75       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-08-25      | N/A      | 0.0000% | $40810000.00       | $33310223.87       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-10-25      | 0.1000%  | 0.0000% | $226049024.00      | $300042.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 0.1000%  | 0.0000% | $234310912.00      | $693169.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-04-25      | 0.1000%  | 0.0000% | $256553472.00      | $854151.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-15      | 3.0000%  | 0.0000% | $2272012.00        | $115677.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-15      | 3.5000%  | 0.0000% | $893989.00         | $40493.25          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-25      | 2.7736%  | 0.0000% | $28673024.00       | $213905.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 4.0000%  | 0.0000% | $1554650.00        | $2506205.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 2.7236%  | 0.0000% | $35831680.00       | $411415.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 2.7236%  | 0.0000% | $40000000.00       | $282037.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-08-25      | N/A      | 0.0000% | $59862656.00       | $3491119.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 2.3736%  | 0.0000% | $16516512.00       | $405757.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-07-25      | 2.4236%  | 0.0000% | $23750000.00       | $338522.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-12-25      | N/A      | 0.0000% | $2675000.00        | $274690.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-09-25      | 5.0000%  | 0.0000% | $6256250.00        | $18966.29          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-04-25      | 3.5000%  | 0.0000% | $11267984.00       | $15224065.45       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-01-25      | 3.5000%  | 0.0000% | $1991826.00        | $2426149.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 2.3236%  | 0.0000% | $147449856.00      | $2491068.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-02-25      | 3.5000%  | 0.0000% | $5680000.00        | $3805661.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-04-25      | 6.0000%  | 0.0000% | $18688928.00       | $523782.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-02-25      | 2.3736%  | 0.0000% | $43627776.00       | $1205469.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-10-25      | 3.5000%  | 0.0000% | $2581000.00        | $821702.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-04-25      | 0.4799%  | 0.0000% | $108516096.00      | $294679.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-05-25      | 3.5000%  | 0.0000% | $7393224.00        | $92387.85          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-12-25      | 2.3236%  | 0.0000% | $54672000.00       | $1568634.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-07-15      | 2.8133%  | 0.0000% | $55904128.00       | $399467.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-08-15      | 2.8133%  | 0.0000% | $48358400.00       | $1101603.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-09-15      | 2.2133%  | 0.0000% | $49000000.00       | $340948.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-01-15      | 3.0000%  | 0.0000% | $6236488.00        | $6203961.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-09-15      | 3.0000%  | 0.0000% | $100000.00         | $128844.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-06-15      | 2.2133%  | 0.0000% | $108854272.00      | $1162772.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-12-15      | 3.3633%  | 0.0000% | $47236960.00       | $370718.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-15      | 2.2633%  | 0.0000% | $26666656.00       | $258663.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-08-25      | 2.0707%  | 0.0000% | $25142000.00       | $207888.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-01-15      | 2.2633%  | 0.0000% | $46378048.00       | $970748.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-01-15      | 4.0000%  | 0.0000% | $3088000.00        | $3920513.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-03-15      | 3.0000%  | 0.0000% | $31293000.00       | $23544384.37       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-25      | 2.6914%  | 0.0000% | $10819696.00       | $1112901.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-12-25      | 2.0423%  | 0.0000% | $14642000.00       | $493639.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-10-15      | 2.2133%  | 0.0000% | $74866304.00       | $1674192.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-25      | 1.8916%  | 0.0000% | $16038000.00       | $1041368.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-12-15      | 0.1500%  | 0.0000% | $7464136.00        | $12137.28          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 2.5000%  | 0.0000% | $82841920.00       | $9356489.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-09-25      | 2.7273%  | 0.0000% | $28000000.00       | $3028892.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | 2.0000%  | 0.0000% | $2255144.00        | $1267666.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-04-25      | 2.7376%  | 0.0000% | $10891000.00       | $890059.75         | Agency Collateralized Mortgage Obligation |

### Security 209: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1E6SA1, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1E6SA1_3.63_0407
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2027-07-01      | 2.5000%  | 0.0000% | $3000000.00        | $53026.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-02-01      | 3.5000%  | 0.0000% | $15017408.00       | $2255209.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-03-01      | 3.0000%  | 0.0000% | $14582592.00       | $379795.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-09-01      | 3.0000%  | 0.0000% | $25903552.00       | $690502.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-10-01      | 3.0000%  | 0.0000% | $670000.00         | $50702.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-07-01      | 2.7750%  | 0.0000% | $496600.00         | $96403.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-09-01      | 6.0000%  | 0.0000% | $333999998.00      | $1495128.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-05-01      | 6.0000%  | 0.0000% | $4028224.00        | $64690.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $914863.00         | $624356.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1953430.00        | $1957801.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1449464.00        | $1433687.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1144500.00        | $286493.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $2914820.00        | $2710754.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $1102072.00        | $1091579.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1348994.00        | $1361914.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $1671950.00        | $1656911.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1075528.00        | $1134230.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-11-01      | 6.0000%  | 0.0000% | $1780262.00        | $1818850.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 7.0000%  | 0.0000% | $1028570.00        | $1095168.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-11-01      | 4.5000%  | 0.0000% | $1380786.00        | $1363296.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 6.5000%  | 0.0000% | $11486160.00       | $11872870.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $8926784.00        | $8967499.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-03-01      | 2.0000%  | 0.0000% | $637295.00         | $426943.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $2760396.00        | $1667749.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $16404576.00       | $16655761.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-02-01      | 3.0000%  | 0.0000% | $391708.00         | $241578.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-07-01      | 3.0000%  | 0.0000% | $277856.00         | $182824.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 2.5000%  | 0.0000% | $3850000.00        | $2007308.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 3.5000%  | 0.0000% | $1078018.00        | $569476.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-02-01      | 2.0000%  | 0.0000% | $3981244.00        | $2396197.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $1561350.00        | $1603981.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $1095910.00        | $1121730.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1081678.00        | $1097317.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 6.5000%  | 0.0000% | $3637423.00        | $3782558.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $2506596.00        | $2499386.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 4.5000%  | 0.0000% | $1998078.00        | $1927249.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $20119760.00       | $19811256.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $81000.00          | $35905.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-01-01      | 2.0000%  | 0.0000% | $150000.00         | $62248.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $3467000.00        | $1797691.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $4745616.00        | $2998943.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $1650000.00        | $1175865.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-02-01      | 4.0000%  | 0.0000% | $2361208.00        | $1551804.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $17000000.00       | $12638676.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-01-01      | 5.5000%  | 0.0000% | $13664848.00       | $11016400.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $3988412.00        | $3003154.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-09-01      | 6.0000%  | 0.0000% | $10276624.00       | $9920482.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $24320000.00       | $23109690.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $3010228.00        | $2943717.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-02-01      | 6.0000%  | 0.0000% | $4173496.00        | $168820.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-12-01      | 5.0000%  | 0.0000% | $1500000.00        | $66233.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-02-01      | 2.0000%  | 0.0000% | $544490.00         | $17602.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $246000.00         | $143881.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-11-01      | 2.5000%  | 0.0000% | $4220000.00        | $2016012.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $4950000.00        | $3089586.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-03-01      | 1.5000%  | 0.0000% | $735000.00         | $349903.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-03-01      | 4.5000%  | 0.0000% | $400000.00         | $340632.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $727590.00         | $634599.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-11-01      | 2.5000%  | 0.0000% | $1313900.00        | $925882.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-08-01      | 5.0000%  | 0.0000% | $35153.00          | $29255.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-03-01      | 6.0000%  | 0.0000% | $7667216.00        | $7945344.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $103119.00         | $88456.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $33428.00          | $33150.49          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $10946320.00       | $7052151.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1034352.00        | $1066452.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $1291382.00        | $1284727.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.0000%  | 0.0000% | $99143.00          | $90411.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $21897056.00       | $21230678.40       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 3.5000%  | 0.0000% | $7000.00           | $6257.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.5000%  | 0.0000% | $561440.00         | $581249.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $1298106.00        | $1165034.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.5000%  | 0.0000% | $1317856.00        | $816776.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $2534844.00        | $2443715.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $3258350.00        | $3226465.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 6.0000%  | 0.0000% | $4860808.00        | $5007113.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-12-20      | 5.1250%  | 0.0000% | $625000.00         | $18259.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-12-15      | 4.0000%  | 0.0000% | $471754.00         | $26230.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-09-20      | 5.0000%  | 0.0000% | $1431324.00        | $235719.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $1781776.00        | $1344120.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 7.0000%  | 0.0000% | $1120712.00        | $1158349.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 7.0000%  | 0.0000% | $1069766.00        | $601008.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $69818496.00       | $69371424.92       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $2209328.00        | $2263200.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 4.0000%  | 0.0000% | $5796672.00        | $754606.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 5.0000%  | 0.0000% | $725138.00         | $22913.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-10-15      | 5.0000%  | 0.0000% | $10019264.00       | $180107.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-08-15      | 4.0000%  | 0.0000% | $513907.00         | $10839.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $225000.00         | $140289.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.5000%  | 0.0000% | $97975552.00       | $43886261.76       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 4.5000%  | 0.0000% | $70400.00          | $59461.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $74839.00          | $46568.78          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $100000.00         | $62626.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $46575.00          | $34017.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $50153.00          | $32305.57          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 4.5000%  | 0.0000% | $51134.00          | $39271.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.5000%  | 0.0000% | $5054648.00        | $3873009.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.5000%  | 0.0000% | $1891330.00        | $1949145.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 7.0000%  | 0.0000% | $4033760.00        | $2402722.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 4.5000%  | 0.0000% | $3819756.00        | $3637077.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-05-01      | 6.0000%  | 0.0000% | $84939.00          | $76029.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-09-01      | 3.5000%  | 0.0000% | $97220.00          | $24708.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $1486808.00        | $1271393.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $95553.00          | $82742.15          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 2.5000%  | 0.0000% | $16853.00          | $12130.49          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-02-01      | 2.0000%  | 0.0000% | $2629150.00        | $1053601.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-06-01      | 2.0000%  | 0.0000% | $44498.00          | $20912.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-09-01      | 1.5000%  | 0.0000% | $12912160.00       | $2917375.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-08-01      | 4.0000%  | 0.0000% | $308925.00         | $122461.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-09-01      | 6.0000%  | 0.0000% | $1300956.00        | $951941.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-11-01      | 6.5000%  | 0.0000% | $940000.00         | $19676.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 5.5000%  | 0.0000% | $322526.00         | $10592.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 5.0000%  | 0.0000% | $650000.00         | $34589.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-09-01      | 5.0000%  | 0.0000% | $10131680.00       | $1061517.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-05-01      | 4.5000%  | 0.0000% | $1801060.00        | $59938.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-08-01      | 3.5000%  | 0.0000% | $85697024.00       | $13624128.31       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-05-01      | 4.0000%  | 0.0000% | $1788202.00        | $280882.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.0000%  | 0.0000% | $377931.00         | $5046.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.0000%  | 0.0000% | $1202532.00        | $224462.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-05-01      | 3.5000%  | 0.0000% | $900000.00         | $115504.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-07-01      | 3.5000%  | 0.0000% | $240000.00         | $29758.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-09-01      | 3.5000%  | 0.0000% | $137000.00         | $14238.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-03-01      | 4.0000%  | 0.0000% | $100000.00         | $10375.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 4.5000%  | 0.0000% | $300000.00         | $40074.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-09-01      | 6.5000%  | 0.0000% | $100000.00         | $5484.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-08-01      | 3.0000%  | 0.0000% | $42000.00          | $6599.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 5.0000%  | 0.0000% | $60000.00          | $5984.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-05-01      | 5.0000%  | 0.0000% | $330000.00         | $43358.51          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-09-01      | 1.5000%  | 0.0000% | $13082368.00       | $11826853.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 2.5000%  | 0.0000% | $30577200.00       | $17145635.48       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-03-01      | 3.0000%  | 0.0000% | $172121.00         | $88169.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 4.0000%  | 0.0000% | $32465.00          | $17775.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 5.5000%  | 0.0000% | $65000.00          | $33420.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-11-01      | 4.5000%  | 0.0000% | $56000.00          | $41299.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-01-01      | 4.0000%  | 0.0000% | $7843048.00        | $7544152.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 4.0000%  | 0.0000% | $6320008.00        | $2214236.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 3.5000%  | 0.0000% | $405000.00         | $266909.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $7117864.00        | $5619407.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.5000%  | 0.0000% | $76594.00          | $53114.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 7.0000%  | 0.0000% | $75603.00          | $46516.41          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-10-01      | 3.5000%  | 0.0000% | $400000.00         | $51039.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.5000%  | 0.0000% | $13253504.00       | $11314347.80       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.5000%  | 0.0000% | $63000.00          | $16031.45          | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1E6WU2, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1E6WU2_3.63_0407
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note               | 2026-09-30      | 0.8750%  | 0.0000% | $4600.00           | $4534.14           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-15      | 0.1250%  | 0.0000% | $510050700.00      | $612521308.76      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-31      | 1.1250%  | 0.0000% | $7534200.00        | $7453152.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-09-15      | 4.6250%  | 0.0000% | $100.00            | $100.58            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-15      | 4.6250%  | 0.0000% | $11709500.00       | $12010236.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-10-31      | 3.8584%  | 0.0000% | $73808100.00       | $74334230.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-05-15      | N/A      | 0.0000% | $881.42            | $499.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-15      | 0.3750%  | 0.0000% | $232208800.00      | $313440282.56      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-08-31      | 1.3750%  | 0.0000% | $100.00            | $99.12             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-09-30      | 1.6250%  | 0.0000% | $238100.00         | $235556.38         | U.S. Treasuries (including strips) |

### Security 211: Citigroup Global Markets, Inc.

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank           | 2028-03-03      | 3.5000%  | 0.0000% | $80000.00          | $79622.86          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank         | 2028-09-22      | 3.5000%  | 0.0000% | $488000.00         | $483418.17         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank         | 2028-01-07      | 3.3750%  | 0.0000% | $1000.00           | $998.05            | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank         | 2029-02-05      | 3.8050%  | 0.0000% | $18981000.00       | $19089492.25       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank         | 2028-02-25      | 3.7150%  | 0.0000% | $1000.00           | $1003.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2028-11-03      | 3.8550%  | 0.0000% | $229903000.00      | $231284333.85      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2028-07-07      | 3.8500%  | 0.0000% | $4021000.00        | $4061304.94        | Agency Mortgage-Backed Securities |

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

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                | 2027-04-09      | 4.7500%  | 0.0000% | $10000.00          | $10319.05          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-10-25      | 4.0500%  | 0.0000% | $1930000.00        | $1952314.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-10-06      | 3.7700%  | 0.0000% | $38000.00          | $38376.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-11-05      | 3.8900%  | 0.0000% | $99136000.00       | $99999805.01       | Agency Mortgage-Backed Securities |

### Security 213: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1ECH51, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1ECH51_3.65_0407
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2055-02-15      | N/A      | 0.0000% | $695889600.00      | $166604320.90      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-11-15      | N/A      | 0.0000% | $46371996.61       | $41883233.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $136782807.00      | $46512446.40       | U.S. Treasuries (including strips) |

### Security 214: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1ECH69, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1ECH69_3.61_0407
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2053-08-15      | N/A      | 0.0000% | $1912700.00        | $487044.19         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-12-15      | 4.0000%  | 0.0000% | $251019200.00      | $254512973.51      | U.S. Treasuries (including strips) |

### Security 215: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.530000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EDSY4, C.3 - LEI: 549300HXQQQC, C.5 - Other ID: ARP1EDSY4_3.53_0407
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-11-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $45391077.00       | $41770577.00       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $79654320.00       | $64069129.88       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 4.5000%  | 0.0000% | $1137250.00        | $1077838.57        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $1024.00           | $937.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $906.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $35000.00          | $31985.78          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1747.07           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $1120.00           | $1019.98           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $1024.00           | $850.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $49127401.00       | $43432648.42       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.0000%  | 0.0000% | $1024.00           | $991.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.0000%  | 0.0000% | $1024.00           | $930.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1024.00           | $960.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $28145408.00       | $26083902.26       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $877.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $3326606.00        | $3271275.91        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $23641837.00       | $23563763.78       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $100000000.00      | $97872893.37       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $100000000.00      | $97983261.21       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $6534318.00        | $6435390.14        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-09-01      | 5.5000%  | 0.0000% | $37273.00          | $379.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-01-01      | 5.0000%  | 0.0000% | $5865.00           | $104.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 5.5000%  | 0.0000% | $2292.00           | $89.32             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-11-01      | 6.0000%  | 0.0000% | $58043.00          | $729.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-08-01      | 4.0000%  | 0.0000% | $5459.00           | $815.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 3.5000%  | 0.0000% | $1236.00           | $169.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-04-01      | 3.5000%  | 0.0000% | $17750000.00       | $2615615.20        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 3.5000%  | 0.0000% | $111825659.00      | $11624919.30       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-06-01      | 4.5000%  | 0.0000% | $1013.00           | $223.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 3.0000%  | 0.0000% | $2943325.00        | $570544.20         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-03-01      | 4.0000%  | 0.0000% | $10318614.00       | $1988083.14        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 3.0000%  | 0.0000% | $29636000.00       | $12701544.93       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $696.00            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $750.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $690.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.0000%  | 0.0000% | $1001.00           | $841.36            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 4.5000%  | 0.0000% | $1000.00           | $834.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $5417829.00        | $4271520.54        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $1025.00           | $783.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $8797238.00        | $6923720.75        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $557.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.5000%  | 0.0000% | $17542392.00       | $12881018.28       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $821.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $1712792.00        | $1305918.59        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.5000%  | 0.0000% | $9996000.00        | $5101547.68        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $32885248.00       | $25027641.17       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $26003808.00       | $22344079.08       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $34614720.00       | $25395480.34       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $18093226.00       | $14581716.41       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $247.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 3.5000%  | 0.0000% | $1008.00           | $224.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $337.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $189.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $7322391.00        | $5032895.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $5504136.00        | $3200846.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $1334488.00        | $1140513.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-03-01      | 4.5000%  | 0.0000% | $1000.00           | $943.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $2571200.00        | $2069311.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1003.00           | $908.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $951.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $1001.00           | $950.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1114884.00        | $994648.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $923.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1019.00           | $857.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $6260024.00        | $4501026.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $963.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 4.5000%  | 0.0000% | $98000000.00       | $93006194.01       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $7216000.00        | $6612311.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1050.00           | $1025.63           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $993.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-01-01      | 5.5000%  | 0.0000% | $875199.00         | $855490.98         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $100000000.00      | $98567824.60       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-03-01      | 5.5000%  | 0.0000% | $100808320.00      | $2998424.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-04-01      | 5.5000%  | 0.0000% | $25896256.00       | $1351309.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-12-01      | 3.5000%  | 0.0000% | $1000.00           | $69.15             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $900.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $951.90            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $1008.00           | $932.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $1001.00           | $805.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $944.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $974.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $9784670.00        | $8406818.25        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $812.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $952.42            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $21223520.00       | $20989219.46       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $8357160.00        | $8186384.34        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $393487.00         | $387170.79         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $977.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $1008.00           | $988.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $874.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $3620672.00        | $3244073.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $991.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $987.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $5248381.00        | $3616277.92        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $4333500.00        | $3939862.96        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $2115507.00        | $1989367.17        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $2601780.00        | $2547328.58        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $2521043.00        | $1946165.17        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $966.92            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.57           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $50090.00          | $49621.68          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $3778352.00        | $3744518.21        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.0000%  | 0.0000% | $996000.00         | $929058.53         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $862.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $743.76            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $897.07            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $7155168.00        | $5777675.24        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $927.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $2076068.00        | $1925678.27        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $934.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.5000%  | 0.0000% | $998000.00         | $900355.29         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 3.0000%  | 0.0000% | $1024.00           | $879.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 2.5000%  | 0.0000% | $1008.00           | $865.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $832000.00         | $824700.59         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $8303716.00        | $8546199.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 3.5000%  | 0.0000% | $8508919.00        | $7748000.59        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 2.5000%  | 0.0000% | $1008.00           | $844.19            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $32230930.00       | $31958935.47       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.0000%  | 0.0000% | $1040.00           | $856.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $719.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $33313.00          | $24785.77          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 3.0000%  | 0.0000% | $58969.00          | $49088.82          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $2471504.00        | $2182291.90        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1024.00           | $785.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $1526992.00        | $1462580.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $17554020.00       | $16081516.62       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $993.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1019.97           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $8191623.00        | $8072994.11        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.0000%  | 0.0000% | $1008.00           | $1033.28           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.0000%  | 0.0000% | $27349640.00       | $27278314.33       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $3301128.00        | $2356719.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $902.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $4710265.00        | $2593571.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $913.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-11-01      | 4.3200%  | 0.0000% | $59413987.00       | $59204849.76       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-12-01      | 3.5000%  | 0.0000% | $1024.00           | $148.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 4.5000%  | 0.0000% | $1000.00           | $129.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $65342336.00       | $31375742.38       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 3.5000%  | 0.0000% | $1000.00           | $506.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 4.5000%  | 0.0000% | $29722048.00       | $7371524.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $123000.00         | $72419.01          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $583.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $697.19            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-08-20      | N/A      | 0.0000% | $125100.00         | $123341.09         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-02-15      | 3.6250%  | 0.0000% | $29400.00          | $25089.64          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-11-15      | 3.0000%  | 0.0000% | $27864700.00       | $21635148.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-02-15      | 3.8750%  | 0.0000% | $400.00            | $356.99            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-06-30      | 4.2500%  | 0.0000% | $83557400.00       | $85462450.09       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 6.0000%  | 0.0000% | $1127976.00        | $1167381.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $1163232.00        | $1184492.78        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 3.0000%  | 0.0000% | $11585000.00       | $7448488.94        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $17082627.00       | $13652292.01       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 7.0000%  | 0.0000% | $12037413.00       | $12722465.77       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $26808133.00       | $25640818.80       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $4000000.00        | $3961157.92        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-04-21      | N/A      | 0.0000% | $68400.00          | $68262.11          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-07-16      | N/A      | 0.0000% | $27000.00          | $26714.99          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-05-19      | N/A      | 0.0000% | $116000.00         | $115438.44         | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $1455498.00        | $1483880.69        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $2207505.00        | $2244479.24        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 4.5000%  | 0.0000% | $1502458.00        | $1451454.06        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $2103142.00        | $2092467.85        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $1708357.00        | $1720997.70        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 6.0000%  | 0.0000% | $982793.00         | $1020691.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 6.0000%  | 0.0000% | $45762.00          | $46904.22          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $1294225.00        | $1297616.73        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $962271.00         | $1012177.27        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 6.0000%  | 0.0000% | $972601.00         | $1017868.77        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 6.0000%  | 0.0000% | $1489246.00        | $1570129.93        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 6.0000%  | 0.0000% | $2909748.00        | $3054327.56        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $1118551.00        | $1123927.50        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 6.0000%  | 0.0000% | $4317172.00        | $4547342.03        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $1893287.00        | $1957956.63        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $1153172.00        | $1157152.36        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $1436213.00        | $1485643.62        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $3133930.00        | $3238535.35        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $1748766.00        | $1754802.16        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $4244385.00        | $4378334.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $2059746.00        | $1962988.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $966.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $1841000.00        | $1891873.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $1362044.00        | $1315468.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $5334026.00        | $5254202.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1008.00           | $1013.49           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-05-01      | 3.0000%  | 0.0000% | $1000.00           | $239.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $178.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 4.5000%  | 0.0000% | $1024.00           | $256.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 3.5000%  | 0.0000% | $1000.00           | $87.40             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $945.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $424556.00         | $423916.80         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $3162568.00        | $1587765.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $39522400.00       | $29125670.81       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1001.00           | $1052.85           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 7.0000%  | 0.0000% | $2162414.00        | $2278255.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $2166923.00        | $2186811.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1321955.00        | $1338543.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $4055499.00        | $4081355.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $2511416.00        | $2584849.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $4179420.00        | $4341173.06        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.02           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $74129.00          | $77259.31          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1069800.00        | $1082806.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $2646810.00        | $2652286.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $2148470.00        | $2133687.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $614000.00         | $330934.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $2964324.00        | $1636871.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $958.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1027.00           | $769.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $824.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $726.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1130000.00        | $757489.64         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $21073280.00       | $16795932.71       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $4462992.00        | $3311194.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $15314640.00       | $10088603.71       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $42000.00          | $30703.40          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $884.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $757.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 3.0000%  | 0.0000% | $843976.00         | $621365.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 4.0000%  | 0.0000% | $807000.00         | $625548.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $710.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $50000.00          | $43320.57          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 4.0000%  | 0.0000% | $1000.00           | $679.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-09-01      | 1.5000%  | 0.0000% | $130500.00         | $78052.17          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1001632.00        | $862835.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $19614163.00       | $17187915.06       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 2.5000%  | 0.0000% | $82000.00          | $61901.92          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $879.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 2.5000%  | 0.0000% | $18112448.00       | $13991972.09       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $862.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $829.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $849.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1040.00           | $943.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $912.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $903.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $707.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-07-01      | 4.5000%  | 0.0000% | $198000.00         | $112967.76         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $33717960.00       | $24874506.69       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $811.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $8096.00           | $5749.25           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1387309.00        | $1003012.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $663000.00         | $477214.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $8739280.00        | $6526446.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $430.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-25      | 2.5000%  | 0.0000% | $1008.00           | $711.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-25      | 3.5000%  | 0.0000% | $62700.00          | $48387.41          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-25      | 6.5000%  | 0.0000% | $18686040.00       | $14637843.41       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $2309852.00        | $2277648.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $952.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $955.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1120.00           | $1029.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $996.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $91438896.00       | $85266852.36       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $28784000.00       | $29596130.44       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $1024.00           | $780.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $1024.00           | $653.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $1024.00           | $636.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $786.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 4.5000%  | 0.0000% | $63000.00          | $50692.66          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $22725824.00       | $16725574.53       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-06-01      | 4.0000%  | 0.0000% | $2000.00           | $995.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 5.0000%  | 0.0000% | $1001.00           | $856.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $183756.00         | $109959.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $892.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-07-01      | 3.0000%  | 0.0000% | $1000.00           | $103.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $89.57             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-11-01      | 2.5000%  | 0.0000% | $1000.00           | $194.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-12-01      | 4.5000%  | 0.0000% | $1000.00           | $106.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-01-01      | 3.5000%  | 0.0000% | $1000.00           | $129.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 4.5000%  | 0.0000% | $1003.00           | $123.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-05-01      | 2.5000%  | 0.0000% | $368617.00         | $77630.87          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $1567980.00        | $376581.44         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $273.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $499000.00         | $162658.03         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-07-01      | 3.5000%  | 0.0000% | $1000.00           | $226.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $445.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $998000.00         | $507985.23         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $456.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 2.5000%  | 0.0000% | $600008.00         | $274157.33         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $1008.00           | $370.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-02-01      | 2.0000%  | 0.0000% | $791000.00         | $346044.22         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $549.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $853.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $713.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $2643024.00        | $2571827.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1007.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $8428.00           | $8294.07           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $5128193.00        | $2961174.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 7.0000%  | 0.0000% | $1093862.00        | $643924.73         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $688.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 5.0000%  | 0.0000% | $6497000.00        | $71748.22          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-04-01      | 5.5000%  | 0.0000% | $1028.00           | $15.66             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-12-01      | 3.0000%  | 0.0000% | $747000.00         | $117848.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-04-01      | 5.5000%  | 0.0000% | $9999000.00        | $139258.37         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-06-01      | 4.5000%  | 0.0000% | $13138600.00       | $739139.21         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-05-01      | 4.5000%  | 0.0000% | $11342612.00       | $844114.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2026-11-01      | 3.0000%  | 0.0000% | $2040.00           | $7.82              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-04-01      | 3.5000%  | 0.0000% | $1000.00           | $59.36             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-05-01      | 3.0000%  | 0.0000% | $659131.00         | $53638.80          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $119.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-06-01      | 2.5000%  | 0.0000% | $1000.00           | $20.22             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-08-01      | 4.5000%  | 0.0000% | $1000.00           | $17.43             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-06-01      | 5.0000%  | 0.0000% | $1000.00           | $37.84             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-07-01      | 4.0000%  | 0.0000% | $1011000.00        | $29844.38          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-10-01      | 4.5000%  | 0.0000% | $997000.00         | $53004.82          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-07-01      | 4.5000%  | 0.0000% | $1024.00           | $7.60              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-11-01      | 5.0000%  | 0.0000% | $2515799.00        | $29949.21          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-05-01      | 4.5000%  | 0.0000% | $1000.00           | $25.78             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-11-01      | 4.0000%  | 0.0000% | $1008.00           | $185.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-09-01      | 4.0000%  | 0.0000% | $32980280.00       | $3436602.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-11-01      | 4.0000%  | 0.0000% | $596000.00         | $61175.43          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-04-01      | 3.0000%  | 0.0000% | $997973.00         | $104037.63         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $100.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-04-01      | 3.5000%  | 0.0000% | $1459308.00        | $179934.22         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.0000%  | 0.0000% | $237660.00         | $217200.76         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $873.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $1024.00           | $821.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 6.5000%  | 0.0000% | $2773328.00        | $1738215.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 4.5000%  | 0.0000% | $1000.00           | $869.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $829.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $36092600.00       | $31523567.22       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $5585829.00        | $4881102.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $15240512.00       | $14050007.56       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $18181.00          | $16777.36          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $926.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $1001.00           | $1042.63           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1665440.00        | $1640646.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $99301.00          | $99745.62          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $3740712.00        | $3705610.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $1790100.00        | $1765895.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 4.5000%  | 0.0000% | $2913791.00        | $2834684.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $2108001.00        | $2097951.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $2389067.00        | $2444415.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $8809342.00        | $8959579.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $1464177.00        | $1525950.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 6.0000%  | 0.0000% | $8145619.00        | $8462899.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $1443570.00        | $1472161.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 6.0000%  | 0.0000% | $1218985.00        | $1279995.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1025939.00        | $1035940.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $1416359.00        | $1474402.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $1294538.00        | $1344459.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $2061762.00        | $2133789.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1377731.00        | $1400805.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $741.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $5553152.00        | $4170897.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $983.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $8509584.00        | $7772079.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $10322379.00       | $9391877.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $6209000.00        | $4771225.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $906.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 4.0000%  | 0.0000% | $4599136.00        | $3893095.21        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-01-01      | 5.5000%  | 0.0000% | $1000.00           | $825.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $3477350.00        | $3301669.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $3712.00           | $3147.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $915.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $5426296.00        | $5332707.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $2829888.00        | $2865096.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 2.0000%  | 0.0000% | $1024.00           | $812.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $1024.00           | $929.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $13000000.00       | $11810672.99       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 4.5000%  | 0.0000% | $5076910.00        | $4933290.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $108226400.00      | $108277457.25      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $26232046.00       | $23177298.02       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-10-01      | 6.5000%  | 0.0000% | $1000.00           | $316.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 5.5000%  | 0.0000% | $360000.00         | $83564.68          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $355.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 4.0000%  | 0.0000% | $1003.00           | $189.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-04-01      | 2.5000%  | 0.0000% | $1004000.00        | $268853.66         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $436.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 3.5000%  | 0.0000% | $1000.00           | $225.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $6165420.00        | $1439325.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $2605000.00        | $1253191.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 2.5000%  | 0.0000% | $1135000.00        | $390957.74         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 3.5000%  | 0.0000% | $1000.00           | $344.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 4.0000%  | 0.0000% | $12551720.00       | $7222388.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-12-01      | 1.5000%  | 0.0000% | $1000.00           | $410.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 4.5000%  | 0.0000% | $144513.00         | $28571.66          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 4.5000%  | 0.0000% | $1000.00           | $223.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 4.0000%  | 0.0000% | $1000.00           | $432.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 3.5000%  | 0.0000% | $424570.00         | $265292.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $547000.00         | $360657.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 3.0000%  | 0.0000% | $4530000.00        | $2405628.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $7976082.00        | $5040414.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $4790992.00        | $2197790.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 4.0000%  | 0.0000% | $337033.00         | $158255.03         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $488.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $1220370.00        | $756099.65         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $691.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $620.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $565.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $1008.00           | $701.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-11-01      | 3.0000%  | 0.0000% | $1000.00           | $400.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $823.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $683.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $31269536.00       | $21671967.79       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $736.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $8395168.00        | $5122158.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $731.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $13689745.00       | $9141327.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $660.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1024.00           | $769.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $109000.00         | $72521.31          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $10000.00          | $7026.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 4.0000%  | 0.0000% | $51451.00          | $37363.91          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $204999.00         | $142552.07         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $1279000.00        | $1010576.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $661.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $4513623.00        | $3387262.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $691.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $5579336.00        | $4565094.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $5733112.00        | $4094794.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $1002.00           | $755.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $385000.00         | $259497.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $76496384.00       | $62591105.83       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $908.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $1024.00           | $790.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.5000%  | 0.0000% | $1054.00           | $753.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.0000%  | 0.0000% | $1008.00           | $888.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.5000%  | 0.0000% | $1024.00           | $603.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $775.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $13127680.00       | $9068146.18        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $744.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.5000%  | 0.0000% | $530996.00         | $336322.56         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $3581220.00        | $3382010.41        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $738.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.5000%  | 0.0000% | $8430250.00        | $5483516.21        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 5.5000%  | 0.0000% | $1021.00           | $729.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 4.5000%  | 0.0000% | $11067552.00       | $10349477.14       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $967.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 7.0000%  | 0.0000% | $1008.00           | $417.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.0000%  | 0.0000% | $1024.00           | $746.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.0000%  | 0.0000% | $28392280.00       | $24236283.95       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $940.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $657.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 4.5000%  | 0.0000% | $1009.00           | $772.70            | Agency Mortgage-Backed Securities  |

### Security 216: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EH371, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1EH371_3.65_0407
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                   | 2033-09-09      | 4.5000%  | 0.0000% | $25000000.00       | $25152000.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2028-12-04      | 4.7000%  | 0.0000% | $12895000.00       | $13114924.22       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2040-12-11      | 5.3000%  | 0.0000% | $16900000.00       | $16975618.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2027-03-24      | 3.6800%  | 0.0000% | $555000.00         | $556610.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-05-08      | N/A      | 0.0000% | $103200000.00      | $102793392.00      | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2026-09-28      | 0.9400%  | 0.0000% | $25000000.00       | $24655683.33       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2037-08-10      | 4.9500%  | 0.0000% | $2149000.00        | $2128205.20        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2032-05-17      | 4.3700%  | 0.0000% | $30000000.00       | $30079983.33       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2031-06-02      | 4.3300%  | 0.0000% | $20000000.00       | $20125921.11       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2029-06-01      | 3.9300%  | 0.0000% | $20000000.00       | $20089000.00       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2026-04-20      | 4.8750%  | 0.0000% | $2000000.00        | $2044284.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-07-15      | 5.4400%  | 0.0000% | $32131.00          | $32989.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1503288.00        | $1588640.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1358060.00        | $1398071.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-01-20      | 5.2210%  | 0.0000% | $8083904.00        | $8802046.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-08-20      | 6.3060%  | 0.0000% | $2468230.00        | $2224025.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1975562.00        | $1951473.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $741093.00         | $776850.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.1700%  | 0.0000% | $515973.00         | $521496.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.0000%  | 0.0000% | $328336.00         | $336959.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $432274.00         | $442924.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1052998.00        | $1058248.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1288884.00        | $1295125.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $739454.00         | $762001.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1600148.00        | $1687051.70        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2026-04-02      | 3.6400%  | 0.0000% | $1000000.00        | $1008973.61        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2026-05-28      | 3.6700%  | 0.0000% | $1000000.00        | $1003648.89        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2028-11-03      | 3.7300%  | 0.0000% | $20000000.00       | $20167388.89       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2032-02-02      | 4.2700%  | 0.0000% | $30370000.00       | $30341089.45       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-07-27      | 1.6700%  | 0.0000% | $22000000.00       | $17281635.56       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-07-07      | 3.8500%  | 0.0000% | $120763000.00      | $121973481.38      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-03-09      | 3.8000%  | 0.0000% | $24000000.00       | $23900213.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-03-17      | 3.8750%  | 0.0000% | $18113000.00       | $18062047.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-05-01      | N/A      | 0.0000% | $8363000.00        | $8335987.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-10-08      | 0.7500%  | 0.0000% | $506000.00         | $484148.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-04-24      | 2.1250%  | 0.0000% | $400000.00         | $403258.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $2755000.00        | $317095.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-06-15      | 2.5000%  | 0.0000% | $999975.00         | $7752.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-12-15      | 3.0000%  | 0.0000% | $185000.00         | $22952.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 4.5000%  | 0.0000% | $1642320.00        | $124394.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $27160864.00       | $1889484.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 3.0000%  | 0.0000% | $12592304.00       | $759174.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $2969488.00        | $392374.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $221414912.00      | $133743695.09      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $6850000.00        | $4442594.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $47724320.00       | $29210128.17       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $238776.00         | $190201.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $3275000.00        | $2420682.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 4.0000%  | 0.0000% | $1568580.00        | $1211843.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $1777990.00        | $1174695.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $628769.00         | $265178.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 3.5000%  | 0.0000% | $184487.00         | $134469.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $62770.00          | $41538.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $420223.00         | $305636.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 4.0000%  | 0.0000% | $660635.00         | $567545.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 5.5000%  | 0.0000% | $113272.00         | $87189.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1886728.00        | $674987.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $74114.00          | $45481.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-02-20      | 3.0000%  | 0.0000% | $1000.00           | $146.51            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-08-15      | 3.0000%  | 0.0000% | $432787.00         | $39201.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $1000.00           | $531.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 6.5000%  | 0.0000% | $5545544.00        | $1291047.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-02-20      | 7.0000%  | 0.0000% | $1810270.00        | $1498823.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-03-20      | 7.0000%  | 0.0000% | $1175812.00        | $940015.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1796142.00        | $1841464.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 6.5000%  | 0.0000% | $7093.00           | $2850.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.5000%  | 0.0000% | $5659260.00        | $5307785.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.5000%  | 0.0000% | $2554588.00        | $2138767.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $1768724.00        | $751531.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-01-15      | 5.0000%  | 0.0000% | $429847.00         | $434786.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1211398.00        | $1235259.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $2448120.00        | $2489995.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $7062120.00        | $7012578.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1204132.00        | $1245203.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1261068.00        | $1301438.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1022520.00        | $1043128.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $2570592.00        | $2569131.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $824262.00         | $870471.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $2338390.00        | $2323926.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1203756.00        | $1271238.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1385184.00        | $1425443.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 3.0000%  | 0.0000% | $76215.00          | $67692.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 2.0000%  | 0.0000% | $71870.00          | $57024.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $1000.00           | $910.96            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $198669000.00      | $124924609.43      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $849505.00         | $567022.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 1.5000%  | 0.0000% | $349873.00         | $272924.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $121323.00         | $102573.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 3.0000%  | 0.0000% | $1321902.00        | $1259249.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $37617344.00       | $37679475.98       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $6389648.00        | $6480904.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 4.0000%  | 0.0000% | $58841792.00       | $55158491.94       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 3.5000%  | 0.0000% | $8970736.00        | $8838800.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $4053784.00        | $2866902.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1036952.00        | $662361.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1228296.00        | $1266015.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1023.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $3693240.00        | $3870536.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-03-15      | 4.8600%  | 0.0000% | $1625000.00        | $1639287.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $805725.00         | $848451.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $733508.00         | $761733.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1442564.00        | $1484838.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $5377168.00        | $5496704.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-15      | 4.0000%  | 0.0000% | $1000.00           | $118.47            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-15      | 4.5000%  | 0.0000% | $31495.00          | $11407.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-15      | 4.5000%  | 0.0000% | $98882.00          | $28622.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-07-15      | 5.0000%  | 0.0000% | $2000.00           | $245.53            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $13997856.00       | $201583.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-03-15      | 6.0000%  | 0.0000% | $46054271.00       | $170099.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $11713000.00       | $4967750.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-15      | 5.0000%  | 0.0000% | $67141376.00       | $1139561.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-15      | 5.0000%  | 0.0000% | $28406920.00       | $384439.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-01-15      | 4.0000%  | 0.0000% | $158000.00         | $28068.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $8260064.00        | $8512388.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $850896.00         | $886621.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1105848.00        | $1142123.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $4700000.00        | $4919201.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $4196176.00        | $4185499.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $5442480.00        | $5586870.81        | Agency Mortgage-Backed Securities |

### Security 217: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EH4L9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1EH4L9_3.63_0407
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2040-04-20      | 5.0000%  | 0.0000% | $235000.00         | $649.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 5.0000%  | 0.0000% | $410347.00         | $1798.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 5.0000%  | 0.0000% | $40000.00          | $2397.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 5.0000%  | 0.0000% | $783434.00         | $11725.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $118000.00         | $603.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 4.5000%  | 0.0000% | $1545000.00        | $9942.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 5.0000%  | 0.0000% | $489000.00         | $3833.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-10-20      | 5.0000%  | 0.0000% | $100000.00         | $469.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-12-20      | 4.0000%  | 0.0000% | $2000000.00        | $30517.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-02-20      | 4.0000%  | 0.0000% | $500000.00         | $12380.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-03-20      | 5.0000%  | 0.0000% | $530841.00         | $5421.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-04-20      | 5.0000%  | 0.0000% | $120000.00         | $8261.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-04-20      | 4.0000%  | 0.0000% | $1735107.00        | $25342.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-04-20      | 5.0000%  | 0.0000% | $75000.00          | $842.99            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-05-20      | 5.0000%  | 0.0000% | $27000.00          | $291.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-06-20      | 5.0000%  | 0.0000% | $252000.00         | $4525.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-06-20      | 4.5000%  | 0.0000% | $25000.00          | $225.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-07-20      | 6.5000%  | 0.0000% | $46000.00          | $222.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-07-20      | 4.0000%  | 0.0000% | $1433510.00        | $23873.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-08-20      | 5.0000%  | 0.0000% | $71000.00          | $6124.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-09-15      | 6.2500%  | 0.0000% | $8765.00           | $160.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-06-20      | 5.6250%  | 0.0000% | $382978.00         | $4422.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-20      | 4.5000%  | 0.0000% | $45000.00          | $7267.58           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-11-20      | 5.0000%  | 0.0000% | $2112.00           | $23.95             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-12-20      | 5.0000%  | 0.0000% | $6614789.00        | $44793.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-20      | 5.0000%  | 0.0000% | $1751248.00        | $33357.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-02-20      | 4.5000%  | 0.0000% | $113000.00         | $2230.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-02-20      | 5.0000%  | 0.0000% | $100000.00         | $726.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-02-20      | 5.5000%  | 0.0000% | $20000.00          | $494.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-03-20      | 4.0000%  | 0.0000% | $22990.00          | $694.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-03-20      | 4.5000%  | 0.0000% | $267964.00         | $2258.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-20      | 4.5000%  | 0.0000% | $1488999.00        | $1035.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-20      | 5.0000%  | 0.0000% | $4050000.00        | $47878.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $816180.00         | $854463.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $142071.00         | $148656.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $115989.00         | $121729.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 7.0000%  | 0.0000% | $391835.00         | $410287.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 7.0000%  | 0.0000% | $1275913.00        | $1339058.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.5000%  | 0.0000% | $1246611.00        | $1305991.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $409158.00         | $429407.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.5000%  | 0.0000% | $2002013.00        | $2097376.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $5161100.00        | $5281606.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $1961402.00        | $2057485.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $11666457.00       | $12234901.78       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $3506634.00        | $3599409.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.5000%  | 0.0000% | $972770.00         | $1014996.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.0000%  | 0.0000% | $398545.00         | $409089.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 5.5000%  | 0.0000% | $2737183.00        | $2759559.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $114479.00         | $120059.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.0000%  | 0.0000% | $1732190.00        | $1777273.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.5000%  | 0.0000% | $5452242.00        | $5721831.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $411136.00         | $431464.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2057-11-20      | 7.0000%  | 0.0000% | $33988.00          | $35343.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.0000%  | 0.0000% | $542029.00         | $556369.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $625578.00         | $656252.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 4.5000%  | 0.0000% | $131978.00         | $126614.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $1100037.00        | $1154427.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $151828.00         | $159335.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $460548.00         | $483319.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $311165.00         | $326197.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $2440305.00        | $2504868.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $150566.00         | $158010.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 5.5000%  | 0.0000% | $248416.00         | $250695.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 7.0000%  | 0.0000% | $455325.00         | $477859.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $11341814.00       | $11283243.40       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $453437.00         | $466638.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $2176676.00        | $2076278.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $20970528.00       | $21381206.44       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $1393893.00        | $1392125.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $819188.00         | $617506.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1486000.00        | $1401268.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1031220.00        | $99589.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1111828.00        | $582129.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $933236.00         | $385910.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1054707.00        | $836184.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 4.5000%  | 0.0000% | $1533048.00        | $1447429.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $828723.00         | $549981.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $1100000.00        | $690190.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $148766.00         | $88835.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $235604.00         | $246502.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $25000.00          | $13260.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $25000.00          | $11610.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $50000.00          | $26064.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $25000.00          | $15085.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $25000.00          | $11266.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $25000.00          | $10899.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.0000%  | 0.0000% | $25000.00          | $10616.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $25000.00          | $12631.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-20      | 3.0000%  | 0.0000% | $25000.00          | $13547.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $25000.00          | $13705.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $25000.00          | $14297.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.0000%  | 0.0000% | $50000.00          | $24620.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $32428.00          | $20821.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $25000.00          | $12883.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 3.0000%  | 0.0000% | $25000.00          | $9081.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.0000%  | 0.0000% | $25000.00          | $10536.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $25000.00          | $11007.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $25000.00          | $14103.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-20      | 3.0000%  | 0.0000% | $25000.00          | $10802.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $28401.00          | $15934.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 3.0000%  | 0.0000% | $25000.00          | $14242.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $25000.00          | $11463.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $25000.00          | $14150.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $25000.00          | $11598.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.0000%  | 0.0000% | $25000.00          | $17151.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $25000.00          | $13017.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.0000%  | 0.0000% | $25000.00          | $12054.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $25000.00          | $11003.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-08-20      | 3.0000%  | 0.0000% | $25000.00          | $14666.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $25000.00          | $12651.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $75000.00          | $40600.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $25000.00          | $14638.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 3.0000%  | 0.0000% | $25000.00          | $13450.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 4.5000%  | 0.0000% | $197465.00         | $122523.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 3.0000%  | 0.0000% | $120961.00         | $80064.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $25000.00          | $15831.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 3.0000%  | 0.0000% | $25000.00          | $17191.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-10-20      | 4.5000%  | 0.0000% | $1476501.00        | $1313611.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $213936.00         | $223614.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $201471.00         | $211354.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-06-20      | 6.5000%  | 0.0000% | $153108.00         | $159419.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-06-20      | 6.0000%  | 0.0000% | $25926501.00       | $9133410.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1785319.00        | $1862892.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1971552.00        | $2061502.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1850882.00        | $1933302.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $565310.00         | $592874.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $250458.00         | $262632.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $5588176.00        | $5864475.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $781566.00         | $818795.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.5000%  | 0.0000% | $8360929.00        | $8759190.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 7.0000%  | 0.0000% | $1060852.00        | $1113353.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $57470.00          | $58512.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-06-15      | 5.4500%  | 0.0000% | $25000.00          | $10971.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-08-20      | 6.0000%  | 0.0000% | $40000.00          | $34.98             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-09-20      | 6.5000%  | 0.0000% | $32450649.00       | $41458.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-05-15      | 5.7500%  | 0.0000% | $487800.00         | $208555.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $708266.00         | $507695.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $488535.00         | $502098.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $611970.00         | $634506.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $2675192.00        | $2792403.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $1212841.00        | $873605.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $17737537.00       | $13094673.52       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-09-20      | 5.0000%  | 0.0000% | $150684.00         | $148996.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $141786.00         | $147518.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.0000%  | 0.0000% | $593769.00         | $344337.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $197694.00         | $206666.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $215508.00         | $225393.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-01-20      | 6.5000%  | 0.0000% | $1262742.00        | $712828.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.0000%  | 0.0000% | $726996.00         | $459446.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 6.0000%  | 0.0000% | $1183660.00        | $1208665.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $5936740.00        | $3817512.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $17110025.00       | $18099325.70       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $2312896.00        | $1425066.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $2822907.00        | $2932992.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $6541540.00        | $5135775.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $3036741.00        | $2213236.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $927479.00         | $967578.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1112591.00        | $1163328.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $3222326.00        | $2822024.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 3.5000%  | 0.0000% | $912988.00         | $825275.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1856373.00        | $1262372.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $11562410.00       | $9015882.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1564646.00        | $557237.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $2143029.00        | $2233577.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $34585316.00       | $33076458.46       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $741062.00         | $531135.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1322686.00        | $1036072.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $333049.00         | $348273.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 7.0000%  | 0.0000% | $3223573.00        | $3112385.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $1948858.00        | $2038079.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $236752.00         | $247698.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.0000%  | 0.0000% | $3752187.00        | $3844405.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $25000000.00       | $25379620.03       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $13400000.00       | $14002141.16       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 5.5000%  | 0.0000% | $341648.00         | $344454.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $3270543.00        | $3354238.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $731242.00         | $766786.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $705554.00         | $740439.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $567131.00         | $595172.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $426303.00         | $446730.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $559582.00         | $585908.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $386981.00         | $405373.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.0000%  | 0.0000% | $541947.00         | $554400.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.0000%  | 0.0000% | $514427.00         | $527347.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $16218874.00       | $17082021.01       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $1704041.00        | $1817232.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $4132839.00        | $4312505.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $2469003.00        | $2575783.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $9560315.00        | $9974226.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $12727626.00       | $13291345.17       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $2509381.00        | $2678786.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $20809623.00       | $20731909.47       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $20214736.00       | $22104467.67       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $1744001.00        | $1829843.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.0000%  | 0.0000% | $558900.00         | $573194.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $301966.00         | $316685.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $52853.00          | $55443.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $4415394.00        | $4629728.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $23600000.00       | $24463962.24       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $18313956.00       | $18288148.02       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $241040.00         | $252794.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $13686964.00       | $14027224.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $819544.00         | $858113.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $3247850.00        | $3369632.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $19731371.00       | $19681514.17       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $1103596.00        | $1156948.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $157132.00         | $148803.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $1533304.00        | $1607528.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 7.0000%  | 0.0000% | $3087251.00        | $3233195.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $3012154.00        | $3142904.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $1794355.00        | $1873999.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1066280.00        | $1138060.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-10-20      | 6.5000%  | 0.0000% | $5580304.00        | $25400.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-03-20      | 5.0000%  | 0.0000% | $900000.00         | $29331.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-04-20      | 5.0000%  | 0.0000% | $487596.00         | $5907.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-04-20      | 5.0000%  | 0.0000% | $2650000.00        | $3713.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-05-20      | 4.0000%  | 0.0000% | $100000.00         | $7924.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-06-20      | 5.0000%  | 0.0000% | $50000.00          | $2563.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-06-20      | 4.5000%  | 0.0000% | $500000.00         | $2406.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-06-20      | 5.0000%  | 0.0000% | $719000.00         | $12414.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $124864.00         | $28696.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 3.5000%  | 0.0000% | $552800.00         | $11753.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 4.5000%  | 0.0000% | $1110155.00        | $16069.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-09-20      | 3.0000%  | 0.0000% | $607862.00         | $45886.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 4.5000%  | 0.0000% | $1098392.00        | $27362.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $650000.00         | $28372.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 3.0000%  | 0.0000% | $2915000.00        | $196526.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 3.0000%  | 0.0000% | $500000.00         | $6320.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 5.0000%  | 0.0000% | $250000.00         | $18264.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $555000.00         | $17831.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $15000.00          | $6038.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 3.0000%  | 0.0000% | $500000.00         | $26100.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 2.5000%  | 0.0000% | $300000.00         | $25196.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-04-20      | 2.5000%  | 0.0000% | $545244.00         | $46951.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $40000.00          | $20403.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $40817600.00       | $23909323.71       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $471617.00         | $340612.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $1000.00           | $723.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $23360222.00       | $16863765.86       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $2000.00           | $1164.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $18276.00          | $8629.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $3008.00           | $598.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $279705.00         | $34989.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 5.0000%  | 0.0000% | $26978.00          | $13455.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $2936239.00        | $1798236.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $5895.00           | $1476.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 5.0000%  | 0.0000% | $339107.00         | $335908.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $491894.00         | $514395.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 5.0000%  | 0.0000% | $675646.00         | $669676.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $379733.00         | $397394.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 5.0000%  | 0.0000% | $503177.00         | $498516.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $550576.00         | $575750.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $319127.00         | $334068.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.0000%  | 0.0000% | $627641.00         | $640487.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 6.5000%  | 0.0000% | $863722.00         | $744421.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $191849.00         | $200705.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $910616.00         | $703218.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $291370.00         | $305776.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-11-20      | 7.5000%  | 0.0000% | $245229.00         | $255077.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $916697.00         | $902963.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.0000%  | 0.0000% | $702265.00         | $387586.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $142181.00         | $148665.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $381848.00         | $400400.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.0000%  | 0.0000% | $926693.00         | $945767.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $17679323.00       | $18589778.48       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $653492.00         | $682760.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $25414169.00       | $25646914.29       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $17962264.00       | $18174186.87       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $20069136.00       | $19998273.97       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 6.5000%  | 0.0000% | $635467.00         | $505250.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $686344.00         | $718773.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 6.5000%  | 0.0000% | $4579854.00        | $4619192.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $1922012.00        | $2011021.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 7.0000%  | 0.0000% | $719109.00         | $752711.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $237758.00         | $248815.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $1141625.00        | $1197055.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $1803865.00        | $1888816.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 7.0000%  | 0.0000% | $1619772.00        | $1693658.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 5.5000%  | 0.0000% | $210092.00         | $211153.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $574197.00         | $600437.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 5.0000%  | 0.0000% | $256832.00         | $253963.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $309403.00         | $321253.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 6.5000%  | 0.0000% | $306328.00         | $320641.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $22877471.00       | $25011710.66       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $23155131.00       | $24483945.78       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $18437685.00       | $20089049.97       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $19370985.00       | $21191699.30       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $7493597.00        | $4869438.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $16623623.00       | $17194690.74       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $815773.00         | $853950.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.0000%  | 0.0000% | $91207.00          | $93495.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $3707927.00        | $3643213.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $585168.00         | $284473.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $652387.00         | $682979.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $5091116.00        | $5330885.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $1426535.00        | $1493312.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-09-20      | 5.0000%  | 0.0000% | $196883.00         | $195433.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $19591847.00       | $20812092.52       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $17753451.00       | $6796677.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.0000%  | 0.0000% | $7707679.00        | $7892156.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 7.0000%  | 0.0000% | $10900000.00       | $9688546.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $4902865.00        | $5134118.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $7500000.00        | $7757624.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $434821.00         | $455357.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $350449.00         | $366630.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $191012.00         | $195983.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $403395.00         | $277506.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $420939.00         | $441203.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.0000%  | 0.0000% | $524332.00         | $535657.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $286374.00         | $298346.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.0000%  | 0.0000% | $8705422.00        | $8943401.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $15800000.00       | $16463639.05       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 7.0000%  | 0.0000% | $1866632.00        | $1950645.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 7.0000%  | 0.0000% | $241536.00         | $253136.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-01-20      | 5.5000%  | 0.0000% | $110000.00         | $3150.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $832000.00         | $615017.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $26519802.00       | $17701290.52       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2106432.00        | $1902854.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $1988211.00        | $1886695.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 4.5000%  | 0.0000% | $1142400.00        | $1084373.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $8495418.00        | $8646305.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $76657221.00       | $74768355.96       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2441747.00        | $2368256.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $1947690.00        | $1910814.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $30664386.00       | $30178681.43       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $930249.00         | $952368.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1170409.00        | $1147275.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.0000%  | 0.0000% | $893517.00         | $910906.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1215700.00        | $1220222.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $5706560.00        | $5470246.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $1235173.00        | $1240608.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $1387654.00        | $1331824.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $2500000.00        | $2512250.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $2998192.00        | $3022894.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1018489.00        | $1046697.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 4.0000%  | 0.0000% | $862119.00         | $858338.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-01-20      | 6.5000%  | 0.0000% | $3562735.00        | $3115595.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $15546826.00       | $10953652.35       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $1154567.00        | $1100536.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-11-20      | 6.5000%  | 0.0000% | $216137.00         | $225956.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-11-20      | 6.5000%  | 0.0000% | $1462580.00        | $668335.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 7.0000%  | 0.0000% | $162322.00         | $169857.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-09-20      | 7.0000%  | 0.0000% | $2332.00           | $2421.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-09-20      | 4.5000%  | 0.0000% | $1000.00           | $682.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-11-20      | 7.5000%  | 0.0000% | $1581690.00        | $46488.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $15895.00          | $3673.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-05-20      | 7.0000%  | 0.0000% | $229879.00         | $240122.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-01-20      | 7.0000%  | 0.0000% | $6219.00           | $6466.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $135396.00         | $141557.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $672076.00         | $703602.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $1045425.00        | $1097115.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $11292285.00       | $11699567.38       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $25452568.00       | $26198479.79       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-20      | 7.0000%  | 0.0000% | $43285726.00       | $9948146.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $11003916.00       | $6110413.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $34455983.00       | $16622368.78       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-20      | 7.0000%  | 0.0000% | $10866565.00       | $2638643.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-20      | 7.0000%  | 0.0000% | $801048.00         | $834969.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-20      | 7.0000%  | 0.0000% | $17050536.00       | $5228119.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-20      | 7.0000%  | 0.0000% | $9644739.00        | $3161918.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-20      | 7.0000%  | 0.0000% | $1174939.00        | $359888.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-20      | 7.0000%  | 0.0000% | $14303906.00       | $3494283.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-20      | 7.0000%  | 0.0000% | $17719602.00       | $4710143.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $148043.00         | $155031.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $3638242.00        | $2312028.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $2944188.00        | $1600923.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-20      | 7.0000%  | 0.0000% | $3753845.00        | $1353412.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 7.5000%  | 0.0000% | $370022.00         | $383834.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 7.0000%  | 0.0000% | $363486.00         | $378776.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $820077.00         | $640604.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-03-20      | 7.5000%  | 0.0000% | $1446.00           | $1499.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $294840.00         | $309179.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 6.5000%  | 0.0000% | $2579843.00        | $1443927.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $12450432.00       | $3613236.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 6.5000%  | 0.0000% | $4618134.00        | $3573603.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $8092806.00        | $5222095.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-04-20      | 7.0000%  | 0.0000% | $3073.00           | $3204.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 6.5000%  | 0.0000% | $14557171.00       | $10453942.99       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $1633590.00        | $1350860.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-20      | 7.0000%  | 0.0000% | $133388.00         | $104940.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $9918444.00        | $1568493.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 7.0000%  | 0.0000% | $6902659.00        | $4377103.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 6.0000%  | 0.0000% | $8435485.00        | $6362323.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $817617.00         | $854737.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 7.0000%  | 0.0000% | $1221674.00        | $1086078.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 6.5000%  | 0.0000% | $1932426.00        | $951964.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-11-20      | 5.5000%  | 0.0000% | $1481136.00        | $1479974.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.0000%  | 0.0000% | $3426703.00        | $3213623.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1088770.00        | $841907.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $1767262.00        | $1333523.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $1314922.00        | $1058397.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $1538445.00        | $904347.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $3283221.00        | $2989220.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $3522511.00        | $3125701.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 6.5000%  | 0.0000% | $1702902.00        | $1406622.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 6.5000%  | 0.0000% | $257678.00         | $159719.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 6.5000%  | 0.0000% | $240791.00         | $252082.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $747089.00         | $400951.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $313390.00         | $50074.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 6.5000%  | 0.0000% | $1811991.00        | $1921736.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $5262359.00        | $5509463.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $443243.00         | $463839.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $12845486.00       | $11589727.15       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $169886.00         | $54808.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $12064581.00       | $9255478.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.0000%  | 0.0000% | $5538004.00        | $5099497.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $1415110.00        | $1479295.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.0000%  | 0.0000% | $1508795.00        | $699045.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $6284883.00        | $4970236.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $1441999.00        | $1264677.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 7.0000%  | 0.0000% | $99922.00          | $103726.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 7.0000%  | 0.0000% | $154647.00         | $161500.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $210792.00         | $220352.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $9904826.00        | $7645997.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-03-20      | 4.2500%  | 0.0000% | $1000.00           | $191.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-02-20      | 3.0000%  | 0.0000% | $325000.00         | $19772.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-05-20      | 3.5000%  | 0.0000% | $2217504.00        | $9091.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-11-20      | 2.5000%  | 0.0000% | $595410.00         | $23872.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-05-20      | 3.0000%  | 0.0000% | $25730.00          | $1323.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-06-20      | 3.0000%  | 0.0000% | $681000.00         | $14150.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-08-20      | 5.0000%  | 0.0000% | $25000.00          | $2018.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-07-20      | 3.5000%  | 0.0000% | $742500.00         | $15318.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $429084.00         | $17292.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $384832.00         | $403529.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 5.5000%  | 0.0000% | $656822.00         | $661595.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 6.0000%  | 0.0000% | $614764.00         | $630169.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $1559446.00        | $1633631.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 5.5000%  | 0.0000% | $729346.00         | $734989.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $19266841.00       | $20100960.45       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $4565508.00        | $4868999.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 7.0000%  | 0.0000% | $3700000.00        | $3875081.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $6700000.00        | $7010098.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $6000000.00        | $6277075.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $2014000.00        | $2111054.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $202639.00         | $212088.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $1592702.00        | $1633093.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $905018.00         | $927920.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $3500000.00        | $3662705.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $23534538.00       | $24679172.24       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 7.0000%  | 0.0000% | $667337.00         | $699596.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $1147411.00        | $1176259.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $14896952.00       | $16245733.49       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $21778060.00       | $23749460.50       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $12915180.00       | $14066441.12       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $24254146.00       | $25188020.36       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $20499365.00       | $21418403.95       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $19743649.00       | $21533987.99       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $1900000.00        | $1990065.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $19102002.00       | $20270826.34       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 6.5000%  | 0.0000% | $708987.00         | $743206.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 5.0000%  | 0.0000% | $317022.00         | $313296.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $16358990.00       | $16681234.83       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $25112636.00       | $25607313.06       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $24597908.00       | $25082421.18       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $847794.00         | $888251.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $3841486.00        | $4025464.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $178735.00         | $187513.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-06-20      | 5.5000%  | 0.0000% | $45000.00          | $555.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 4.0000%  | 0.0000% | $20285.00          | $806.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 5.0000%  | 0.0000% | $25000.00          | $569.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 4.5000%  | 0.0000% | $510000.00         | $616.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 5.0000%  | 0.0000% | $2496827.00        | $6369.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-06-20      | 5.5000%  | 0.0000% | $13915000.00       | $7264.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-07-20      | 5.5000%  | 0.0000% | $545157.00         | $4021.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-07-20      | 6.5000%  | 0.0000% | $225000.00         | $1306.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 5.5000%  | 0.0000% | $3186950.00        | $4704.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 6.0000%  | 0.0000% | $32180299.00       | $12523.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 6.5000%  | 0.0000% | $6641000.00        | $17730.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-08-20      | 5.0000%  | 0.0000% | $1414471.00        | $8343.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 5.0000%  | 0.0000% | $598000.00         | $9176.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 5.5000%  | 0.0000% | $5781672.00        | $7268.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $38933000.00       | $21961.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.5000%  | 0.0000% | $4735000.00        | $1452.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 7.0000%  | 0.0000% | $2500045.00        | $10276.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $1340000.00        | $3312.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 5.0000%  | 0.0000% | $488000.00         | $2921.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 5.5000%  | 0.0000% | $3000000.00        | $5981.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 5.0000%  | 0.0000% | $386000.00         | $1901.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 5.5000%  | 0.0000% | $3425000.00        | $2175.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 6.0000%  | 0.0000% | $16584000.00       | $29260.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $1000000.00        | $523.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-20      | 5.5000%  | 0.0000% | $125000.00         | $616.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-03-20      | 3.0000%  | 0.0000% | $12000000.00       | $20159.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-20      | 5.0000%  | 0.0000% | $150000.00         | $1230.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-20      | 5.5000%  | 0.0000% | $117000.00         | $392.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-10-20      | 4.5000%  | 0.0000% | $60012.00          | $605.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-10-20      | 5.0000%  | 0.0000% | $3979389.00        | $19826.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-01-20      | 5.0000%  | 0.0000% | $375000.00         | $6352.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $372376.00         | $390627.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $491091.00         | $515165.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $12300000.00       | $12886960.78       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.0000%  | 0.0000% | $5187972.00        | $5322910.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $320146.00         | $328616.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $700234.00         | $718760.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $17430857.00       | $18707560.65       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $736710.00         | $772512.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $1490716.00        | $1563023.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $299115.00         | $306898.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 5.5000%  | 0.0000% | $414259.00         | $417382.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 5.5000%  | 0.0000% | $1808331.00        | $1822953.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 5.5000%  | 0.0000% | $290966.00         | $293319.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $4503852.00        | $4617993.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $309711.00         | $324684.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $20607264.00       | $21907994.74       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 5.0000%  | 0.0000% | $175001.00         | $174183.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $204561.00         | $214597.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 5.5000%  | 0.0000% | $822864.00         | $829231.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $117527.00         | $123250.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $894422.00         | $934682.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $19583025.00       | $19693516.02       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $472110.00         | $484379.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $971721.00         | $1018924.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $20194512.00       | $20505073.23       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $3224877.00        | $3380775.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $5008668.00        | $5254206.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $10724028.00       | $11201008.20       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $1186530.00        | $1239203.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2002785.00        | $2091021.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $1354157.00        | $1415943.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $8366504.00        | $8748242.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-11-20      | 5.5000%  | 0.0000% | $226267.00         | $228204.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 5.5000%  | 0.0000% | $1404353.00        | $1417238.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $585900.00         | $614870.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $286161.00         | $300323.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $2525740.00        | $2647665.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $4400608.00        | $4604971.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 7.0000%  | 0.0000% | $1651441.00        | $1731099.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $1671071.00        | $1752360.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 7.0000%  | 0.0000% | $5091490.00        | $5352410.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 7.0000%  | 0.0000% | $2641393.00        | $2776619.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $2685659.00        | $2671007.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $163141.00         | $170742.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $191482.00         | $196464.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $4316048.00        | $4035914.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 6.0000%  | 0.0000% | $1958510.00        | $1544408.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 5.0000%  | 0.0000% | $362266.00         | $358947.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 4.5000%  | 0.0000% | $624921.00         | $597211.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 3.5000%  | 0.0000% | $865274.00         | $781817.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $5480351.00        | $4346795.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $4923589.00        | $4480610.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 7.0000%  | 0.0000% | $61592.00          | $64383.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $521075.00         | $544784.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $126717.00         | $132513.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $21390116.00       | $20961234.57       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 6.0000%  | 0.0000% | $1620607.00        | $1537140.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $16077850.00       | $16290008.43       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1932496.00        | $1634632.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $24804097.00       | $25891397.18       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.0000%  | 0.0000% | $873286.00         | $889952.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1401937.00        | $1248823.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $3413233.00        | $2711762.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $2091184.00        | $1371948.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $288845.00         | $301776.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $138616.00         | $144886.54         | Agency Mortgage-Backed Securities |

### Security 218: Citigroup Global Markets, Inc.

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank           | 2028-11-16      | 3.2500%  | 0.0000% | $35000.00          | $34893.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank           | 2028-03-10      | 4.5000%  | 0.0000% | $10000.00          | $10138.96          | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank           | 2028-07-14      | 3.8600%  | 0.0000% | $1345000.00        | $1358791.33        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank         | 2028-03-27      | 3.8750%  | 0.0000% | $18000.00          | $17994.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2028-05-23      | 3.8500%  | 0.0000% | $931000.00         | $936328.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2029-02-12      | 3.9500%  | 0.0000% | $117702000.00      | $117696866.93      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2029-02-20      | 3.9000%  | 0.0000% | $84251000.00       | $83949100.58       | Agency Mortgage-Backed Securities |

### Security 219: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.530000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EJQ15, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1EJQ15_3.53_0407
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2027-01-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 6.2160%  | 0.0000% | $1533122.00        | $1413204.56        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-01-01      | 6.2520%  | 0.0000% | $4233369.00        | $4360970.81        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 6.1820%  | 0.0000% | $62549.00          | $64536.13          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 6.2140%  | 0.0000% | $6830647.00        | $7042063.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-05-01      | 6.2990%  | 0.0000% | $118289.00         | $156.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-05-01      | 6.2970%  | 0.0000% | $7773.00           | $11.10             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-12-01      | 6.1590%  | 0.0000% | $18186.00          | $49.82             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-03-01      | 6.3050%  | 0.0000% | $38022.00          | $19.67             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-12-01      | 6.3340%  | 0.0000% | $5723.00           | $66.70             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 6.2750%  | 0.0000% | $1371.00           | $39.90             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-03-01      | 6.3650%  | 0.0000% | $7040.00           | $94.56             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 7.1800%  | 0.0000% | $500000.00         | $11459.90          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-05-01      | 6.2450%  | 0.0000% | $1383823.00        | $5690.36           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-04-01      | 6.5000%  | 0.0000% | $2100000.00        | $7648.13           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 5.6770%  | 0.0000% | $71186.00          | $655.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 6.4600%  | 0.0000% | $4449307.00        | $4638206.29        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-02-01      | 6.5080%  | 0.0000% | $519291.00         | $1948.23           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-11-01      | 4.0000%  | 0.0000% | $3793556.00        | $393293.12         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-06-01      | 5.5000%  | 0.0000% | $5145218.00        | $118855.60         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-05-01      | 3.0000%  | 0.0000% | $784806.00         | $63197.41          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 4.0000%  | 0.0000% | $1227244.00        | $558692.10         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-03-01      | 4.0000%  | 0.0000% | $1008.00           | $235.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-10-01      | 2.5000%  | 0.0000% | $578976.00         | $80743.80          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-08-01      | 3.5000%  | 0.0000% | $10000000.00       | $731376.39         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-04-01      | 3.5000%  | 0.0000% | $7895570.00        | $795787.47         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-08-01      | 3.0000%  | 0.0000% | $1000.00           | $149.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.0000%  | 0.0000% | $1008000.00        | $319010.36         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-08-01      | 3.5000%  | 0.0000% | $55000.00          | $11355.85          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-10-01      | 2.0000%  | 0.0000% | $198000.00         | $78057.23          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 3.0000%  | 0.0000% | $494907.00         | $291817.89         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $1028.00           | $736.61            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $50781120.00       | $36126252.32       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $19200.00          | $10617.71          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $9721360.00        | $334187.32         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-02-20      | 5.0000%  | 0.0000% | $1344316.00        | $66683.06          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-15      | 7.0000%  | 0.0000% | $9028736.00        | $9193654.99        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-15      | 7.0000%  | 0.0000% | $1008.00           | $932.08            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $3501372.00        | $2663017.18        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $2250428.00        | $2382937.75        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $232532.00         | $243118.30         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $1232656.00        | $1041773.81        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $436866.00         | $468048.90         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $505041.00         | $537923.04         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $240478.00         | $254184.26         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $259161.00         | $273453.07         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $638744.00         | $681269.36         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $463994.00         | $494556.61         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $471233.00         | $497184.89         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $328237.00         | $344334.47         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $105111552.00      | $95363791.56       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $8661990.00        | $8396820.72        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1032.46           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 6.1520%  | 0.0000% | $908723.00         | $738435.64         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-03-20      | 5.5000%  | 0.0000% | $591584.00         | $61379.48          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-05-20      | 5.0000%  | 0.0000% | $252242.00         | $21414.62          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-02-20      | 5.5000%  | 0.0000% | $1306112.00        | $159171.80         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-08-20      | 5.5000%  | 0.0000% | $190000.00         | $23128.03          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-01-20      | 4.0000%  | 0.0000% | $43754.00          | $6430.33           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-03-20      | 6.5000%  | 0.0000% | $184000.00         | $30972.31          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-08-20      | 4.5000%  | 0.0000% | $70073.00          | $9545.16           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 2.0000%  | 0.0000% | $629866.00         | $393376.86         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-05-20      | 5.5000%  | 0.0000% | $28000.00          | $11421.35          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $4389728.00        | $2571327.75        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $306043.00         | $184862.53         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $4578432.00        | $3265296.02        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 5.5000%  | 0.0000% | $246000.00         | $154254.40         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 6.0000%  | 0.0000% | $30000.00          | $14249.22          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 4.5000%  | 0.0000% | $11002.00          | $10140.30          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $18519510.00       | $6205299.55        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $1638000.00        | $1074337.53        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $638.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.0000%  | 0.0000% | $3261236.00        | $2881180.55        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 4.5000%  | 0.0000% | $21108.00          | $19208.40          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $830.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $2274000.00        | $1632485.34        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-03-01      | 3.0500%  | 0.0000% | $1032.00           | $960.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 3.5000%  | 0.0000% | $148191.00         | $23489.45          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.5000%  | 0.0000% | $43265273.00       | $18178575.04       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 5.0000%  | 0.0000% | $15133.00          | $8177.12           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.5000%  | 0.0000% | $98999.00          | $49763.73          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.5000%  | 0.0000% | $22000.00          | $14042.36          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.5000%  | 0.0000% | $2850241.00        | $1693703.80        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 2.5000%  | 0.0000% | $61000.00          | $36644.82          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.0000%  | 0.0000% | $149262.00         | $79824.79          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $608.24            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $3501518.00        | $2201280.64        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $556.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.0000%  | 0.0000% | $1015000.00        | $646091.38         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $1554334.00        | $815339.80         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 6.0000%  | 0.0000% | $450000.00         | $274276.57         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1461248.00        | $1133341.73        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1056.32           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.05           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 7.0000%  | 0.0000% | $1000.00           | $1053.42           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $212134.00         | $203640.62         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.0000%  | 0.0000% | $6211590.00        | $5113776.02        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $1167896.00        | $1062523.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $925.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $173204.00         | $175418.44         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $114859.00         | $113773.46         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 3.0000%  | 0.0000% | $66219150.00       | $20524211.73       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $22438843.00       | $8885131.58        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.5000%  | 0.0000% | $105536.00         | $48263.55          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 3.0000%  | 0.0000% | $100000.00         | $52689.13          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 4.0000%  | 0.0000% | $95000.00          | $63154.86          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $2250000.00        | $1680789.04        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $35217.00          | $22314.13          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $1710886.00        | $1190935.14        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $10000.00          | $7255.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.0000%  | 0.0000% | $3692920.00        | $2565041.16        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $1525102.00        | $1171587.70        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-07-01      | 4.0000%  | 0.0000% | $52000.00          | $33850.81          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-03-01      | 2.0000%  | 0.0000% | $492373.00         | $220527.20         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-11-01      | 2.0000%  | 0.0000% | $8798072.00        | $4666452.42        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.5000%  | 0.0000% | $41730480.00       | $29280438.99       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-09-01      | 3.7300%  | 0.0000% | $21629670.00       | $21204199.97       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-09-01      | 3.8800%  | 0.0000% | $1890833.00        | $1703963.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-08-01      | 3.6500%  | 0.0000% | $1093.00           | $1082.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-01-01      | 4.9450%  | 0.0000% | $6520537.00        | $69604.03          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-06-01      | 4.5000%  | 0.0000% | $316000.00         | $16685.33          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 5.0000%  | 0.0000% | $129001.00         | $7790.73           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-12-01      | 3.0000%  | 0.0000% | $197994.00         | $32620.47          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-03-01      | 6.1060%  | 0.0000% | $21868.00          | $635.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-05-01      | 6.0000%  | 0.0000% | $7855976.00        | $812208.65         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-11-01      | 5.0000%  | 0.0000% | $7000000.00        | $858856.51         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-03-01      | 4.0000%  | 0.0000% | $1900000.00        | $155509.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-01-01      | 3.8800%  | 0.0000% | $3678816.00        | $2773316.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-10-01      | 3.5000%  | 0.0000% | $2019.00           | $287.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-12-01      | 4.5000%  | 0.0000% | $481298.00         | $67424.40          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $6481000.00        | $1554751.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-04-01      | 3.5000%  | 0.0000% | $433185.00         | $58189.06          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $2195906.00        | $480709.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-07-01      | 3.0000%  | 0.0000% | $242775.00         | $11155.49          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-09-01      | 4.0000%  | 0.0000% | $2347804.00        | $366509.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-03-01      | 5.7840%  | 0.0000% | $2967658.00        | $24936.31          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-07-01      | 5.1140%  | 0.0000% | $7962.00           | $36.49             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-08-01      | 5.5650%  | 0.0000% | $2087008.00        | $7661.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 6.3480%  | 0.0000% | $3565000.00        | $21367.50          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $77738.00          | $61192.43          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 7.5000%  | 0.0000% | $311850.00         | $333883.34         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 7.5000%  | 0.0000% | $7035.00           | $7570.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $132405.00         | $112498.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $1031358.00        | $1064682.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $7000.00           | $6709.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $1044495.00        | $996123.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $300308.00         | $306039.12         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1568451.00        | $1489354.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $888.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $1970708.00        | $1661515.79        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-03-15      | 3.5000%  | 0.0000% | $1000.00           | $125.40            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-08-15      | 3.5000%  | 0.0000% | $1000.00           | $65.45             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-06-20      | 4.0000%  | 0.0000% | $169000.00         | $9701.53           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-01-20      | 3.5000%  | 0.0000% | $977945.00         | $65261.72          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $85000.00          | $12087.11          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $1346.00           | $865.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $1070000.00        | $740896.80         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $140000.00         | $94839.18          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $44002.00          | $31107.88          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $691.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $1008.00           | $803.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $704.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $115895000.00      | $81947714.76       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 4.5000%  | 0.0000% | $30000.00          | $23158.21          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $1442990.00        | $1126454.21        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $9886839.00        | $7816874.27        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $1001.00           | $744.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $124000.00         | $93136.32          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-02-01      | 3.5000%  | 0.0000% | $5457928.00        | $4126706.02        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 1.5000%  | 0.0000% | $114000.00         | $73367.32          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $790.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.5000%  | 0.0000% | $19340000.00       | $15471686.56       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $1910188.00        | $1603471.38        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $4688884.00        | $4185665.64        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 4.5000%  | 0.0000% | $25009600.00       | $21648821.52       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $8388.00           | $7633.19           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.0000%  | 0.0000% | $2388327.00        | $2036982.12        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $9569156.00        | $7944175.72        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $1008.00           | $882.90            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $719670.00         | $624946.33         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 3.0000%  | 0.0000% | $28220.00          | $6769.55           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.5000%  | 0.0000% | $1445676.00        | $497397.11         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 3.0000%  | 0.0000% | $356619.00         | $110967.00         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $1500000.00        | $913631.21         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $432.88            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1045.00           | $965.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $548.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 3.0000%  | 0.0000% | $6261176.00        | $2805853.05        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.0000%  | 0.0000% | $170708.00         | $99798.13          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $589.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $87161.00          | $52089.78          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.0000%  | 0.0000% | $17000.00          | $10492.85          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $172982.00         | $105892.77         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 4.0000%  | 0.0000% | $19999.00          | $13870.62          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $3000.00           | $2253.43           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.0000%  | 0.0000% | $87048.00          | $61633.22          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $143105.00         | $109303.36         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 3.5000%  | 0.0000% | $34000.00          | $25573.36          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-10-01      | 6.5000%  | 0.0000% | $1422990.00        | $22819.26          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-09-01      | 6.6750%  | 0.0000% | $900000.00         | $5367.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-02-01      | 5.5000%  | 0.0000% | $693970.00         | $8413.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-10-01      | 6.5000%  | 0.0000% | $2524850.00        | $21333.11          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-06-01      | 4.5000%  | 0.0000% | $15968000.00       | $780368.56         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-05-01      | 4.0000%  | 0.0000% | $715000.00         | $76074.54          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $2455000.00        | $1494596.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $1472000.00        | $614444.34         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 1.5000%  | 0.0000% | $172253.00         | $92369.80          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $6368648.00        | $3380417.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $32401021.00       | $18687427.19       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $6587000.00        | $4137457.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-04-01      | 2.5000%  | 0.0000% | $15921.00          | $10231.35          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 2.0000%  | 0.0000% | $193000.00         | $126165.22         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-06-01      | 3.0000%  | 0.0000% | $15052.00          | $10368.94          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 6.5000%  | 0.0000% | $734025.00         | $416446.41         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $1000000.00        | $476304.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $19776385.00       | $8836951.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1116000.00        | $884864.20         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $7499000.00        | $4861959.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $1575750.00        | $942924.12         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $8216.00           | $6449.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-01-01      | 5.5000%  | 0.0000% | $1364000.00        | $986498.75         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 4.5000%  | 0.0000% | $37915.00          | $34438.21          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1832.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $1000000.00        | $985678.25         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-12-01      | 6.2770%  | 0.0000% | $19548171.00       | $248966.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-05-01      | 5.0000%  | 0.0000% | $2815700.00        | $117950.74         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $1120.00           | $1112.28           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $4826904.00        | $2130391.95        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $841.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $1388652.00        | $804181.42         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $963.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $158343.00         | $149529.07         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1001.00           | $862.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $106365.00         | $98809.33          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $377161.00         | $380505.55         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $4124685.00        | $4016005.93        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $5070464.00        | $4816268.83        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $1004.00           | $716.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $983.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $20272972.00       | $19751290.29       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1056.58           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $10093243.00       | $9354259.60        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $2848000.00        | $2600477.44        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.20           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $2718409.00        | $2462392.64        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $961.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 3.0000%  | 0.0000% | $297000.00         | $239034.29         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $40000.00          | $30908.84          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $808.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $110365224.00      | $91964355.25       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $37476739.00       | $36210570.74       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 4.0000%  | 0.0000% | $26360.00          | $24700.99          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $733.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $30435232.00       | $23947558.28       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $37524816.00       | $33853855.29       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.0000%  | 0.0000% | $564637.00         | $518977.86         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $1040.00           | $1019.91           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $48208858.00       | $48290996.00       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1040.99           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $2048.00           | $2082.93           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $996.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $3234868.00        | $3206658.88        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $545995.00         | $534381.10         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $1153.00           | $1135.54           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-06-01      | 4.5000%  | 0.0000% | $65000.00          | $53846.60          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $6802660.00        | $6731395.97        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $3607128.00        | $3583716.27        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $2823511.00        | $2783750.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $962.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $2369090.00        | $2352973.94        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $4864056.00        | $4818103.64        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1011.66           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-06-15      | 4.7500%  | 0.0000% | $20800576.00       | $397139.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $991.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $443269.00         | $449727.19         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 7.5000%  | 0.0000% | $1603672.00        | $1733884.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $41725858.00       | $40273357.97       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $32126.00          | $33884.75          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 7.0000%  | 0.0000% | $2379472.00        | $2510682.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $5410.00           | $5499.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1190990.00        | $593801.82         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1084842.00        | $1074529.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-10-01      | 4.0000%  | 0.0000% | $298987.00         | $38175.69          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-10-01      | 3.0000%  | 0.0000% | $43000.00          | $7097.94           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-06-01      | 5.0000%  | 0.0000% | $1070024.00        | $256100.47         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-06-01      | 3.4000%  | 0.0000% | $3000000.00        | $2791150.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-06-01      | 3.3700%  | 0.0000% | $1877.00           | $1749.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-09-01      | 6.5000%  | 0.0000% | $1001.00           | $201.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-06-01      | 6.3960%  | 0.0000% | $8576736.00        | $2378374.43        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-03-01      | 6.3340%  | 0.0000% | $8702138.00        | $2100346.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-07-01      | 6.4030%  | 0.0000% | $7651862.00        | $1770499.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $6000000.00        | $1661131.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-05-01      | 6.3070%  | 0.0000% | $14913008.00       | $1675083.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 4.3570%  | 0.0000% | $25423750.00       | $24906104.16       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $105000.00         | $15000.19          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $174000.00         | $58439.65          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $1201468.00        | $499980.87         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $699000.00         | $291350.85         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 2.4500%  | 0.0000% | $1111.00           | $780.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-11-01      | 4.9400%  | 0.0000% | $8582310.00        | $8801653.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-11-01      | 4.7100%  | 0.0000% | $33801.00          | $34298.38          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-03-01      | 5.0700%  | 0.0000% | $50000.00          | $49853.89          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-12-01      | 4.8600%  | 0.0000% | $13587.00          | $13334.14          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-01-01      | 4.6900%  | 0.0000% | $7049.00           | $6847.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $250000.00         | $160556.90         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $8505700.00        | $5221405.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $45889391.00       | $30101901.14       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 4.5000%  | 0.0000% | $784624.00         | $727270.68         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $25665.00          | $19279.13          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 6.0000%  | 0.0000% | $1023194.00        | $760647.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $382704.00         | $358691.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 7.0000%  | 0.0000% | $1318632.00        | $1411975.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-01-01      | 4.7600%  | 0.0000% | $3676.00           | $3615.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-06-01      | 5.1300%  | 0.0000% | $4914.00           | $5075.06           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 4.7450%  | 0.0000% | $2010000.00        | $2032204.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-12-01      | 4.3000%  | 0.0000% | $97976342.00       | $97241748.01       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 4.0000%  | 0.0000% | $995722.00         | $262307.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 3.5000%  | 0.0000% | $1000.00           | $471.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $2000000.00        | $1201272.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $16610848.00       | $10943806.11       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $318418.00         | $194991.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $9000.00           | $6237.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $27498880.00       | $19400859.03       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1376.43           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1391.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $25183280.00       | $17686894.56       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1376.58           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $975000.00         | $687356.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1629.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1133.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $55000.00          | $39679.52          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $9805108.00        | $6279483.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 6.5000%  | 0.0000% | $10906204.00       | $11389176.77       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $4710409.00        | $4808311.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $10202496.00       | $8714937.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $913996.00         | $868325.90         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 4.5000%  | 0.0000% | $4094000.00        | $3662159.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $21808713.00       | $19553488.56       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $23730.00          | $18485.04          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-25      | 2.5000%  | 0.0000% | $17868.00          | $14803.29          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $42844992.00       | $41024060.34       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $1012.00           | $967.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $27388034.00       | $27804606.95       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $10973776.00       | $11228027.42       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-11-01      | 7.5000%  | 0.0000% | $1498000.00        | $607948.44         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $750000.00         | $458775.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-03-01      | 3.5000%  | 0.0000% | $465913.00         | $250477.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 2.5000%  | 0.0000% | $8310916.00        | $4744997.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $260000.00         | $161436.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $1363020.00        | $930101.87         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $109000.00         | $75244.91          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1368.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 3.5000%  | 0.0000% | $664005.00         | $405675.21         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $70000.00          | $44617.40          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $96600.00          | $74122.30          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $12124000.00       | $9348230.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 4.5000%  | 0.0000% | $2498000.00        | $1821467.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 2.5000%  | 0.0000% | $1000.00           | $701.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 4.0000%  | 0.0000% | $8000.00           | $5572.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $10118624.00       | $7891978.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $1082.00           | $751.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 4.5000%  | 0.0000% | $1231000.00        | $1003326.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $12899194.00       | $11336716.25       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $23865472.00       | $19936410.33       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-25      | 2.5000%  | 0.0000% | $2044377.00        | $1531621.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $4695712.00        | $3943630.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $29341500.00       | $24500786.22       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $752184.00         | $681693.60         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $7981824.00        | $7865504.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $8173500.00        | $6399671.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $10624.00          | $10781.53          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-06-01      | 5.5000%  | 0.0000% | $28762120.00       | $783296.59         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 3.0000%  | 0.0000% | $873038.00         | $833258.90         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 7.0000%  | 0.0000% | $234063.00         | $246483.63         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-11-20      | 5.1250%  | 0.0000% | $7994.00           | $282.71            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-10-20      | 5.1250%  | 0.0000% | $3024.00           | $47.29             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-08-20      | 5.3750%  | 0.0000% | $984998.00         | $24151.09          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2029-08-15      | 7.0000%  | 0.0000% | $219925.00         | $11300.10          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-10-29      | N/A      | 0.0000% | $500.00            | $489.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-06-04      | N/A      | 0.0000% | $141600.00         | $140676.48         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2027-01-15      | 2.3750%  | 0.0000% | $600.00            | $989.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-08-15      | 3.6250%  | 0.0000% | $20282600.00       | $17385475.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-11-15      | 4.6250%  | 0.0000% | $200.00            | $196.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-08-15      | 1.5000%  | 0.0000% | $100.00            | $99.32             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-08-31      | 1.3750%  | 0.0000% | $200.00            | $198.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-07-15      | 1.3750%  | 0.0000% | $681900.00         | $714960.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-11-15      | 4.5000%  | 0.0000% | $1357600.00        | $1406278.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-11-15      | 4.6250%  | 0.0000% | $3873900.00        | $3960352.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-04-30      | 3.7500%  | 0.0000% | $146421000.00      | $148642538.21      | U.S. Treasuries (including strips) |

### Security 220: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1ELAO7, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1ELAO7_3.68_0407
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2055-11-15      | N/A      | 0.0000% | $14926049.28       | $3470545.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $4158000.00        | $4062033.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-02-15      | N/A      | 0.0000% | $103900.00         | $93221.05          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $83000.00          | $42396.81          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2027-08-15      | 6.3750%  | 0.0000% | $24184600.00       | $25181697.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-11-15      | 3.7500%  | 0.0000% | $72756400.00       | $63999977.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-02-15      | 2.7500%  | 0.0000% | $9440500.00        | $9284453.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-30      | 1.2500%  | 0.0000% | $80945500.00       | $77182269.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $290713.60         | $284022.83         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-08-15      | N/A      | 0.0000% | $36088627.20       | $9410831.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $79721981.05       | $39403545.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $39545280.00       | $17053783.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $22910156.80       | $5531222.07        | U.S. Treasuries (including strips) |

### Security 221: Natixis SA

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note                    | 2028-03-31      | 1.2500%  | 0.0000% | $100.00            | $95.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-07-15      | 0.6250%  | 0.0000% | $36818000.00       | $38890312.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-09-30      | 4.1250%  | 0.0000% | $100.00            | $100.38            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-04-30      | 3.5000%  | 0.0000% | $10083200.00       | $10159937.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-02-28      | 4.2500%  | 0.0000% | $10448000.00       | $10595088.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-03-31      | 4.1250%  | 0.0000% | $10500.00          | $10576.75          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-08-31      | 3.7500%  | 0.0000% | $100.00            | $100.31            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-08-15      | 4.2500%  | 0.0000% | $400.00            | $399.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-11-15      | 4.0000%  | 0.0000% | $1200.00           | $1186.51           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-12-15      | 3.5000%  | 0.0000% | $781700.00         | $782522.59         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-12-31      | 3.6250%  | 0.0000% | $100.00            | $99.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-01-31      | 3.7500%  | 0.0000% | $1100.00           | $1095.73           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-02-15      | 3.5000%  | 0.0000% | $10827700.00       | $10768842.18       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2038-01-01      | 2.9200%  | 0.0000% | $14911024.00       | $12300227.95       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $837.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-07-01      | 3.6800%  | 0.0000% | $3327724.00        | $3281467.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-04-01      | 3.4900%  | 0.0000% | $14280000.00       | $13309136.07       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-05-01      | 3.5100%  | 0.0000% | $11981269.00       | $11382265.45       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-05-01      | 3.3500%  | 0.0000% | $9808223.00        | $9111561.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-05-01      | 3.3400%  | 0.0000% | $9334385.00        | $8425426.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-07-01      | 4.8600%  | 0.0000% | $1000.00           | $1022.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $881.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $8424810.00        | $8076886.80        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-05-21      | N/A      | 0.0000% | $1500.00           | $1492.30           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-05-05      | N/A      | 0.0000% | $10606800.00       | $10569358.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-08-20      | N/A      | 0.0000% | $1500.00           | $1478.64           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-11-15      | 3.1250%  | 0.0000% | $17600000.00       | $14579370.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $81.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-02-15      | 1.0000%  | 0.0000% | $300.00            | $275.21            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $73.58             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-02-15      | 1.5000%  | 0.0000% | $1245000.00        | $1048273.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-11-15      | 4.7500%  | 0.0000% | $5653200.00        | $5598699.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-02-15      | 2.1250%  | 0.0000% | $33762500.00       | $31654674.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $91.09             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $99.18             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-08-15      | 4.8750%  | 0.0000% | $100.00            | $100.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-11-15      | 3.1250%  | 0.0000% | $4112800.00        | $4085492.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-07-15      | 0.7500%  | 0.0000% | $100.00            | $129.34            | U.S. Treasuries (including strips) |

### Security 222: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1ERDR4, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1ERDR4_3.69_0504
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                | 2027-03-12      | 1.6250%  | 0.0000% | $335000.00         | $328364.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2027-02-10      | 0.8300%  | 0.0000% | $10000.00          | $9760.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2027-04-09      | 4.7500%  | 0.0000% | $60000.00          | $61914.33          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-10-25      | 4.0500%  | 0.0000% | $76368000.00       | $77250962.57       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-09-07      | 3.8000%  | 0.0000% | $536000.00         | $538825.61         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-02-22      | 3.7500%  | 0.0000% | $11000.00          | $11033.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-10-06      | 3.7700%  | 0.0000% | $590000.00         | $595850.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-11-05      | 3.8900%  | 0.0000% | $23003000.00       | $23203432.81       | Agency Mortgage-Backed Securities |

### Security 223: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.600000%
- **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: ARP1ERDT0, C.3 - LEI: 549300HXQQQC, C.5 - Other ID: ARP1ERDT0_3.60_0407
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $46546734.00       | $8621243.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $2345848.00        | $1802827.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $5570195.00        | $4763088.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $20438957.00       | $15635938.49       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.0000%  | 0.0000% | $8092220.00        | $6688667.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.0000%  | 0.0000% | $2249829.00        | $2019528.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $700000.00         | $663100.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $1694417.00        | $1370792.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $3983338.00        | $2789283.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 4.5000%  | 0.0000% | $9426702.00        | $7394601.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $10940044.00       | $9247283.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $7961621.00        | $7327467.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $8918756.00        | $6293872.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $266243920.00      | $19312923.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $523443229.00      | $57802311.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $79481694.00       | $9327956.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $26701636.00       | $2307857.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $9056832.00        | $5760482.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $421135.00         | $411348.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $1225327.00        | $1168089.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $1120300.00        | $1135153.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $500485159.00      | $73413211.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $35557722.00       | $6434888.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $71480473.00       | $7681293.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $55427599.00       | $10098308.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.0000%  | 0.0000% | $32795619.00       | $8633953.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $100557111.00      | $57914491.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $8517103.00        | $6161685.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $57346000.00       | $25706341.48       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $14704933.00       | $14532880.76       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $4289504.00        | $3947362.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $16035732.00       | $15769016.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $232041.00         | $173081.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $50868288.00       | $41558161.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $1045250.00        | $1063470.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $1011070.00        | $1031089.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $4366813.00        | $4062123.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $15651721.00       | $15846451.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $3301606.00        | $3016111.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 7.0000%  | 0.0000% | $2583436.00        | $1860221.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $5159037.00        | $4958762.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $39589699.00       | $39293271.29       | Agency Mortgage-Backed Securities |

### Security 224: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EUKV0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1EUKV0_3.69_0804
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Farm Credit Bank         | 2028-09-22      | 3.5000%  | 0.0000% | $39000.00          | $38633.82          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank         | 2029-02-05      | 3.8050%  | 0.0000% | $99431000.00       | $99999331.09       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2028-11-03      | 3.8550%  | 0.0000% | $1949000.00        | $1960710.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2028-07-07      | 3.8500%  | 0.0000% | $2000.00           | $2020.05           | Agency Mortgage-Backed Securities |

### Security 225: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EWNM3, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1EWNM3_3.68_0407
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $200.00            | $131.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $900.00            | $348.63            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $52605900.00       | $16958195.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $100.00            | $50.30             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-08-15      | 2.8750%  | 0.0000% | $100.00            | $98.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-12-31      | 3.8750%  | 0.0000% | $418796200.00      | $415991931.44      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-08-15      | N/A      | 0.0000% | $6125446.06        | $4483507.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $244573718.10      | $174565714.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $67.31             | $34.30             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $52.16             | $24.26             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $0.09              | $0.04              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $72.24             | $26.55             | U.S. Treasuries (including strips) |

### Security 226: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.510000%
- **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: ARP1EZN61, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1EZN61_3.51_0209
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2027-02-09
- **C.12 - Maturity Date (WAL):** 2027-02-09
- **C.13 - Final Legal Maturity Date:** 2027-02-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                | 2028-02-15      | 3.9600%  | 0.0000% | $47660000.00       | $47996204.23       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2028-02-11      | 3.8000%  | 0.0000% | $54880000.00       | $54931520.12       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-10-25      | 4.0500%  | 0.0000% | $1000.00           | $1011.56           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-11-12      | 3.8800%  | 0.0000% | $71226000.00       | $71683369.86       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-11-03      | 3.7550%  | 0.0000% | $27000.00          | $27180.44          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-02-17      | 3.7200%  | 0.0000% | $22330000.00       | $22431874.42       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-02-16      | 3.5000%  | 0.0000% | $5554000.00        | $5522360.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-10-06      | 3.7700%  | 0.0000% | $2000.00           | $2019.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-11-05      | 3.8900%  | 0.0000% | $1394000.00        | $1406146.39        | Agency Mortgage-Backed Securities |

### Security 227: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1F0YO6, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1F0YO6_3.65_0407
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $1675400.00        | $1099231.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $102067100.00      | $44967702.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $6115600.00        | $2471050.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $100.00            | $39.82             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $2380200.00        | $922018.07         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $49355400.00       | $18871234.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $16592100.00       | $6168478.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $600.00            | $203.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $547100.00         | $180817.64         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $100.00            | $32.64             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $100.00            | $29.65             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $100.00            | $50.30             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $200.00            | $56.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-11-15      | N/A      | 0.0000% | $300.00            | $82.49             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $491800.00         | $133607.31         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-11-15      | N/A      | 0.0000% | $200.00            | $52.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $500.00            | $128.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $500.00            | $126.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $20205000.00       | $5003081.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-05-15      | 3.3750%  | 0.0000% | $358300.00         | $296835.99         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-08-31      | 1.1250%  | 0.0000% | $600.00            | $563.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-11-30      | 3.8750%  | 0.0000% | $17486000.00       | $17684888.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-07-15      | 1.8750%  | 0.0000% | $1600.00           | $1670.22           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-12-31      | 4.3750%  | 0.0000% | $76750400.00       | $78802480.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-02-15      | 4.2500%  | 0.0000% | $1137500.00        | $1151509.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-08-31      | 3.6250%  | 0.0000% | $300.00            | $299.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $87.55             | $62.49             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $28960731.13       | $20945906.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-11-15      | N/A      | 0.0000% | $4982838.65        | $3425761.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-05-15      | N/A      | 0.0000% | $187.43            | $186.57            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $1.49              | $1.41              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-05-15      | N/A      | 0.0000% | $92.78             | $62.22             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $37221250.59       | $24322151.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-02-15      | N/A      | 0.0000% | $23262499.78       | $19951269.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-02-15      | N/A      | 0.0000% | $9.83              | $8.08              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $40.32             | $23.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $454.56            | $238.93            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $31.99             | $16.55             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $49.29             | $25.11             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-11-15      | N/A      | 0.0000% | $782700.00         | $381010.53         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-02-15      | N/A      | 0.0000% | $31.09             | $14.89             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $20.44             | $7.63              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-05-15      | N/A      | 0.0000% | $143.04            | $67.53             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-05-15      | N/A      | 0.0000% | $695529.29         | $309675.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $18335045.58       | $7906933.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-05-15      | N/A      | 0.0000% | $20.00             | $8.37              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $38.50             | $14.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $298.11            | $104.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $257.10            | $86.58             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $45.31             | $15.04             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $35.36             | $11.47             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-11-15      | N/A      | 0.0000% | $63.52             | $19.86             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-08-15      | N/A      | 0.0000% | $136.63            | $41.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-02-15      | N/A      | 0.0000% | $23.41             | $6.87              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $3.55              | $1.02              | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.540000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1F2OW5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1F2OW5_3.54_0212
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2027-02-12
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                | 2028-11-16      | 3.2500%  | 0.0000% | $75000.00          | $74771.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                | 2028-07-14      | 3.8600%  | 0.0000% | $10000.00          | $10102.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-02-12      | 3.9500%  | 0.0000% | $3843000.00        | $3842832.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-02-20      | 3.9000%  | 0.0000% | $196679000.00      | $195974233.58      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-05-15      | 6.2500%  | 0.0000% | $3760000.00        | $4105852.74        | Agency Mortgage-Backed Securities |

### Security 229: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1F41E6, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1F41E6_3.60_0407
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note  | 2030-04-30      | 3.5000%  | 0.0000% | $100.00            | $99.82             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-05-15      | 3.3750%  | 0.0000% | $651400.00         | $627623.61         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.16            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-06-30      | 4.0000%  | 0.0000% | $1600.00           | $1621.48           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-07-15      | 1.3750%  | 0.0000% | $7667000.00        | $8038714.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-09-15      | 4.6250%  | 0.0000% | $400.00            | $402.30            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-09-30      | 4.6250%  | 0.0000% | $1500.00           | $1527.38           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-11-30      | 4.3750%  | 0.0000% | $467100.00         | $479926.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-06-15      | 4.6250%  | 0.0000% | $200.00            | $204.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-07-31      | 4.0000%  | 0.0000% | $316300.00         | $319450.14         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-09-30      | 3.5000%  | 0.0000% | $64626500.00       | $63778600.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-31      | 4.1250%  | 0.0000% | $100.00            | $101.89            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-02-15      | N/A      | 0.0000% | $52.83             | $49.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $2481952.72        | $1621827.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $0.08              | $0.07              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $1008047.95        | $846470.97         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $11675.64          | $6915.97           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $848125.00         | $495137.07         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-08-15      | N/A      | 0.0000% | $3388125.00        | $1891827.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $2801873.28        | $1517407.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $51.61             | $25.51             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-11-15      | N/A      | 0.0000% | $11435418.78       | $5566647.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-05-15      | N/A      | 0.0000% | $10.23             | $4.83              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $5616796.74        | $2612271.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-08-15      | N/A      | 0.0000% | $8048104.59        | $3519106.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $2119.68           | $914.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $308.10            | $123.36            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $10302017.95       | $3952482.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $1002237.72        | $286901.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $41.24             | $11.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-08-06      | N/A      | 0.0000% | $300.00            | $296.16            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-05-26      | N/A      | 0.0000% | $100.00            | $99.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-06-09      | N/A      | 0.0000% | $1427000.00        | $1417011.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-11-15      | N/A      | 0.0000% | $200.00            | $180.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $8982800.00        | $5893624.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $28903200.00       | $15255802.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $20953900.00       | $10905226.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $23233000.00       | $11915183.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $100.00            | $43.38             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $1703900.00        | $660039.74         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $199000.00         | $76088.45          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $82000.00          | $30891.45          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $20491500.00       | $7042949.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $100.00            | $33.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $200.00            | $58.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $100.00            | $50.30             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $212200.00         | $53667.08          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $10514000.00       | $2620782.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2026-08-15      | 6.7500%  | 0.0000% | $6740600.00        | $6868027.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2027-11-15      | 6.1250%  | 0.0000% | $3370500.00        | $3567610.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-02-15      | 4.6250%  | 0.0000% | $900.00            | $902.19            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-02-15      | 4.7500%  | 0.0000% | $33200.00          | $33505.16          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-02-15      | 1.3750%  | 0.0000% | $6300.00           | $7287.05           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2046-05-15      | 2.5000%  | 0.0000% | $891700.00         | $619683.58         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2047-02-15      | 0.8750%  | 0.0000% | $600.00            | $574.59            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2049-02-15      | 1.0000%  | 0.0000% | $18900000.00       | $17338403.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-08-15      | 1.7500%  | 0.0000% | $164100.00         | $109871.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-11-15      | 2.0000%  | 0.0000% | $573000.00         | $399787.14         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-10-15      | 1.6250%  | 0.0000% | $17986400.00       | $19015301.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-01-15      | 2.1250%  | 0.0000% | $1411900.00        | $1482943.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-30      | 3.7500%  | 0.0000% | $100.00            | $101.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-05-31      | 4.1250%  | 0.0000% | $7738900.00        | $7852439.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-08-15      | N/A      | 0.0000% | $32820953.10       | $24023230.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $1032233.65        | $736761.93         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $1304488.48        | $908581.44         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $161010.58         | $100905.17         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-11-15      | N/A      | 0.0000% | $0.32              | $0.25              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $5938995.20        | $4188375.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-05-15      | N/A      | 0.0000% | $31.00             | $30.86             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $326.77            | $309.98            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-31      | 2.6250%  | 0.0000% | $1349100.00        | $1342139.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-31      | 4.1250%  | 0.0000% | $15000.00          | $15314.36          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-01-31      | 3.5000%  | 0.0000% | $100.00            | $99.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2052-05-15      | 2.8750%  | 0.0000% | $1322200.00        | $931200.48         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-08-15      | 4.3750%  | 0.0000% | $1435100.00        | $1360362.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-11-15      | 4.7500%  | 0.0000% | $880800.00         | $884658.17         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-08-15      | 4.1250%  | 0.0000% | $935900.00         | $852541.09         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-08-15      | 1.5000%  | 0.0000% | $900.00            | $893.89            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-15      | 0.3750%  | 0.0000% | $79692900.00       | $106000653.49      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $96.97             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-12-31      | 0.6250%  | 0.0000% | $633900.00         | $600397.67         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-01-31      | 0.7500%  | 0.0000% | $1000.00           | $946.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-11-30      | 1.5000%  | 0.0000% | $9626500.00        | $9103783.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-02-28      | 1.8750%  | 0.0000% | $905100.00         | $891036.09         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-04-30      | 2.8750%  | 0.0000% | $44592400.00       | $43839341.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-30      | 2.7500%  | 0.0000% | $28970400.00       | $28983378.58       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.600000%
- **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: ARP1F5HC0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1F5HC0_3.60_1016
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-10-16
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank           | 2042-01-27      | 2.8400%  | 0.0000% | $10040000.00       | $7528984.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank           | 2026-06-15      | 3.6700%  | 0.0000% | $47770000.00       | $47852907.49       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank           | 2028-03-03      | 3.5000%  | 0.0000% | $1620000.00        | $1612362.96        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2046-04-13      | 2.5200%  | 0.0000% | $499000.00         | $326825.04         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2041-12-09      | 2.9000%  | 0.0000% | $1000.00           | $781.74            | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2041-12-16      | 2.9200%  | 0.0000% | $4000.00           | $3050.11           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2042-01-24      | 2.8200%  | 0.0000% | $206000.00         | $153463.48         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2042-02-03      | 2.9300%  | 0.0000% | $38635000.00       | $29205763.36       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2042-02-24      | 3.4400%  | 0.0000% | $4000000.00        | $3145222.22        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2042-06-09      | 4.9800%  | 0.0000% | $13349000.00       | $12998766.74       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2026-04-29      | 3.7150%  | 0.0000% | $52000.00          | $52326.29          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2026-05-26      | 3.7350%  | 0.0000% | $79000.00          | $79280.81          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2027-12-01      | 3.7250%  | 0.0000% | $86978000.00       | $87403443.25       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2028-01-07      | 3.3750%  | 0.0000% | $8646000.00        | $8629079.78        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2027-03-24      | 3.7000%  | 0.0000% | $652000.00         | $652894.33         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2028-02-25      | 3.7150%  | 0.0000% | $24918000.00       | $25005974.38       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2028-07-07      | 3.8500%  | 0.0000% | $80421000.00       | $81227108.83       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip              | 2039-08-15      | N/A      | 0.0000% | $1.31              | $0.69              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-02-15      | N/A      | 0.0000% | $358079.99         | $121763.67         | U.S. Treasuries (including strips) |

### Security 231: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1F6C25, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1F6C25_3.65_0407
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2026-07-09      | N/A      | 0.0000% | $200.00            | $198.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $237300.00         | $76496.74          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-02-15      | 2.7500%  | 0.0000% | $102978700.00      | $101276517.87      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49074123.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-30      | 0.5000%  | 0.0000% | $25975200.00       | $25128035.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-31      | 0.5000%  | 0.0000% | $89390500.00       | $84970017.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-30      | 0.6250%  | 0.0000% | $75000000.00       | $71255970.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-01-31      | 0.7500%  | 0.0000% | $100.00            | $94.65             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-02-29      | 1.1250%  | 0.0000% | $89110000.00       | $84740374.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-08-31      | 1.1250%  | 0.0000% | $200.00            | $187.67            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-31      | 2.6250%  | 0.0000% | $775000.00         | $771001.74         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-15      | 1.6250%  | 0.0000% | $88920200.00       | $99831889.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-15      | 4.5000%  | 0.0000% | $26900800.00       | $27545560.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-06-15      | 4.6250%  | 0.0000% | $100039000.00      | $102289317.93      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-06-30      | 4.2500%  | 0.0000% | $1500.00           | $1532.54           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-12-15      | 4.0000%  | 0.0000% | $66081000.00       | $67000738.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-12-31      | 4.3750%  | 0.0000% | $33600.00          | $34498.37          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-12-31      | 4.2500%  | 0.0000% | $100.00            | $101.40            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-04-30      | 3.8750%  | 0.0000% | $1600.00           | $1622.18           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-05-31      | 4.0000%  | 0.0000% | $1600.00           | $1624.90           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $32.95             | $23.83             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $87.70             | $76.81             | U.S. Treasuries (including strips) |

### Security 232: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.580000%
- **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: ARP1F92L8, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1F92L8_3.58_1119
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-11-19
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank           | 2028-03-03      | 3.5000%  | 0.0000% | $3565000.00        | $3548193.80        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank         | 2027-12-01      | 3.7250%  | 0.0000% | $1000.00           | $1004.89           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank         | 2028-01-07      | 3.3750%  | 0.0000% | $1000.00           | $998.05            | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank         | 2028-02-25      | 3.7150%  | 0.0000% | $69000.00          | $69243.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2028-11-03      | 3.8550%  | 0.0000% | $19326000.00       | $19442117.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2028-07-07      | 3.8500%  | 0.0000% | $179143000.00      | $180938659.80      | Agency Mortgage-Backed Securities |

### Security 233: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FAR38, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1FAR38_3.60_0407
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2026-07-14      | N/A      | 0.0000% | $9200.00           | $9103.00           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $13065900.00       | $5061337.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $8217800.00        | $3055147.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-11-15      | N/A      | 0.0000% | $1819000.00        | $500137.69         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-11-15      | N/A      | 0.0000% | $116116100.00      | $27062250.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-30      | 1.2500%  | 0.0000% | $938400.00         | $894772.93         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-06-30      | 1.2500%  | 0.0000% | $432127500.00      | $409432049.07      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-07-31      | 4.1250%  | 0.0000% | $409319600.00      | $414535586.81      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $7076031.43        | $3605322.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $6235755.98        | $2326953.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-05-15      | N/A      | 0.0000% | $1095945.50        | $517383.82         | U.S. Treasuries (including strips) |

### Security 234: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FC6P8, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1FC6P8_3.65_0407
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $17638175.53       | $12589335.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $85459.50          | $74845.77          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $5799355.26        | $3000360.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $50599400.00       | $12529221.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-02-15      | 1.1250%  | 0.0000% | $261410300.00      | $229113685.71      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-12-31      | 3.8750%  | 0.0000% | $200.00            | $201.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-04-15      | 2.1250%  | 0.0000% | $20135600.00       | $21935457.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-15      | 4.3750%  | 0.0000% | $86601100.00       | $87940059.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-12-31      | 4.5000%  | 0.0000% | $5020100.00        | $5187660.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-02-15      | 4.2500%  | 0.0000% | $196991500.00      | $199417597.22      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-31      | 3.8750%  | 0.0000% | $235806100.00      | $238954390.03      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-30      | 3.5000%  | 0.0000% | $107058700.00      | $106490218.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-15      | 3.5000%  | 0.0000% | $771200.00         | $767007.87         | U.S. Treasuries (including strips) |

### Security 235: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FIZH1, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1FIZH1_3.67_0407
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2052-11-15      | N/A      | 0.0000% | $62968300.00       | $16584024.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2052-08-15      | 3.0000%  | 0.0000% | $104602400.00      | $74753834.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-15      | 1.6250%  | 0.0000% | $41458700.00       | $46546233.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-12-31      | 3.6250%  | 0.0000% | $297398400.00      | $295615922.14      | U.S. Treasuries (including strips) |

### Security 236: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJG56, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1FJG56_3.65_0407
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $100.00            | $52.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $23505000.00       | $12232918.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $400.00            | $154.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $947400.00         | $321124.07         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $300.00            | $99.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $500.00            | $163.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $91452000.00       | $29480741.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $200.00            | $58.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $21254700.00       | $10690965.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $11508300.00       | $3272856.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $200.00            | $51.41             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $102656200.00      | $25588700.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2029-01-15      | 2.5000%  | 0.0000% | $100.00            | $157.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2052-02-15      | 2.2500%  | 0.0000% | $513000.00         | $310553.69         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2056-02-15      | 2.3750%  | 0.0000% | $833600.00         | $778688.79         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $200000.00         | $150221.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-05-15      | 1.6250%  | 0.0000% | $15025000.00       | $15076039.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-07-31      | 1.0000%  | 0.0000% | $200.00            | $187.68            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-04-30      | 3.8750%  | 0.0000% | $312065600.00      | $316391975.74      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-15      | 3.5000%  | 0.0000% | $516400.00         | $513592.92         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-08-15      | N/A      | 0.0000% | $0.78              | $0.57              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-11-15      | N/A      | 0.0000% | $8270359.28        | $5685971.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $1538.56           | $1459.51           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-02-15      | N/A      | 0.0000% | $1388044.80        | $1290833.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $0.16              | $0.14              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-02-15      | N/A      | 0.0000% | $60.67             | $52.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $12609425.63       | $10588298.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $1164441.51        | $602436.62         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-02-15      | N/A      | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-05-15      | N/A      | 0.0000% | $37.70             | $16.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-05-15      | N/A      | 0.0000% | $499.00            | $208.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $1341586.47        | $521482.71         | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.640000%
- **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: ARP1FKM23, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1FKM23_3.64_1103
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-03
- **C.13 - Final Legal Maturity Date:** 2026-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2038-07-15      | 5.5000%  | 0.0000% | $12000000.00       | $122390.33         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-15      | 5.5000%  | 0.0000% | $4000000.00        | $136512.85         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-05-15      | 5.0000%  | 0.0000% | $1013786.00        | $31776.81          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-15      | 5.0000%  | 0.0000% | $13756430.00       | $158481.45         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-02-15      | 5.0000%  | 0.0000% | $5966438.00        | $101077.93         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-02-15      | 5.0000%  | 0.0000% | $30203626.00       | $1266394.55        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-03-15      | 5.0000%  | 0.0000% | $4650421.00        | $514759.82         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-05-15      | 5.0000%  | 0.0000% | $3514559.00        | $88037.69          | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2036-04-01      | 5.8800%  | 0.0000% | $955000.00         | $1078338.25        | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2056-04-01      | 5.3750%  | 0.0000% | $70000.00          | $72129.12          | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2039-09-15      | 5.2500%  | 0.0000% | $499000.00         | $523133.30         | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2060-09-15      | 4.6250%  | 0.0000% | $393000.00         | $346801.10         | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2065-09-15      | 4.2500%  | 0.0000% | $996000.00         | $816752.75         | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2027-02-01      | 2.8750%  | 0.0000% | $258000.00         | $257191.08         | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2031-09-15      | 1.5000%  | 0.0000% | $975000.00         | $851832.80         | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2035-05-15      | 4.8750%  | 0.0000% | $98000.00          | $102088.23         | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2030-08-01      | 3.8750%  | 0.0000% | $93000.00          | $93064.75          | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2026-09-15      | N/A      | 0.0000% | $85000.00          | $83385.00          | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2027-03-15      | N/A      | 0.0000% | $85000.00          | $81814.20          | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2027-09-15      | N/A      | 0.0000% | $85000.00          | $80204.30          | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2028-03-15      | N/A      | 0.0000% | $85000.00          | $78701.41          | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2028-09-15      | N/A      | 0.0000% | $85000.00          | $77007.79          | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2029-03-15      | N/A      | 0.0000% | $83000.00          | $73698.94          | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2029-09-15      | N/A      | 0.0000% | $13000.00          | $11313.43          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                      | 2047-02-15      | N/A      | 0.0000% | $14704.74          | $5000.29           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2047-05-15      | N/A      | 0.0000% | $32.00             | $10.78             | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $50925000.00       | $678522.52         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-02-20      | 6.0000%  | 0.0000% | $24687000.00       | $77543.30          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-01-20      | 6.0000%  | 0.0000% | $22721079.00       | $58650.07          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-01-20      | 6.0000%  | 0.0000% | $4701924.00        | $54605.10          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-01-20      | 6.0000%  | 0.0000% | $3299892.00        | $132667.07         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-04-20      | 6.0000%  | 0.0000% | $3203906.00        | $70586.73          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $3144088.00        | $91605.31          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-07-15      | 4.6800%  | 0.0000% | $1562700.00        | $860115.65         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-08-15      | 4.4500%  | 0.0000% | $627500.00         | $350764.22         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-15      | 5.3500%  | 0.0000% | $334800.00         | $201334.88         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-15      | 5.3500%  | 0.0000% | $431900.00         | $259723.59         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-04-15      | 6.0000%  | 0.0000% | $3011200.00        | $93936.90          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-01-15      | 5.3900%  | 0.0000% | $967130.00         | $478197.24         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-02-15      | 5.0000%  | 0.0000% | $3828356.00        | $84335.50          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-10-20      | 6.5000%  | 0.0000% | $1770705.00        | $52666.86          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-03-15      | 5.0000%  | 0.0000% | $20247348.00       | $290316.57         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-04-15      | 4.5000%  | 0.0000% | $12262797.00       | $262039.57         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-04-15      | 4.5000%  | 0.0000% | $3756802.00        | $56008.14          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-03-20      | 7.0000%  | 0.0000% | $4696020.00        | $550400.53         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-01-15      | 6.0000%  | 0.0000% | $341043.00         | $76716.93          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-06-15      | 6.0000%  | 0.0000% | $4517970.00        | $75728.56          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-04-15      | 5.0000%  | 0.0000% | $3902500.00        | $112375.03         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-04-15      | 5.0000%  | 0.0000% | $3955204.00        | $66132.69          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-07-15      | 4.5000%  | 0.0000% | $57000000.00       | $942553.74         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-09-20      | 5.0000%  | 0.0000% | $8100000.00        | $180541.60         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-10-15      | 5.0000%  | 0.0000% | $8841717.00        | $99703.97          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-02-15      | 5.0000%  | 0.0000% | $30460000.00       | $548945.37         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-01-15      | 5.0000%  | 0.0000% | $5311500.00        | $124043.11         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-08-20      | 6.5000%  | 0.0000% | $2000000.00        | $92148.49          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-11-15      | 6.5000%  | 0.0000% | $1018685.00        | $61065.48          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-12-15      | 5.5500%  | 0.0000% | $485646.00         | $210145.45         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-10-15      | 5.0000%  | 0.0000% | $2500000.00        | $67196.25          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-10-15      | 5.5000%  | 0.0000% | $935307.00         | $76870.23          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-02-15      | 5.5000%  | 0.0000% | $6741264.00        | $52577.26          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-11-20      | 5.0000%  | 0.0000% | $9997888.00        | $113362.39         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-15      | 5.5000%  | 0.0000% | $2697298.00        | $53796.19          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2029-03-02      | 3.7000%  | 0.0000% | $75000.00          | $74527.54          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2028-09-22      | 3.5000%  | 0.0000% | $51000.00          | $50521.16          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2031-01-28      | 3.7500%  | 0.0000% | $279000.00         | $277721.76         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2029-02-05      | 3.8050%  | 0.0000% | $131550000.00      | $132301917.96      | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2029-03-16      | 3.9400%  | 0.0000% | $2496000.00        | $2484872.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-11-03      | 3.8550%  | 0.0000% | $2579000.00        | $2594495.49        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-07-07      | 3.8500%  | 0.0000% | $2000.00           | $2020.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-01-13      | 4.2500%  | 0.0000% | $19564000.00       | $19636041.17       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-02-10      | 4.2300%  | 0.0000% | $5673000.00        | $5670234.41        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $3055000.00        | $104212.41         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-03-20      | 5.5000%  | 0.0000% | $7740174.00        | $358216.54         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-03-20      | 5.5000%  | 0.0000% | $615000.00         | $59100.24          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-20      | 5.5000%  | 0.0000% | $3952790.00        | $227157.93         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $1568727.00        | $93810.21          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-08-20      | 6.5000%  | 0.0000% | $866983.00         | $64819.07          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-08-20      | 3.5000%  | 0.0000% | $651200.00         | $216488.90         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-01-20      | 6.0000%  | 0.0000% | $1189283.00        | $353531.86         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-11-20      | 2.0000%  | 0.0000% | $962705.00         | $145693.26         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-02-20      | 4.0000%  | 0.0000% | $363142.00         | $96462.63          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-03-20      | 2.0000%  | 0.0000% | $939358.00         | $61701.45          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-04-20      | 2.0000%  | 0.0000% | $2195972.00        | $649528.73         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-03-20      | 4.0000%  | 0.0000% | $321530.00         | $74891.56          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-04-20      | 4.0000%  | 0.0000% | $240078.00         | $88888.05          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-06-20      | 6.5000%  | 0.0000% | $2079689.00        | $752247.53         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-12-20      | 2.0000%  | 0.0000% | $2537136.00        | $943918.92         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-06-20      | 1.5000%  | 0.0000% | $342008.00         | $163860.66         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-05-20      | 3.5000%  | 0.0000% | $2054806.00        | $602432.93         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-08-20      | 2.0000%  | 0.0000% | $593749.00         | $270122.85         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-10-20      | 3.5000%  | 0.0000% | $131731.00         | $50559.57          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-11-20      | 3.5000%  | 0.0000% | $306267.00         | $117843.59         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-02-20      | 2.0000%  | 0.0000% | $3118278.00        | $1624170.31        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-12-20      | 4.5000%  | 0.0000% | $133507.00         | $65973.16          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-11-20      | 6.5000%  | 0.0000% | $511058.00         | $178769.25         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-04-20      | 6.0000%  | 0.0000% | $201804.00         | $50996.74          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-04-20      | 2.0000%  | 0.0000% | $350000.00         | $198040.59         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-07-20      | 4.5000%  | 0.0000% | $7778195.00        | $3421025.11        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-12-20      | 4.0000%  | 0.0000% | $1702278.00        | $856048.23         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-08-20      | 2.5000%  | 0.0000% | $1153419.00        | $734793.92         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-07-20      | 3.0000%  | 0.0000% | $1806984.00        | $664418.42         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-07-20      | 3.5000%  | 0.0000% | $1849685.00        | $238845.45         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-08-20      | 2.0000%  | 0.0000% | $3152192.00        | $1477538.12        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-01-20      | 6.0000%  | 0.0000% | $1029340.00        | $392841.65         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-01-20      | 6.0000%  | 0.0000% | $2028437.00        | $1055068.59        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-02-20      | 6.0000%  | 0.0000% | $2733746.00        | $1002221.70        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $1069616.00        | $543996.23         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-03-20      | 3.5000%  | 0.0000% | $1957908.00        | $921169.36         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-05-20      | 3.7500%  | 0.0000% | $1434220.00        | $497171.87         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-06-20      | 5.0000%  | 0.0000% | $6898000.00        | $86339.96          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-07-20      | 5.4500%  | 0.0000% | $623637.00         | $172858.14         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-10-20      | 6.5000%  | 0.0000% | $20400000.00       | $207363.73         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-04-20      | 5.0000%  | 0.0000% | $13766240.00       | $182246.40         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-06-20      | 6.0000%  | 0.0000% | $40560680.00       | $85625.79          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-07-20      | 5.5000%  | 0.0000% | $20360460.00       | $57574.28          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-08-20      | 5.5000%  | 0.0000% | $28742000.00       | $111239.28         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-08-20      | 6.0000%  | 0.0000% | $87130000.00       | $120680.40         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-10-20      | 6.5000%  | 0.0000% | $444826978.00      | $4894235.13        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-09-20      | 6.0000%  | 0.0000% | $8299197.00        | $69187.68          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-09-20      | 6.5000%  | 0.0000% | $100000000.00      | $1006418.49        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-20      | 5.5000%  | 0.0000% | $49930332.00       | $63285.26          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $39200000.00       | $54911.73          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $6557881.00        | $68289.37          | Agency Mortgage-Backed Securities  |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.620000%
- **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: ARP1FKMO5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1FKMO5_3.62_1203
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-12-03
- **C.12 - Maturity Date (WAL):** 2026-12-03
- **C.13 - Final Legal Maturity Date:** 2026-12-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2044-10-15      | 4.0000%  | 0.0000% | $2120939.00        | $155311.41         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-06-20      | 5.5000%  | 0.0000% | $1163741.00        | $748402.66         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-05-20      | 7.0000%  | 0.0000% | $1042601.00        | $208529.95         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-02-15      | 5.7500%  | 0.0000% | $3220100.00        | $2369885.57        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-06-15      | 5.4000%  | 0.0000% | $1038199.00        | $167421.62         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-06-20      | 4.5000%  | 0.0000% | $4952743.00        | $129871.72         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-06-20      | 5.0000%  | 0.0000% | $14000000.00       | $385212.90         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-08-20      | 5.0000%  | 0.0000% | $4836000.00        | $73714.50          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-04-20      | 6.0000%  | 0.0000% | $6018.00           | $132.58            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-06-15      | 4.5000%  | 0.0000% | $5259591.00        | $162041.54         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-07-15      | 4.5000%  | 0.0000% | $15000000.00       | $300920.01         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-07-15      | 4.5000%  | 0.0000% | $2310495.00        | $51920.54          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-08-15      | 5.0000%  | 0.0000% | $6429600.00        | $209700.50         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-12-15      | 3.0000%  | 0.0000% | $500000.00         | $86505.58          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-04-15      | 4.5000%  | 0.0000% | $1000.00           | $21.37             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-11-20      | 5.1250%  | 0.0000% | $9979659.00        | $284971.96         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-08-20      | 5.3750%  | 0.0000% | $6000000.00        | $127827.45         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-05-20      | 5.6250%  | 0.0000% | $3350000.00        | $82890.26          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-06-20      | 5.6250%  | 0.0000% | $7077868.00        | $163453.83         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-02-20      | 5.6250%  | 0.0000% | $9525720.00        | $215502.10         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-09-15      | 3.0000%  | 0.0000% | $1825000.00        | $205398.93         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-10-15      | 3.0000%  | 0.0000% | $3833790.00        | $410352.62         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-04-20      | 3.0000%  | 0.0000% | $4660000.00        | $478478.14         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-03-15      | 3.5000%  | 0.0000% | $1130999.00        | $407885.34         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-08-15      | 4.5000%  | 0.0000% | $500590.00         | $109736.77         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-10-15      | 3.0000%  | 0.0000% | $7336447.00        | $506289.72         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-04-20      | 3.5000%  | 0.0000% | $2982500.00        | $267766.40         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-10-15      | 3.5000%  | 0.0000% | $3750000.00        | $392369.55         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-11-15      | 3.0000%  | 0.0000% | $1167813.00        | $206538.64         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-11-15      | 3.0000%  | 0.0000% | $2594731.00        | $325252.46         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-11-15      | 3.0000%  | 0.0000% | $4865000.00        | $534565.27         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-12-20      | 3.0000%  | 0.0000% | $9400000.00        | $1294134.59        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-12-15      | 3.0000%  | 0.0000% | $2450000.00        | $256339.47         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-02-20      | 3.0000%  | 0.0000% | $4975000.00        | $764417.37         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-03-20      | 3.0000%  | 0.0000% | $1286044.00        | $144889.50         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-05-15      | 3.0000%  | 0.0000% | $3250000.00        | $304343.70         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-11-15      | 3.0000%  | 0.0000% | $1020987.00        | $227812.92         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-09-15      | 4.0000%  | 0.0000% | $730094.00         | $152652.64         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-12-15      | 4.0000%  | 0.0000% | $2666598.00        | $342386.08         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-04-20      | 3.5000%  | 0.0000% | $1130000.00        | $163337.19         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-10-15      | 3.0000%  | 0.0000% | $600000.00         | $60550.11          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-10-15      | 3.0000%  | 0.0000% | $2634000.00        | $224784.13         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-11-15      | 3.0000%  | 0.0000% | $10103000.00       | $883819.47         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-11-15      | 3.0000%  | 0.0000% | $600000.00         | $51931.80          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-10-15      | 3.5000%  | 0.0000% | $1600000.00        | $76293.16          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-10-20      | 3.5000%  | 0.0000% | $2685000.00        | $278695.19         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-12-15      | 3.5000%  | 0.0000% | $11252755.00       | $1713209.84        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-01-15      | 3.5000%  | 0.0000% | $1757025.00        | $333268.90         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-02-20      | 3.0000%  | 0.0000% | $2610000.00        | $272509.11         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-02-20      | 4.0000%  | 0.0000% | $3849000.00        | $314619.17         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-03-20      | 3.5000%  | 0.0000% | $33015365.00       | $2850800.24        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-09-20      | 3.0000%  | 0.0000% | $25158013.00       | $2494185.28        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-09-20      | 4.0000%  | 0.0000% | $1100000.00        | $71525.46          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $1250362.00        | $126555.18         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-10-20      | 3.5000%  | 0.0000% | $26223988.00       | $2174081.51        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-10-20      | 4.0000%  | 0.0000% | $5881000.00        | $460481.49         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-09-20      | 5.0000%  | 0.0000% | $9617088.00        | $317252.42         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-11-20      | 3.0000%  | 0.0000% | $1495620.00        | $148841.98         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-11-20      | 4.0000%  | 0.0000% | $3137825.00        | $240795.65         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-11-20      | 2.5000%  | 0.0000% | $4928763.00        | $232644.83         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-12-20      | 3.5000%  | 0.0000% | $911218.00         | $84219.48          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-01-20      | 4.0000%  | 0.0000% | $2260000.00        | $196715.98         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-02-20      | 3.0000%  | 0.0000% | $530000.00         | $71174.29          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-02-20      | 4.0000%  | 0.0000% | $7100000.00        | $390583.24         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-02-20      | 4.5000%  | 0.0000% | $1014765.00        | $65798.98          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-03-20      | 4.0000%  | 0.0000% | $1605292.00        | $84104.45          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-04-20      | 3.0000%  | 0.0000% | $1877000.00        | $192251.67         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-04-20      | 4.5000%  | 0.0000% | $1243736.00        | $62770.50          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-02-20      | 5.0000%  | 0.0000% | $2120312.00        | $104314.71         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-04-20      | 2.5000%  | 0.0000% | $865000.00         | $131283.66         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-05-20      | 3.0000%  | 0.0000% | $4766307.00        | $491559.60         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-07-20      | 3.0000%  | 0.0000% | $691156.00         | $75950.75          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-07-20      | 5.5000%  | 0.0000% | $5600000.00        | $192521.30         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-08-20      | 3.0000%  | 0.0000% | $3925785.00        | $442008.48         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-08-20      | 4.0000%  | 0.0000% | $13301177.00       | $745179.68         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-08-20      | 5.0000%  | 0.0000% | $2806735.00        | $143488.55         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-09-20      | 3.5000%  | 0.0000% | $60100000.00       | $5554959.02        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-10-20      | 3.0000%  | 0.0000% | $1098886.00        | $141529.34         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-10-20      | 4.0000%  | 0.0000% | $39137826.00       | $2061497.80        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-10-20      | 4.5000%  | 0.0000% | $1084967.00        | $52915.19          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-11-20      | 4.5000%  | 0.0000% | $325000000.00      | $18164588.59       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-12-20      | 4.0000%  | 0.0000% | $12677000.00       | $756745.28         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-12-20      | 4.5000%  | 0.0000% | $300937000.00      | $19978815.55       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-05-20      | 4.0000%  | 0.0000% | $1069000.00        | $58506.57          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-06-20      | 4.0000%  | 0.0000% | $1489161.00        | $85485.95          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-06-20      | 4.5000%  | 0.0000% | $2612199.00        | $166351.20         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-03-20      | 4.5000%  | 0.0000% | $85062.00          | $63299.61          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-08-20      | 3.0000%  | 0.0000% | $3074132.00        | $339691.61         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-08-20      | 4.0000%  | 0.0000% | $33995977.00       | $2094491.35        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-09-20      | 3.5000%  | 0.0000% | $509561000.00      | $37394054.19       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-09-20      | 4.0000%  | 0.0000% | $5604000.00        | $352950.95         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-08-20      | 5.5000%  | 0.0000% | $4177601.00        | $327543.97         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-11-20      | 4.5000%  | 0.0000% | $3898000.00        | $206331.03         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-11-20      | 5.0000%  | 0.0000% | $1410000.00        | $60963.94          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-12-20      | 4.0000%  | 0.0000% | $768219.00         | $54333.60          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-01-20      | 4.5000%  | 0.0000% | $68249245.00       | $3903464.96        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-05-20      | 5.0000%  | 0.0000% | $137000.00         | $68414.32          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-06-20      | 4.5000%  | 0.0000% | $7452153.00        | $5779250.11        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-12-20      | 3.5000%  | 0.0000% | $8048779.00        | $5210721.71        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-05-20      | 3.5000%  | 0.0000% | $1815060.00        | $1184746.08        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-08-15      | 4.5000%  | 0.0000% | $3640000.00        | $281510.05         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-06-15      | 4.5000%  | 0.0000% | $4009744.00        | $221810.47         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-06-15      | 4.5000%  | 0.0000% | $6202429.00        | $125066.49         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                      | 2039-08-15      | N/A      | 0.0000% | $29.07             | $15.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2047-02-15      | N/A      | 0.0000% | $638400.00         | $217085.37         | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2043-06-15      | 3.5000%  | 0.0000% | $545035.00         | $179154.75         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-07-15      | 3.0000%  | 0.0000% | $384756.00         | $56765.91          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-07-20      | 5.5000%  | 0.0000% | $915000.00         | $85895.83          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-12-20      | 4.0000%  | 0.0000% | $589349684.00      | $50442201.16       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-04-20      | 3.5000%  | 0.0000% | $400000.00         | $112427.20         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-01-15      | 3.0000%  | 0.0000% | $409878.00         | $170563.81         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-03-15      | 3.5000%  | 0.0000% | $2040000.00        | $558238.63         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-07-15      | 5.0000%  | 0.0000% | $6617812.00        | $106370.70         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-01-15      | 3.0000%  | 0.0000% | $2668759.00        | $389442.86         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-08-15      | 5.0000%  | 0.0000% | $3862126.00        | $313997.65         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-05-15      | 5.0000%  | 0.0000% | $4986214.00        | $156291.35         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-07-15      | 5.0000%  | 0.0000% | $12439800.00       | $873467.32         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-05-15      | 5.0000%  | 0.0000% | $181728.00         | $4552.18           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-07-15      | 4.5000%  | 0.0000% | $4970334.00        | $285397.03         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-08-15      | 5.0000%  | 0.0000% | $7938100.00        | $226609.51         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-08-20      | 3.0000%  | 0.0000% | $2255068.00        | $1372125.24        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-11-20      | 4.0000%  | 0.0000% | $1150298.00        | $579063.66         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-08-20      | 2.5000%  | 0.0000% | $219393.00         | $120058.69         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-07-20      | 4.0000%  | 0.0000% | $3881951.00        | $2062362.92        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-07-20      | 3.5000%  | 0.0000% | $2607808.00        | $1247863.27        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-01-20      | 3.5000%  | 0.0000% | $1043066.00        | $684408.63         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-08-20      | 4.0000%  | 0.0000% | $453275.00         | $298982.92         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-02-15      | 3.0000%  | 0.0000% | $1300000.00        | $184304.11         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-02-15      | 3.0000%  | 0.0000% | $3040000.00        | $341773.93         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-02-20      | 3.5000%  | 0.0000% | $498993.00         | $68650.64          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-01-15      | 3.0000%  | 0.0000% | $785981.00         | $83047.27          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-01-15      | 3.5000%  | 0.0000% | $759700.00         | $108730.08         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-08-20      | 4.5000%  | 0.0000% | $633299.00         | $57607.34          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $783500.00         | $79964.98          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-05-15      | 3.5000%  | 0.0000% | $629000.00         | $73399.62          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-05-15      | 3.5000%  | 0.0000% | $672000.00         | $57577.53          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-05-15      | 3.5000%  | 0.0000% | $4114286.00        | $460845.52         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-05-15      | 3.5000%  | 0.0000% | $1000000.00        | $59914.30          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-03-15      | 3.5000%  | 0.0000% | $500000.00         | $52018.27          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-04-15      | 3.0000%  | 0.0000% | $1500000.00        | $259354.02         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $651720.00         | $70192.49          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-03-20      | 3.0000%  | 0.0000% | $865216.00         | $131048.84         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-05-15      | 3.5000%  | 0.0000% | $1000000.00        | $149594.78         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-01-20      | 4.5000%  | 0.0000% | $2382676.00        | $246581.97         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-06-15      | 3.5000%  | 0.0000% | $18590000.00       | $2517545.52        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-06-15      | 3.5000%  | 0.0000% | $925000.00         | $66882.51          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-05-15      | 3.0000%  | 0.0000% | $1667571.00        | $498083.03         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-08-15      | 3.5000%  | 0.0000% | $11891224.00       | $730518.99         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-09-15      | 3.5000%  | 0.0000% | $2000000.00        | $380811.57         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-02-20      | 4.0000%  | 0.0000% | $500000.00         | $97168.85          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-05-15      | 3.5000%  | 0.0000% | $1081541.00        | $258940.04         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-07-15      | 4.0000%  | 0.0000% | $5555711.00        | $221685.16         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-05-15      | 3.0000%  | 0.0000% | $1061320.00        | $105570.87         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-09-15      | 2.7500%  | 0.0000% | $969389.00         | $93216.84          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-08-15      | 3.2500%  | 0.0000% | $1944608.00        | $499901.88         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-09-15      | 3.2500%  | 0.0000% | $1898767.00        | $216278.83         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-06-20      | 3.5000%  | 0.0000% | $500000.00         | $79043.44          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-06-20      | 3.5000%  | 0.0000% | $1200000.00        | $192154.60         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-08-20      | 4.5000%  | 0.0000% | $1328000.00        | $113908.45         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-08-15      | 3.5000%  | 0.0000% | $1900000.00        | $113185.52         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-09-15      | 3.2500%  | 0.0000% | $585030.00         | $71817.89          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-10-15      | 3.2500%  | 0.0000% | $685428.00         | $121681.39         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-09-15      | 3.2500%  | 0.0000% | $1087332.00        | $263333.02         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-09-15      | 2.7500%  | 0.0000% | $384575.00         | $139387.21         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-09-15      | 3.6250%  | 0.0000% | $149035.00         | $53800.60          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-09-15      | 4.3750%  | 0.0000% | $317639.00         | $99077.95          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-10-15      | 3.3750%  | 0.0000% | $476734.00         | $70106.81          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-10-15      | 3.7500%  | 0.0000% | $1446927.00        | $98251.65          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-10-15      | 3.1250%  | 0.0000% | $234035.00         | $90681.56          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-10-15      | 3.2500%  | 0.0000% | $2442738.00        | $475368.66         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-10-15      | 4.1250%  | 0.0000% | $1122352.00        | $175822.44         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-10-15      | 4.2500%  | 0.0000% | $895733.00         | $118602.45         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-10-15      | 4.3750%  | 0.0000% | $2328303.00        | $97101.75          | Agency Mortgage-Backed Securities  |

### Security 239: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.620000%
- **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: ARP1FLSE9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1FLSE9_3.62_0304
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2027-03-04
- **C.12 - Maturity Date (WAL):** 2027-03-04
- **C.13 - Final Legal Maturity Date:** 2027-03-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2045-02-15      | 3.5000%  | 0.0000% | $3260473.00        | $709499.88         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-07-15      | 3.0000%  | 0.0000% | $2087932.00        | $244085.73         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-03-15      | 3.5000%  | 0.0000% | $2192011.00        | $344333.21         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-02-15      | 3.5000%  | 0.0000% | $971305.00         | $73901.29          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-04-15      | 3.5000%  | 0.0000% | $6026060.00        | $677715.57         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-04-15      | 3.5000%  | 0.0000% | $600000.00         | $80801.71          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-04-15      | 3.5000%  | 0.0000% | $2397333.00        | $178243.36         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-04-15      | 3.0000%  | 0.0000% | $1320633.00        | $542128.78         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-04-15      | 3.0000%  | 0.0000% | $1460955.00        | $567707.15         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-05-15      | 3.0000%  | 0.0000% | $1405118.00        | $838125.80         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-05-15      | 3.0000%  | 0.0000% | $507406.00         | $99336.05          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-05-15      | 3.5000%  | 0.0000% | $1000000.00        | $66588.39          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-05-15      | 3.5000%  | 0.0000% | $5877630.00        | $508764.50         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-05-15      | 3.0000%  | 0.0000% | $625678.00         | $55983.69          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-06-15      | 3.5000%  | 0.0000% | $900000.00         | $169189.75         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-07-15      | 3.0000%  | 0.0000% | $377062.00         | $69950.44          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $1059585.00        | $68368.79          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-10-15      | 3.5000%  | 0.0000% | $542420.00         | $140414.38         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-09-20      | 4.0000%  | 0.0000% | $1439000.00        | $127240.13         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-01-15      | 3.0000%  | 0.0000% | $1270025.00        | $332036.79         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-11-20      | 7.0000%  | 0.0000% | $1179393.00        | $846486.70         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-06-15      | 5.0000%  | 0.0000% | $855394.00         | $96052.45          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-05-20      | 3.0000%  | 0.0000% | $2163327.00        | $309512.14         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-06-15      | 3.0000%  | 0.0000% | $3012008.00        | $646736.26         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-02-15      | 3.0000%  | 0.0000% | $972500.00         | $202512.73         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-09-15      | 4.5000%  | 0.0000% | $958000.00         | $150190.96         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-01-20      | 3.0000%  | 0.0000% | $829271.00         | $90269.52          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-12-20      | 3.0000%  | 0.0000% | $4200000.00        | $455857.32         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-02-20      | 4.0000%  | 0.0000% | $98816647.00       | $8067957.37        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-02-20      | 3.0000%  | 0.0000% | $678757.00         | $79623.81          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-02-20      | 3.0000%  | 0.0000% | $1475000.00        | $173029.71         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-11-20      | 4.0000%  | 0.0000% | $497218560.00      | $38876796.89       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-20      | 4.0000%  | 0.0000% | $20100000.00       | $1583361.04        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-03-15      | 3.0000%  | 0.0000% | $15796949.00       | $5055102.39        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-01-20      | 3.5000%  | 0.0000% | $3000000.00        | $1352399.07        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-05-15      | 3.0000%  | 0.0000% | $750000.00         | $382013.56         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-03-20      | 3.0000%  | 0.0000% | $700000.00         | $305209.43         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-01-15      | 3.0000%  | 0.0000% | $362457.00         | $52892.11          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-05-15      | 3.0000%  | 0.0000% | $4113700.00        | $582993.80         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2026-07-15      | 0.1250%  | 0.0000% | $124000.00         | $170666.48         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-07-15      | 4.5000%  | 0.0000% | $2600.00           | $2629.48           | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2044-11-20      | 4.5000%  | 0.0000% | $1000.00           | $52.93             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-12-20      | 4.0000%  | 0.0000% | $21781.00          | $1540.50           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-01-20      | 4.0000%  | 0.0000% | $20266111.00       | $1493812.54        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-01-20      | 4.5000%  | 0.0000% | $31750755.00       | $1815960.89        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $1235417.00        | $116450.14         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-03-20      | 4.0000%  | 0.0000% | $270787718.00      | $22121217.46       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-03-20      | 4.5000%  | 0.0000% | $10670000.00       | $750268.98         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-04-20      | 3.5000%  | 0.0000% | $43611892.00       | $4426396.67        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-04-20      | 4.0000%  | 0.0000% | $132658894.00      | $11469603.50       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-03-20      | 5.0000%  | 0.0000% | $2766600.00        | $188648.86         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-04-20      | 3.0000%  | 0.0000% | $790000.00         | $67465.12          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-04-20      | 4.0000%  | 0.0000% | $865504.00         | $72077.79          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-05-20      | 3.0000%  | 0.0000% | $8933972.00        | $798169.84         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-05-20      | 4.0000%  | 0.0000% | $2168080.00        | $179821.39         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-06-20      | 3.0000%  | 0.0000% | $1354396.00        | $126670.96         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-05-20      | 4.0000%  | 0.0000% | $178990489.00      | $15662968.38       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-06-20      | 5.5000%  | 0.0000% | $2236480.00        | $169380.93         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-20      | 4.0000%  | 0.0000% | $399975968.00      | $26706215.20       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-20      | 5.5000%  | 0.0000% | $2723802.00        | $162854.12         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-09-20      | 4.0000%  | 0.0000% | $56817417.00       | $3861739.35        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-10-20      | 4.0000%  | 0.0000% | $48185564.00       | $3485515.37        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-10-20      | 3.0000%  | 0.0000% | $8332997.00        | $866943.46         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-11-20      | 3.5000%  | 0.0000% | $30830000.00       | $2938268.14        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-12-20      | 3.0000%  | 0.0000% | $3035000.00        | $327838.92         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-12-20      | 3.5000%  | 0.0000% | $14181833.00       | $1409807.37        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-12-20      | 4.0000%  | 0.0000% | $107185904.00      | $9002670.37        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-12-20      | 4.5000%  | 0.0000% | $740032.00         | $55604.63          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-01-20      | 3.0000%  | 0.0000% | $3032734.00        | $329466.55         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $24583218.00       | $1986036.27        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-12-20      | 4.5000%  | 0.0000% | $723000.00         | $52462.88          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $106873428.00      | $10118385.69       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-02-20      | 5.5000%  | 0.0000% | $3000000.00        | $235392.87         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-05-20      | 3.5000%  | 0.0000% | $27002000.00       | $2733973.85        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-04-20      | 4.5000%  | 0.0000% | $813000.00         | $58708.97          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-06-20      | 3.0000%  | 0.0000% | $3073536.00        | $338597.42         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $107938847.00      | $11264560.29       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-05-20      | 4.5000%  | 0.0000% | $170000.00         | $101863.02         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-11-15      | 4.5000%  | 0.0000% | $3621138.00        | $529408.39         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-05-20      | 3.5000%  | 0.0000% | $5129782.00        | $2852735.38        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-20      | 4.5000%  | 0.0000% | $1386283.00        | $491612.01         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-07-20      | 4.0000%  | 0.0000% | $1230158.00        | $535504.41         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-02-15      | 3.0000%  | 0.0000% | $2898917.00        | $403174.05         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-04-15      | 3.5000%  | 0.0000% | $2155020.00        | $172414.77         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-06-15      | 3.5000%  | 0.0000% | $858670.00         | $139364.37         | Agency Mortgage-Backed Securities  |

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

- **C.1 - Title:** Bank of America Securities, Inc. 3.660000%
- **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: ARP1FR2E4, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1FR2E4_3.66_0407
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2026-10-15      | 3.5000%  | 0.0000% | $797407.00         | $134244.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2033-10-24      | 4.1000%  | 0.0000% | $280000.00         | $274727.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2034-03-10      | 4.3750%  | 0.0000% | $15000000.00       | $15071881.25       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2038-08-23      | 4.0400%  | 0.0000% | $3100000.00        | $2867606.78        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2032-02-23      | 2.9400%  | 0.0000% | $15000000.00       | $13947650.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-11-15      | 6.6250%  | 0.0000% | $1150000.00        | $1304844.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $93570688.00       | $13490595.56       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $1262816.00        | $820587.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 4.5000%  | 0.0000% | $791441.00         | $726372.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $335158.00         | $233627.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $58785152.00       | $21104447.26       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $1000.00           | $219.32            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 3.5000%  | 0.0000% | $425656.00         | $319621.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 6.5000%  | 0.0000% | $5298650.00        | $763570.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 6.5000%  | 0.0000% | $2457700.00        | $2248028.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-15      | 5.9300%  | 0.0000% | $31388.00          | $33278.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $4567096.00        | $4547679.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $1000000.00        | $1046631.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.5000%  | 0.0000% | $4097940.00        | $4293139.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $939630.00         | $974212.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $4363048.00        | $4498263.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $3508028.00        | $3622091.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1114044.00        | $1120828.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $571774.00         | $280266.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $232653824.00      | $211078138.91      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $95483904.00       | $97921608.07       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 4.0000%  | 0.0000% | $73192600.00       | $72427249.36       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $1072544.00        | $1120096.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $34270720.00       | $34124955.22       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $3816644.00        | $3938429.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $1415272.00        | $337001.67         | Agency Mortgage-Backed Securities |

### Security 241: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FTDK4, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1FTDK4_3.63_0407
- **C.18 - Value (incl. sponsor support):** $6500000000.00
- **C.18.a - Value (excl. sponsor support):** $6500000000.00
- **C.19 - Percentage of Net Assets:** 3.0400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond               | 2046-02-15      | 2.5000%  | 0.0000% | $93519200.00       | $64717500.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-06-30      | 1.2500%  | 0.0000% | $36266000.00       | $34385888.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-02-15      | 1.8750%  | 0.0000% | $2114041600.00     | $1879013036.49     | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-04-15      | 1.6250%  | 0.0000% | $1572921600.00     | $1635781803.17     | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-07-31      | 3.8124%  | 0.0000% | $463040700.00      | $466310680.21      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-11-30      | 3.3750%  | 0.0000% | $2554812800.00     | $2564539211.44     | U.S. Treasuries (including strips) |

### Security 242: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1FYCM0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1FYCM0_3.70_0316
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2027-03-16
- **C.12 - Maturity Date (WAL):** 2027-03-16
- **C.13 - Final Legal Maturity Date:** 2027-03-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2046-05-20      | 3.5000%  | 0.0000% | $1000.00           | $101.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 3.0000%  | 0.0000% | $2526464.00        | $278329.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $91566778.00       | $9555961.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 3.0000%  | 0.0000% | $23792354.00       | $2712656.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 3.5000%  | 0.0000% | $71189421.00       | $7448369.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $700000.00         | $63091.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 4.5000%  | 0.0000% | $921341.00         | $72459.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $64779672.00       | $7850997.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $992368.00         | $114262.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 4.0000%  | 0.0000% | $646192.00         | $60693.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 5.0000%  | 0.0000% | $1326800.00        | $151279.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $267621486.00      | $33193955.08       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $143675157.00      | $17236669.78       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 4.5000%  | 0.0000% | $536982.00         | $52747.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $165553497.00      | $21155391.30       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $214228693.00      | $25650176.23       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 4.0000%  | 0.0000% | $1005000.00        | $91049.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 2.5000%  | 0.0000% | $2598999.00        | $424298.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 3.0000%  | 0.0000% | $47148559.00       | $6221958.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.5000%  | 0.0000% | $98890836.00       | $12359134.40       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $24758428.00       | $3450717.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $11173448.00       | $8812623.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $9369057.00        | $5984770.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $12367434.00       | $8305967.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $10739627.00       | $7486231.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 2.5000%  | 0.0000% | $1021691.00        | $762846.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $819337.00         | $524834.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $22208814.00       | $16738751.81       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-15      | 3.0000%  | 0.0000% | $671343.00         | $102905.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.7500%  | 0.0000% | $500000.00         | $176987.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-15      | 5.0000%  | 0.0000% | $72194.00          | $8106.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-15      | 4.5000%  | 0.0000% | $1643867.00        | $130591.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-15      | 3.0000%  | 0.0000% | $1099.00           | $235.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-08-15      | 3.0000%  | 0.0000% | $528777.00         | $143377.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-15      | 2.5000%  | 0.0000% | $607377.00         | $110656.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-15      | 2.5000%  | 0.0000% | $399110.00         | $122556.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 3.5000%  | 0.0000% | $790000.00         | $76824.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $2219389.00        | $346176.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-15      | 4.5000%  | 0.0000% | $218741.00         | $34679.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-08-15      | 3.5000%  | 0.0000% | $1025260.00        | $122174.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-15      | 3.0000%  | 0.0000% | $220000.00         | $64021.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-15      | 3.0000%  | 0.0000% | $994079.00         | $251873.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-15      | 2.5000%  | 0.0000% | $635096.00         | $180662.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $685095.00         | $144203.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $14153986.00       | $2001285.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $3232535.00        | $754600.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-15      | 2.5000%  | 0.0000% | $276780.00         | $141127.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-15      | 4.5000%  | 0.0000% | $1250000.00        | $117313.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-15      | 2.5000%  | 0.0000% | $215756.00         | $111948.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $555000.00         | $110929.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-15      | 3.5000%  | 0.0000% | $3096137.00        | $114492.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-15      | 3.0000%  | 0.0000% | $814165.00         | $258256.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-15      | 3.0000%  | 0.0000% | $300000.00         | $55727.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-15      | 4.5000%  | 0.0000% | $931112.00         | $59819.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 3.0000%  | 0.0000% | $10825000.00       | $3498134.77        | Agency Mortgage-Backed Securities |

### Security 243: Natixis SA

- **C.1 - Title:** Natixis SA 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1G1AB7, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1G1AB7_3.73_0918
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-09-18
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note                    | 2033-02-28      | 3.7500%  | 0.0000% | $100.00            | $97.88             | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2032-08-01      | 3.0000%  | 0.0000% | $2259.00           | $180.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1491950.00        | $1182544.82        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2029-02-05      | 3.5000%  | 0.0000% | $6000000.00        | $5966978.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-06-01      | 6.3570%  | 0.0000% | $1395.00           | $36.80             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $3974.00           | $150.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-04-01      | 2.6000%  | 0.0000% | $776292.00         | $533921.61         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $6515010.00        | $6284195.16        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-05-21      | N/A      | 0.0000% | $300.00            | $298.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-06-04      | N/A      | 0.0000% | $1000.00           | $993.48            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2044-05-15      | N/A      | 0.0000% | $600.00            | $242.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2039-11-15      | 4.3750%  | 0.0000% | $1400.00           | $1384.99           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-11-15      | 3.1250%  | 0.0000% | $400.00            | $331.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $76.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-02-15      | 1.0000%  | 0.0000% | $100.00            | $102.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-05-15      | 2.5000%  | 0.0000% | $1480800.00        | $1029076.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-02-15      | 2.0000%  | 0.0000% | $300.00            | $175.32            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-02-15      | 1.8750%  | 0.0000% | $1900.00           | $1317.95           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-08-15      | 1.7500%  | 0.0000% | $55800000.00       | $37360224.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $69.77             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-05-15      | 2.8750%  | 0.0000% | $10666200.00       | $7512003.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-05-15      | 4.6250%  | 0.0000% | $1109000.00        | $1093624.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $96.00             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-05-15      | 5.0000%  | 0.0000% | $900.00            | $927.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-08-15      | 4.7500%  | 0.0000% | $1600.00           | $1568.74           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-11-15      | 4.6250%  | 0.0000% | $1016100.00        | $996371.09         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-11-15      | 2.0000%  | 0.0000% | $100.00            | $99.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-07-15      | 0.7500%  | 0.0000% | $1300.00           | $1681.49           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-07-15      | 0.1250%  | 0.0000% | $100.00            | $113.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-10-31      | 4.0000%  | 0.0000% | $4122100.00        | $4202250.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-05-15      | 3.6250%  | 0.0000% | $18352000.00       | $18596664.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-09-30      | 4.6250%  | 0.0000% | $792900.00         | $814242.49         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-11-15      | 4.5000%  | 0.0000% | $47300.00          | $48995.99          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-01-31      | 4.0000%  | 0.0000% | $86237000.00       | $87100261.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-03-31      | 4.1250%  | 0.0000% | $9500.00           | $9569.44           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-06-30      | 4.2500%  | 0.0000% | $200.00            | $204.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $100.99            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-08-31      | 3.6250%  | 0.0000% | $100.00            | $99.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-09-15      | 3.3750%  | 0.0000% | $26227200.00       | $26081308.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-11-30      | 4.1250%  | 0.0000% | $5167200.00        | $5255002.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-31      | 3.6250%  | 0.0000% | $100.00            | $99.97             | U.S. Treasuries (including strips) |

### Security 244: Natixis SA

- **C.1 - Title:** Natixis SA 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1G1L33, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1G1L33_3.70_0407
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2033-09-01      | 3.7300%  | 0.0000% | $3484200.00        | $3345376.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-07-01      | 3.2900%  | 0.0000% | $1997868.00        | $1790894.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 4.0200%  | 0.0000% | $131085.00         | $109994.34         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $4096.00           | $933.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-01-01      | 4.0900%  | 0.0000% | $2000048.00        | $1723974.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-08-01      | 4.3200%  | 0.0000% | $1767272.00        | $1707873.99        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-05-21      | N/A      | 0.0000% | $100.00            | $99.49             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-06-04      | N/A      | 0.0000% | $13126000.00       | $13040392.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-30      | 3.7500%  | 0.0000% | $24040100.00       | $24238988.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-08-15      | 4.2500%  | 0.0000% | $93313200.00       | $93284809.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-08-15      | 3.6250%  | 0.0000% | $200.00            | $199.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-10-31      | 3.7500%  | 0.0000% | $500.00            | $496.57            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-12-31      | 3.6250%  | 0.0000% | $30499900.00       | $30317096.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-03-31      | 3.8750%  | 0.0000% | $2800.00           | $2802.52           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-05-15      | 3.6250%  | 0.0000% | $24000.00          | $24319.96          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-10-15      | 4.6250%  | 0.0000% | $1500.00           | $1538.53           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-10-31      | 4.8750%  | 0.0000% | $43946700.00       | $45921882.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-03-31      | 4.1250%  | 0.0000% | $400.00            | $402.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-05-31      | 4.5000%  | 0.0000% | $1106000.00        | $1142806.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-07-31      | 4.1250%  | 0.0000% | $33618300.00       | $34008375.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-15      | 3.7500%  | 0.0000% | $4952900.00        | $4967748.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-08-31      | 3.7500%  | 0.0000% | $92718600.00       | $91729196.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-09-30      | 3.5000%  | 0.0000% | $42125200.00       | $41572517.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-01-31      | 4.2500%  | 0.0000% | $6202100.00        | $6316074.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-09-17      | N/A      | 0.0000% | $1000.00           | $982.98            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2037-02-15      | 4.7500%  | 0.0000% | $529800.00         | $550326.30         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2039-05-15      | 4.2500%  | 0.0000% | $14999900.00       | $14748439.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2039-11-15      | 4.3750%  | 0.0000% | $800.00            | $791.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-08-15      | 3.8750%  | 0.0000% | $100.00            | $91.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-11-15      | 3.1250%  | 0.0000% | $46633600.00       | $38630030.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-02-15      | 3.1250%  | 0.0000% | $41996500.00       | $34297506.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-08-15      | 2.7500%  | 0.0000% | $1300.00           | $995.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-11-15      | 3.7500%  | 0.0000% | $897500.00         | $789483.54         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $76.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-08-15      | 3.0000%  | 0.0000% | $33492100.00       | $24666375.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-05-15      | 1.2500%  | 0.0000% | $46882400.00       | $22464505.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-02-15      | 1.8750%  | 0.0000% | $27698200.00       | $19213133.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-05-15      | 2.3750%  | 0.0000% | $10000100.00       | $6342399.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-05-15      | 2.2500%  | 0.0000% | $224597000.00      | $165249946.63      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-02-15      | 2.3750%  | 0.0000% | $800.00            | $584.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-02-15      | 1.5000%  | 0.0000% | $5600.00           | $4715.12           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-02-15      | 3.8750%  | 0.0000% | $2000.00           | $1783.83           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-08-15      | 4.3750%  | 0.0000% | $170549000.00      | $161667094.53      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-11-15      | 4.7500%  | 0.0000% | $617500.00         | $611546.87         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-08-15      | 4.2500%  | 0.0000% | $4999200.00        | $4505557.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-08-15      | 4.1250%  | 0.0000% | $200.00            | $182.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-11-15      | 4.5000%  | 0.0000% | $200.00            | $190.30            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-11-15      | 4.6250%  | 0.0000% | $1307800.00        | $1286508.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-02-15      | 4.7500%  | 0.0000% | $200.00            | $197.39            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-05-15      | 5.0000%  | 0.0000% | $100.00            | $103.06            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-08-15      | 4.7500%  | 0.0000% | $1400.00           | $1372.65           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-08-15      | 4.8750%  | 0.0000% | $10999300.00       | $11012932.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-11-15      | 4.6250%  | 0.0000% | $100.00            | $98.06             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-07-15      | 0.7500%  | 0.0000% | $2034800.00        | $2631912.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-01-15      | 0.1250%  | 0.0000% | $4999900.00        | $6046154.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-10-31      | 0.5000%  | 0.0000% | $100.00            | $95.06             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-01-31      | 0.7500%  | 0.0000% | $100.00            | $94.65             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-04-30      | 0.7500%  | 0.0000% | $1991200.00        | $1992252.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-06-30      | 1.2500%  | 0.0000% | $3999900.00        | $3789824.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-07-15      | 0.1250%  | 0.0000% | $105800.00         | $119857.40         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-07-15      | 0.6250%  | 0.0000% | $96181500.00       | $101595106.32      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-08-31      | 3.1250%  | 0.0000% | $1900000.00        | $1857991.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-11-15      | 4.1250%  | 0.0000% | $261400.00         | $265059.40         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-04-30      | 3.5000%  | 0.0000% | $485500.00         | $489194.87         | U.S. Treasuries (including strips) |

### Security 245: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1G2OM6, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1G2OM6_3.65_0407
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $23603199.32       | $17071061.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-05-15      | N/A      | 0.0000% | $0.38              | $0.38              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $2280.32           | $2163.16           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-05-15      | N/A      | 0.0000% | $10.82             | $7.26              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $13.61             | $8.89              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $0.12              | $0.11              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-11-15      | N/A      | 0.0000% | $308992.00         | $267856.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-02-15      | N/A      | 0.0000% | $30.23             | $25.93             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $351.07            | $207.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $194384.09         | $99041.03          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-11-15      | N/A      | 0.0000% | $483.68            | $235.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-02-15      | N/A      | 0.0000% | $7800025.84        | $3736571.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-05-15      | N/A      | 0.0000% | $1.93              | $0.91              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $1.49              | $0.64              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $4.23              | $1.62              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $223.42            | $84.48             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $2.61              | $0.71              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $1845000.00        | $531542.66         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $3143400.00        | $872856.17         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $383800.00         | $104266.95         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-02-15      | N/A      | 0.0000% | $1300.00           | $337.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $200.00            | $51.41             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $791800.00         | $200252.55         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-02-15      | N/A      | 0.0000% | $17468000.00       | $4182048.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-11-15      | N/A      | 0.0000% | $100.00            | $23.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2026-08-15      | 6.7500%  | 0.0000% | $3900.00           | $3973.73           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2027-11-15      | 6.1250%  | 0.0000% | $94400.00          | $99920.61          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2028-08-15      | 5.5000%  | 0.0000% | $200.00            | $208.76            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2027-01-15      | 2.3750%  | 0.0000% | $100.00            | $164.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-02-15      | 1.3750%  | 0.0000% | $37000000.00       | $42796984.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-02-15      | 2.5000%  | 0.0000% | $25899500.00       | $18207210.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2049-02-15      | 1.0000%  | 0.0000% | $20366900.00       | $18684102.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-02-15      | 3.6250%  | 0.0000% | $36801800.00       | $29691952.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-05-15      | 3.8750%  | 0.0000% | $229823000.00      | $206775892.47      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-11-15      | 4.7500%  | 0.0000% | $20096400.00       | $20184428.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-11-15      | 4.6250%  | 0.0000% | $155655200.00      | $152632950.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-31      | 0.5000%  | 0.0000% | $4000.00           | $3802.19           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-01-15      | 0.1250%  | 0.0000% | $100.00            | $117.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-05-31      | 1.2500%  | 0.0000% | $22676500.00       | $21553337.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-08-31      | 0.7500%  | 0.0000% | $2000.00           | $1976.42           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-05-31      | 2.7500%  | 0.0000% | $36994400.00       | $36097414.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-11-15      | 4.1250%  | 0.0000% | $50280300.00       | $50984185.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-04-30      | 3.5000%  | 0.0000% | $54887200.00       | $54787823.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-10-15      | 1.6250%  | 0.0000% | $2280800.00        | $2411271.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-12-31      | 4.5000%  | 0.0000% | $80283600.00       | $82963293.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-06-30      | 3.8750%  | 0.0000% | $200.00            | $201.38            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-31      | 3.8750%  | 0.0000% | $4857600.00        | $4888861.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-08-15      | N/A      | 0.0000% | $1309.60           | $958.56            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $83698231.53       | $59740031.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $61.44             | $42.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $34.11             | $23.16             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-05-15      | N/A      | 0.0000% | $7000581.02        | $5440445.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-11-15      | N/A      | 0.0000% | $0.41              | $0.31              | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-11-27      | N/A      | 0.0000% | $642200.00         | $626832.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2027-01-21      | N/A      | 0.0000% | $4500.00           | $4368.78           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-11-15      | N/A      | 0.0000% | $1591000.00        | $1438846.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $395400.00         | $259422.34         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $5583900.00        | $2863736.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $60774700.00       | $26775509.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $600.00            | $206.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $600.00            | $203.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $2800.00           | $925.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $400.00            | $128.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $31900.00          | $9456.82           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $500.00            | $146.04            | U.S. Treasuries (including strips) |

### Security 246: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1G4L78, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1G4L78_3.71_0407
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 1.3138%  | 0.0000% | $100000000.00      | $4133622.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-07-25      | 0.7675%  | 0.0000% | $5930000.00        | $284311.54         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-05-15      | 2.2433%  | 0.0000% | $18300000.00       | $1284.34           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-11-25      | 0.6328%  | 0.0000% | $2420000.00        | $48509.60          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-02-25      | 5.0000%  | 0.0000% | $679882.00         | $306.61            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-02-25      | 1.4541%  | 0.0000% | $86271611.00       | $30985.41          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-02-15      | 1.9633%  | 0.0000% | $100000000.00      | $11984.75          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-07-25      | 4.5000%  | 0.0000% | $600000.00         | $167007.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-04-25      | 4.5000%  | 0.0000% | $500000.00         | $246804.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-09-25      | 5.5000%  | 0.0000% | $30227272.00       | $62988.69          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-06-25      | 6.0834%  | 0.0000% | $50000.00          | $24344.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.6771%  | 0.0000% | $10000000.00       | $319799.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.0500%  | 0.0000% | $61000000.00       | $65812.56          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.2000%  | 0.0000% | $35000000.00       | $65005.33          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 4.0000%  | 0.0000% | $2180131.00        | $1493654.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.1000%  | 0.0000% | $17000000.00       | $25915.43          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $55000000.00       | $63564.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-11-20      | 2.2550%  | 0.0000% | $7179000.00        | $40157.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 2.1376%  | 0.0000% | $107060003.00      | $721921.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 1.8785%  | 0.0000% | $3636000.00        | $7076.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 1.7749%  | 0.0000% | $116481213.00      | $490035.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-20      | 2.6800%  | 0.0000% | $62614494.00       | $439235.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-20      | 2.6724%  | 0.0000% | $36772864.00       | $282609.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-20      | 2.3645%  | 0.0000% | $947000.00         | $1268.56           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 0.1235%  | 0.0000% | $58002227.00       | $237.35            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-01-20      | 2.4952%  | 0.0000% | $1497000.00        | $24029.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 2.4055%  | 0.0000% | $47207427.00       | $262356.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-20      | 2.7052%  | 0.0000% | $18947000.00       | $69775.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 2.3118%  | 0.0000% | $50000001.00       | $252263.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 1.4573%  | 0.0000% | $121565875.00      | $228926.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-03-20      | 1.9409%  | 0.0000% | $22783581.00       | $116900.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 1.7078%  | 0.0000% | $96882694.00       | $160314.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-20      | 2.5932%  | 0.0000% | $4585000.00        | $19015.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-20      | 1.7226%  | 0.0000% | $35000000.00       | $36544.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-03-20      | 4.5000%  | 0.0000% | $9820000.00        | $67186.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-03-20      | 2.1950%  | 0.0000% | $87067583.00       | $91210.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-20      | 2.6905%  | 0.0000% | $6057000.00        | $18117.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-20      | 2.2822%  | 0.0000% | $12830316.00       | $115.19            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.0500%  | 0.0000% | $30000000.00       | $33500.48          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 6.0000%  | 0.0000% | $3333333.00        | $581109.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 1.3881%  | 0.0000% | $50000000.00       | $395034.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $60000000.00       | $38868.12          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $14000000.00       | $8183.77           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.1500%  | 0.0000% | $25000000.00       | $41994.57          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-06-15      | 2.5000%  | 0.0000% | $6600000.00        | $2294.27           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-11-16      | N/A      | 0.0000% | $66163444.00       | $5630.07           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-16      | N/A      | 0.0000% | $91000000.00       | $945.91            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-16      | 0.1514%  | 0.0000% | $3913000.00        | $2.07              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-16      | 2.7889%  | 0.0000% | $9000000.00        | $77.66             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-12-15      | 3.0000%  | 0.0000% | $100000.00         | $98632.18          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-06-15      | 3.5000%  | 0.0000% | $2300000.00        | $89.41             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 6.0000%  | 0.0000% | $1888374.00        | $354987.90         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 6.0000%  | 0.0000% | $3208976.00        | $539031.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-03-15      | 4.5000%  | 0.0000% | $549928.00         | $76693.74          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-05-15      | 2.5000%  | 0.0000% | $8000000.00        | $3784.39           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-16      | 1.0221%  | 0.0000% | $330000.00         | $21525.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.6999%  | 0.0000% | $5100000.00        | $248502.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-16      | 1.3317%  | 0.0000% | $535000.00         | $46439.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.9384%  | 0.0000% | $330000.00         | $23241.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-16      | 0.8759%  | 0.0000% | $378000.00         | $27130.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-16      | 0.8185%  | 0.0000% | $580000.00         | $33036.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-16      | 0.6135%  | 0.0000% | $10000000.00       | $448653.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.9550%  | 0.0000% | $770000.00         | $51950.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-16      | 0.5566%  | 0.0000% | $15000000.00       | $767352.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-16      | 0.7572%  | 0.0000% | $5347000.00        | $319735.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-16      | 0.9258%  | 0.0000% | $19187000.00       | $1539069.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $350000000.00      | $185177.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $100000000.00      | $53609.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 5.0000%  | 0.0000% | $171224.00         | $137263.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $113000.00         | $135720.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $250000000.00      | $277964.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.1000%  | 0.0000% | $80000000.00       | $179915.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $320000000.00      | $362218.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.1000%  | 0.0000% | $30000000.00       | $67699.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $100000000.00      | $113193.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $335000000.00      | $376786.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.4271%  | 0.0000% | $170000000.00      | $774770.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.8271%  | 0.0000% | $80516000.00       | $1762592.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $422832.00         | $80028.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.6271%  | 0.0000% | $25000000.00       | $481303.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1268498.00        | $264267.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $160000000.00      | $158091.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 0.0500%  | 0.0000% | $23507789.00       | $42385.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 0.2000%  | 0.0000% | $13410737.00       | $94785.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 0.0500%  | 0.0000% | $10838778.00       | $19935.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 0.1000%  | 0.0000% | $6490513.00        | $26729.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 0.1500%  | 0.0000% | $2469413.00        | $13679.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-02-20      | 6.5000%  | 0.0000% | $615301.00         | $90460.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.8271%  | 0.0000% | $10000000.00       | $111112.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-07-25      | 5.0000%  | 0.0000% | $128000.00         | $15319.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-04-20      | 3.2005%  | 0.0000% | $7600000.00        | $3515.86           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 5.0000%  | 0.0000% | $153176.00         | $26965.50          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 6.5000%  | 0.0000% | $465568.00         | $46134.14          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-03-25      | 6.0000%  | 0.0000% | $5014375.00        | $556835.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.8581%  | 0.0000% | $28433000.00       | $402839.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.9381%  | 0.0000% | $26136191.00       | $309041.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 2.2881%  | 0.0000% | $92208232.00       | $2684391.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 3.4881%  | 0.0000% | $21088668.00       | $1408231.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 6.0000%  | 0.0000% | $3119614.00        | $772450.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-05-25      | 4.5000%  | 0.0000% | $1100000.00        | $197535.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-01-25      | 1.9282%  | 0.0000% | $70000000.00       | $4372506.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $25000000.00       | $27568.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 0.4271%  | 0.0000% | $25000000.00       | $197127.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 0.6271%  | 0.0000% | $36390000.00       | $583637.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $60000000.00       | $190142.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $10000000.00       | $73505.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | N/A      | 0.0000% | $4000000.00        | $1437066.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | N/A      | 0.0000% | $277777.00         | $13180.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 0.0571%  | 0.0000% | $40315110.00       | $368462.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 5.5000%  | 0.0000% | $4206831.00        | $299087.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 5.5000%  | 0.0000% | $2144825.00        | $75496.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 6.0000%  | 0.0000% | $3691254.00        | $262948.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $57915422.00       | $621836.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $10000000.00       | $1671.30           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $35701084.00       | $217206.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $8333333.00        | $591711.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 0.6071%  | 0.0000% | $50000000.00       | $894381.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | N/A      | 0.0000% | $20000000.00       | $63123.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $361925.00         | $71138.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $20000000.00       | $3078.29           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 4.5000%  | 0.0000% | $1523506.00        | $122304.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | N/A      | 0.0000% | $101829622.00      | $1321991.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $65000000.00       | $567999.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 0.2471%  | 0.0000% | $12000000.00       | $183986.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.6271%  | 0.0000% | $1000000.00        | $30464.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.6271%  | 0.0000% | $1000000.00        | $29458.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.6271%  | 0.0000% | $1000000.00        | $29457.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 2.4271%  | 0.0000% | $25000000.00       | $497517.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 3.0000%  | 0.0000% | $5000000.00        | $184697.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $3333333.00        | $258308.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 2.6271%  | 0.0000% | $54572337.00       | $1035742.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.7271%  | 0.0000% | $50000000.00       | $740391.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 6.0000%  | 0.0000% | $166666.00         | $727.22            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-12-20      | 6.0000%  | 0.0000% | $83333.00          | $92.37             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 6.5000%  | 0.0000% | $461538.00         | $43155.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 1.7771%  | 0.0000% | $15000000.00       | $381181.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-10-20      | 6.5000%  | 0.0000% | $138461.00         | $365.79            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-20      | 6.0000%  | 0.0000% | $166666.00         | $1339.53           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $568005.00         | $61128.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 6.5000%  | 0.0000% | $307692.00         | $27241.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.7211%  | 0.0000% | $17021000.00       | $969270.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $44000000.00       | $29031.59          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $75000000.00       | $86984.77          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.0500%  | 0.0000% | $39000000.00       | $40669.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-12-20      | 5.5000%  | 0.0000% | $16000000.00       | $1754843.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.2000%  | 0.0000% | $40000000.00       | $175545.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.1500%  | 0.0000% | $15000000.00       | $45279.55          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.1000%  | 0.0000% | $80000000.00       | $92991.45          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $150000000.00      | $78857.75          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $78195000.00       | $90049.44          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $42000000.00       | $48336.43          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.1000%  | 0.0000% | $10000000.00       | $13149.34          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.0500%  | 0.0000% | $25000000.00       | $46342.22          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-01-25      | 2.0000%  | 0.0000% | $8669750.00        | $168396.62         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | 1.5000%  | 0.0000% | $1433333.00        | $33443.03          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-01-25      | 0.3182%  | 0.0000% | $49886810.00       | $590526.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | N/A      | 0.0000% | $350000.00         | $5013.39           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-06-25      | 1.1214%  | 0.0000% | $88898767.00       | $3435769.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 1.4069%  | 0.0000% | $1411000.00        | $68349.53          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-08-25      | 0.3505%  | 0.0000% | $9719789.00        | $81362.87          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 3.3381%  | 0.0000% | $16050000.00       | $961372.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-06-25      | 0.2264%  | 0.0000% | $125686000.00      | $1930955.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.1000%  | 0.0000% | $25000000.00       | $32338.69          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.0800%  | 0.0000% | $25000000.00       | $25187.07          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.3000%  | 0.0000% | $1000000.00        | $3787.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-05-20      | 1.7105%  | 0.0000% | $5224358.00        | $44918.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2027-12-20      | 3.5000%  | 0.0000% | $11074030.00       | $988.35            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2027-09-16      | 2.5000%  | 0.0000% | $24900000.00       | $2982.45           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-20      | 4.5000%  | 0.0000% | $39450000.00       | $489162.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-16      | 0.7776%  | 0.0000% | $187842399.00      | $55531.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-16      | 0.0667%  | 0.0000% | $50000000.00       | $14153.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-16      | 0.2041%  | 0.0000% | $7787000.00        | $2820.50           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-16      | 0.7063%  | 0.0000% | $83000000.00       | $232099.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-16      | 0.4499%  | 0.0000% | $6230000.00        | $1321.45           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-16      | 0.3067%  | 0.0000% | $2570000.00        | $3205.52           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-16      | 1.3213%  | 0.0000% | $4700000.00        | $31934.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-16      | 0.5017%  | 0.0000% | $69800000.00       | $28294.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | N/A      | 0.0000% | $38345000.00       | $102.36            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.0509%  | 0.0000% | $14480000.00       | $3474.25           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.0933%  | 0.0000% | $20110000.00       | $5582.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-16      | 0.1250%  | 0.0000% | $20130000.00       | $7131.32           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2293%  | 0.0000% | $2550000.00        | $9212.06           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-16      | 0.4755%  | 0.0000% | $974000.00         | $450.02            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-16      | 0.6828%  | 0.0000% | $31620000.00       | $85172.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-16      | N/A      | 0.0000% | $248116522.00      | $269.97            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-16      | N/A      | 0.0000% | $100000000.00      | $126.36            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-16      | 1.0086%  | 0.0000% | $1840000.00        | $1288.22           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.5865%  | 0.0000% | $7250000.00        | $36509.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-16      | 0.0117%  | 0.0000% | $160000000.00      | $3633.90           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-16      | N/A      | 0.0000% | $174273490.00      | $211.49            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-16      | 0.5873%  | 0.0000% | $70404789.00       | $160181.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-16      | 0.1670%  | 0.0000% | $32327393.00       | $5263.22           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-16      | 0.0310%  | 0.0000% | $186970000.00      | $1984.60           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-16      | 0.0247%  | 0.0000% | $150896202.00      | $6882.37           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-20      | 2.2605%  | 0.0000% | $24000000.00       | $142121.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-11-20      | 2.3605%  | 0.0000% | $13861142.00       | $15904.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 1.9213%  | 0.0000% | $3154000.00        | $12267.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-11-20      | 1.0272%  | 0.0000% | $32519064.00       | $56838.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 2.4105%  | 0.0000% | $43933666.00       | $75811.80          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $28158000.00       | $41019.32          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $13758000.00       | $20578.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 2.1445%  | 0.0000% | $80000000.00       | $236408.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-07-25      | 2.6209%  | 0.0000% | $11678000.00       | $574335.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | 0.5301%  | 0.0000% | $41255000.00       | $5785.36           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-10-20      | 2.4363%  | 0.0000% | $19428364.00       | $79186.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-09-20      | 1.5202%  | 0.0000% | $1500000.00        | $1890.24           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-16      | 0.3967%  | 0.0000% | $303515873.00      | $18880.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 2.6627%  | 0.0000% | $9000000.00        | $51167.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-11-20      | 2.5215%  | 0.0000% | $1704000.00        | $10391.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 2.1404%  | 0.0000% | $50000000.00       | $304890.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-16      | N/A      | 0.0000% | $194494000.00      | $159.27            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 2.2342%  | 0.0000% | $46268225.00       | $273574.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-02-16      | 2.3130%  | 0.0000% | $885000.00         | $28273.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-06-16      | 2.3630%  | 0.0000% | $19801000.00       | $14366.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-20      | 2.2083%  | 0.0000% | $4500000.00        | $41010.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 2.7277%  | 0.0000% | $40081161.00       | $115875.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 2.7293%  | 0.0000% | $2828000.00        | $20238.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 2.2994%  | 0.0000% | $2643000.00        | $12973.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 1.8607%  | 0.0000% | $42276735.00       | $157097.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 2.3650%  | 0.0000% | $6434000.00        | $41341.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 2.5302%  | 0.0000% | $1036000.00        | $7244.09           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 2.4635%  | 0.0000% | $38214880.00       | $197870.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-20      | 2.0459%  | 0.0000% | $208000.00         | $3240.95           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 2.2963%  | 0.0000% | $1157000.00        | $5061.70           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 2.3555%  | 0.0000% | $9026000.00        | $51944.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 1.7481%  | 0.0000% | $9850000.00        | $44938.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 1.8754%  | 0.0000% | $22838000.00       | $92249.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-08-20      | 4.4633%  | 0.0000% | $1700000.00        | $2178.29           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 2.0098%  | 0.0000% | $19007000.00       | $11166.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-20      | 0.8471%  | 0.0000% | $41106136.00       | $17386.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-20      | 3.5000%  | 0.0000% | $30406879.00       | $155741.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-02-15      | 3.0000%  | 0.0000% | $100000.00         | $92407.77          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 4.0000%  | 0.0000% | $100000.00         | $3.11              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-03-15      | 3.0000%  | 0.0000% | $100000.00         | $83542.96          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-10-15      | 5.5000%  | 0.0000% | $7974587.00        | $70009.28          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-11-15      | 4.5000%  | 0.0000% | $19622220.00       | $5837.42           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-03-15      | 3.5000%  | 0.0000% | $12471428.00       | $16811.72          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $20500308.00       | $5996.23           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.1000%  | 0.0000% | $25000000.00       | $14534.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $149997.00         | $12456.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $22938.00          | $1669.08           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-20      | 2.1771%  | 0.0000% | $50000000.00       | $751973.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $1000.00           | $863.58            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.5271%  | 0.0000% | $25000000.00       | $336145.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $4923076.00        | $499625.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $30769.00          | $2611.81           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 3.4881%  | 0.0000% | $43000000.00       | $2246801.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.1000%  | 0.0000% | $52441115.00       | $33988.76          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.1000%  | 0.0000% | $1000000.00        | $1330.41           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.2000%  | 0.0000% | $15000000.00       | $46257.07          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $22000308.00       | $6434.97           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-09-20      | 1.7571%  | 0.0000% | $90000000.00       | $1732867.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $300000.00         | $357750.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $649436.00         | $111311.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $794909.00         | $270886.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 5.5000%  | 0.0000% | $3750545.00        | $330229.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.1771%  | 0.0000% | $60000000.00       | $1221818.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $120000000.00      | $157186.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $113000.00         | $133533.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.2271%  | 0.0000% | $60000000.00       | $1700842.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.1000%  | 0.0000% | $200000000.00      | $169893.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.5271%  | 0.0000% | $25000000.00       | $311647.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $5000000.00        | $1942.79           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0300%  | 0.0000% | $40000000.00       | $15829.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0500%  | 0.0000% | $9447191.00        | $10354.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $3750000.00        | $71306.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.1500%  | 0.0000% | $25000000.00       | $52477.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.0500%  | 0.0000% | $124056268.00      | $86552.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.0500%  | 0.0000% | $124800000.00      | $87002.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.0500%  | 0.0000% | $25000000.00       | $15188.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0300%  | 0.0000% | $150000000.00      | $73234.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.7571%  | 0.0000% | $10000000.00       | $401356.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 6.0000%  | 0.0000% | $10937784.00       | $1010263.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.6271%  | 0.0000% | $25000000.00       | $577235.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.8771%  | 0.0000% | $45000000.00       | $565792.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.1000%  | 0.0000% | $20000000.00       | $30963.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.0500%  | 0.0000% | $75000000.00       | $28719.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.0200%  | 0.0000% | $70000000.00       | $16416.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.1500%  | 0.0000% | $25000000.00       | $32381.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.1400%  | 0.0000% | $55000000.00       | $79478.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.0500%  | 0.0000% | $50000000.00       | $31946.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-11-20      | 5.5000%  | 0.0000% | $1485455.00        | $243391.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.1771%  | 0.0000% | $39024835.00       | $1792216.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0500%  | 0.0000% | $100000000.00      | $82416.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0500%  | 0.0000% | $40000000.00       | $52162.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.5271%  | 0.0000% | $45000000.00       | $853905.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.5271%  | 0.0000% | $50000000.00       | $1263599.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.2771%  | 0.0000% | $22500000.00       | $1195656.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.1771%  | 0.0000% | $20552847.00       | $980019.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.8271%  | 0.0000% | $50000000.00       | $1031786.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0400%  | 0.0000% | $25000000.00       | $10236.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0200%  | 0.0000% | $137291000.00      | $38122.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0400%  | 0.0000% | $25000000.00       | $10652.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0500%  | 0.0000% | $50000000.00       | $26976.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $826923.00         | $52020.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 5.5000%  | 0.0000% | $1818182.00        | $205657.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $1780935.00        | $64095.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $1353846.00        | $78626.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 6.5000%  | 0.0000% | $1534615.00        | $28494.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $250000000.00      | $104673.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $220000000.00      | $92112.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.8771%  | 0.0000% | $50000000.00       | $575206.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1300%  | 0.0000% | $250000000.00      | $273950.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1000%  | 0.0000% | $30000000.00       | $25389.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0200%  | 0.0000% | $100000000.00      | $16771.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0400%  | 0.0000% | $25000000.00       | $8385.63           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $25000000.00       | $13406.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $50000000.00       | $27173.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1400000.00        | $1032200.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.5771%  | 0.0000% | $64166296.00       | $1736553.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 0.0500%  | 0.0000% | $200000000.00      | $134427.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1000%  | 0.0000% | $40000000.00       | $34800.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $2500000.00        | $402324.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $9090909.00        | $1593395.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-02-20      | 6.0000%  | 0.0000% | $1383375.00        | $265675.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-02-20      | 6.0000%  | 0.0000% | $479833.00         | $75878.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1611586.00        | $244462.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-12-20      | 5.5000%  | 0.0000% | $1180189.00        | $217152.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $293750.00         | $21779.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.3271%  | 0.0000% | $60000000.00       | $1535033.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-16      | N/A      | 0.0000% | $200000000.00      | $52031.93          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.0000%  | 0.0000% | $2067500.00        | $80698.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-16      | 1.5980%  | 0.0000% | $6000000.00        | $244.46            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-16      | N/A      | 0.0000% | $177706745.00      | $0.30              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-16      | 0.0002%  | 0.0000% | $92307606.00       | $0.05              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-16      | N/A      | 0.0000% | $73356939.00       | $6.98              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-06-20      | 3.8605%  | 0.0000% | $44300953.00       | $3010.16           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-10-20      | 5.5000%  | 0.0000% | $3856000.00        | $867482.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $50000000.00       | $48144.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.0500%  | 0.0000% | $200000000.00      | $88165.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $50000000.00       | $44279.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 3.5771%  | 0.0000% | $50000000.00       | $1653278.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.1771%  | 0.0000% | $10000000.00       | $198809.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 0.1300%  | 0.0000% | $7218915.00        | $4950.01           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $50000000.00       | $95009.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $30000000.00       | $60959.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 2.8071%  | 0.0000% | $20000000.00       | $470814.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 0.0500%  | 0.0000% | $5460253.00        | $7921.05           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 0.0500%  | 0.0000% | $14949417.00       | $22551.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $65000000.00       | $84162.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 0.1000%  | 0.0000% | $10000000.00       | $6035.75           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 7.0000%  | 0.0000% | $1107143.00        | $90175.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 6.5000%  | 0.0000% | $1892021.00        | $85152.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.0500%  | 0.0000% | $70000000.00       | $34333.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.2000%  | 0.0000% | $31309956.00       | $132909.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.0500%  | 0.0000% | $50000000.00       | $55436.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $200000000.00      | $273096.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 0.0300%  | 0.0000% | $10000000.00       | $3216.78           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 3.5571%  | 0.0000% | $50000000.00       | $1018277.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 0.0600%  | 0.0000% | $25000000.00       | $7882.42           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $150000000.00      | $202867.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 0.0200%  | 0.0000% | $50000000.00       | $9935.97           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 6.5000%  | 0.0000% | $3846154.00        | $159198.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-20      | 2.3771%  | 0.0000% | $50000000.00       | $860139.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.9771%  | 0.0000% | $21555943.00       | $1483777.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $909090.00         | $147892.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 3.0271%  | 0.0000% | $50000000.00       | $1111585.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 1.1278%  | 0.0000% | $30000000.00       | $1818547.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.1000%  | 0.0000% | $120500000.00      | $245030.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 0.0500%  | 0.0000% | $20000000.00       | $14180.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 0.0800%  | 0.0000% | $65000000.00       | $27971.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $689583.00         | $25668.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $250000.00         | $34987.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-12-20      | 5.5000%  | 0.0000% | $2581364.00        | $9636.81           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 2.0000%  | 0.0000% | $1069375.00        | $35806.29          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-08-25      | 5.5000%  | 0.0000% | $38687908.00       | $4542407.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-03-15      | 4.0000%  | 0.0000% | $12410318.00       | $2397491.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-06-25      | 6.3000%  | 0.0000% | $3000000.00        | $37820.37          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-06-15      | 5.5000%  | 0.0000% | $2588780.00        | $1300.43           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 2.1179%  | 0.0000% | $14348938.00       | $106833.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 2.3105%  | 0.0000% | $530000.00         | $9559.38           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 4.5000%  | 0.0000% | $2647444.00        | $91273.74          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 6.0000%  | 0.0000% | $1881026.00        | $200065.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.1000%  | 0.0000% | $100000000.00      | $105857.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.2000%  | 0.0000% | $195000000.00      | $818029.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.1000%  | 0.0000% | $178313000.00      | $234265.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.1000%  | 0.0000% | $10000000.00       | $13723.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-02-20      | 2.5063%  | 0.0000% | $47897951.00       | $90226.56          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.0500%  | 0.0000% | $1000000.00        | $693.63            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.0500%  | 0.0000% | $15000000.00       | $19442.81          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.2000%  | 0.0000% | $10000000.00       | $32079.43          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.2381%  | 0.0000% | $20000000.00       | $449526.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.6381%  | 0.0000% | $60000000.00       | $1291202.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.6881%  | 0.0000% | $25000000.00       | $504958.80         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-04-25      | 2.6636%  | 0.0000% | $19753086.00       | $727.02            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-07-15      | N/A      | 0.0000% | $600000.00         | $4916.28           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-05-15      | N/A      | 0.0000% | $1000000.00        | $3076.48           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-03-25      | 2.8736%  | 0.0000% | $3050000.00        | $370.31            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-06-25      | 4.5000%  | 0.0000% | $1900000.00        | $322686.80         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-04-25      | 4.5000%  | 0.0000% | $1600000.00        | $287128.47         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-09-25      | 2.7236%  | 0.0000% | $21244584.00       | $1961.10           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-03-25      | 1.9357%  | 0.0000% | $250997935.00      | $4360.60           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $833333.00         | $33574.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.0500%  | 0.0000% | $20000000.00       | $23627.08          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-09-15      | 4.0000%  | 0.0000% | $25304885.00       | $807.42            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.0500%  | 0.0000% | $5000000.00        | $2660.76           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-01-20      | 4.5000%  | 0.0000% | $4444444.00        | $9831.86           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.4878%  | 0.0000% | $244000.00         | $562.39            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | 0.2199%  | 0.0000% | $15280000.00       | $18505.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-16      | 0.1071%  | 0.0000% | $44160000.00       | $20420.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.1451%  | 0.0000% | $5550000.00        | $16.46             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-16      | 0.2520%  | 0.0000% | $40670000.00       | $58497.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.4619%  | 0.0000% | $4500000.00        | $12161.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | 0.8717%  | 0.0000% | $1315000.00        | $3999.36           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-16      | 0.5497%  | 0.0000% | $5915000.00        | $23325.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-16      | N/A      | 0.0000% | $89505099.00       | $97.01             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-16      | 0.1229%  | 0.0000% | $67275564.00       | $32842.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-16      | 0.1793%  | 0.0000% | $2369000.00        | $1232.64           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-16      | 0.3754%  | 0.0000% | $53026847.00       | $24465.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-16      | 0.8500%  | 0.0000% | $271506813.00      | $51086.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-16      | 2.4130%  | 0.0000% | $81620726.00       | $429105.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-16      | 0.7063%  | 0.0000% | $212570560.00      | $122209.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2029-02-20      | 4.0000%  | 0.0000% | $26831725.00       | $599.67            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2029-07-20      | 1.3263%  | 0.0000% | $73086544.00       | $1265.78           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 2.3105%  | 0.0000% | $72207000.00       | $107350.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2029-05-20      | 4.0000%  | 0.0000% | $11049609.00       | $12619.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 4.5000%  | 0.0000% | $25616000.00       | $68391.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-08-16      | 3.5000%  | 0.0000% | $376496.00         | $495917.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2029-08-20      | 4.0000%  | 0.0000% | $11166508.00       | $11135.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-07-16      | 3.5000%  | 0.0000% | $25579804.00       | $6094.49           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-04-16      | 4.0000%  | 0.0000% | $1000000.00        | $30352.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-10-16      | 2.3130%  | 0.0000% | $11167583.00       | $2526.57           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-11-20      | 3.5000%  | 0.0000% | $17360904.00       | $66920.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2026-07-16      | 4.0000%  | 0.0000% | $847020.00         | $0.09              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-01-20      | 1.8105%  | 0.0000% | $59403599.00       | $436901.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.2459%  | 0.0000% | $2689000.00        | $4213.38           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-07-16      | 0.7436%  | 0.0000% | $125239007.00      | $963000.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.2921%  | 0.0000% | $5831000.00        | $11149.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-09-16      | 0.1598%  | 0.0000% | $5973000.00        | $756.31            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-06-16      | 0.4927%  | 0.0000% | $23000000.00       | $95454.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-16      | 0.7286%  | 0.0000% | $288270000.00      | $127249.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-16      | 0.0132%  | 0.0000% | $155389291.00      | $5377.18           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-16      | N/A      | 0.0000% | $85000000.00       | $62.39             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | 0.1552%  | 0.0000% | $65000000.00       | $33316.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-09-16      | 0.3666%  | 0.0000% | $2873000.00        | $602.72            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-16      | 0.4270%  | 0.0000% | $138479564.00      | $538876.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.3407%  | 0.0000% | $657000.00         | $37.60             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-16      | 0.1663%  | 0.0000% | $15248565.00       | $18930.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-06-20      | 2.5141%  | 0.0000% | $17909885.00       | $85123.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-02-16      | 0.5441%  | 0.0000% | $125765018.00      | $1332007.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-10-16      | 0.6923%  | 0.0000% | $50699000.00       | $651386.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-02-16      | 0.4851%  | 0.0000% | $21567000.00       | $137382.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-01-16      | 0.4781%  | 0.0000% | $10000000.00       | $80558.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-04-16      | 0.4839%  | 0.0000% | $7837000.00        | $40114.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-09-16      | 0.4347%  | 0.0000% | $3360000.00        | $11888.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-04-16      | 0.2016%  | 0.0000% | $39705000.00       | $75530.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-11-16      | 0.7241%  | 0.0000% | $33180300.00       | $229056.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.4788%  | 0.0000% | $98900000.00       | $749572.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-08-16      | 0.7685%  | 0.0000% | $11295000.00       | $81340.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-07-16      | 0.4937%  | 0.0000% | $42818289.00       | $149165.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-12-16      | 0.6599%  | 0.0000% | $124450000.00      | $477437.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6877%  | 0.0000% | $35563000.00       | $255914.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.5614%  | 0.0000% | $10000000.00       | $123859.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6353%  | 0.0000% | $27650000.00       | $223702.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-02-16      | 0.5268%  | 0.0000% | $45071000.00       | $364300.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.5872%  | 0.0000% | $67000000.00       | $729451.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-01-16      | 0.6269%  | 0.0000% | $61380000.00       | $243687.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-12-16      | 0.7433%  | 0.0000% | $62391760.00       | $675788.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-08-16      | 0.5616%  | 0.0000% | $35000000.00       | $288290.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-04-16      | 0.6513%  | 0.0000% | $70000000.00       | $800363.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-08-16      | 0.8306%  | 0.0000% | $66000000.00       | $602804.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.5410%  | 0.0000% | $18000000.00       | $162418.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-10-16      | 0.5897%  | 0.0000% | $18080000.00       | $213715.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.4769%  | 0.0000% | $22343000.00       | $116534.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-02-16      | 0.6461%  | 0.0000% | $3365000.00        | $33101.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.9692%  | 0.0000% | $2898000.00        | $38613.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.6240%  | 0.0000% | $160000000.00      | $891760.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-02-16      | 1.1369%  | 0.0000% | $110300000.00      | $1603818.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-03-16      | 0.5919%  | 0.0000% | $100098741.00      | $421084.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-09-16      | 0.8199%  | 0.0000% | $31250000.00       | $162447.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-08-16      | 0.6750%  | 0.0000% | $153600000.00      | $559335.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-01-16      | 0.4588%  | 0.0000% | $2566000.00        | $5527.01           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.6579%  | 0.0000% | $13700000.00       | $92472.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-08-16      | 0.7673%  | 0.0000% | $103924500.00      | $1634937.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.7605%  | 0.0000% | $34581000.00       | $245837.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.7403%  | 0.0000% | $15000000.00       | $69233.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-20      | 2.3605%  | 0.0000% | $100000.00         | $2219.35           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 2.2605%  | 0.0000% | $200000.00         | $3901.56           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $9625875.00        | $123649.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.8161%  | 0.0000% | $1566000.00        | $10831.91          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | 0.6891%  | 0.0000% | $400000.00         | $107919.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-10-25      | 0.0814%  | 0.0000% | $7240773.00        | $252474.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.1500%  | 0.0000% | $15000000.00       | $50805.63          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.0500%  | 0.0000% | $87654791.00       | $46645.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.5271%  | 0.0000% | $20000000.00       | $423161.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-20      | 2.1771%  | 0.0000% | $20000000.00       | $312514.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 2.3271%  | 0.0000% | $25000000.00       | $599583.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 2.5271%  | 0.0000% | $62627718.00       | $1067049.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 2.1471%  | 0.0000% | $30000000.00       | $733234.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 2.2271%  | 0.0000% | $46526598.00       | $1464489.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-20      | 1.9271%  | 0.0000% | $33695566.00       | $541538.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $615384.00         | $66370.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $153846.00         | $20371.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $782691.00         | $75278.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $961538.00         | $50063.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $1486248.00        | $240172.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $412595.00         | $70740.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 4.5000%  | 0.0000% | $509186.00         | $83035.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 2.1271%  | 0.0000% | $113819457.00      | $1636802.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.0271%  | 0.0000% | $50000000.00       | $494523.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-09-20      | 6.5000%  | 0.0000% | $914462.00         | $121.46            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.9271%  | 0.0000% | $10000000.00       | $188638.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $333333.00         | $6016.41           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 6.5000%  | 0.0000% | $1998594.00        | $101460.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-20      | 1.8771%  | 0.0000% | $30000000.00       | $227872.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $1269230.00        | $137721.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $192307.00         | $16782.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 2.0271%  | 0.0000% | $14918139.00       | $288886.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.7271%  | 0.0000% | $18126000.00       | $457146.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.5271%  | 0.0000% | $20000000.00       | $552155.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 3.2071%  | 0.0000% | $25000000.00       | $1231499.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.5771%  | 0.0000% | $30000000.00       | $1629675.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 6.5000%  | 0.0000% | $3822995.00        | $14742.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $1346154.00        | $87438.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 6.5000%  | 0.0000% | $1615385.00        | $24005.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 7.0000%  | 0.0000% | $5853856.00        | $122116.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.7271%  | 0.0000% | $48888889.00       | $997462.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $30780.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $30816.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $30816.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $30816.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $9821002.00        | $25419.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $9821002.00        | $25409.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.7271%  | 0.0000% | $20000000.00       | $303404.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 6.5000%  | 0.0000% | $384615.00         | $20414.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.8771%  | 0.0000% | $10000000.00       | $308141.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.0771%  | 0.0000% | $35000000.00       | $1336757.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.5271%  | 0.0000% | $10000000.00       | $256354.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $323076.00         | $46976.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $2500000.00        | $323868.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 3.3271%  | 0.0000% | $50000000.00       | $1449830.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $1666666.00        | $26864.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $38021202.00       | $1625992.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 3.1771%  | 0.0000% | $90000000.00       | $1457729.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $576923.00         | $100096.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1538461.00        | $175537.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $576922.00         | $65778.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $461538.00         | $68812.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1461536.00        | $166162.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.5271%  | 0.0000% | $30000000.00       | $921533.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.1771%  | 0.0000% | $19000000.00       | $791041.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 3.1771%  | 0.0000% | $35000000.00       | $459872.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $2291666.00        | $62666.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.0500%  | 0.0000% | $20000000.00       | $16987.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 3.3271%  | 0.0000% | $30000000.00       | $709536.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.4771%  | 0.0000% | $15000000.00       | $611956.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.4271%  | 0.0000% | $10000000.00       | $394699.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $625000.00         | $84355.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | N/A      | 0.0000% | $804001.00         | $373308.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 2.0971%  | 0.0000% | $57604386.00       | $728266.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $1615384.00        | $57527.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 0.0900%  | 0.0000% | $5000000.00        | $3985.89           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 1.5271%  | 0.0000% | $25000000.00       | $202173.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 3.3771%  | 0.0000% | $15000000.00       | $393916.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 0.0500%  | 0.0000% | $20000000.00       | $18080.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0500%  | 0.0000% | $70000000.00       | $47915.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $50000000.00       | $94246.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.1771%  | 0.0000% | $24679500.00       | $979295.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0800%  | 0.0000% | $20000000.00       | $30101.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1500%  | 0.0000% | $24679500.00       | $69760.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.3500%  | 0.0000% | $10000000.00       | $89285.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $25000000.00       | $42772.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1500%  | 0.0000% | $25000000.00       | $64168.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.8771%  | 0.0000% | $10000000.00       | $379677.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $149425000.00      | $192462.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $150000000.00      | $191418.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $50000000.00       | $74883.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.5271%  | 0.0000% | $655000.00         | $16292.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $50000000.00       | $74385.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 3.5071%  | 0.0000% | $50000000.00       | $1792513.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2076-01-20      | 0.7608%  | 0.0000% | $15476026.00       | $1385631.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-07-20      | 0.8880%  | 0.0000% | $2970000.00        | $197449.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2076-01-20      | 0.6983%  | 0.0000% | $13696918.00       | $1148923.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-08-20      | 0.9441%  | 0.0000% | $39760000.00       | $2938405.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-09-20      | 0.9000%  | 0.0000% | $60070000.00       | $4360507.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.7000%  | 0.0000% | $45514845.00       | $828773.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $40000000.00       | $45917.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $50000000.00       | $97541.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.2271%  | 0.0000% | $25000000.00       | $1052718.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 3.4271%  | 0.0000% | $45000000.00       | $1263340.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 6.5000%  | 0.0000% | $14548768.00       | $813558.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $25000000.00       | $56989.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.2000%  | 0.0000% | $50000000.00       | $239538.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1500%  | 0.0000% | $50000000.00       | $184920.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $57564189.00       | $81339.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.2271%  | 0.0000% | $30000000.00       | $1203040.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.5271%  | 0.0000% | $50000000.00       | $1712683.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 3.4771%  | 0.0000% | $21605608.00       | $1605207.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 6.0000%  | 0.0000% | $1250000.00        | $176032.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 6.0000%  | 0.0000% | $1468520.00        | $118531.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $416666.00         | $976.73            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 5.0000%  | 0.0000% | $325000.00         | $29572.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 5.0000%  | 0.0000% | $1881711.00        | $123555.47         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-04-25      | 4.5000%  | 0.0000% | $1300000.00        | $253817.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-06-25      | 4.5000%  | 0.0000% | $3373000.00        | $624322.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-16      | N/A      | 0.0000% | $252124239.00      | $46.79             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-16      | N/A      | 0.0000% | $290558680.00      | $2.92              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.0500%  | 0.0000% | $58494493.00       | $71105.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $3749999.00        | $270913.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | N/A      | 0.0000% | $933333.00         | $625752.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 3.4271%  | 0.0000% | $15000000.00       | $1068651.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $7028280.00        | $507747.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-20      | 1.5271%  | 0.0000% | $34138395.00       | $651080.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 6.0000%  | 0.0000% | $9633946.00        | $969314.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $3450577.00        | $522510.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.7271%  | 0.0000% | $80000000.00       | $988534.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-10-25      | 4.5000%  | 0.0000% | $300000.00         | $453053.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-09-25      | 3.0000%  | 0.0000% | $15216884.00       | $2614.01           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 2.8736%  | 0.0000% | $2483600.00        | $19007.43          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-12-25      | 3.0000%  | 0.0000% | $2095610.00        | $283.21            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-12-25      | 2.3736%  | 0.0000% | $14970686.00       | $159112.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-01-25      | 3.0000%  | 0.0000% | $1903513.00        | $651.35            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-02-25      | 3.0000%  | 0.0000% | $2077997.00        | $437.14            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-01-25      | 3.0000%  | 0.0000% | $12900000.00       | $93638.10          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-04-25      | 3.0000%  | 0.0000% | $24804696.00       | $0.60              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-03-25      | 3.0000%  | 0.0000% | $3500000.00        | $1515.17           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-11-25      | 3.5000%  | 0.0000% | $14062714.00       | $38925.97          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-05-25      | 3.5000%  | 0.0000% | $87433105.00       | $8114.88           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-05-25      | 3.5000%  | 0.0000% | $7819714.00        | $607.34            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-04-25      | 0.9204%  | 0.0000% | $2181819.00        | $582324.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 3.0000%  | 0.0000% | $100000.00         | $92878.31          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-05-25      | 5.0000%  | 0.0000% | $30105600.00       | $6154.92           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-12-25      | 3.0000%  | 0.0000% | $100000.00         | $86055.64          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-05-25      | 2.5000%  | 0.0000% | $10227310.00       | $3380.31           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-05-25      | 3.5000%  | 0.0000% | $21409570.00       | $527.14            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-12-25      | 4.5000%  | 0.0000% | $8456959.00        | $14359.40          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-01-25      | 3.5000%  | 0.0000% | $7142857.00        | $3217.25           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-08-25      | 2.3736%  | 0.0000% | $200000.00         | $4093.73           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-04-25      | 2.3736%  | 0.0000% | $25931200.00       | $19221.43          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-01-25      | 2.6913%  | 0.0000% | $277000000.00      | $1138443.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-07-25      | 0.5455%  | 0.0000% | $175000000.00      | $30670.78          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-07-25      | 2.9679%  | 0.0000% | $83532611.00       | $89776.66          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-09-25      | 0.0270%  | 0.0000% | $225000000.00      | $3031.05           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-02-25      | 0.0465%  | 0.0000% | $710330958.00      | $127544.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2057-06-25      | 3.5000%  | 0.0000% | $1213594.00        | $1396118.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-01-25      | 3.0000%  | 0.0000% | $97920.00          | $101088.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 2.1736%  | 0.0000% | $67238023.00       | $383163.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-12-25      | 2.3236%  | 0.0000% | $92352161.00       | $545261.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-01-25      | 0.6281%  | 0.0000% | $20000000.00       | $264312.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-05-25      | 0.3291%  | 0.0000% | $238530000.00      | $1450403.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-06-25      | 0.8201%  | 0.0000% | $100000000.00      | $1316611.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-06-25      | 1.1302%  | 0.0000% | $4059992.00        | $190925.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-01-25      | 0.2989%  | 0.0000% | $345000.00         | $1853.80           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-11-25      | 0.2320%  | 0.0000% | $25000000.00       | $51406.95          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-11-25      | 0.1215%  | 0.0000% | $163467055.00      | $545689.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-04-25      | 5.5000%  | 0.0000% | $31000000.00       | $29595059.33       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-10-15      | 3.0000%  | 0.0000% | $4594014.00        | $934.30            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2027-08-16      | 2.5000%  | 0.0000% | $18627226.00       | $1060.64           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.1500%  | 0.0000% | $81760575.00       | $75702.32          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-12-25      | 6.0000%  | 0.0000% | $1639442.00        | $45370.86          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.7381%  | 0.0000% | $38000000.00       | $427092.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-16      | N/A      | 0.0000% | $41268846.00       | $6.00              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $20000000.00       | $13238.96          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-03-25      | 5.5000%  | 0.0000% | $17630746.00       | $41632.68          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-07-25      | 2.2236%  | 0.0000% | $3918472.00        | $1832.56           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $20958000.00       | $30954.18          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.0500%  | 0.0000% | $140560000.00      | $102469.96         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.5881%  | 0.0000% | $70118899.00       | $834924.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.7381%  | 0.0000% | $74139548.00       | $911064.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $250000000.00      | $345223.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $50000000.00       | $32716.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1200%  | 0.0000% | $21330000.00       | $49815.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0200%  | 0.0000% | $20000000.00       | $7985.54           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.6271%  | 0.0000% | $30000000.00       | $1038822.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.5271%  | 0.0000% | $50000000.00       | $1587802.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.7271%  | 0.0000% | $30000000.00       | $1092705.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1000%  | 0.0000% | $30000000.00       | $74541.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 1.2271%  | 0.0000% | $50000000.00       | $1454489.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.4771%  | 0.0000% | $40000000.00       | $349204.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.7500%  | 0.0000% | $27111106.00       | $184918.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1500%  | 0.0000% | $20000000.00       | $26561.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.8071%  | 0.0000% | $40000000.00       | $686766.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $21000000.00       | $28186.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1000%  | 0.0000% | $20000000.00       | $65965.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0900%  | 0.0000% | $100000000.00      | $191097.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.3500%  | 0.0000% | $80000000.00       | $597048.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.6271%  | 0.0000% | $50562255.00       | $1607650.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 0.1000%  | 0.0000% | $360000000.00      | $633249.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 0.1000%  | 0.0000% | $360000000.00      | $633249.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $2266564.00        | $446119.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $286786.00         | $22829.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1587500.00        | $128846.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $1691193.00        | $255638.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $40000000.00       | $39622.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $4000000.00        | $4238.45           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.7771%  | 0.0000% | $100000000.00      | $895228.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $199356000.00      | $105145.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $30000000.00       | $15585.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $175000000.00      | $90913.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $350000000.00      | $181826.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0300%  | 0.0000% | $200000000.00      | $61677.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $122500000.00      | $62668.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $321274.00         | $45213.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.7271%  | 0.0000% | $100951220.00      | $1007604.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $208333.00         | $16551.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 6.0000%  | 0.0000% | $2318042.00        | $320766.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 0.3271%  | 0.0000% | $120000000.00      | $1558951.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 3.5271%  | 0.0000% | $16200000.00       | $1560576.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 6.0000%  | 0.0000% | $2760625.00        | $266575.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 5.5000%  | 0.0000% | $2272727.00        | $217736.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $97516.00          | $107520.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 4.5229%  | 0.0000% | $10000.00          | $9644.37           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 7.0000%  | 0.0000% | $987000.00         | $132509.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | N/A      | 0.0000% | $24496666.00       | $224517.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 2.3271%  | 0.0000% | $18781751.00       | $866007.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-10-15      | 3.5000%  | 0.0000% | $1000000.00        | $4827.15           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-08-20      | 2.7905%  | 0.0000% | $34900000.00       | $1689.07           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 1.8271%  | 0.0000% | $25960000.00       | $952607.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $2272727.00        | $340355.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 0.0500%  | 0.0000% | $33360446.00       | $45802.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 0.0200%  | 0.0000% | $20000000.00       | $10979.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 0.8905%  | 0.0000% | $8369515.00        | $170282.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 0.0500%  | 0.0000% | $100000000.00      | $153913.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 0.5271%  | 0.0000% | $5000000.00        | $113117.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $3524522.00        | $644973.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.1500%  | 0.0000% | $47642451.00       | $136614.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $46487681.00       | $45118.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2761428.00        | $460367.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 0.2000%  | 0.0000% | $35965002.00       | $161307.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 0.0300%  | 0.0000% | $15000000.00       | $10108.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 0.2300%  | 0.0000% | $30000000.00       | $157421.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 0.6271%  | 0.0000% | $30000000.00       | $610736.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 1.3271%  | 0.0000% | $25000000.00       | $662431.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $900573.00         | $829857.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $25086.00          | $18785.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $582727.00         | $127884.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 5.5000%  | 0.0000% | $181818.00         | $24604.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 1.4071%  | 0.0000% | $947790.00         | $31580.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $332000.00         | $233483.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.6271%  | 0.0000% | $30000000.00       | $474580.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.0500%  | 0.0000% | $130000000.00      | $159759.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.0300%  | 0.0000% | $80000000.00       | $57512.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.0500%  | 0.0000% | $70000000.00       | $83942.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $5907500.00        | $1068979.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 4.5000%  | 0.0000% | $5058.00           | $3890.53           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 0.1250%  | 0.0000% | $253958.00         | $1028.89           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 0.0500%  | 0.0000% | $25000000.00       | $35888.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $277953.00         | $275688.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.0500%  | 0.0000% | $30000000.00       | $41275.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.0500%  | 0.0000% | $50000000.00       | $68792.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $682727.00         | $212486.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $53897.00          | $44221.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $834625.00         | $161267.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 0.0200%  | 0.0000% | $20000000.00       | $49942.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 0.0500%  | 0.0000% | $30000000.00       | $104978.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 0.0300%  | 0.0000% | $40000000.00       | $99886.64          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-10-25      | 1.0123%  | 0.0000% | $534000.00         | $19413.42          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-09-25      | 0.9169%  | 0.0000% | $2368000.00        | $80444.16          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-09-25      | 0.9451%  | 0.0000% | $45392838.00       | $1595497.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-07-15      | 0.1633%  | 0.0000% | $87729140.00       | $535755.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-12-25      | 0.7613%  | 0.0000% | $2000000.00        | $58713.86          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-06-15      | 3.0000%  | 0.0000% | $13180042.00       | $1210.02           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-06-15      | 4.0000%  | 0.0000% | $2724812.00        | $44279.00          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-12-25      | 0.7130%  | 0.0000% | $34788000.00       | $990770.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.0000%  | 0.0000% | $9368625.00        | $333691.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.1000%  | 0.0000% | $4000000.00        | $4668.92           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.5881%  | 0.0000% | $3000000.00        | $29755.28          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $65193744.00       | $52083.84          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.4881%  | 0.0000% | $40000000.00       | $923242.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.1381%  | 0.0000% | $82000000.00       | $1335809.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-11-25      | 5.5000%  | 0.0000% | $1109363.00        | $146043.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 6.0000%  | 0.0000% | $3333333.00        | $501169.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 2.6881%  | 0.0000% | $30254955.00       | $1045719.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 1.4381%  | 0.0000% | $47400308.00       | $384181.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 1.4881%  | 0.0000% | $25000000.00       | $439968.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 2.0381%  | 0.0000% | $59474698.00       | $1749118.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $28277076.00       | $3712420.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $7301500.00        | $734484.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.6381%  | 0.0000% | $58746045.00       | $691883.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-01-20      | 2.6355%  | 0.0000% | $21066040.00       | $439311.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $100000000.00      | $57787.27          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 1.9878%  | 0.0000% | $29850000.00       | $592513.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-12-25      | 0.3698%  | 0.0000% | $122750000.00      | $3451392.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 7.0000%  | 0.0000% | $10168993.00       | $1279136.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 6.0000%  | 0.0000% | $1997638.00        | $185081.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-11-25      | 4.5000%  | 0.0000% | $85388316.00       | $109465.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-05-15      | 3.5000%  | 0.0000% | $11077125.00       | $2440.26           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-05-15      | 3.0000%  | 0.0000% | $14987288.00       | $5230.52           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-01-25      | 4.0000%  | 0.0000% | $263919.00         | $429742.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-07-25      | 4.5000%  | 0.0000% | $500000.00         | $86009.67          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 1.3381%  | 0.0000% | $102718523.00      | $1259423.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-10-15      | 2.4266%  | 0.0000% | $25531180.00       | $196659.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | N/A      | 0.0000% | $10746342.00       | $9.10              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-05-15      | 3.5000%  | 0.0000% | $12514215.00       | $3203.05           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-11-25      | 0.1234%  | 0.0000% | $44717000.00       | $307604.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-20      | 2.3053%  | 0.0000% | $38232128.00       | $83110.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-20      | 1.5440%  | 0.0000% | $17039817.00       | $8553.28           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-06-15      | 3.5000%  | 0.0000% | $17193615.00       | $751.53            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-03-20      | 4.0000%  | 0.0000% | $3750000.00        | $46866.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-20      | 2.4665%  | 0.0000% | $120000000.00      | $25359.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-20      | 1.7879%  | 0.0000% | $1100000.00        | $935.51            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-20      | 0.7047%  | 0.0000% | $12068141.00       | $87.00             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-20      | 1.6392%  | 0.0000% | $58505000.00       | $49060.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-20      | 1.6616%  | 0.0000% | $30058530.00       | $40448.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-20      | 1.1258%  | 0.0000% | $128064500.00      | $77782.86          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-08-15      | 3.0000%  | 0.0000% | $1883562.00        | $332.84            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-08-15      | 2.5000%  | 0.0000% | $14590983.00       | $2394.29           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-08-15      | 4.0000%  | 0.0000% | $41266071.00       | $343.34            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-09-15      | 3.5000%  | 0.0000% | $13774292.00       | $275.59            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-09-15      | 3.5000%  | 0.0000% | $13542857.00       | $2438.26           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.2000%  | 0.0000% | $94600000.00       | $224730.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.1500%  | 0.0000% | $14500000.00       | $49354.62          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.0500%  | 0.0000% | $51000000.00       | $57960.26          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.2500%  | 0.0000% | $1000000.00        | $5586.96           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-04-15      | 3.0000%  | 0.0000% | $16703515.00       | $7452.28           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-01-15      | 2.0000%  | 0.0000% | $500000.00         | $560594.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-08-25      | 0.3736%  | 0.0000% | $102000000.00      | $1347138.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-10-25      | 0.7401%  | 0.0000% | $100000000.00      | $1190109.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-03-25      | 0.1115%  | 0.0000% | $78665828.00       | $1297744.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-01-25      | 0.0879%  | 0.0000% | $156350000.00      | $2263403.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-12-15      | 3.5000%  | 0.0000% | $23862926.00       | $2560.67           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-10-15      | 4.0000%  | 0.0000% | $18647509.00       | $158.10            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-12-15      | 4.5000%  | 0.0000% | $18786795.00       | $41405.99          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-07-15      | 7.5000%  | 0.0000% | $610063.00         | $3.03              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-02-25      | 1.3500%  | 0.0000% | $115413355.00      | $690.84            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-12-25      | 1.0736%  | 0.0000% | $3795000.00        | $68979.75          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 2.7236%  | 0.0000% | $18594286.00       | $97166.81          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-07-15      | 4.5000%  | 0.0000% | $349953.00         | $20409.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 2.5271%  | 0.0000% | $29166665.00       | $1619620.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.5000%  | 0.0000% | $9234390.00        | $460777.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 0.4771%  | 0.0000% | $100000000.00      | $1373023.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 0.0771%  | 0.0000% | $15000000.00       | $293968.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 2.3271%  | 0.0000% | $5190000.00        | $353508.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 2.4071%  | 0.0000% | $50000000.00       | $708023.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.9771%  | 0.0000% | $215000.00         | $24298.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 2.4771%  | 0.0000% | $20000000.00       | $348334.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $1538461.00        | $156614.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $115384.00         | $12034.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 4.0000%  | 0.0000% | $63366.00          | $7915.36           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 4.9999%  | 0.0000% | $363189.00         | $48550.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-10-20      | 4.5000%  | 0.0000% | $1500000.00        | $200524.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-15      | 4.0000%  | 0.0000% | $13582636.00       | $16356.58          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.4881%  | 0.0000% | $98716908.00       | $2781723.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.6381%  | 0.0000% | $50666667.00       | $984564.19         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 2.0000%  | 0.0000% | $25000000.00       | $849428.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-12-15      | 2.5000%  | 0.0000% | $12000000.00       | $2803.66           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 2.5000%  | 0.0000% | $200000.00         | $21668.64          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-12-25      | 0.3567%  | 0.0000% | $7384000.00        | $39728.20          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-03-15      | 4.0000%  | 0.0000% | $11661473.00       | $38449.92          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-01-15      | 2.5000%  | 0.0000% | $19400000.00       | $6880.23           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 7.6119%  | 0.0000% | $3000000.00        | $2162234.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $184615.00         | $15782.19          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.1500%  | 0.0000% | $30000000.00       | $99037.23          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.0500%  | 0.0000% | $40000000.00       | $45632.94          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.1500%  | 0.0000% | $15000000.00       | $51729.90          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.5381%  | 0.0000% | $55000000.00       | $1495978.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.2881%  | 0.0000% | $50000000.00       | $965703.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $1000000.00        | $732.05            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.4000%  | 0.0000% | $100000000.00      | $509580.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 2.0881%  | 0.0000% | $123288348.00      | $3769162.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-11-25      | 6.0000%  | 0.0000% | $872750.00         | $143595.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.3381%  | 0.0000% | $25000000.00       | $364460.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.1000%  | 0.0000% | $73288348.00       | $119196.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2027-08-20      | 2.5000%  | 0.0000% | $25011927.00       | $2048.47           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-02-15      | 3.2866%  | 0.0000% | $300000.00         | $35473.74          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-03-15      | 4.5000%  | 0.0000% | $16899438.00       | $60782.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 1.5663%  | 0.0000% | $33431422.00       | $46588.41          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.0500%  | 0.0000% | $25000000.00       | $13975.77          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-04-15      | 2.5000%  | 0.0000% | $3899999.00        | $1312.55           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 1.5776%  | 0.0000% | $1183000.00        | $3617.87           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-10-20      | 2.2107%  | 0.0000% | $500000.00         | $3708.69           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-20      | 1.6258%  | 0.0000% | $67120667.00       | $71766.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-08-20      | 2.3306%  | 0.0000% | $25812000.00       | $308978.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-02-20      | 1.8979%  | 0.0000% | $10924364.00       | $102549.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-04-20      | 1.7329%  | 0.0000% | $107856235.00      | $727299.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-05-20      | 0.6151%  | 0.0000% | $1540000.00        | $75434.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-20      | N/A      | 0.0000% | $53010043.00       | $41189.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-06-20      | 1.9471%  | 0.0000% | $11564324.00       | $151246.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-08-20      | 0.1082%  | 0.0000% | $86443221.00       | $56521.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $1000000.00        | $54982.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.0000%  | 0.0000% | $5630000.00        | $340708.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $3872000.00        | $38329.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0700%  | 0.0000% | $100000000.00      | $162627.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0200%  | 0.0000% | $50000000.00       | $21250.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0200%  | 0.0000% | $30000000.00       | $13939.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1000%  | 0.0000% | $125000000.00      | $285060.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.2000%  | 0.0000% | $30000000.00       | $136887.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0500%  | 0.0000% | $75000000.00       | $93585.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1000%  | 0.0000% | $50000000.00       | $113269.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0500%  | 0.0000% | $100000000.00      | $124878.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1000%  | 0.0000% | $50000000.00       | $120570.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.2771%  | 0.0000% | $50000000.00       | $610050.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1424945.00        | $154278.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $384615.00         | $66768.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $4861111.00        | $505025.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 6.0000%  | 0.0000% | $3668125.00        | $357551.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1125000.00        | $200807.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $2145371.00        | $399615.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 6.0000%  | 0.0000% | $5725000.00        | $659080.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $2916667.00        | $304426.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 5.5000%  | 0.0000% | $3689000.00        | $306416.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $900000.00         | $89615.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $63000000.00       | $436252.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 3.0000%  | 0.0000% | $2194063.00        | $180288.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $1139270.00        | $395198.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $3234585.00        | $399628.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 6.0000%  | 0.0000% | $1088328.00        | $89455.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.0000%  | 0.0000% | $18539500.00       | $518865.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.0000%  | 0.0000% | $15052750.00       | $385896.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $370000.00         | $3239.73           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $485000.00         | $1555.31           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $28701143.00       | $265608.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 6.0000%  | 0.0000% | $2102342.00        | $87693.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 6.0000%  | 0.0000% | $17740444.00       | $978574.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $18500000.00       | $212268.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 0.1271%  | 0.0000% | $96000000.00       | $1003443.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $16896000.00       | $1169875.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 1.5000%  | 0.0000% | $17972333.00       | $471804.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $14432200.00       | $902486.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $30000000.00       | $11587.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $118564246.00      | $1140378.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $350000.00         | $20216.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $8083332.00        | $447448.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $1904166.00        | $172751.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $25000000.00       | $81517.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $30000000.00       | $30640.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $100000000.00      | $659784.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $364517.00         | $288303.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 2.5771%  | 0.0000% | $50000000.00       | $662755.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-11-20      | 0.7929%  | 0.0000% | $4863186.00        | $185939.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-11-20      | 0.8774%  | 0.0000% | $115680000.00      | $8451141.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-12-20      | 0.8402%  | 0.0000% | $19820000.00       | $1349458.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-01-20      | 0.6871%  | 0.0000% | $27380000.00       | $1560390.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-06-20      | 0.7729%  | 0.0000% | $2690000.00        | $170420.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-09-20      | 0.0082%  | 0.0000% | $77663932.00       | $373045.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 0.8735%  | 0.0000% | $107610000.00      | $6609086.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-01-20      | 1.4826%  | 0.0000% | $64724603.00       | $704210.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-20      | 2.4090%  | 0.0000% | $124065942.00      | $1693106.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 2.2605%  | 0.0000% | $850000.00         | $63742.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 3.1271%  | 0.0000% | $32000000.00       | $1178741.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 0.2720%  | 0.0000% | $32110000.00       | $55204.66          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-12-15      | 4.5000%  | 0.0000% | $43363802.00       | $369515.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-06-15      | 5.0000%  | 0.0000% | $3700300.00        | $2844.24           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-06-15      | 3.5000%  | 0.0000% | $1381184.00        | $1727827.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.0500%  | 0.0000% | $10000000.00       | $11479.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 0.0500%  | 0.0000% | $205215842.00      | $205414.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 5.5000%  | 0.0000% | $1681818.00        | $142290.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 5.5000%  | 0.0000% | $432640.00         | $42671.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $8414430.00        | $828256.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1455884.00        | $300508.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $737795.00         | $18370.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1083333.00        | $157072.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $3775039.00        | $533272.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1272727.00        | $955616.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 0.0500%  | 0.0000% | $175000000.00      | $343727.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-03-20      | 5.0000%  | 0.0000% | $3000000.00        | $57.01             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-20      | 2.2305%  | 0.0000% | $5970310.00        | $61920.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2026-10-16      | 4.0000%  | 0.0000% | $900000.00         | $2.27              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-16      | 0.3462%  | 0.0000% | $50710000.00       | $72950.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-16      | 0.6933%  | 0.0000% | $10010000.00       | $39952.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-16      | 0.4273%  | 0.0000% | $60000000.00       | $59757.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-16      | 0.5075%  | 0.0000% | $14686909.00       | $20397.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-16      | 0.5752%  | 0.0000% | $151310000.00      | $239459.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-16      | N/A      | 0.0000% | $2000000.00        | $1.77              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-16      | 0.2730%  | 0.0000% | $31600000.00       | $20699.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-16      | N/A      | 0.0000% | $16751815.00       | $1884.03           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-16      | 0.6351%  | 0.0000% | $132320000.00      | $315696.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-16      | 0.1082%  | 0.0000% | $176495000.00      | $63720.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-16      | 0.0003%  | 0.0000% | $17200000.00       | $22.51             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-16      | N/A      | 0.0000% | $225456174.00      | $298.99            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-16      | 0.1589%  | 0.0000% | $7233000.00        | $9968.75           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-16      | 0.6041%  | 0.0000% | $41095000.00       | $94688.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | 0.1932%  | 0.0000% | $90888774.00       | $42862.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-16      | N/A      | 0.0000% | $45000000.00       | $19.11             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-16      | 0.1492%  | 0.0000% | $45683000.00       | $25378.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-16      | N/A      | 0.0000% | $51507067.00       | $29.11             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-16      | 0.9082%  | 0.0000% | $35100000.00       | $2978.12           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-16      | 0.0989%  | 0.0000% | $17467174.00       | $5393.40           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-16      | 0.4209%  | 0.0000% | $8648000.00        | $7486.03           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-16      | 0.0002%  | 0.0000% | $24000000.00       | $5.01              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-16      | 0.0738%  | 0.0000% | $182710000.00      | $7997.54           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-16      | 0.5772%  | 0.0000% | $32233402.00       | $23202.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-03-20      | 2.2605%  | 0.0000% | $22927823.00       | $257867.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-03-16      | 2.2630%  | 0.0000% | $23542857.00       | $225475.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-02-25      | 6.5000%  | 0.0000% | $7100000.00        | $390.82            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-04-25      | 4.5000%  | 0.0000% | $278929.00         | $18818.88          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-08-15      | 2.4633%  | 0.0000% | $1085000.00        | $952.79            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-11-15      | 2.5033%  | 0.0000% | $1044408.00        | $1197.76           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 0.0500%  | 0.0000% | $10000000.00       | $13248.00          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-05-15      | 3.0000%  | 0.0000% | $19900000.00       | $1500.14           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-05-15      | 3.5000%  | 0.0000% | $35038180.00       | $2501.70           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-08-15      | 2.8633%  | 0.0000% | $34114911.00       | $49030.10          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-12-25      | 1.7730%  | 0.0000% | $29300000.00       | $886945.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-12-25      | 0.7761%  | 0.0000% | $86641645.00       | $252954.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-01-25      | 1.5959%  | 0.0000% | $13400000.00       | $687326.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-01-25      | 1.4253%  | 0.0000% | $19000000.00       | $129399.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 1.8368%  | 0.0000% | $129352688.00      | $990850.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 0.1789%  | 0.0000% | $10000000.00       | $749342.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 0.4829%  | 0.0000% | $10617723.00       | $159863.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-08-25      | 1.1672%  | 0.0000% | $105056777.00      | $89246.49          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-07-25      | 2.0000%  | 0.0000% | $100000.00         | $66413.34          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $13000000.00       | $199840.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.1405%  | 0.0000% | $19404255.00       | $270135.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-08-25      | 1.4124%  | 0.0000% | $10000000.00       | $370705.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-07-25      | 0.4312%  | 0.0000% | $28871368.00       | $209013.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $100000.00         | $10975.12          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-10-25      | 0.6244%  | 0.0000% | $55100000.00       | $101046.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 3.0000%  | 0.0000% | $1900000.00        | $171278.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 0.4381%  | 0.0000% | $44000000.00       | $1219162.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 1.8303%  | 0.0000% | $4075000.00        | $150874.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-08-25      | 0.8895%  | 0.0000% | $12500000.00       | $279018.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 4.0000%  | 0.0000% | $10755965.00       | $1542186.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-25      | 3.0000%  | 0.0000% | $574833.00         | $50590.34          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 4.0000%  | 0.0000% | $6950958.00        | $544157.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-07-25      | 0.0674%  | 0.0000% | $130547117.00      | $389394.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-08-25      | N/A      | 0.0000% | $48224639.00       | $1160566.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-11-25      | N/A      | 0.0000% | $239678944.00      | $51561.73          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 1.5000%  | 0.0000% | $9875259.00        | $297565.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-12-25      | 5.2400%  | 0.0000% | $156262.00         | $11635.82          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $253750.00         | $15599.63          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $378125.00         | $23672.02          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-25      | 2.0000%  | 0.0000% | $8495500.00        | $573102.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 2.0000%  | 0.0000% | $2562500.00        | $126898.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 2.0000%  | 0.0000% | $437500.00         | $21166.73          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-11-25      | 0.5298%  | 0.0000% | $37399231.00       | $568594.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 2.5000%  | 0.0000% | $102000.00         | $11424.88          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $6818750.00        | $264237.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $4153750.00        | $158106.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 2.0881%  | 0.0000% | $150000.00         | $12924.48          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 2.0000%  | 0.0000% | $5514000.00        | $302174.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | N/A      | 0.0000% | $10000000.00       | $1838.14           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 2.0000%  | 0.0000% | $23485876.00       | $1106316.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.5000%  | 0.0000% | $700000.00         | $95914.22          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | N/A      | 0.0000% | $15000000.00       | $14303.80          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | 0.4881%  | 0.0000% | $15000000.00       | $250621.82         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 4.0000%  | 0.0000% | $158000.00         | $170605.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | 4.5000%  | 0.0000% | $100000.00         | $5917.04           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-05-25      | N/A      | 0.0000% | $19104644.00       | $7308404.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-03-25      | 2.5881%  | 0.0000% | $100000000.00      | $3646013.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 7.5000%  | 0.0000% | $1499999.00        | $186632.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 4.5381%  | 0.0000% | $4152591.00        | $2416299.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-10-25      | 0.0582%  | 0.0000% | $19252093.00       | $20734.53          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-03-25      | 1.6344%  | 0.0000% | $39412051.00       | $1102478.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 3.2381%  | 0.0000% | $1841091.00        | $54265.65          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 3.2381%  | 0.0000% | $2504910.00        | $89877.02          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 2.2381%  | 0.0000% | $68397376.00       | $2285641.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 4.4381%  | 0.0000% | $26901946.00       | $1280188.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 6.5000%  | 0.0000% | $2307692.00        | $238801.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 1.9881%  | 0.0000% | $50000000.00       | $2161039.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-04-25      | 3.4381%  | 0.0000% | $59438675.00       | $2657981.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-04-25      | 1.5881%  | 0.0000% | $20000000.00       | $401788.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | N/A      | 0.0000% | $1210000.00        | $722634.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 1.7381%  | 0.0000% | $54747000.00       | $1605273.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 0.1000%  | 0.0000% | $60034424.00       | $82795.43          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 1.2881%  | 0.0000% | $47618946.00       | $863604.14         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 0.1000%  | 0.0000% | $47618946.00       | $51326.48          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 2.2381%  | 0.0000% | $90200000.00       | $2946663.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.1000%  | 0.0000% | $5500000.00        | $6694.94           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 1.4381%  | 0.0000% | $55500000.00       | $1171010.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.7381%  | 0.0000% | $104766702.00      | $2421656.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 4.5000%  | 0.0000% | $887397.00         | $53793.46          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.0500%  | 0.0000% | $32358563.00       | $20118.08          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 0.1000%  | 0.0000% | $26000000.00       | $30129.86          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 3.3681%  | 0.0000% | $50000000.00       | $2057268.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 6.5000%  | 0.0000% | $192308.00         | $3369.27           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.0500%  | 0.0000% | $9650000.00        | $5584.36           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.0500%  | 0.0000% | $20000000.00       | $11573.80          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 6.0000%  | 0.0000% | $416666.00         | $88412.36          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 0.0500%  | 0.0000% | $55425000.00       | $62652.16          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.7881%  | 0.0000% | $35000000.00       | $1695649.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-10-25      | 4.0000%  | 0.0000% | $773716.00         | $89340.63          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 2.2381%  | 0.0000% | $177633466.00      | $6038366.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 2.3381%  | 0.0000% | $31339944.00       | $526215.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.0500%  | 0.0000% | $47000000.00       | $52799.56          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.1500%  | 0.0000% | $50000000.00       | $128112.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.1381%  | 0.0000% | $25000000.00       | $451875.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.3681%  | 0.0000% | $71726826.00       | $826831.17         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.4381%  | 0.0000% | $50000000.00       | $1070494.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 6.0000%  | 0.0000% | $1325000.00        | $196284.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-03-25      | 6.0000%  | 0.0000% | $886250.00         | $55280.21          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 6.0000%  | 0.0000% | $3149613.00        | $163989.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.4000%  | 0.0000% | $3500000.00        | $30552.93          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.5381%  | 0.0000% | $50000000.00       | $1434233.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-02-25      | 6.0000%  | 0.0000% | $5003750.00        | $686984.96         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.0500%  | 0.0000% | $15000000.00       | $16167.23          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.0500%  | 0.0000% | $98000000.00       | $105557.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.1000%  | 0.0000% | $20000000.00       | $24319.86          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 2.0881%  | 0.0000% | $160000000.00      | $4110174.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.2000%  | 0.0000% | $105000000.00      | $148010.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.1500%  | 0.0000% | $1000000.00        | $2394.36           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.2500%  | 0.0000% | $12500000.00       | $35498.54          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.4381%  | 0.0000% | $10000000.00       | $88336.41          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.4881%  | 0.0000% | $50000000.00       | $587424.75         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.1500%  | 0.0000% | $25000000.00       | $88228.17          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 1.9381%  | 0.0000% | $25050000.00       | $737427.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 6.5000%  | 0.0000% | $23502923.00       | $4376828.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 0.0700%  | 0.0000% | $3500000.00        | $8347.82           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.1000%  | 0.0000% | $15000000.00       | $35716.57          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | 6.5000%  | 0.0000% | $204353.00         | $24982.72          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 0.0800%  | 0.0000% | $5000000.00        | $9281.78           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-25      | 6.5000%  | 0.0000% | $1867308.00        | $333367.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 2.2881%  | 0.0000% | $54677680.00       | $2028618.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | N/A      | 0.0000% | $50000000.00       | $1150.50           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.5000%  | 0.0000% | $2599846.00        | $367994.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 0.1000%  | 0.0000% | $9921161.00        | $26529.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $423962.00         | $63494.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 0.1000%  | 0.0000% | $17458859.00       | $29921.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 0.0500%  | 0.0000% | $20989179.00       | $20158.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 4.6229%  | 0.0000% | $6000.00           | $6058.15           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $4138855.00        | $811694.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 5.5000%  | 0.0000% | $869757.00         | $103052.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $3936531.00        | $535258.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $7474538.00        | $1286189.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1899693.00        | $340557.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $5633013.00        | $1154738.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $6218317.00        | $989842.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.7771%  | 0.0000% | $30000000.00       | $1567671.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 5.5000%  | 0.0000% | $4545454.00        | $536656.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 5.5000%  | 0.0000% | $727272.00         | $72784.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 0.4771%  | 0.0000% | $100000000.00      | $1603544.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-08-16      | 1.1445%  | 0.0000% | $1223000.00        | $69690.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | N/A      | 0.0000% | $197271706.00      | $157.22            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-03-20      | 1.8696%  | 0.0000% | $51800918.00       | $173729.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | N/A      | 0.0000% | $50000000.00       | $52683.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 7.0000%  | 0.0000% | $6255189.00        | $87410.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 2.4105%  | 0.0000% | $48400735.00       | $128011.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 0.0105%  | 0.0000% | $100000000.00      | $496735.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | N/A      | 0.0000% | $50000000.00       | $37707.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 0.8032%  | 0.0000% | $355551.00         | $16401.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 0.9160%  | 0.0000% | $26100000.00       | $1525935.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.8818%  | 0.0000% | $7164000.00        | $370139.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | N/A      | 0.0000% | $99260632.00       | $90.97             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.8670%  | 0.0000% | $1371000.00        | $69405.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.2500%  | 0.0000% | $20000000.00       | $184403.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 0.7965%  | 0.0000% | $10000000.00       | $478851.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-16      | 0.9039%  | 0.0000% | $10570000.00       | $581615.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 1.0682%  | 0.0000% | $19000000.00       | $1442168.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9932%  | 0.0000% | $10000000.00       | $535775.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.9886%  | 0.0000% | $10700000.00       | $549304.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 1.4282%  | 0.0000% | $10500000.00       | $763156.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 1.4329%  | 0.0000% | $22500000.00       | $1648921.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.7002%  | 0.0000% | $10000000.00       | $434757.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-16      | 0.9070%  | 0.0000% | $6270000.00        | $335803.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9668%  | 0.0000% | $1382000.00        | $82982.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-01-16      | 0.7100%  | 0.0000% | $18858000.00       | $1030041.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.7035%  | 0.0000% | $627000.00         | $27866.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-07-16      | 0.9812%  | 0.0000% | $3600000.00        | $194568.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.9989%  | 0.0000% | $11000000.00       | $701722.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-16      | N/A      | 0.0000% | $92000000.00       | $77.92             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.7851%  | 0.0000% | $169000.00         | $9167.75           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-02-16      | 0.6396%  | 0.0000% | $22400000.00       | $910973.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.8021%  | 0.0000% | $374000.00         | $18950.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.5701%  | 0.0000% | $7000000.00        | $272690.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-11-16      | 1.0009%  | 0.0000% | $265000.00         | $18538.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.6111%  | 0.0000% | $22000000.00       | $1107931.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.7503%  | 0.0000% | $33800000.00       | $1815683.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.7025%  | 0.0000% | $17300000.00       | $871996.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.8227%  | 0.0000% | $100000.00         | $6286.09           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 7.0000%  | 0.0000% | $357141.00         | $30896.60          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-25      | 1.7444%  | 0.0000% | $6389030.00        | $592819.48         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 2.7381%  | 0.0000% | $15000000.00       | $421860.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 7.5000%  | 0.0000% | $898802.00         | $66207.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.5105%  | 0.0000% | $100000.00         | $8276.90           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 6.1000%  | 0.0000% | $147306.00         | $205307.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 2.5000%  | 0.0000% | $5373900.00        | $392808.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | N/A      | 0.0000% | $835000.00         | $4155.83           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $150000.00         | $12796.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $1750000.00        | $102848.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $1500000.00        | $141640.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $500000.00         | $7074.32           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 1.5000%  | 0.0000% | $583333.00         | $27626.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $600000.00         | $4240.30           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $52650000.00       | $1035016.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $3406000.00        | $65690.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.0178%  | 0.0000% | $15866343.00       | $508367.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $391758.00         | $91548.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $12984250.00       | $489184.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $15440000.00       | $553473.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $800000.00         | $52372.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $18337137.00       | $2587.25           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $63937.00          | $16968.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 0.8419%  | 0.0000% | $4283780.00        | $139926.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 1.6717%  | 0.0000% | $6994179.00        | $66627.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $376108.00         | $84899.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $6235000.00        | $6602.91           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 0.1271%  | 0.0000% | $47979314.00       | $839367.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $2250000.00        | $39809.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $27000000.00       | $164810.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $39355586.00       | $64053.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 2.5000%  | 0.0000% | $215000.00         | $13874.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $581646.00         | $48848.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $683357.00         | $45685.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $2119357.00        | $138974.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $4995428.00        | $389872.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 1.0981%  | 0.0000% | $4983354.00        | $188458.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.9036%  | 0.0000% | $51721.00          | $1392.34           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 0.0271%  | 0.0000% | $340000.00         | $8331.46           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-12-20      | 1.3026%  | 0.0000% | $41547073.00       | $1403353.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-10-20      | 1.4345%  | 0.0000% | $50149207.00       | $318476.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-08-20      | 0.4827%  | 0.0000% | $15000000.00       | $613909.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-02-20      | 1.9632%  | 0.0000% | $44530436.00       | $1784367.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.0500%  | 0.0000% | $2000000.00        | $1956.16           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 3.3881%  | 0.0000% | $42760023.00       | $1797223.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.0500%  | 0.0000% | $18000000.00       | $11386.50          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 6.0000%  | 0.0000% | $2000000.00        | $201860.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.5000%  | 0.0000% | $6640923.00        | $953756.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.1381%  | 0.0000% | $10625546.00       | $297416.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.2881%  | 0.0000% | $58934737.00       | $3090307.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.0000%  | 0.0000% | $23225500.00       | $1412410.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-06-25      | 1.0339%  | 0.0000% | $136100000.00      | $6177588.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-25      | 1.5000%  | 0.0000% | $6312704.00        | $110914.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-25      | 1.5000%  | 0.0000% | $7208741.00        | $126710.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 1.5000%  | 0.0000% | $1355833.00        | $27138.64          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 1.5000%  | 0.0000% | $1000000.00        | $19976.81          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-01-25      | 0.3093%  | 0.0000% | $6230000.00        | $78207.26          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $126000000.00      | $138153.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-06-25      | 0.3709%  | 0.0000% | $40200000.00       | $869132.62         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 3.5646%  | 0.0000% | $1250000.00        | $228806.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-06-25      | 0.2307%  | 0.0000% | $107116213.00      | $1554457.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.8881%  | 0.0000% | $10000000.00       | $623757.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 0.0381%  | 0.0000% | $22038475.00       | $298203.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 2.5000%  | 0.0000% | $39672154.00       | $2574789.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 2.0000%  | 0.0000% | $3756000.00        | $168062.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 4.0000%  | 0.0000% | $1000000.00        | $543161.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-04-25      | 0.3896%  | 0.0000% | $180000000.00      | $3961742.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-03-25      | 0.3428%  | 0.0000% | $7000000.00        | $133165.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | N/A      | 0.0000% | $240000.00         | $3173.38           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-11-25      | 3.5000%  | 0.0000% | $135714.00         | $8985.46           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-02-25      | 0.7058%  | 0.0000% | $34000000.00       | $631828.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-10-25      | 3.5000%  | 0.0000% | $8567142.00        | $268737.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-07-25      | 1.2571%  | 0.0000% | $1100000.00        | $2057.02           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-10-25      | 0.8258%  | 0.0000% | $33800000.00       | $843128.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-20      | 0.7058%  | 0.0000% | $34242459.00       | $18496.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-16      | N/A      | 0.0000% | $200000000.00      | $4.91              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.0000%  | 0.0000% | $100000.00         | $3404.95           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | N/A      | 0.0000% | $35000000.00       | $53100.72          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-06-25      | 1.5000%  | 0.0000% | $3582500.00        | $89095.37          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | N/A      | 0.0000% | $4000000.00        | $1625.14           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 0.6784%  | 0.0000% | $20000000.00       | $373726.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | N/A      | 0.0000% | $20000000.00       | $159220.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 0.6285%  | 0.0000% | $110000000.00      | $1778704.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.7500%  | 0.0000% | $51000.00          | $49293.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 0.5978%  | 0.0000% | $50000000.00       | $931432.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $954000.00         | $761229.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $6972700.00        | $991050.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-12-20      | 6.5000%  | 0.0000% | $34438384.00       | $413114.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-06-16      | 0.7362%  | 0.0000% | $150023025.00      | $1006483.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-06-16      | 0.4137%  | 0.0000% | $39388000.00       | $269317.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-12-16      | 0.5202%  | 0.0000% | $10270000.00       | $61850.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.4118%  | 0.0000% | $839000.00         | $5115.96           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-09-16      | 0.6214%  | 0.0000% | $42920000.00       | $420792.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-03-16      | 0.6162%  | 0.0000% | $63505104.00       | $421102.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-03-16      | 0.5859%  | 0.0000% | $20000000.00       | $365423.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-16      | 0.6100%  | 0.0000% | $55026781.00       | $670885.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-03-16      | 0.5913%  | 0.0000% | $90000000.00       | $905197.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-11-16      | 0.6004%  | 0.0000% | $92200000.00       | $1049516.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.4253%  | 0.0000% | $100000000.00      | $1081187.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | N/A      | 0.0000% | $134494000.00      | $585630.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-02-20      | 2.5943%  | 0.0000% | $27850322.00       | $330151.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-05-20      | 2.5165%  | 0.0000% | $23503901.00       | $248622.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-02-20      | 1.4946%  | 0.0000% | $55270998.00       | $189934.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-09-20      | 1.8619%  | 0.0000% | $18261779.00       | $356688.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-04-20      | 2.8110%  | 0.0000% | $50590001.00       | $924345.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-03-25      | 1.2384%  | 0.0000% | $10000000.00       | $200830.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-03-25      | 1.1483%  | 0.0000% | $100500000.00      | $3491627.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-01-25      | 2.0681%  | 0.0000% | $23972632.00       | $153482.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 1.5000%  | 0.0000% | $5582999.00        | $175791.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $34440000.00       | $47576.08          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 3.1889%  | 0.0000% | $974273.00         | $469704.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 1.5000%  | 0.0000% | $1941667.00        | $61137.03          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-03-25      | 1.5000%  | 0.0000% | $3386667.00        | $52346.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 0.0500%  | 0.0000% | $25000000.00       | $49127.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0500%  | 0.0000% | $80000000.00       | $96405.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 6.0000%  | 0.0000% | $4687500.00        | $517251.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0500%  | 0.0000% | $20000000.00       | $24518.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.1100%  | 0.0000% | $21147941.00       | $47508.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 6.0000%  | 0.0000% | $9125000.00        | $804185.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0600%  | 0.0000% | $100000000.00      | $205670.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 0.0500%  | 0.0000% | $75000000.00       | $132968.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1000%  | 0.0000% | $30198473.00       | $68664.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 6.0000%  | 0.0000% | $1375000.00        | $130621.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.2605%  | 0.0000% | $48182959.00       | $1466774.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 3.5271%  | 0.0000% | $20800000.00       | $1609335.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 2.2771%  | 0.0000% | $47438278.00       | $1776088.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.0271%  | 0.0000% | $27867319.00       | $434123.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 0.0605%  | 0.0000% | $45000000.00       | $186987.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | N/A      | 0.0000% | $30000000.00       | $26552.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 2.3105%  | 0.0000% | $18715770.00       | $474223.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 4.5000%  | 0.0000% | $5371079.00        | $267238.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-10-16      | 4.0000%  | 0.0000% | $4155500.00        | $146607.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 1.3632%  | 0.0000% | $2521085.00        | $7120.14           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 5.5000%  | 0.0000% | $26119212.00       | $1047172.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.5000%  | 0.0000% | $28907790.00       | $1300873.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $8333333.00        | $100714.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 0.1605%  | 0.0000% | $75000000.00       | $298057.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $200000.00         | $21045.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 4.5000%  | 0.0000% | $4569062.00        | $182320.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | N/A      | 0.0000% | $65373689.00       | $211565.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 0.4105%  | 0.0000% | $5500000.00        | $114872.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-20      | 1.4410%  | 0.0000% | $58785697.00       | $918635.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $21421581.00       | $1128237.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $1599000.00        | $18996.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $22752607.00       | $87873.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $5197000.00        | $48736.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $7900000.00        | $136018.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.5105%  | 0.0000% | $230000.00         | $20858.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.5000%  | 0.0000% | $845000.00         | $67795.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $900000.00         | $59192.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $220000.00         | $15892.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-01-20      | 6.0000%  | 0.0000% | $9536654.00        | $418781.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $2100000.00        | $146287.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.5105%  | 0.0000% | $475000.00         | $40633.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-16      | 0.0102%  | 0.0000% | $24000000.00       | $49.26             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-16      | 0.3000%  | 0.0000% | $49244404.00       | $1440.56           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | N/A      | 0.0000% | $25000000.00       | $5.97              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-16      | N/A      | 0.0000% | $210603879.00      | $181.08            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-07-20      | 2.0011%  | 0.0000% | $43042938.00       | $200275.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-08-20      | 1.6041%  | 0.0000% | $26187556.00       | $648504.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-10-20      | 1.7671%  | 0.0000% | $51548315.00       | $172693.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-10-20      | 1.9141%  | 0.0000% | $20136422.00       | $143785.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-12-20      | 2.2263%  | 0.0000% | $37253678.00       | $312616.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-03-20      | 0.8258%  | 0.0000% | $48280052.00       | $341659.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-08-20      | 2.5415%  | 0.0000% | $885000.00         | $9871.65           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.6345%  | 0.0000% | $138465286.00      | $513815.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-02-16      | 0.8259%  | 0.0000% | $100000000.00      | $689933.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.7494%  | 0.0000% | $130000000.00      | $1551654.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-11-16      | 0.9852%  | 0.0000% | $150000000.00      | $767263.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-06-16      | 0.4269%  | 0.0000% | $96712448.00       | $410274.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-08-16      | 0.7225%  | 0.0000% | $120000000.00      | $573648.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-02-16      | 0.7482%  | 0.0000% | $60771193.00       | $894856.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-16      | 0.8300%  | 0.0000% | $106897339.00      | $1016103.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-16      | 0.7170%  | 0.0000% | $115000000.00      | $1255342.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-02-16      | 0.6019%  | 0.0000% | $75015040.00       | $1107322.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-10-16      | 0.6787%  | 0.0000% | $142417131.00      | $1058288.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-08-16      | 0.4876%  | 0.0000% | $98884949.00       | $239904.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.9319%  | 0.0000% | $33100000.00       | $1405864.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 0.5975%  | 0.0000% | $51281946.00       | $1408012.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-08-16      | 0.5000%  | 0.0000% | $40000000.00       | $46368.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-08-16      | 0.6429%  | 0.0000% | $53508107.00       | $983943.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 0.4000%  | 0.0000% | $120483604.00      | $296817.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 0.7902%  | 0.0000% | $87000000.00       | $666432.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 1.1337%  | 0.0000% | $7500000.00        | $377295.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-01-16      | 0.9870%  | 0.0000% | $37968934.00       | $1001506.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-09-16      | 1.2711%  | 0.0000% | $15500000.00       | $1172815.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-11-16      | 1.2571%  | 0.0000% | $10555000.00       | $390324.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.9392%  | 0.0000% | $1478000.00        | $55036.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 1.0563%  | 0.0000% | $661000.00         | $21761.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.8769%  | 0.0000% | $1304000.00        | $38294.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.9726%  | 0.0000% | $13000000.00       | $490927.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.9648%  | 0.0000% | $35000000.00       | $1118864.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.7991%  | 0.0000% | $41426000.00       | $1568691.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 1.1692%  | 0.0000% | $7400000.00        | $466040.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.7593%  | 0.0000% | $105000.00         | $4615.99           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-16      | 0.8352%  | 0.0000% | $2500000.00        | $117766.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.7872%  | 0.0000% | $210525.00         | $9164.21           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-08-16      | 0.6081%  | 0.0000% | $220000.00         | $6627.21           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.7645%  | 0.0000% | $43000000.00       | $1553722.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-06-20      | 0.0655%  | 0.0000% | $44177162.00       | $1028794.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-07-20      | 0.2774%  | 0.0000% | $7020246.00        | $198599.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 2.1252%  | 0.0000% | $23262877.00       | $309388.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 0.3125%  | 0.0000% | $30602794.00       | $26956.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-05-20      | 2.2216%  | 0.0000% | $28607880.00       | $1285748.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-03-20      | 0.4075%  | 0.0000% | $4669000.00        | $115303.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-08-20      | 2.2566%  | 0.0000% | $14635149.00       | $650023.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 1.9036%  | 0.0000% | $16000000.00       | $508421.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 2.0035%  | 0.0000% | $11700000.00       | $106533.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 1.0777%  | 0.0000% | $17157604.00       | $741641.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 2.0360%  | 0.0000% | $23205000.00       | $607599.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-06-20      | 3.1222%  | 0.0000% | $25816385.00       | $225119.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-10-20      | 1.4992%  | 0.0000% | $8700000.00        | $54760.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-09-20      | 1.0410%  | 0.0000% | $15293749.00       | $401809.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 0.5824%  | 0.0000% | $12977576.00       | $411503.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 2.1410%  | 0.0000% | $5049054.00        | $28173.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 1.1888%  | 0.0000% | $45512037.00       | $856685.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-04-20      | 0.5021%  | 0.0000% | $28703471.00       | $610241.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.8262%  | 0.0000% | $2500000.00        | $128849.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.8775%  | 0.0000% | $3200000.00        | $167522.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-16      | 0.9924%  | 0.0000% | $855000.00         | $50742.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.7863%  | 0.0000% | $33000000.00       | $1478543.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-06-16      | 0.9341%  | 0.0000% | $3330000.00        | $176604.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-10-16      | 1.4223%  | 0.0000% | $540000.00         | $44307.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-11-16      | 0.8360%  | 0.0000% | $18411003.00       | $897502.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-16      | 0.7224%  | 0.0000% | $17393000.00       | $715941.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 1.6021%  | 0.0000% | $4500000.00        | $375735.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.7000%  | 0.0000% | $8300000.00        | $170773.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.8806%  | 0.0000% | $9148000.00        | $455316.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-02-16      | N/A      | 0.0000% | $20819882.00       | $18.75             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.9866%  | 0.0000% | $25345000.00       | $1564771.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 1.1615%  | 0.0000% | $25000000.00       | $1684928.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 1.0343%  | 0.0000% | $5212000.00        | $291181.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 0.7973%  | 0.0000% | $3000000.00        | $155963.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-16      | N/A      | 0.0000% | $50000000.00       | $9767.56           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | 2.0381%  | 0.0000% | $30769235.00       | $956257.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 2.0000%  | 0.0000% | $4544250.00        | $295706.29         | Agency Collateralized Mortgage Obligation |

### Security 247: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1G4L86, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1G4L86_3.70_0407
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Small Business Administration | 2044-06-01      | 2.7700%  | 0.0000% | $1732000.00        | $886626.94         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2047-04-01      | 3.5000%  | 0.0000% | $3400000.00        | $2607932.92        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2047-12-01      | 4.7100%  | 0.0000% | $10019000.00       | $8694941.87        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-01-01      | 5.1700%  | 0.0000% | $1000000.00        | $12150.64          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-07-01      | 5.8700%  | 0.0000% | $1950000.00        | $25757.10          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2048-02-01      | 4.6100%  | 0.0000% | $2540000.00        | $2050575.98        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2033-03-01      | 5.1680%  | 0.0000% | $184650000.00      | $142181841.11      | Agency Mortgage-Backed Securities |
| Small Business Administration | 2048-04-01      | 4.4800%  | 0.0000% | $4935000.00        | $4369951.13        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2048-05-01      | 4.6200%  | 0.0000% | $8490000.00        | $7549743.90        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2034-04-01      | 3.1100%  | 0.0000% | $25000.00          | $3265.54           | Agency Mortgage-Backed Securities |
| Small Business Administration | 2036-10-01      | 2.2100%  | 0.0000% | $2000000.00        | $616790.63         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2037-08-01      | 2.7500%  | 0.0000% | $25000.00          | $8438.40           | Agency Mortgage-Backed Securities |
| Small Business Administration | 2050-01-01      | 5.2400%  | 0.0000% | $16500000.00       | $16758984.92       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2050-02-01      | 5.0100%  | 0.0000% | $19800000.00       | $19576747.48       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-03-10      | 3.1870%  | 0.0000% | $9800000.00        | $1324408.77        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-03-01      | 1.6670%  | 0.0000% | $19535000.00       | $14177490.41       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2032-09-01      | 4.2620%  | 0.0000% | $87500000.00       | $66903972.97       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2033-09-01      | 5.6880%  | 0.0000% | $160805000.00      | $121163850.24      | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-03-01      | 4.9630%  | 0.0000% | $75000000.00       | $75412923.17       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2036-03-10      | 4.6260%  | 0.0000% | $74500000.00       | $74605822.66       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2037-03-25      | 5.5000%  | 0.0000% | $1550000.00        | $326581.37         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2029-08-25      | 6.8250%  | 0.0000% | $6705000.00        | $647038.74         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-07-25      | 8.0350%  | 0.0000% | $47512561.00       | $12352145.88       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2050-05-25      | 5.8050%  | 0.0000% | $21275000.00       | $22045815.47       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2036-03-25      | 7.0000%  | 0.0000% | $3185000.00        | $3418116.24        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2032-02-25      | 8.0710%  | 0.0000% | $56887844.00       | $20279400.88       | Agency Mortgage-Backed Securities |

### Security 248: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1G4L94, C.3 - LEI: NQQ6HPCNCCU6, C.5 - Other ID: ARP1G4L94_3.71_0407
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2047-10-25      | 2.4236%  | 0.0000% | $117305846.00      | $2523800.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-09-25      | 2.2736%  | 0.0000% | $78844345.00       | $3174051.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 2.5000%  | 0.0000% | $35649200.00       | $3696822.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 3.0000%  | 0.0000% | $52605499.00       | $5117301.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-04-25      | 0.1800%  | 0.0000% | $217275508.00      | $983388.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-04-25      | 1.3084%  | 0.0000% | $145760886.00      | $4245005.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-04-25      | 0.0814%  | 0.0000% | $625000000.00      | $6255355.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-04-25      | 0.1000%  | 0.0000% | $46370780.00       | $116467.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-04-25      | 0.2500%  | 0.0000% | $75000000.00       | $264650.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-04-25      | 0.1500%  | 0.0000% | $50000000.00       | $100850.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-04-25      | 0.0500%  | 0.0000% | $250000000.00      | $251333.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-04-25      | 0.0314%  | 0.0000% | $50000000.00       | $100211.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 2.1324%  | 0.0000% | $109608489.00      | $6489155.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-04-25      | N/A      | 0.0000% | $50000000.00       | $374400.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-04-25      | N/A      | 0.0000% | $130000000.00      | $974350.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-04-25      | N/A      | 0.0000% | $30000000.00       | $29970.00          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-04-25      | 0.0500%  | 0.0000% | $100000000.00      | $150833.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2076-02-20      | 6.0960%  | 0.0000% | $794034.00         | $849204.27         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2076-02-20      | 5.2110%  | 0.0000% | $365343.00         | $387071.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-25      | 1.0881%  | 0.0000% | $101315018.00      | $1880879.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 3.3381%  | 0.0000% | $145779216.00      | $5551675.82        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 6.5000%  | 0.0000% | $29508844.00       | $2869970.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 2.2881%  | 0.0000% | $109383481.00      | $3807261.86        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 3.3381%  | 0.0000% | $57048000.00       | $1411212.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 2.2381%  | 0.0000% | $75000000.00       | $1896872.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 2.1881%  | 0.0000% | $49499688.00       | $1298694.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 0.7381%  | 0.0000% | $50000000.00       | $770175.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 3.3381%  | 0.0000% | $12600000.00       | $768473.82         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 0.2000%  | 0.0000% | $25200000.00       | $144389.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.0000%  | 0.0000% | $45189500.00       | $6611025.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-11-25      | 2.9381%  | 0.0000% | $36703385.00       | $2887249.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 5.5000%  | 0.0000% | $9495636.00        | $721928.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-11-25      | 5.5000%  | 0.0000% | $2219377.00        | $396714.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-12-25      | 2.9381%  | 0.0000% | $6250000.00        | $642957.75         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-12-25      | 2.9381%  | 0.0000% | $21955400.00       | $2356976.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-12-25      | 2.9381%  | 0.0000% | $7500000.00        | $669695.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 0.0200%  | 0.0000% | $32000000.00       | $24281.82          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-02-25      | 6.0000%  | 0.0000% | $1770895.00        | $269854.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 0.8381%  | 0.0000% | $76000000.00       | $1341456.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 1.3881%  | 0.0000% | $30500000.00       | $1388698.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 0.0500%  | 0.0000% | $51000000.00       | $71032.75          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-02-25      | 6.0000%  | 0.0000% | $416667.00         | $44045.19          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 3.3881%  | 0.0000% | $15483059.00       | $1554425.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 0.0500%  | 0.0000% | $15483058.00       | $22329.65          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 6.0000%  | 0.0000% | $864958.00         | $178421.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 6.0000%  | 0.0000% | $5043752.00        | $1073657.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 3.4381%  | 0.0000% | $43508274.00       | $4428721.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 3.4381%  | 0.0000% | $41881934.00       | $4199422.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 2.0881%  | 0.0000% | $25000000.00       | $1330809.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 6.0000%  | 0.0000% | $7000000.00        | $1446959.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 6.0000%  | 0.0000% | $5031250.00        | $1040140.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 6.0000%  | 0.0000% | $4352416.00        | $904232.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 5.5000%  | 0.0000% | $5735032.00        | $936098.82         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 5.5000%  | 0.0000% | $636364.00         | $95533.09          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-10-25      | 5.5000%  | 0.0000% | $1447201.00        | $257518.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-11-25      | 5.5000%  | 0.0000% | $10100000.00       | $864044.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-08-25      | 0.5020%  | 0.0000% | $30000000.00       | $351387.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-01-25      | 0.2020%  | 0.0000% | $108067204.00      | $510977.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-01-25      | 0.2020%  | 0.0000% | $60000000.00       | $283699.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-01-25      | 0.2624%  | 0.0000% | $50000000.00       | $810795.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-02-25      | 6.0000%  | 0.0000% | $11291000.00       | $2478882.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-02-25      | 0.9881%  | 0.0000% | $104701778.00      | $3260757.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-03-25      | 6.0000%  | 0.0000% | $21963152.00       | $4156263.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-03-25      | 0.9081%  | 0.0000% | $96982544.00       | $3085149.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-03-25      | 0.9081%  | 0.0000% | $300000000.00      | $6526289.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-25      | 6.0000%  | 0.0000% | $4100833.00        | $611729.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-04-25      | 0.7288%  | 0.0000% | $60000000.00       | $1381887.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-04-25      | 0.6281%  | 0.0000% | $120419886.00      | $2416307.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-04-25      | 0.0500%  | 0.0000% | $50000000.00       | $62866.67          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-04-25      | 0.1000%  | 0.0000% | $200000000.00      | $502133.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-07-25      | 5.5000%  | 0.0000% | $3950409.00        | $514502.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-04-25      | 0.2000%  | 0.0000% | $10000000.00       | $40293.33          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-03-25      | 5.5000%  | 0.0000% | $100000.00         | $17451.33          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-04-25      | 5.5000%  | 0.0000% | $2727272.00        | $481007.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-09-25      | 2.2736%  | 0.0000% | $67482958.00       | $2591637.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-11-25      | 2.2736%  | 0.0000% | $61023860.00       | $1405596.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-09-25      | 1.6381%  | 0.0000% | $200000000.00      | $6735022.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 1.3881%  | 0.0000% | $50000000.00       | $1465517.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 2.6881%  | 0.0000% | $81760575.00       | $1655955.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-03-15      | 2.2133%  | 0.0000% | $30959344.00       | $2438195.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.0381%  | 0.0000% | $135827942.00      | $2846659.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 1.3881%  | 0.0000% | $205000000.00      | $3178227.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 2.1881%  | 0.0000% | $76849463.00       | $3553136.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $290500000.00      | $132003.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $190500000.00      | $86563.63          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $190500000.00      | $121315.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 1.4881%  | 0.0000% | $225000000.00      | $3862721.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.7381%  | 0.0000% | $150000000.00      | $5224853.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.7381%  | 0.0000% | $100000000.00      | $4015940.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-25      | 5.0000%  | 0.0000% | $1445007.00        | $134883.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 1.7881%  | 0.0000% | $25000000.00       | $1236641.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-01-25      | 6.0000%  | 0.0000% | $250000.00         | $27174.71          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 6.0000%  | 0.0000% | $2708459.00        | $475779.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 6.0000%  | 0.0000% | $708333.00         | $69976.06          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 3.3881%  | 0.0000% | $32122363.00       | $3085049.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 0.0500%  | 0.0000% | $25000000.00       | $39806.14          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 6.0000%  | 0.0000% | $447916.00         | $63485.32          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-01-25      | 6.0000%  | 0.0000% | $6895000.00        | $750621.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-07-25      | 5.5000%  | 0.0000% | $7079126.00        | $713397.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 2.8881%  | 0.0000% | $62467855.00       | $5104850.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 2.8881%  | 0.0000% | $42754489.00       | $4021291.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | 6.0000%  | 0.0000% | $4583333.00        | $550443.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 3.4381%  | 0.0000% | $75000000.00       | $7301854.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 2.0881%  | 0.0000% | $27000000.00       | $1562276.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 1.7381%  | 0.0000% | $60000000.00       | $2990585.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 0.0500%  | 0.0000% | $62467855.00       | $124520.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 2.9381%  | 0.0000% | $3750000.00        | $344447.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-10-25      | 5.5000%  | 0.0000% | $2958545.00        | $544087.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 1.7881%  | 0.0000% | $84063488.00       | $4956113.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-01-25      | 1.7381%  | 0.0000% | $57733661.00       | $1359626.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-02-25      | 0.1000%  | 0.0000% | $70000000.00       | $286220.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-08-25      | 5.5000%  | 0.0000% | $1281817.00        | $130265.64         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-02-25      | 0.2381%  | 0.0000% | $190000000.00      | $3332293.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-02-25      | 3.1381%  | 0.0000% | $23750000.00       | $2449542.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-02-25      | 0.0500%  | 0.0000% | $50000000.00       | $101120.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-02-25      | 5.5000%  | 0.0000% | $4068183.00        | $748333.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-03-25      | 1.4181%  | 0.0000% | $158750000.00      | $8218726.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-03-25      | 5.5000%  | 0.0000% | $7096307.00        | $888729.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-03-25      | 1.9881%  | 0.0000% | $100000000.00      | $5507667.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-03-25      | 0.5881%  | 0.0000% | $50000000.00       | $974179.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 1.9881%  | 0.0000% | $162262630.00      | $6752295.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-03-25      | 0.0500%  | 0.0000% | $75000000.00       | $101275.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-04-25      | 4.7722%  | 0.0000% | $35044791.00       | $34920465.10       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-04-25      | 1.7278%  | 0.0000% | $81509670.00       | $3560176.24        | Agency Collateralized Mortgage Obligation |

### Security 249: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.900000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GCQA8, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1GCQA8_3.90_0325
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2027-03-25
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2047-11-20      | 3.5000%  | 0.0000% | $1647118.00        | $718740.81         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-15      | 5.0000%  | 0.0000% | $1277242.00        | $98134.17          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-15      | 4.5000%  | 0.0000% | $1326557.00        | $63727.86          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-20      | 4.0000%  | 0.0000% | $4318667.00        | $751398.47         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $1670000.00        | $375532.02         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-15      | 5.0000%  | 0.0000% | $1228427.00        | $217443.66         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-12-15      | 5.0000%  | 0.0000% | $2013256.00        | $239512.77         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-07-15      | 3.5000%  | 0.0000% | $3991707.00        | $648345.17         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-15      | 4.0000%  | 0.0000% | $1145368.00        | $92575.07          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $1156227.00        | $439948.10         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-15      | 5.0000%  | 0.0000% | $2039772.00        | $954589.12         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-20      | 3.5000%  | 0.0000% | $579236.00         | $106878.90         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-15      | 3.5000%  | 0.0000% | $937877.00         | $96695.37          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-01-15      | 5.0000%  | 0.0000% | $1376060.00        | $54560.26          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $1036117.00        | $193466.63         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $906602.00         | $457304.26         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $2063178.00        | $713538.79         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-15      | 4.0000%  | 0.0000% | $463000.00         | $149601.57         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-15      | 3.5000%  | 0.0000% | $395051.00         | $94159.83          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-15      | 5.0000%  | 0.0000% | $2469922.00        | $339698.54         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $6271000.00        | $1499828.86        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-02-15      | 5.0000%  | 0.0000% | $2416857.00        | $518649.94         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-04-15      | 5.0000%  | 0.0000% | $411764.00         | $73770.24          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-12-15      | 3.0000%  | 0.0000% | $2035544.00        | $602256.38         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-15      | 3.5000%  | 0.0000% | $2975558.00        | $302063.22         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-15      | 4.0000%  | 0.0000% | $614909.00         | $86866.96          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-12-15      | 5.0000%  | 0.0000% | $1460801.00        | $77784.54          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-12-15      | 5.0000%  | 0.0000% | $2816153.00        | $188059.48         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-12-20      | 4.0000%  | 0.0000% | $228000.00         | $55066.87          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-01-15      | 4.0000%  | 0.0000% | $349000.00         | $158099.01         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-15      | 4.0000%  | 0.0000% | $174000.00         | $80412.31          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $600000.00         | $341107.43         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-12-15      | 4.0000%  | 0.0000% | $475000.00         | $164784.77         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $1481386.00        | $1032036.99        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-04-20      | 5.0000%  | 0.0000% | $1009485.00        | $350672.16         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $500000.00         | $121762.48         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $840665.00         | $312397.93         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-01-15      | 5.0000%  | 0.0000% | $5288656.00        | $589982.43         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-01-15      | 5.0000%  | 0.0000% | $1281578.00        | $159863.21         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-20      | 5.5000%  | 0.0000% | $2384049.00        | $395788.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-03-15      | 5.0000%  | 0.0000% | $893586.00         | $178517.12         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-04-15      | 5.0000%  | 0.0000% | $1436757.00        | $209207.08         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-02-15      | 5.0000%  | 0.0000% | $466034.00         | $91288.19          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $511400.00         | $69829.43          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-06-15      | 5.0000%  | 0.0000% | $234570.00         | $81146.28          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-15      | 4.5000%  | 0.0000% | $1007570.00        | $687644.81         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-07-15      | 5.0000%  | 0.0000% | $488862.00         | $87166.69          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-11-15      | 5.0000%  | 0.0000% | $1769452.00        | $726439.90         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-02-15      | 5.0000%  | 0.0000% | $10024031.00       | $2691717.33        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-03-20      | 6.0000%  | 0.0000% | $2344011.00        | $154944.30         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-10-15      | 5.5000%  | 0.0000% | $998659.00         | $85982.65          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-02-15      | 5.5000%  | 0.0000% | $1416078.00        | $303216.87         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-02-20      | 4.5000%  | 0.0000% | $6003765.00        | $544566.32         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-03-20      | 4.5000%  | 0.0000% | $9571287.00        | $2249218.60        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-05-15      | 5.0000%  | 0.0000% | $1971494.00        | $277626.12         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-06-15      | 5.5000%  | 0.0000% | $1153155.00        | $430425.11         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-05-20      | 4.0000%  | 0.0000% | $1161090.00        | $96182.58          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-15      | 4.0000%  | 0.0000% | $1244485.00        | $289472.71         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $2050771.00        | $572799.30         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $1412798.00        | $766117.29         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-04-20      | 5.0000%  | 0.0000% | $2712393.00        | $1499348.74        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-04-20      | 3.5000%  | 0.0000% | $1793636.00        | $949099.28         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $1262313.00        | $699819.76         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-20      | 4.0000%  | 0.0000% | $8052820.00        | $5960682.77        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-20      | 3.0000%  | 0.0000% | $171650.00         | $115818.67         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-06-20      | 3.5000%  | 0.0000% | $10997557.00       | $6714278.11        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-08-20      | 3.0000%  | 0.0000% | $163646.00         | $97524.71          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-01-20      | 3.0000%  | 0.0000% | $96800.00          | $57520.31          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-04-15      | 3.0000%  | 0.0000% | $221000.00         | $138761.50         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-04-15      | 3.0000%  | 0.0000% | $130901.00         | $91702.87          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-05-15      | 3.0000%  | 0.0000% | $192439.00         | $126054.84         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 7.0000%  | 0.0000% | $1200155.00        | $997342.12         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-07-20      | 7.0000%  | 0.0000% | $1326598.00        | $687004.75         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-15      | 4.5000%  | 0.0000% | $114594.00         | $18167.97          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-15      | 3.0000%  | 0.0000% | $1064109.00        | $494165.62         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-03-15      | 4.5000%  | 0.0000% | $1576492.00        | $192726.56         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-03-15      | 4.5000%  | 0.0000% | $3443818.00        | $95704.69          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-15      | 5.0000%  | 0.0000% | $1749956.00        | $226554.87         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-03-15      | 4.5000%  | 0.0000% | $501318.00         | $57366.18          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-03-15      | 4.5000%  | 0.0000% | $1436488.00        | $209681.76         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-04-20      | 3.5000%  | 0.0000% | $1008586.00        | $128653.16         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-04-20      | 3.0000%  | 0.0000% | $1882625.00        | $272942.77         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-04-20      | 3.5000%  | 0.0000% | $35736129.00       | $4012218.39        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-04-20      | 4.0000%  | 0.0000% | $81280016.00       | $6938330.73        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-04-20      | 4.5000%  | 0.0000% | $5307655.00        | $394342.45         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-05-20      | 4.0000%  | 0.0000% | $19499940.00       | $1717760.96        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-05-20      | 5.0000%  | 0.0000% | $4126121.00        | $375187.96         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-12-20      | 2.5000%  | 0.0000% | $1000.00           | $163.26            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-20      | 3.5000%  | 0.0000% | $4991020.00        | $623765.45         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-20      | 4.5000%  | 0.0000% | $3269336.00        | $312228.76         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $2544604.00        | $372571.03         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-02-20      | 3.5000%  | 0.0000% | $45985549.00       | $5422233.75        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $3725000.00        | $328992.80         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $232339110.00      | $32382375.57       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-02-20      | 3.5000%  | 0.0000% | $163400363.00      | $18393207.94       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-03-20      | 4.0000%  | 0.0000% | $40340397.00       | $3400707.01        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-02-20      | 4.5000%  | 0.0000% | $4450000.00        | $337056.28         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-07-20      | 4.0000%  | 0.0000% | $105888499.00      | $9125444.39        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-06-20      | 4.5000%  | 0.0000% | $19767000.00       | $1371441.52        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $50996586.00       | $3346772.52        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-08-20      | 4.0000%  | 0.0000% | $329077226.00      | $29589444.80       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-08-20      | 4.5000%  | 0.0000% | $73300907.00       | $5599454.89        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-08-20      | 5.0000%  | 0.0000% | $109403559.00      | $7173801.83        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-03-20      | 3.5000%  | 0.0000% | $39590715.00       | $4519998.37        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $75187005.00       | $6998602.29        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-20      | 5.0000%  | 0.0000% | $930946.00         | $79148.74          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-07-20      | 3.0000%  | 0.0000% | $22846272.00       | $2869782.22        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $51944431.00       | $6125919.89        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-07-20      | 4.0000%  | 0.0000% | $101181899.00      | $9371650.87        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-08-20      | 4.0000%  | 0.0000% | $528000.00         | $54925.84          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-08-20      | 4.5000%  | 0.0000% | $71546433.00       | $5967347.88        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-03-20      | 5.0000%  | 0.0000% | $6785000.00        | $492588.36         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-05-20      | 3.0000%  | 0.0000% | $2532579.00        | $284345.63         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-05-20      | 4.0000%  | 0.0000% | $72231976.00       | $5676299.72        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-05-20      | 5.0000%  | 0.0000% | $940853.00         | $80575.61          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-06-20      | 3.0000%  | 0.0000% | $29593129.00       | $3890048.34        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-06-20      | 4.0000%  | 0.0000% | $5000000.00        | $411239.59         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $6311000.00        | $643476.51         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-06-20      | 5.5000%  | 0.0000% | $20366811.00       | $2114838.05        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $10425469.00       | $1053158.01        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-05-20      | 5.5000%  | 0.0000% | $1500000.00        | $128851.49         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-04-20      | 5.5000%  | 0.0000% | $700000.00         | $148171.63         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-02-20      | 5.0000%  | 0.0000% | $494000.00         | $196141.86         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-11-20      | 5.5000%  | 0.0000% | $1847052.00        | $679507.95         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-08-20      | 3.0000%  | 0.0000% | $21127225.00       | $2712949.42        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-08-20      | 3.5000%  | 0.0000% | $28560635.00       | $3466361.11        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-20      | 4.0000%  | 0.0000% | $47081535.00       | $4790834.40        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-20      | 4.5000%  | 0.0000% | $6315444.00        | $548739.05         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 5.0000%  | 0.0000% | $2780274.00        | $235023.62         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-20      | 3.0000%  | 0.0000% | $4700000.00        | $164780.01         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $20403993.00       | $2363095.16        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $62821000.00       | $8024328.55        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $25126543.00       | $3035854.38        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $35260789.00       | $3643230.92        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 4.5000%  | 0.0000% | $5473232.00        | $503066.10         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 5.0000%  | 0.0000% | $2380582.00        | $246668.21         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $322154299.00      | $38477331.82       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-12-20      | 4.0000%  | 0.0000% | $83185890.00       | $8571828.66        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 5.0000%  | 0.0000% | $868916.00         | $93632.49          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-12-20      | 5.5000%  | 0.0000% | $2031970.00        | $251073.46         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-01-20      | 3.0000%  | 0.0000% | $56258953.00       | $7668080.36        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $43467286.00       | $4946784.83        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-12-20      | 4.0000%  | 0.0000% | $6835000.00        | $665672.90         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-01-20      | 5.0000%  | 0.0000% | $19435999.00       | $1827834.74        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-02-20      | 3.0000%  | 0.0000% | $7334257.00        | $980060.63         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $40639368.00       | $4876787.47        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $31950000.00       | $3031088.71        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-02-20      | 4.5000%  | 0.0000% | $1407283.00        | $110111.46         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-03-20      | 3.0000%  | 0.0000% | $48253787.00       | $6213469.79        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $69018406.00       | $7916939.12        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-03-20      | 4.0000%  | 0.0000% | $203621421.00      | $17654925.79       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-03-20      | 4.5000%  | 0.0000% | $670000.00         | $56438.90          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-03-20      | 5.0000%  | 0.0000% | $4170000.00        | $312949.05         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-04-20      | 3.0000%  | 0.0000% | $8392497.00        | $1248108.77        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-04-20      | 3.5000%  | 0.0000% | $16191716.00       | $1878862.10        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $3759000.00        | $286219.53         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-04-20      | 4.5000%  | 0.0000% | $18130000.00       | $1328188.81        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-20      | 3.5000%  | 0.0000% | $48520760.00       | $5617602.90        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-20      | 4.0000%  | 0.0000% | $10779467.00       | $890174.47         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $15373731.00       | $1098101.95        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-04-20      | 5.0000%  | 0.0000% | $93549504.00       | $6712172.84        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-20      | 5.5000%  | 0.0000% | $1134416.00        | $82496.80          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $167481765.00      | $19177368.35       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-06-20      | 4.0000%  | 0.0000% | $8192207.00        | $698739.51         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $156997166.00      | $10921734.55       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-06-20      | 5.0000%  | 0.0000% | $83232833.00       | $6020272.62        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-09-20      | 3.5000%  | 0.0000% | $401130000.00      | $42048309.11       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-09-20      | 4.0000%  | 0.0000% | $63940967.00       | $5741294.35        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $16710710.00       | $1230158.02        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-09-20      | 5.0000%  | 0.0000% | $46880539.00       | $3441888.52        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-10-20      | 3.5000%  | 0.0000% | $54729652.00       | $5719936.22        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-10-20      | 4.0000%  | 0.0000% | $2975961.00        | $261081.15         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-10-20      | 4.5000%  | 0.0000% | $18217914.00       | $1340105.85        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-10-20      | 5.0000%  | 0.0000% | $32933605.00       | $2126661.93        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-10-20      | 5.5000%  | 0.0000% | $847610.00         | $64076.26          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-11-20      | 3.5000%  | 0.0000% | $12014000.00       | $1406866.94        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $3799315.00        | $333945.35         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-11-20      | 4.5000%  | 0.0000% | $2874305.00        | $204522.50         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-11-20      | 5.0000%  | 0.0000% | $33512711.00       | $1935968.92        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $5886667.00        | $517639.04         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $12248664.00       | $791016.32         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-20      | 5.0000%  | 0.0000% | $229862232.00      | $13646490.54       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-20      | 5.5000%  | 0.0000% | $29304298.00       | $2082530.60        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 5.5000%  | 0.0000% | $5445000.00        | $403719.83         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 3.0000%  | 0.0000% | $576000.00         | $108565.47         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $36826766.00       | $2298709.46        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $35160637.00       | $1980982.30        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-02-20      | 4.0000%  | 0.0000% | $49662941.00       | $3767249.50        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-02-20      | 4.5000%  | 0.0000% | $34919389.00       | $2433458.15        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $7412000.00        | $461784.10         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-02-20      | 5.5000%  | 0.0000% | $39650000.00       | $3276660.51        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-03-20      | 4.0000%  | 0.0000% | $392197609.00      | $30758048.25       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-03-20      | 4.5000%  | 0.0000% | $45031016.00       | $3218013.91        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-03-20      | 5.0000%  | 0.0000% | $9732492.00        | $624453.64         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-03-20      | 5.5000%  | 0.0000% | $11333191.00       | $871183.54         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-04-20      | 4.0000%  | 0.0000% | $89807995.00       | $6651301.24        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $10342694.00       | $845610.37         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-03-20      | 3.0000%  | 0.0000% | $1809074.00        | $356919.96         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-04-20      | 3.5000%  | 0.0000% | $1180000.00        | $302838.35         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-03-15      | 4.5000%  | 0.0000% | $148000.00         | $53606.38          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-15      | 3.0000%  | 0.0000% | $1668.00           | $529.10            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-08-20      | 3.5000%  | 0.0000% | $282851.00         | $80128.49          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $325000.00         | $91714.46          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-02-15      | 3.0000%  | 0.0000% | $523445.00         | $167664.38         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $253230.00         | $64319.18          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $500000.00         | $129488.94         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-06-15      | 3.5000%  | 0.0000% | $3300000.00        | $760456.59         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-07-20      | 4.0000%  | 0.0000% | $7799000.00        | $84142.75          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-02-15      | 5.0000%  | 0.0000% | $3007367.00        | $1295269.53        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $4500000.00        | $1283313.62        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $600000.00         | $94303.37          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-04-15      | 5.0000%  | 0.0000% | $859054.00         | $120815.36         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-02-15      | 3.0000%  | 0.0000% | $182739.00         | $75390.08          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-15      | 4.0000%  | 0.0000% | $1150039.00        | $97703.61          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $200000.00         | $66558.09          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $2408949.00        | $664562.43         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-05-20      | 6.0000%  | 0.0000% | $1500000.00        | $160283.43         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $14394940.00       | $4372858.42        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-04-20      | 5.0000%  | 0.0000% | $698261.00         | $124637.95         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-06-15      | 3.5000%  | 0.0000% | $27658595.00       | $6285418.35        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $6500000.00        | $1664952.82        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $400000.00         | $54903.17          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-09-20      | 3.5000%  | 0.0000% | $5880000.00        | $1025615.99        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-04-20      | 3.0000%  | 0.0000% | $31984840.00       | $6480756.74        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-01-20      | 4.0000%  | 0.0000% | $162020270.00      | $35010538.90       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-02-20      | 4.0000%  | 0.0000% | $89988736.00       | $17334869.63       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-03-15      | 5.0000%  | 0.0000% | $40750295.00       | $8452961.51        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-03-15      | 5.5000%  | 0.0000% | $5300291.00        | $1853077.26        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-03-15      | 5.0000%  | 0.0000% | $4565175.00        | $2185745.08        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-12-15      | 4.5000%  | 0.0000% | $17194738.00       | $7993534.62        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-02-15      | 4.5000%  | 0.0000% | $304597.00         | $155936.81         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-08-15      | 4.5000%  | 0.0000% | $5497092.00        | $3080362.47        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-05-15      | 5.0000%  | 0.0000% | $7233298.00        | $4134479.84        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-06-15      | 5.0000%  | 0.0000% | $32075509.00       | $18571860.72       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-15      | 5.0000%  | 0.0000% | $748461.00         | $336252.94         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $35621358.00       | $26544763.53       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-15      | 4.5000%  | 0.0000% | $9373485.00        | $6777666.39        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-15      | 5.0000%  | 0.0000% | $5989943.00        | $4519001.03        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-04-20      | 3.5000%  | 0.0000% | $230000.00         | $181973.93         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $207000.00         | $97945.37          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2026-06-30      | 1.8750%  | 0.0000% | $2700.00           | $2699.81           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-07-15      | 0.1250%  | 0.0000% | $454000.00         | $624859.55         | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2048-08-20      | 4.5000%  | 0.0000% | $17498915.00       | $9714978.81        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-05-20      | 5.5000%  | 0.0000% | $165045.00         | $68471.62          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $200000.00         | $111973.91         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-04-20      | 3.5000%  | 0.0000% | $11059812.00       | $8430847.89        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-04-20      | 3.0000%  | 0.0000% | $18756550.00       | $12756728.81       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-08-20      | 3.5000%  | 0.0000% | $27777921.00       | $19448812.23       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-20      | 5.0000%  | 0.0000% | $320000.00         | $66135.90          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-15      | 3.5000%  | 0.0000% | $2525600.00        | $790383.25         | Agency Mortgage-Backed Securities  |

### Security 250: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 3.730000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GEUL5, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: ARP1GEUL5_3.73_0401
- **C.18 - Value (incl. sponsor support):** $1090273529.41
- **C.18.a - Value (excl. sponsor support):** $1090273529.41
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2047-02-15      | 3.0000%  | 0.0000% | $115000000.00      | $85905000.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-11-15      | 4.7500%  | 0.0000% | $580000000.00      | $573736000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-11-15      | 1.3750%  | 0.0000% | $385000000.00      | $249326000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-11-15      | 2.3750%  | 0.0000% | $315000000.00      | $203112000.00      | U.S. Treasuries (including strips) |

### Security 251: Prudential Legacy Insurance Company of New Jersey

- **C.1 - Title:** Prudential Legacy Insurance Co. of New Jersey 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFOR6, C.3 - LEI: 5493005NCNV4ZW27HH91, C.5 - Other ID: ARP1GFOR6_3.69_0401
- **C.18 - Value (incl. sponsor support):** $340365000.00
- **C.18.a - Value (excl. sponsor support):** $340365000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2032-11-30      | 3.7500%  | 0.0000% | $25000000.00       | $24735000.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-05-15      | 0.0100%  | 0.0000% | $150000000.00      | $80325000.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-08-15      | 0.0000%  | 0.0000% | $130000000.00      | $68454750.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-02-15      | 0.0000%  | 0.0000% | $90000000.00       | $48883500.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-02-15      | 2.0000%  | 0.0000% | $75000000.00       | $43891875.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-12-31      | 3.6250%  | 0.0000% | $50000000.00       | $49725000.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | 0.0000%  | 0.0000% | $50000000.00       | $17085000.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | 0.0000%  | 0.0000% | $39000000.00       | $14072175.00       | U.S. Treasuries (including strips) |

### Security 252: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFRA0, C.3 - LEI: 549300HXQQQC, C.5 - Other ID: ARP1GFRA0_3.69_0407
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-11-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2031-12-01      | 3.0000%  | 0.0000% | $1000.00           | $143.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 4.0000%  | 0.0000% | $4868.00           | $518.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $70546.00          | $56556.05          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $881.23            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $424536.00         | $345253.77         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $32433664.00       | $27066917.88       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $20977280.00       | $16007433.74       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.0000%  | 0.0000% | $1676945.00        | $1441238.24        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 6.5000%  | 0.0000% | $36412608.00       | $25905810.63       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 6.5000%  | 0.0000% | $36154760.00       | $30377905.21       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $25387168.00       | $24096293.46       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.5000%  | 0.0000% | $994695.00         | $913000.04         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $1005628.00        | $998718.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-07-01      | 3.5000%  | 0.0000% | $86973952.00       | $17612942.26       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $227025408.00      | $23718637.92       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-04-01      | 3.0000%  | 0.0000% | $87868480.00       | $17278098.91       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $89732160.00       | $15516005.03       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $1014078.00        | $1066889.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $666.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $13484986.00       | $9755693.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1066550.00        | $677763.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-03-01      | 5.0600%  | 0.0000% | $2620000.00        | $2609869.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-10-01      | 4.5000%  | 0.0000% | $65449.00          | $35462.48          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 4.0000%  | 0.0000% | $22378976.00       | $20341707.79       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $3531310.00        | $3388559.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $14730132.00       | $12318241.49       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2029-08-15      | 6.1250%  | 0.0000% | $324600.00         | $349972.28         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2030-05-15      | 6.2500%  | 0.0000% | $95700.00          | $106353.68         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $80.38             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-05-15      | 3.3750%  | 0.0000% | $62523900.00       | $51847041.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2049-08-15      | 2.2500%  | 0.0000% | $2800200.00        | $1747167.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2052-02-15      | 2.2500%  | 0.0000% | $36909200.00       | $22327290.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-11-15      | 4.0000%  | 0.0000% | $24818700.00       | $22813314.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-02-15      | 3.8750%  | 0.0000% | $21113800.00       | $18843896.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-09-30      | 3.5000%  | 0.0000% | $78379900.00       | $78287098.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-05-31      | 3.8750%  | 0.0000% | $65061500.00       | $65941663.77       | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $10879509.00       | $6188935.24        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $60000000.00       | $35170184.31       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $123191867.00      | $117827688.30      | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2026-08-15      | 6.7500%  | 0.0000% | $51300.00          | $52331.15          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2027-02-15      | 6.6250%  | 0.0000% | $191900.00         | $198498.76         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2027-11-15      | 6.1250%  | 0.0000% | $54100.00          | $57295.15          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $22360330.00       | $21172293.58       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $22339520.00       | $22041213.23       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $1001.00           | $1030.09           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.0000%  | 0.0000% | $28303200.00       | $20632012.77       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $20198784.00       | $18543118.21       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $19750800.00       | $17422961.03       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $34046696.00       | $31036577.34       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $5278151.00        | $4744675.68        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $28913560.00       | $28993739.64       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $1008.00           | $827.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-11-01      | 4.0000%  | 0.0000% | $25910208.00       | $16724393.72       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $7064430.00        | $6085102.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $815.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $42955712.00       | $32056963.60       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $19794300.00       | $19457112.58       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $33530752.00       | $20497212.63       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $5665740.00        | $5708790.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-07-01      | 5.0000%  | 0.0000% | $1000.00           | $46.17             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $2301290.00        | $2133532.44        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $972.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.0000%  | 0.0000% | $1008.00           | $970.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.0000%  | 0.0000% | $4328152.00        | $4454015.15        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.89           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1010.85           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $989.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $1008.00           | $990.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $246000.00         | $217776.02         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $21505024.00       | $20366394.96       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $652290.00         | $503833.46         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1026.32           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.24           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $377903.00         | $336943.02         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $42373324.00       | $42233393.17       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $40000000.00       | $18762973.07       | Agency Mortgage-Backed Securities  |

### Security 253: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFUC2, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1GFUC2_3.66_0401
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-11-30      | 4.1250%  | 0.0000% | $542373600.00      | $554341195.69      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $157030500.00      | $159658829.97      | U.S. Treasuries (including strips) |

### Security 254: Credit Agricole - Fixed Income Clearing Corp.

- **C.1 - Title:** Credit Agricole - Fixed Income Clearing Corp. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFUD0, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1GFUD0_3.66_0401
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Credit Agricole - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note               | 2028-06-15      | 3.8750%  | 0.0000% | $57521500.00       | $58254803.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-30      | 3.7500%  | 0.0000% | $50051000.00       | $50479396.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-07-31      | 3.8750%  | 0.0000% | $165895600.00      | $166669272.03      | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-07-31      | 3.8124%  | 0.0000% | $100.00            | $100.70            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-09-15      | 3.3750%  | 0.0000% | $100.00            | $99.12             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-10-31      | 3.7500%  | 0.0000% | $64517700.00       | $64169579.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-11-30      | 3.3750%  | 0.0000% | $33212300.00       | $33338742.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-02-15      | 3.1250%  | 0.0000% | $57559800.00       | $47057401.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-08-15      | 3.6250%  | 0.0000% | $1000.00           | $857.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-05-15      | 2.3750%  | 0.0000% | $2800.00           | $1774.89           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-08-15      | 3.3750%  | 0.0000% | $125923400.00      | $105677839.92      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-08-15      | 4.3750%  | 0.0000% | $129846800.00      | $123165750.97      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-02-15      | 4.5000%  | 0.0000% | $200.00            | $192.21            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-02-15      | 4.7500%  | 0.0000% | $43307000.00       | $42771010.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-05-15      | 5.0000%  | 0.0000% | $223930400.00      | $230938644.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-06-30      | 1.8750%  | 0.0000% | $93822600.00       | $93815995.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 2.7500%  | 0.0000% | $961800.00         | $962510.76         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-08-15      | 3.8750%  | 0.0000% | $1000.00           | $985.93            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-08-31      | 4.1250%  | 0.0000% | $731600.00         | $739752.12         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-10-31      | 4.8750%  | 0.0000% | $1968800.00        | $2059000.46        | U.S. Treasuries (including strips) |

### Security 255: Bank of New York - Fixed Income Clearing Corp.

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFUE8, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1GFUE8_3.66_0401
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-07-15      | 0.1250%  | 0.0000% | $1086614400.00     | $1311172014.55     | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $217445900.00      | $218828030.58      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFUF5, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1GFUF5_3.67_0401
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2041-02-15      | 1.8750%  | 0.0000% | $1341033500.00     | $930221305.06      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-15      | 0.1250%  | 0.0000% | $128635600.00      | $155219182.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.5000%  | 0.0000% | $1484030000.00     | $1464559526.00     | U.S. Treasuries (including strips) |

### Security 257: JP Morgan Securities, Inc. - Fixed Income Clearing Corp.

- **C.1 - Title:** JP Morgan Securities, Inc. - Fixed Income Clearing Corp. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFUG3, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1GFUG3_3.67_0401
- **C.18 - Value (incl. sponsor support):** $3350000000.00
- **C.18.a - Value (excl. sponsor support):** $3350000000.00
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $439683.00         | $330183.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-09-01      | 3.0000%  | 0.0000% | $906756.00         | $644999.56         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-10-01      | 3.9700%  | 0.0000% | $45122000.00       | $43993423.56       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 4.5000%  | 0.0000% | $40460096.00       | $11318890.29       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-04-01      | 5.0000%  | 0.0000% | $400000.00         | $84976.29          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 5.0000%  | 0.0000% | $728000.00         | $144135.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-02-01      | 4.5000%  | 0.0000% | $1027810.00        | $375074.87         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-03-01      | 3.0000%  | 0.0000% | $2021624.00        | $459480.94         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 5.0000%  | 0.0000% | $1106138.00        | $247598.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-03-01      | 2.5000%  | 0.0000% | $33206440.00       | $13766859.06       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-10-01      | 2.5000%  | 0.0000% | $6122580.00        | $3543738.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-11-01      | 2.5000%  | 0.0000% | $25362720.00       | $15634743.87       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $2934690.00        | $1828939.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $111001.00         | $79104.53          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $175000.00         | $125767.74         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-12-01      | 2.5000%  | 0.0000% | $97192.00          | $58425.01          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $254100.00         | $180844.61         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $68840000.00       | $46559792.44       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $4795000.00        | $3302609.43        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $202000.00         | $158553.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $11256944.00       | $7724392.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $3219840.00        | $2824046.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $5540000.00        | $5147423.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $7480000.00        | $6814385.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-01-01      | 6.0000%  | 0.0000% | $3140140.00        | $3222405.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $1575130.00        | $1526046.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-02-01      | 5.0000%  | 0.0000% | $1277118.00        | $1268267.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $2921120.00        | $2895066.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1409772.00        | $1364658.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-01-01      | 6.0000%  | 0.0000% | $1047016.00        | $1081972.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $5291800.00        | $5381415.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-02-01      | 5.5000%  | 0.0000% | $2367424.00        | $2396843.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-02-01      | 6.0000%  | 0.0000% | $1783591.00        | $1835546.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-02-01      | 6.0000%  | 0.0000% | $1510606.00        | $1551463.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $11747968.00       | $12077182.43       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 6.5000%  | 0.0000% | $1273262.00        | $1325022.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 4.5000%  | 0.0000% | $2652568.00        | $2563938.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 4.5000%  | 0.0000% | $2626456.00        | $2548980.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $3383292.00        | $3407896.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $8931660.00        | $8997203.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $1323000.00        | $1340871.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-03-01      | 5.5000%  | 0.0000% | $10626608.00       | $10876666.25       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 4.5000%  | 0.0000% | $1890276.00        | $1834516.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $2383820.00        | $2036250.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $10894752.00       | $9669257.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $41505728.00       | $35326949.87       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-03-01      | 7.0000%  | 0.0000% | $21500864.00       | $16820187.65       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1011642.00        | $964190.61         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $5788840.00        | $5564632.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-02-01      | 5.0000%  | 0.0000% | $21731640.00       | $21612264.47       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $40236320.00       | $39933005.22       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-03-01      | 2.5000%  | 0.0000% | $23600832.00       | $21141231.96       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-04-01      | 5.0000%  | 0.0000% | $16122580.00       | $16289411.09       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-09-01      | 2.5000%  | 0.0000% | $14853840.00       | $13278119.90       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-05-01      | 4.5000%  | 0.0000% | $2867310.00        | $297119.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-04-01      | 4.5000%  | 0.0000% | $1000000.00        | $157752.82         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $589000.00         | $280303.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $397673.00         | $238528.24         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $66327.12          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 3.5000%  | 0.0000% | $200000.00         | $124049.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $272188.00         | $179711.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $200000.00         | $131906.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $440000.00         | $409823.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $2550000.00        | $1798705.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $400000.00         | $303305.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-11-01      | 7.5000%  | 0.0000% | $2508344.00        | $2580448.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-09-01      | 6.5000%  | 0.0000% | $1310658.00        | $1345415.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-11-01      | 6.0000%  | 0.0000% | $1238158.00        | $1272413.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-02-01      | 5.5000%  | 0.0000% | $4000000.00        | $90140.84          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-02-01      | 3.0000%  | 0.0000% | $10030000.00       | $962098.62         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-01-01      | 3.0000%  | 0.0000% | $225000.00         | $25739.81          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $400000.00         | $33023.63          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-11-01      | 2.0000%  | 0.0000% | $147000.00         | $70858.12          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 3.5000%  | 0.0000% | $1331000.00        | $1001772.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $8000.00           | $6410.31           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-12-01      | 4.0000%  | 0.0000% | $7050000.00        | $170608.71         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 4.5000%  | 0.0000% | $35944640.00       | $970116.78         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $1196482.00        | $1220409.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-03-01      | 3.5000%  | 0.0000% | $9541140.00        | $908502.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-10-01      | 6.5000%  | 0.0000% | $1733000.00        | $39307.15          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-08-01      | 4.0000%  | 0.0000% | $9300000.00        | $1704500.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-02-01      | 5.0000%  | 0.0000% | $213000.00         | $27967.18          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-12-01      | 3.5000%  | 0.0000% | $6200000.00        | $409093.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-08-01      | 2.7750%  | 0.0000% | $61503.00          | $38716.48          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-01-01      | 3.5000%  | 0.0000% | $696278.00         | $58564.29          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-06-01      | 5.5000%  | 0.0000% | $3637992.00        | $31923.92          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-11-01      | 5.5000%  | 0.0000% | $863331.00         | $5889.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-04-01      | 7.0000%  | 0.0000% | $739999.00         | $5489.71           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-04-01      | 5.5000%  | 0.0000% | $1005082.00        | $18117.83          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $77772.00          | $64961.28          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $458318.00         | $406393.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-06-01      | 5.5000%  | 0.0000% | $1722472.00        | $987366.97         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1591566.00        | $1023130.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $1039508.00        | $992265.83         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $106869.00         | $87312.33          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1288156.00        | $1136032.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $5181600.00        | $4036222.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $605096.00         | $500287.98         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $4533896.00        | $4694893.08        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $811191.00         | $631183.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1479444.00        | $1083524.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1437732.00        | $1509304.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 7.5000%  | 0.0000% | $1173902.00        | $1154692.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-02-01      | 4.5000%  | 0.0000% | $201151.00         | $199637.95         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 7.0000%  | 0.0000% | $1059440.00        | $1120155.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $1001722.00        | $968548.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-10-01      | 2.0000%  | 0.0000% | $30022.00          | $5356.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 4.0000%  | 0.0000% | $200000.00         | $57155.63          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2057-02-01      | 3.0000%  | 0.0000% | $2000000.00        | $641656.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-06-01      | 4.0000%  | 0.0000% | $825000.00         | $177990.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2062-03-01      | 5.0000%  | 0.0000% | $16704896.00       | $11643669.48       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $630000.00         | $103407.47         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-02-01      | 5.0000%  | 0.0000% | $15000000.00       | $4295339.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-02-01      | 3.0000%  | 0.0000% | $1478556.00        | $974395.65         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-02-01      | 2.0000%  | 0.0000% | $500000.00         | $246826.61         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $569559.00         | $435327.05         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 3.5000%  | 0.0000% | $128694.00         | $56988.25          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $200000.00         | $172732.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $14776992.00       | $13823814.52       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 1.5000%  | 0.0000% | $91984.00          | $63647.06          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $2649028.00        | $2653377.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-03-01      | 1.5000%  | 0.0000% | $2555336.00        | $1524271.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $10184880.00       | $10313953.01       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-12-01      | 3.0000%  | 0.0000% | $1362216.00        | $1290843.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $80016960.00       | $59566363.05       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $500000.00         | $392503.22         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-02-01      | 3.5000%  | 0.0000% | $9509184.00        | $8016336.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-06-01      | 5.0000%  | 0.0000% | $106249.00         | $87467.55          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-12-01      | 3.5000%  | 0.0000% | $2000000.00        | $138301.58         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $48500352.00       | $46421400.40       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $118597888.00      | $107532255.67      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $4371200.00        | $4244699.01        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-15      | 3.0000%  | 0.0000% | $228383.00         | $118632.92         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-08-15      | 3.0000%  | 0.0000% | $914222.00         | $568201.03         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-04-20      | 3.5000%  | 0.0000% | $2574808.00        | $11801.45          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-05-20      | 3.5000%  | 0.0000% | $114850.00         | $36001.07          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-20      | 5.3750%  | 0.0000% | $1000000.00        | $49885.90          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-09-20      | 5.5000%  | 0.0000% | $47000.00          | $5699.91           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $2022150.00        | $113929.77         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-07-20      | 2.5000%  | 0.0000% | $260000.00         | $48026.69          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-08-20      | 3.0000%  | 0.0000% | $100000.00         | $11149.68          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $1719332864.00     | $832543510.85      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $28151300.00       | $16966716.68       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $924846.00         | $749056.99         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $8073904.00        | $492425.62         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $1321758.00        | $963311.76         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-07-20      | 3.5000%  | 0.0000% | $450000.00         | $263511.88         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-11-15      | 3.5000%  | 0.0000% | $1702166.00        | $141729.56         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-09-20      | 6.5000%  | 0.0000% | $1360772.00        | $395210.14         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $255068.00         | $145821.62         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-10-20      | 3.0000%  | 0.0000% | $219676.00         | $115953.83         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $678164.00         | $252103.38         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-11-20      | 2.5000%  | 0.0000% | $664474.00         | $382558.51         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $825727.00         | $525323.70         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $2006172.00        | $1181717.61        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $1146078.00        | $661474.67         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 5.0000%  | 0.0000% | $1205474.00        | $1049089.63        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-02-20      | 3.5000%  | 0.0000% | $10000000.00       | $1494690.20        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1777186.00        | $1808189.33        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1478208.00        | $1503708.04        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-15      | 5.5000%  | 0.0000% | $9838590.00        | $10105049.62       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $1598266.00        | $1401106.16        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 2.0000%  | 0.0000% | $4089152.00        | $2481116.44        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $10445808.00       | $9460241.94        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 7.5000%  | 0.0000% | $1917686.00        | $1804370.73        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $1131066.00        | $1169864.71        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-10-20      | 7.5000%  | 0.0000% | $1121124.00        | $364305.18         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $4328992.00        | $2002938.63        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $1776856.00        | $1087836.66        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $1248076.00        | $1317373.92        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $12199664.00       | $3033578.59        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1027592.00        | $815166.27         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1783594.00        | $1004677.15        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1079226.00        | $1083575.87        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1213990.00        | $1270191.81        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 4.5000%  | 0.0000% | $1265838.00        | $1199704.50        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1447470.00        | $1088330.30        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $9732752.00        | $9061228.58        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-06-20      | 6.0000%  | 0.0000% | $4147584.00        | $4232631.97        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1191462.00        | $986659.51         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $2032728.00        | $1842655.67        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $5029376.00        | $5139953.53        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1368926.00        | $1334605.37        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $6314552.00        | $5700359.58        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $5824144.00        | $6081064.32        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $8497920.00        | $6900984.64        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1075074.00        | $1119204.54        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $23915808.00       | $24579531.22       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $3082076.00        | $3100197.15        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $984648.00         | $984991.71         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1047578.00        | $1094256.54        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-07-20      | 4.5000%  | 0.0000% | $547583.00         | $524961.10         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2873612.00        | $3008315.01        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1013026.00        | $940244.70         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $6520400.00        | $6796860.16        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1772562.00        | $1732499.20        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $18501960.00       | $19200477.27       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $13300000.00       | $13807846.18       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $3323044.00        | $3454807.84        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1287930.00        | $1368129.57        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $1277522.00        | $1268349.17        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $8000000.00        | $8328365.68        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-10-20      | 3.5000%  | 0.0000% | $80260.00          | $72900.11          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $7177760.00        | $7322430.14        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1021392.00        | $1044472.74        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1710016.00        | $1718052.81        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 3.5000%  | 0.0000% | $134091.00         | $121711.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-11-20      | 5.5000%  | 0.0000% | $354257.00         | $356387.35         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-12-20      | 4.5000%  | 0.0000% | $128566.00         | $123427.96         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $5242888.00        | $5210067.35        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $1250912.00        | $1193647.59        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1563140.00        | $1588385.27        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $1224508.00        | $1221359.80        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-01-20      | 5.0000%  | 0.0000% | $472454.00         | $470543.84         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $4847032.00        | $4641182.70        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 3.5000%  | 0.0000% | $2764436.00        | $2495018.68        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $100049920.00      | $100314615.74      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $190191360.00      | $183299905.56      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $74000000.00       | $66828627.65       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-04-20      | 7.0000%  | 0.0000% | $60827.00          | $52394.97          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $142052.00         | $95559.35          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $115662560.00      | $100068442.83      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 4.0000%  | 0.0000% | $49344768.00       | $45544683.61       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $10447488.00       | $9568588.37        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-02-20      | 6.0000%  | 0.0000% | $1762032.00        | $1794050.69        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1866766.00        | $1742976.66        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $1337818.00        | $1381877.52        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $3364200.00        | $2818151.87        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1959152.00        | $426915.30         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1847910.00        | $342976.52         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-09-20      | 3.5000%  | 0.0000% | $521083.00         | $473432.02         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $1288168.00        | $1242786.06        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-09-20      | 4.5000%  | 0.0000% | $215144.00         | $206843.70         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $5199840.00        | $5160715.96        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-07-20      | 3.0000%  | 0.0000% | $2027588.00        | $239876.59         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $3782876.00        | $1502985.20        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-02-20      | 3.5000%  | 0.0000% | $1090540.00        | $324558.76         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-08-20      | 6.5000%  | 0.0000% | $618862.00         | $7489.05           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-10-15      | 4.0000%  | 0.0000% | $750000.00         | $56092.12          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-03-15      | 2.5000%  | 0.0000% | $1962682.00        | $123163.60         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-02-15      | 4.5000%  | 0.0000% | $2359760.00        | $260686.89         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2026-09-15      | 3.0000%  | 0.0000% | $1999998.00        | $5864.97           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-02-20      | 3.0000%  | 0.0000% | $41200000.00       | $4833101.17        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $200000.00         | $97286.29          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $1299990.00        | $899305.24         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $133000.00         | $71015.51          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $2097000.00        | $1219065.71        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $1000000.00        | $792985.18         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-08-15      | 5.5000%  | 0.0000% | $100000000.00      | $2118770.76        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-07-15      | 5.0000%  | 0.0000% | $13627296.00       | $1740577.49        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2031-03-31      | 3.8750%  | 0.0000% | $1116544000.00     | $1112886202.00     | U.S. Treasuries (including strips) |

### Security 258: Bank of New York - Fixed Income Clearing Corp.

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFUH1, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1GFUH1_3.67_0401
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2054-05-01      | 5.0000%  | 0.0000% | $1194.00           | $1079.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 7.0000%  | 0.0000% | $1480.00           | $954.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 4.5000%  | 0.0000% | $1018.00           | $885.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $889.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $47161520.00       | $39564081.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $2032.00           | $1769.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $6001.00           | $4920.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $824.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $5000.00           | $4638.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $2240.00           | $2064.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $7711352.00        | $7034564.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $4096.00           | $3715.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $923.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $3024.00           | $2342.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $66260.00          | $55837.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $805.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $3179000.00        | $2776564.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $655.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $927.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1008.00           | $940.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1008.00           | $929.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $5921.00           | $5283.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $3120.00           | $2798.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $1001.00           | $1017.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $14651014.00       | $14778155.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $1005.00           | $991.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1980.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $2000.00           | $2032.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $1364.00           | $1349.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 6.5000%  | 0.0000% | $2000.00           | $2096.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $2000.00           | $2024.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1977.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 5.0000%  | 0.0000% | $1000.00           | $1013.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $3000.00           | $2328.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $935.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 3.0000%  | 0.0000% | $3000.00           | $2392.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $3072.00           | $2776.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $764.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $3000.00           | $2504.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $965.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $956.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $3072.00           | $2788.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1859.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $924.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.0000%  | 0.0000% | $1152.00           | $1078.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $931.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $988.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $19003904.00       | $18819410.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $983.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $1024.00           | $985.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $909.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $964.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $14247141.00       | $14202974.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $906.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.5000%  | 0.0000% | $3119.00           | $2848.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.5000%  | 0.0000% | $2048.00           | $1859.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1913.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 6.0000%  | 0.0000% | $24322752.00       | $24826249.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1954.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 6.0000%  | 0.0000% | $2048.00           | $2017.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $920.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $1039.00           | $1037.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $1037.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 2.0000%  | 0.0000% | $1024.00           | $940.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $542120.00         | $479169.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1930.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 4.5000%  | 0.0000% | $4000.00           | $867.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $3001.00           | $882.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 3.0000%  | 0.0000% | $2000.00           | $441.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 5.0000%  | 0.0000% | $3000.00           | $884.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 4.0000%  | 0.0000% | $1000.00           | $247.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 2.5000%  | 0.0000% | $2000.00           | $759.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 3.5000%  | 0.0000% | $2000.00           | $688.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 3.0000%  | 0.0000% | $1000.00           | $429.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1039.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $460.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 4.0000%  | 0.0000% | $5000.00           | $1159.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-11-01      | 4.0000%  | 0.0000% | $2000.00           | $784.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 3.5000%  | 0.0000% | $1001.00           | $387.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 4.0000%  | 0.0000% | $2000.00           | $833.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 4.7500%  | 0.0000% | $3000.00           | $909.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 4.0000%  | 0.0000% | $6000.00           | $1810.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 3.5000%  | 0.0000% | $1024.00           | $430.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 4.0000%  | 0.0000% | $2048.00           | $909.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 3.0000%  | 0.0000% | $1000.00           | $364.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.5000%  | 0.0000% | $3072.00           | $1500.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 1.5000%  | 0.0000% | $3000.00           | $1601.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $1001.00           | $590.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 3.0000%  | 0.0000% | $2001.00           | $805.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $3000.00           | $1721.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 4.5000%  | 0.0000% | $2000.00           | $773.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $627.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1374.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.5000%  | 0.0000% | $3000.00           | $2114.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $3000.00           | $1794.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 7.0000%  | 0.0000% | $2000.00           | $1126.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 7.0000%  | 0.0000% | $3069.00           | $2300.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $667.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $10183.00          | $4694.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.0000%  | 0.0000% | $1048.00           | $956.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $956.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $911.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1600.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.0000%  | 0.0000% | $1003.00           | $814.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $2080.00           | $1817.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1662.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $3000.00           | $2290.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $568.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 6.0000%  | 0.0000% | $1008.00           | $822.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $802.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $673.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 6.5000%  | 0.0000% | $3086.00           | $2092.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $743.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 4.5000%  | 0.0000% | $1008.00           | $875.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $5104.00           | $4450.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $1032.00           | $867.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $27768376.00       | $23439601.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $1008.00           | $993.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $1024.00           | $990.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $20279640.00       | $19396627.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1008.00           | $909.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $2048.00           | $1991.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $941.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1906.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $987.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $2048.00           | $1954.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $2067.00           | $1883.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $948.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $2048.00           | $1797.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $919.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1008.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $981.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $2048.00           | $2051.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 6.0000%  | 0.0000% | $22693587.00       | $22575318.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 6.0000%  | 0.0000% | $25570976.00       | $25086173.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.0000%  | 0.0000% | $1024.00           | $1012.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1042.00           | $1030.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $996.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $2176.00           | $2185.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $766.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $777.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-11-01      | 5.0000%  | 0.0000% | $1008.00           | $978.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-01-01      | 2.5000%  | 0.0000% | $1000.00           | $205.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-05-01      | 2.5000%  | 0.0000% | $1000.00           | $521.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-10-01      | 2.0000%  | 0.0000% | $1814.00           | $973.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-06-01      | 1.5000%  | 0.0000% | $3000.00           | $1065.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $909.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.0000%  | 0.0000% | $1024.00           | $892.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1756.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-08-01      | 3.5000%  | 0.0000% | $1000.00           | $62.21             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 4.0000%  | 0.0000% | $155999000.00      | $17095199.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-01-01      | 5.0000%  | 0.0000% | $2015.00           | $111.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-02-01      | 3.5000%  | 0.0000% | $1023.00           | $191.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $159.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-04-01      | 3.5000%  | 0.0000% | $1000.00           | $87.16             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $71.77             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $115.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $161.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $157.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-10-01      | 3.5000%  | 0.0000% | $1020.00           | $173.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 4.0000%  | 0.0000% | $1000.00           | $59.62             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 4.0000%  | 0.0000% | $1023.00           | $218.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $1008.00           | $192.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.0000%  | 0.0000% | $1082.00           | $150.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 4.0000%  | 0.0000% | $1000.00           | $95.78             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-10-01      | 3.5000%  | 0.0000% | $1000.00           | $190.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 4.0000%  | 0.0000% | $2002.00           | $207.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-07-01      | 4.0000%  | 0.0000% | $1006.00           | $134.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-11-01      | 4.0000%  | 0.0000% | $2000.00           | $202.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.0000%  | 0.0000% | $1024.00           | $190.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.0000%  | 0.0000% | $2074.00           | $273.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.0000%  | 0.0000% | $3288990.00        | $618590.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $208.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 5.0000%  | 0.0000% | $4382.00           | $39.49             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 6.0000%  | 0.0000% | $3454.00           | $40.21             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 6.0000%  | 0.0000% | $1020.00           | $16.19             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1799530.00        | $1131108.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $652.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1022.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 4.5000%  | 0.0000% | $1000.00           | $887.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $2100.00           | $1712.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $1024.00           | $812.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 7.5000%  | 0.0000% | $1000.00           | $611.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $888.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $14218000.00       | $11418279.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $1008.00           | $922.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $687.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $782.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $2000.00           | $2072.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 4.5000%  | 0.0000% | $1000.00           | $952.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $2016.00           | $1849.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1078.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $2016.00           | $1794.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $986.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1002.00           | $1018.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $947.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1003.00           | $1027.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $965.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $1001.00           | $987.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1013750.00        | $1014923.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $847.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $1020.00           | $160.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 4.5000%  | 0.0000% | $159000.00         | $40654.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $2000.00           | $464.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2062-10-01      | 2.5000%  | 0.0000% | $1120.00           | $863.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2064-06-01      | 4.5000%  | 0.0000% | $24601528.00       | $22201296.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 3.5000%  | 0.0000% | $2048.00           | $528.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $153.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 4.5000%  | 0.0000% | $1000.00           | $204.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $3000.00           | $849.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 4.5000%  | 0.0000% | $21741723.00       | $3063022.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $1008.00           | $246.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 3.5000%  | 0.0000% | $3000.00           | $866.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 4.5000%  | 0.0000% | $1000.00           | $167.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $109942080.00      | $25768204.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $224.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 3.5000%  | 0.0000% | $3000.00           | $331.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $419.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $1052.00           | $378.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $440.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $336.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $76968472.00       | $37679712.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1001.00           | $502.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $568.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $562.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $501.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1286.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $1008.00           | $645.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $949.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-03-01      | 4.5000%  | 0.0000% | $2000.00           | $1996.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1079.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $451.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $706.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $564.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $842.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $943.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1088.00           | $784.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $3000.00           | $1887.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $893.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $593.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $483.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $6002.00           | $4157.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $2001.00           | $1121.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $2222780.00        | $1807546.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1507.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $637.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $665.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $724.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $485.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $878.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1483.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $857.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1013.00           | $1006.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $947.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $2048.00           | $1984.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1983.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 4.5000%  | 0.0000% | $2048.00           | $1963.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1968.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $53721408.00       | $53276497.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1039.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-01      | 4.5000%  | 0.0000% | $5040.00           | $4895.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 7.0000%  | 0.0000% | $2000.00           | $505.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 6.5000%  | 0.0000% | $12345.00          | $4.80              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-07-01      | 6.5000%  | 0.0000% | $9100.00           | $69.28             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 6.0000%  | 0.0000% | $6064.00           | $27.01             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 6.0000%  | 0.0000% | $13003.00          | $38.87             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 5.5000%  | 0.0000% | $1002.00           | $1.69              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-03-01      | 4.5000%  | 0.0000% | $1000.00           | $24.44             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-07-01      | 6.5000%  | 0.0000% | $1281.00           | $9.96              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 3.5000%  | 0.0000% | $1405000.00        | $102334.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $1000.00           | $100.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $2000.00           | $194.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $1031.00           | $112.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 3.5000%  | 0.0000% | $1040.00           | $194.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 5.5000%  | 0.0000% | $1000.00           | $36.48             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-11-01      | 4.0000%  | 0.0000% | $2016.00           | $370.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-12-01      | 4.0000%  | 0.0000% | $2000.00           | $91.52             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-01-01      | 3.0000%  | 0.0000% | $1000.00           | $2.92              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-03-01      | 4.0000%  | 0.0000% | $1000.00           | $43.11             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $1024.00           | $117.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 2.5000%  | 0.0000% | $1000.00           | $486.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-11-01      | 2.5000%  | 0.0000% | $1000.00           | $572.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $2024.00           | $1263.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $5004.00           | $654.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 2.5000%  | 0.0000% | $2000.00           | $586.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $344361.00         | $94263.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 1.5000%  | 0.0000% | $1000.00           | $369.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-05-01      | 1.5000%  | 0.0000% | $2000.00           | $695.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1067.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $2210.00           | $1274.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-06-01      | 1.5000%  | 0.0000% | $1000.00           | $353.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 4.0000%  | 0.0000% | $1000.00           | $852.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-02-01      | 4.5000%  | 0.0000% | $1000.00           | $721.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 4.5000%  | 0.0000% | $2000.00           | $1703.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $1001.00           | $670.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-07-01      | 3.0000%  | 0.0000% | $5398.00           | $2440.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $221572760.00      | $162322699.87      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $1031.00           | $769.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $32368001.00       | $24491440.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $33710343.00       | $24217862.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1023.00           | $635.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $786.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $24697.00          | $18401.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $2048.00           | $1271.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-11-01      | 5.0000%  | 0.0000% | $869436.00         | $444968.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $1008.00           | $776.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $634.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $528.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1798.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.0000%  | 0.0000% | $75848088.00       | $67626830.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $803.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $3000.00           | $2168.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $963.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $46431424.00       | $38588734.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $28151197.00       | $27071145.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 5.5000%  | 0.0000% | $1000.00           | $812.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $964.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.0000%  | 0.0000% | $86028631.00       | $81423518.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 5.0000%  | 0.0000% | $1008.00           | $958.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.0000%  | 0.0000% | $2152.00           | $2108.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $966.05            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $951.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 4.5000%  | 0.0000% | $2001.00           | $1905.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $5000.00           | $4062.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1681.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $19996800.00       | $18365476.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1848.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $1008.00           | $981.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1891.87           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $1008.00           | $932.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.0000%  | 0.0000% | $4008.00           | $3803.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 7.0000%  | 0.0000% | $4001.00           | $2229.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $976.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1832.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $871.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $1008.00           | $988.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $4072.00           | $3561.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $4039.00           | $3289.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $4080.00           | $3655.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $510.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $1016.00           | $961.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 7.0000%  | 0.0000% | $2000.00           | $2123.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $982.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $18874848.00       | $19451599.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $987.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $991.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $1001.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $3000.00           | $2725.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.36           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $966.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.0000%  | 0.0000% | $1431913.00        | $1357192.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $986.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $971.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $980.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $926.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $3000.00           | $3050.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1001.00           | $1007.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.0000%  | 0.0000% | $1008.00           | $984.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $4024.00           | $3938.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $942.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $3000.00           | $3026.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $1024.00           | $974.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $620.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $999.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $768.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $695.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $4440.00           | $2476.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1470.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.0000%  | 0.0000% | $3072.00           | $2562.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $2024.00           | $1634.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $747.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 3.5000%  | 0.0000% | $1000.00           | $749.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1350.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $3072.00           | $2413.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1801.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 3.0000%  | 0.0000% | $1000.00           | $712.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $672.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1459.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $736.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $792.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1413.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $809.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1661.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $1136.00           | $949.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 2.0000%  | 0.0000% | $6000.00           | $4302.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $2000.00           | $1454.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $741.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1496.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 1.5000%  | 0.0000% | $1000.00           | $606.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $852.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 4.5000%  | 0.0000% | $26551296.00       | $23046835.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $1024.00           | $770.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $883.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $852.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 4.5000%  | 0.0000% | $3000.00           | $2595.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $2048.00           | $1755.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-05-01      | 5.0000%  | 0.0000% | $1000.00           | $620.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-25      | 3.0000%  | 0.0000% | $10137778.00       | $7901226.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.5000%  | 0.0000% | $1024.00           | $761.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 5.5000%  | 0.0000% | $2048.00           | $1820.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $2016.00           | $1937.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1674.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $2080.00           | $1886.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1867.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-25      | 6.5000%  | 0.0000% | $32563997.00       | $25480895.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-25      | 6.5000%  | 0.0000% | $1024.00           | $963.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $2048.00           | $2022.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-11-01      | 6.0000%  | 0.0000% | $3228.00           | $76.55             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 3.5000%  | 0.0000% | $5826.00           | $970.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-08-01      | 4.0000%  | 0.0000% | $6916.00           | $736.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-04-01      | 2.0000%  | 0.0000% | $1000.00           | $36.70             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-02-01      | 4.0000%  | 0.0000% | $1176.00           | $80.73             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 4.0000%  | 0.0000% | $4608.00           | $971.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1086.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $564.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $12919700.00       | $8826760.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1240.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $600.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $625.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $3000.00           | $2120.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $774.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $662.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $25437856.00       | $19101438.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $2080.00           | $1720.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $731.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $709.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1336.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 4.0000%  | 0.0000% | $2000.00           | $1466.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $783.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 4.0000%  | 0.0000% | $3000.00           | $2154.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $855020.00         | $592419.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $902.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $682.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $3001.00           | $2758.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $1008.00           | $759.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $441.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $3000.00           | $2728.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $1024.00           | $146.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $1024.00           | $108.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $1000.00           | $181.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 4.0000%  | 0.0000% | $1061.00           | $181.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $1022.00           | $264.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $221.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $93.19             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $1024.00           | $231.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $255.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 5.0000%  | 0.0000% | $3028.00           | $951.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 2.5000%  | 0.0000% | $2000.00           | $872.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $1024.00           | $372.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $411.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 2.5000%  | 0.0000% | $1000.00           | $358.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1040.00           | $495.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $436.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $46512384.00       | $22334074.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $507.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $485.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 2.0000%  | 0.0000% | $1000.00           | $486.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $1100.00           | $572.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $502.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $1008.00           | $550.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $569.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $544.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $1054.00           | $641.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $52095343.00       | $25283531.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $2048.00           | $1008.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $498.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $2057.00           | $1035.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $1023.00           | $519.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $458.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1120.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 3.0000%  | 0.0000% | $6240.00           | $3338.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $2000.00           | $1149.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $2016.00           | $1162.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 3.5000%  | 0.0000% | $2000.00           | $783.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $6000.00           | $3940.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $643.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $5560.00           | $3729.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $672.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.5000%  | 0.0000% | $1024.00           | $677.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $722.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $671.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $2048.00           | $1448.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1400.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $835.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $1024.00           | $791.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $3135.00           | $2024.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $4024.00           | $2723.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $5000.00           | $3478.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $782.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 4.5000%  | 0.0000% | $1000.00           | $509.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1040.00           | $684.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $1024.00           | $758.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1008.00           | $693.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $667.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $5000.00           | $3609.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $6870.00           | $4845.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1030.00           | $744.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 4.5000%  | 0.0000% | $1000.00           | $533.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $3007.00           | $2122.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1690.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $750.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $2001.00           | $1417.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $770.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1090.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $784.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $825.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $2003.00           | $1413.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $3088.00           | $2121.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $827.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $715.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $5120.00           | $4239.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $986392.00         | $767181.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $4099.00           | $3133.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1024.00           | $698.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $6069.00           | $4112.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.5000%  | 0.0000% | $6322.00           | $3976.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $638.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $719.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $5008.00           | $3581.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $774.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $7187.00           | $4927.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $801.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $832.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $831.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $2024.00           | $1451.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $2015.00           | $1241.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $3087.00           | $2451.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $807.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $2024.00           | $1550.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $2177.00           | $1786.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 4.5000%  | 0.0000% | $1000.00           | $556.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $2106.00           | $1814.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 4.0000%  | 0.0000% | $1000.00           | $796.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $3072.00           | $2167.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $1040.00           | $791.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $2056.00           | $1540.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1565.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $1097.00           | $931.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $2048.00           | $1608.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1656.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $3000.00           | $2578.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $804.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $10471936.00       | $8737216.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2550.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $1020.00           | $791.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $2305.00           | $1785.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1008.00           | $794.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 7.0000%  | 0.0000% | $3072.00           | $2065.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 5.5000%  | 0.0000% | $3072.00           | $2558.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $2049.00           | $1249.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $709.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $1019.00           | $753.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $3200.00           | $2344.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $1008.00           | $808.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $678.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $642.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $760.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $1019.00           | $965.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $773.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $2091.00           | $1640.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $259.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-09-01      | 3.0000%  | 0.0000% | $1000.00           | $18.63             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-09-01      | 4.0000%  | 0.0000% | $1027.00           | $146.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $2022.00           | $760.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-02-01      | 2.5000%  | 0.0000% | $17615.00          | $726.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-04-01      | 3.5000%  | 0.0000% | $1000.00           | $147.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-05-01      | 3.5000%  | 0.0000% | $1000.00           | $176.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-08-01      | 2.5000%  | 0.0000% | $1000.00           | $108.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $219.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-01-15      | 3.0000%  | 0.0000% | $1008.00           | $861.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-11-01      | 4.0000%  | 0.0000% | $1000.00           | $426.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-08-01      | 2.5000%  | 0.0000% | $1000.00           | $110.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $633.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $680.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $724.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $769.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $745.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.5000%  | 0.0000% | $2005.00           | $1144.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 3.0000%  | 0.0000% | $2006.00           | $1485.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2653.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-09-01      | 3.5000%  | 0.0000% | $1084.00           | $123.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $176.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $411.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $189.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.0000%  | 0.0000% | $28538586.00       | $23460142.49       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $910.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1384.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $745.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $673.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $3116.00           | $2321.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-05-01      | 4.5000%  | 0.0000% | $2000.00           | $66.87             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $344.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-10-01      | 3.5000%  | 0.0000% | $1000.00           | $327.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $404.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $355.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $592.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 3.0000%  | 0.0000% | $1002.00           | $542.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $833.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1008.00           | $627.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1008.00           | $693.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $809.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.5000%  | 0.0000% | $106507.00         | $83804.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1388.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $584.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $753.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1002.00           | $690.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $967.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $954.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $841.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $650.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $953.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $791.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.5000%  | 0.0000% | $3010.00           | $2805.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $855.74            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 5.5000%  | 0.0000% | $3000.00           | $1888.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 7.0000%  | 0.0000% | $3000.00           | $2512.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $759.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $710.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 7.0000%  | 0.0000% | $2000.00           | $868.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-07-01      | 2.0000%  | 0.0000% | $1000.00           | $625.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $332.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 4.5000%  | 0.0000% | $1014.00           | $705.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 6.0000%  | 0.0000% | $1008.00           | $697.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 6.0000%  | 0.0000% | $2048.00           | $1615.90           | Agency Mortgage-Backed Securities |

### Security 259: Northern Trust Co. - Fixed Income Clearing Corp.

- **C.1 - Title:** Northern Trust Co. - Fixed Income Clearing Corp. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFUJ7, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1GFUJ7_3.66_0401
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Northern Trust Co. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618438.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $31890700.00       | $32285148.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-30      | 3.7500%  | 0.0000% | $20555000.00       | $20346626.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 2.8750%  | 0.0000% | $13355300.00       | $13249139.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-01      | 3.5000%  | 0.0000% | $50000000.00       | $50417470.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-01      | 3.5000%  | 0.0000% | $50000000.00       | $50417470.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-01      | 3.5000%  | 0.0000% | $50000000.00       | $50417470.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-01      | 3.5000%  | 0.0000% | $50000000.00       | $50417470.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618436.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618436.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618436.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618436.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618436.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618436.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618436.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618436.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618436.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618436.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618436.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50618436.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $43109300.00       | $43642507.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $47698202.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $47698202.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $47698202.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50062497.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50062497.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50062497.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50062497.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50062497.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50062497.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50062497.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50062497.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50062497.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50062497.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.8750%  | 0.0000% | $33504900.00       | $33546779.79       | U.S. Treasuries (including strips) |

### Security 260: BNY Mellon Capital Markets

- **C.1 - Title:** BNY Mellon Capital Markets LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFUK4, C.3 - LEI: VJW2DOOHGDT6, C.5 - Other ID: ARP1GFUK4_3.67_0401
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $1300318.00        | $1325951.64        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.5000%  | 0.0000% | $1291142.00        | $1200406.85        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $1344345.00        | $1389532.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $156065.00         | $158686.98         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $805576.00         | $730787.19         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $402844.00         | $399705.61         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $701069.00         | $697294.91         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 6.0000%  | 0.0000% | $3076814.00        | $3204012.57        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 2.5000%  | 0.0000% | $14100508.00       | $4326901.72        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $404235.00         | $249355.15         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-04-16      | N/A      | 0.0000% | $31572200.00       | $31521053.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-06-11      | N/A      | 0.0000% | $2313100.00        | $2296399.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-04-23      | N/A      | 0.0000% | $1596000.00        | $1592290.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-04-30      | N/A      | 0.0000% | $887000.00         | $884321.26         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-05-21      | N/A      | 0.0000% | $8929500.00        | $8883691.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-06-04      | N/A      | 0.0000% | $5085300.00        | $5052133.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-04-14      | N/A      | 0.0000% | $16055200.00       | $16032401.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2027-01-21      | N/A      | 0.0000% | $222800.00         | $216303.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-07-30      | N/A      | 0.0000% | $3488000.00        | $3445725.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-05-12      | N/A      | 0.0000% | $2170000.00        | $2160820.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-06-02      | N/A      | 0.0000% | $555000.00         | $551481.30         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2027-02-18      | N/A      | 0.0000% | $6986100.00        | $6762405.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-09-17      | N/A      | 0.0000% | $4274600.00        | $4201846.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-07-07      | N/A      | 0.0000% | $11892100.00       | $11775200.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2055-11-15      | 4.6250%  | 0.0000% | $37800.00          | $36785.28          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2056-02-15      | 4.7500%  | 0.0000% | $1000000.00        | $981403.48         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-01-31      | 1.5000%  | 0.0000% | $1500.00           | $1475.60           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-10-31      | 0.5000%  | 0.0000% | $1261900.00        | $1199497.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-11-15      | 0.8750%  | 0.0000% | $4198600.00        | $3666722.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-11-30      | 1.2500%  | 0.0000% | $2379900.00        | $2350044.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-02-15      | 1.8750%  | 0.0000% | $2222900.00        | $1972416.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-02-28      | 1.8750%  | 0.0000% | $35000000.00       | $34456151.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-03-31      | 3.6250%  | 0.0000% | $1236900.00        | $1222674.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-06-15      | 4.1250%  | 0.0000% | $401100.00         | $406233.02         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-09-30      | 4.6250%  | 0.0000% | $14200.00          | $14582.22          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-10-31      | 4.8750%  | 0.0000% | $100.00            | $104.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-12-31      | 3.7500%  | 0.0000% | $98000.00          | $97924.95          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-04-30      | 4.6250%  | 0.0000% | $8220000.00        | $8609653.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-05-31      | 4.6250%  | 0.0000% | $655600.00         | $684105.69         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-03-31      | 3.8750%  | 0.0000% | $135400.00         | $135529.98         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-08-31      | 3.6250%  | 0.0000% | $300.00            | $299.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-10-31      | 3.7500%  | 0.0000% | $5000.00           | $4965.71           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-02-15      | 3.5000%  | 0.0000% | $22426300.00       | $22304393.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2028-08-15      | N/A      | 0.0000% | $118604.78         | $108178.83         | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $1191869.00        | $1179471.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $2181136.00        | $2225802.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.5000%  | 0.0000% | $5301914.00        | $4970475.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $132176.00         | $133416.98         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $2059040.00        | $2117988.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $3000.00           | $2312.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $2404877.00        | $1731718.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $4000.00           | $2381.81           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $4880.00           | $3065.25           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $412270.00         | $347811.43         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $34647.00          | $32532.80          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $2102725.00        | $2088821.95        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1446930.00        | $1465789.32        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $8060766.00        | $6562990.06        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.5000%  | 0.0000% | $928661.00         | $902635.32         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $476098.00         | $466081.96         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $3245240.00        | $3260467.13        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $386714.00         | $363776.62         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $2668097.00        | $2702435.09        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $1570556.00        | $1594278.75        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $6849927.00        | $7036807.27        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $2325034.00        | $2360430.33        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2033-03-02      | 4.4500%  | 0.0000% | $1300000.00        | $1292206.14        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $2290239.00        | $1664973.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.5000%  | 0.0000% | $52057.00          | $40408.37          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $1377000.00        | $1340047.39        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 3.5000%  | 0.0000% | $25697673.00       | $10318445.51       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $2260787.00        | $1414054.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $2609055.00        | $2650210.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $3500000.00        | $1928753.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $1202906.00        | $704124.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1500.00           | $1067.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 6.5000%  | 0.0000% | $5135376.00        | $5362415.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $206566.00         | $204070.82         | Agency Mortgage-Backed Securities  |

### Security 261: Northern Trust Co. - Fixed Income Clearing Corp.

- **C.1 - Title:** Northern Trust Co. - Fixed Income Clearing Corp. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFUL2, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1GFUL2_3.67_0401
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Northern Trust Co. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2032-11-30      | 3.7500%  | 0.0000% | $50000000.00       | $49493116.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-30      | 3.7500%  | 0.0000% | $50000000.00       | $49493116.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-30      | 3.7500%  | 0.0000% | $50000000.00       | $49493116.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-30      | 3.7500%  | 0.0000% | $50000000.00       | $49493116.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-30      | 3.7500%  | 0.0000% | $50000000.00       | $49493116.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-30      | 3.7500%  | 0.0000% | $50000000.00       | $49493116.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-30      | 3.7500%  | 0.0000% | $9133900.00        | $9041303.48        | U.S. Treasuries (including strips) |

### Security 262: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.660000%
- **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: ARP1GFUM0, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1GFUM0_3.66_0401
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $123319261.00      | $87892545.17       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $33725274.00       | $32617398.75       | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2033-03-01      | 5.1680%  | 0.0000% | $111025000.00      | $85490056.34       | Agency Mortgage-Backed Securities |

### Security 263: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFUO6, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1GFUO6_3.67_0401
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2028-11-15      | N/A      | 0.0000% | $1100.00           | $994.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $1011400.00        | $438739.25         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-11-15      | N/A      | 0.0000% | $247000.00         | $78613.68          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $2699000.00        | $800123.95         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-11-15      | N/A      | 0.0000% | $40000.00          | $10998.08          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $300.00            | $74.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $226000.00         | $91390.78          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-08-15      | N/A      | 0.0000% | $4200.00           | $1025.36           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $6194846.53        | $4314735.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-02-15      | N/A      | 0.0000% | $9.98              | $6.08              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $34.82             | $22.75             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-11-15      | N/A      | 0.0000% | $31288296.26       | $17213193.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-05-15      | N/A      | 0.0000% | $75190678.73       | $31480532.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $29611000.00       | $8558556.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $21386700.00       | $6122178.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2051-02-15      | 0.1250%  | 0.0000% | $459000.00         | $304886.06         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-01-15      | 0.1250%  | 0.0000% | $400.00            | $431.60            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-02-15      | 0.2500%  | 0.0000% | $47992000.00       | $34409720.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-02-15      | 0.7500%  | 0.0000% | $5179400.00        | $5149958.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-30      | 1.2500%  | 0.0000% | $56606400.00       | $53974716.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-15      | 2.2500%  | 0.0000% | $29988200.00       | $29479001.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-08-15      | 2.7500%  | 0.0000% | $29250500.00       | $27101774.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-02-15      | 3.1250%  | 0.0000% | $169200.00         | $138181.47         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-11-15      | 3.3750%  | 0.0000% | $12986000.00       | $10324643.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-09-30      | 3.5000%  | 0.0000% | $29999900.00       | $29959400.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-05-15      | 3.8750%  | 0.0000% | $50391400.00       | $45338050.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-08-15      | 4.2500%  | 0.0000% | $400.00            | $399.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-02-15      | 4.6250%  | 0.0000% | $706000.00         | $707715.96         | U.S. Treasuries (including strips) |

### Security 264: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFUQ1, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1GFUQ1_3.67_0401
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2050-04-15      | 3.5000%  | 0.0000% | $134152.00         | $37522.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $2469576.00        | $1094045.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-01-15      | 5.0200%  | 0.0000% | $700000.00         | $701327.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-05-15      | 5.6800%  | 0.0000% | $344699.00         | $357973.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $24098848.00       | $14898401.48       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-01-15      | 5.5200%  | 0.0000% | $354670.00         | $363035.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-11-15      | 5.2700%  | 0.0000% | $508000.00         | $513375.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-15      | 5.5100%  | 0.0000% | $700000.00         | $712922.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-01-15      | 5.6400%  | 0.0000% | $350000.00         | $361405.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-11-15      | 4.9800%  | 0.0000% | $158000.00         | $157109.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-07-15      | 5.3500%  | 0.0000% | $26117.00          | $26707.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-03-15      | 5.1400%  | 0.0000% | $800000.00         | $801457.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-11-15      | 4.9800%  | 0.0000% | $258000.00         | $256545.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 4.8600%  | 0.0000% | $652600.00         | $641644.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 5.6500%  | 0.0000% | $550000.00         | $563112.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 4.8300%  | 0.0000% | $550000.00         | $542085.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $464371.00         | $483803.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 4.8000%  | 0.0000% | $550000.00         | $538365.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.2500%  | 0.0000% | $800000.00         | $813390.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.2500%  | 0.0000% | $800000.00         | $813390.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 7.0000%  | 0.0000% | $8899952.00        | $9218161.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-01-15      | 3.7800%  | 0.0000% | $5000000.00        | $4587963.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-02-15      | 4.9300%  | 0.0000% | $5100000.00        | $5124177.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.3700%  | 0.0000% | $800000.00         | $820287.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.4000%  | 0.0000% | $732300.00         | $752600.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.4100%  | 0.0000% | $800000.00         | $822807.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.4100%  | 0.0000% | $491611.00         | $505626.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $3585420.00        | $3412288.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $1967520.00        | $1975985.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $23813440.00       | $24873957.34       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $25980096.00       | $27142867.33       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.0000%  | 0.0000% | $8542480.00        | $8764562.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $10914143.00       | $11271188.87       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $5205328.00        | $5050954.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $161325.00         | $168287.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $51179954.00       | $53186016.08       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $71856384.00       | $71106624.71       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $70000.00          | $44737.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 3.5000%  | 0.0000% | $203701.00         | $179985.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $63680000.00       | $57949880.85       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $96665.00          | $74254.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $11081568.00       | $11134637.21       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $41593131.00       | $41247248.04       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $18872736.00       | $19323995.40       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 7.0000%  | 0.0000% | $5532.00           | $5788.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-15      | 4.5000%  | 0.0000% | $203688.00         | $22754.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-03-20      | 5.5000%  | 0.0000% | $933000.00         | $17845.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-12-20      | 5.5000%  | 0.0000% | $428000.00         | $5892.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-06-20      | 4.5000%  | 0.0000% | $1651000.00        | $63381.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $10400000.00       | $6996357.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $662952.00         | $651965.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-10-15      | 6.5000%  | 0.0000% | $1031046.00        | $6868.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-06-15      | 6.0000%  | 0.0000% | $1372648.00        | $9563.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-15      | 6.0000%  | 0.0000% | $655346.00         | $7133.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-04-15      | 6.0000%  | 0.0000% | $2905572.00        | $19036.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-08-15      | 6.0000%  | 0.0000% | $988000.00         | $10990.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-04-15      | 5.5000%  | 0.0000% | $3905740.00        | $7138.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-06-15      | 5.5000%  | 0.0000% | $4439112.00        | $29699.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-15      | 5.5000%  | 0.0000% | $26402688.00       | $36629.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-15      | 6.0000%  | 0.0000% | $951263.00         | $13143.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-02-01      | 2.5000%  | 0.0000% | $4000000.00        | $65676.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-09-01      | 2.5000%  | 0.0000% | $2225000.00        | $257378.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 1.5000%  | 0.0000% | $2337313.00        | $1441653.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-05-01      | 1.5000%  | 0.0000% | $314707.00         | $194895.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-01      | 3.0000%  | 0.0000% | $394160.00         | $234004.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-06-01      | 3.0000%  | 0.0000% | $547857.00         | $361093.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-04-01      | 6.0000%  | 0.0000% | $10147060.00       | $143541.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-11-01      | 5.0000%  | 0.0000% | $1505780.00        | $76121.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-11-01      | 5.0000%  | 0.0000% | $1297958.00        | $80959.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $10005133.00       | $10166298.42       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-15      | 4.5000%  | 0.0000% | $3399700.00        | $43223.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-04-20      | 3.5000%  | 0.0000% | $996545.00         | $64177.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-20      | 3.5000%  | 0.0000% | $135451.00         | $9315.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-07-20      | 4.5000%  | 0.0000% | $97683.00          | $4965.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-08-20      | 4.0000%  | 0.0000% | $1112724.00        | $67361.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-12-20      | 3.5000%  | 0.0000% | $525000.00         | $47178.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-03-20      | 4.0000%  | 0.0000% | $340000.00         | $17813.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-07-20      | 3.5000%  | 0.0000% | $955000.00         | $91833.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-08-20      | 4.0000%  | 0.0000% | $10658545.00       | $597129.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-09-20      | 3.5000%  | 0.0000% | $14059808.00       | $1299528.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-09-20      | 4.0000%  | 0.0000% | $25492.00          | $1369.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-11-20      | 3.0000%  | 0.0000% | $365000.00         | $48309.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-01-20      | 3.5000%  | 0.0000% | $194981.00         | $14346.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-02-20      | 3.5000%  | 0.0000% | $2799496.00        | $191846.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-04-20      | 4.0000%  | 0.0000% | $75000.00          | $4307.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-07-20      | 4.0000%  | 0.0000% | $3859999.00        | $231134.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-20      | 3.5000%  | 0.0000% | $2725000.00        | $199973.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-20      | 4.0000%  | 0.0000% | $5691480.00        | $358460.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-11-20      | 3.5000%  | 0.0000% | $1063372.00        | $74745.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-01-20      | 4.0000%  | 0.0000% | $3424476.00        | $252417.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 3.0000%  | 0.0000% | $55000000.00       | $5370647.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 3.5000%  | 0.0000% | $1400530.00        | $106706.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 4.0000%  | 0.0000% | $655000.00         | $57317.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $105000.00         | $9409.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 3.5000%  | 0.0000% | $206836031.00      | $18424862.76       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 3.5000%  | 0.0000% | $188023.00         | $16777.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 4.0000%  | 0.0000% | $50000.00          | $3616.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-12-20      | 4.0000%  | 0.0000% | $795161.00         | $66786.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-08-20      | 3.0000%  | 0.0000% | $62727000.00       | $7361969.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-08-20      | 3.5000%  | 0.0000% | $152372.00         | $17134.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 2.5000%  | 0.0000% | $500000.00         | $74165.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 4.5000%  | 0.0000% | $40000.00          | $3029.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 4.5000%  | 0.0000% | $100000000.00      | $7638998.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.0000%  | 0.0000% | $480000.00         | $60294.11          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $106882586.00      | $12604896.18       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 4.0000%  | 0.0000% | $50788992.00       | $5283386.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $176994.00         | $21384.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $328946.00         | $39474.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 3.0000%  | 0.0000% | $65281.00          | $9622.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $540942525.00      | $85658938.33       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 5.0000%  | 0.0000% | $25211712.00       | $1456435.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 3.5000%  | 0.0000% | $289997.00         | $32864.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $85754240.00       | $5537992.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 3.5000%  | 0.0000% | $1033494.00        | $131467.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $108108076.00      | $6748055.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 4.0000%  | 0.0000% | $152560086.00      | $11988828.50       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 3.0000%  | 0.0000% | $8925000.00        | $1092422.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 3.0000%  | 0.0000% | $134745.00         | $22192.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 4.0000%  | 0.0000% | $754906.00         | $101847.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 3.5000%  | 0.0000% | $295307.00         | $37076.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $1820082.00        | $244906.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.5000%  | 0.0000% | $700000.00         | $170425.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 3.5000%  | 0.0000% | $912123.00         | $242369.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 4.5000%  | 0.0000% | $2248996.00        | $497358.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $839038.00         | $234201.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 1.5000%  | 0.0000% | $510910.00         | $246854.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $154522.00         | $47106.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-12-20      | 2.5000%  | 0.0000% | $425000.00         | $135528.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $207341511.00      | $139933538.09      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $37919124.00       | $19176090.79       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $30029760.00       | $17970755.29       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $113284352.00      | $73471020.24       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 4.0000%  | 0.0000% | $175508736.00      | $127309753.10      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 5.0000%  | 0.0000% | $2600000.00        | $2296696.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-15      | 4.5000%  | 0.0000% | $2172000.00        | $59037.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-15      | 4.5000%  | 0.0000% | $4028816.00        | $583611.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-15      | 4.5000%  | 0.0000% | $1960162.00        | $294344.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-15      | 4.5000%  | 0.0000% | $1300266.00        | $412505.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-15      | 4.5000%  | 0.0000% | $183698.00         | $6273.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-15      | 4.5000%  | 0.0000% | $4712344.00        | $191300.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-15      | 4.5000%  | 0.0000% | $74851.00          | $5855.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 6.5000%  | 0.0000% | $10259040.00       | $19487.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 6.0000%  | 0.0000% | $4003592.00        | $12259.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-01-01      | 6.5000%  | 0.0000% | $326933.00         | $5901.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-12-01      | 5.5000%  | 0.0000% | $3331416.00        | $263259.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-03-01      | 3.5000%  | 0.0000% | $2314492.00        | $219299.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-04-01      | 3.5000%  | 0.0000% | $6750000.00        | $750259.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-02-01      | 3.5000%  | 0.0000% | $30000.00          | $7649.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-11-01      | 5.0000%  | 0.0000% | $881287.00         | $126344.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-04-01      | 3.5000%  | 0.0000% | $1500000.00        | $133732.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 3.0000%  | 0.0000% | $1000000.00        | $227943.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 5.0000%  | 0.0000% | $2233720.00        | $249812.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-02-01      | 3.0000%  | 0.0000% | $1088255.00        | $85095.82          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-02-01      | 3.0000%  | 0.0000% | $194068.00         | $23641.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 3.5000%  | 0.0000% | $4735000.00        | $364717.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-05-01      | 3.5000%  | 0.0000% | $875000.00         | $92093.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-08-01      | 6.0000%  | 0.0000% | $3025000.00        | $6239.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-12-01      | 5.5000%  | 0.0000% | $9468223.00        | $58547.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 5.5000%  | 0.0000% | $9315184.00        | $46825.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-07-01      | 3.5000%  | 0.0000% | $3090040.00        | $221170.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-12-01      | 6.0000%  | 0.0000% | $748357.00         | $11820.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 5.0000%  | 0.0000% | $1027416.00        | $27499.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-02-01      | 3.0000%  | 0.0000% | $171936.00         | $29856.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-06-01      | 5.5000%  | 0.0000% | $825985.00         | $53443.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-05-01      | 6.0000%  | 0.0000% | $4024992.00        | $44101.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-10-01      | 3.5000%  | 0.0000% | $1524768.00        | $152013.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-10-01      | 3.5000%  | 0.0000% | $150000.00         | $14057.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-06-01      | 3.5000%  | 0.0000% | $18715000.00       | $2034630.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-08-01      | 3.5000%  | 0.0000% | $30508000.00       | $3487353.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-07-01      | 3.0000%  | 0.0000% | $112744.00         | $15764.49          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-05-01      | 4.5000%  | 0.0000% | $16250720.00       | $1319329.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-09-01      | 3.0000%  | 0.0000% | $6621192.00        | $365385.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-12-01      | 4.0000%  | 0.0000% | $540000.00         | $87294.57          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-12-01      | 3.5000%  | 0.0000% | $497957.00         | $87406.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.5000%  | 0.0000% | $494754.00         | $43352.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-11-01      | 3.0000%  | 0.0000% | $792530.00         | $72211.22          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 3.0000%  | 0.0000% | $36952.00          | $23763.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-05-01      | 3.0000%  | 0.0000% | $1055997.00        | $612066.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-03-01      | 5.0000%  | 0.0000% | $9180496.00        | $1251906.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $1378914.00        | $828646.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-04-01      | 5.5000%  | 0.0000% | $2781932.00        | $332438.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-06-01      | 5.5000%  | 0.0000% | $1524874.00        | $115894.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 5.0000%  | 0.0000% | $127129.00         | $29377.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-02-01      | 5.0000%  | 0.0000% | $2474620.00        | $81679.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-06-01      | 5.5000%  | 0.0000% | $1258696.00        | $54707.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-04-01      | 5.5000%  | 0.0000% | $8496592.00        | $465879.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-04-01      | 5.5000%  | 0.0000% | $12734608.00       | $399650.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-07-01      | 4.5000%  | 0.0000% | $1392363.00        | $48708.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-07-01      | 5.5000%  | 0.0000% | $1897684.00        | $98953.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-01-01      | 3.5000%  | 0.0000% | $10027586.00       | $578400.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-02-01      | 4.5000%  | 0.0000% | $6443.00           | $181.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-07-01      | 3.5000%  | 0.0000% | $7737893.00        | $603203.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-05-01      | 3.5000%  | 0.0000% | $2300000.00        | $426437.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-04-01      | 3.5000%  | 0.0000% | $59014669.00       | $4277674.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-11-01      | 3.5000%  | 0.0000% | $1001506.00        | $136424.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-04-01      | 3.5000%  | 0.0000% | $723480.00         | $128577.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $300000.00         | $49732.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-07-01      | 3.5000%  | 0.0000% | $7052044.00        | $1197040.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 3.5000%  | 0.0000% | $201000.00         | $66667.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 3.0000%  | 0.0000% | $489846.00         | $294189.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-11-01      | 3.5000%  | 0.0000% | $1709914.00        | $1036438.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-12-01      | 2.5000%  | 0.0000% | $28359.00          | $18103.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-10-01      | 3.0000%  | 0.0000% | $126495.00         | $68843.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-01      | 2.5000%  | 0.0000% | $254670.00         | $164658.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $7392000.00        | $5491883.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 6.0000%  | 0.0000% | $20081024.00       | $14420259.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $18482816.00       | $12488993.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $10384640.00       | $10477064.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 2.5000%  | 0.0000% | $38000.00          | $13487.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 2.0000%  | 0.0000% | $656906.00         | $429205.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-03-01      | 6.5000%  | 0.0000% | $4203648.00        | $39228.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-10-01      | 6.0000%  | 0.0000% | $18808780.00       | $125924.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-09-01      | 5.5000%  | 0.0000% | $4494304.00        | $461838.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-11-01      | 6.0000%  | 0.0000% | $1090814.00        | $136797.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-02-01      | 3.5000%  | 0.0000% | $1835000.00        | $198244.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $1412969.00        | $201932.05         | Agency Mortgage-Backed Securities |

### Security 265: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFUR9, C.3 - LEI: FOR8UP27PHTH, C.5 - Other ID: ARP1GFUR9_3.67_0401
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                | 2036-07-15      | 5.5000%  | 0.0000% | $4410000.00        | $4831777.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-03-15      | 6.7500%  | 0.0000% | $15000000.00       | $16869480.00       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-05-15      | 6.2500%  | 0.0000% | $62860000.00       | $68641995.50       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2056-02-15      | 2.3750%  | 0.0000% | $91851600.00       | $85801116.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-07-31      | 4.0000%  | 0.0000% | $313548400.00      | $316671134.19      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2030-05-15      | N/A      | 0.0000% | $20254849.13       | $17184497.57       | U.S. Treasuries (including strips) |

### Security 266: State Street Bank - Fixed Income Clearing Corp.

- **C.1 - Title:** State Street Bank - Fixed Income Clearing Corp. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFUT5, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1GFUT5_3.66_0401
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** State Street Bank - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2053-05-15      | 3.6250%  | 0.0000% | $50000000.00       | $40817660.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 4.7500%  | 0.0000% | $753899200.00      | $757722916.43      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-08-15      | 3.0000%  | 0.0000% | $50000000.00       | $36885447.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 4.6250%  | 0.0000% | $50000000.00       | $49343397.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-05-15      | 4.6250%  | 0.0000% | $50000000.00       | $48607069.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 4.7500%  | 0.0000% | $87700000.00       | $86623628.96       | U.S. Treasuries (including strips) |

### Security 267: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFUX6, C.3 - LEI: FOR8UP27PHTH, C.5 - Other ID: ARP1GFUX6_3.66_0401
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2026-08-20      | N/A      | 0.0000% | $4635500.00        | $4569490.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-11-15      | 3.3750%  | 0.0000% | $49244100.00       | $39151992.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2052-02-15      | 0.1250%  | 0.0000% | $24559700.00       | $14908162.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-09-30      | 3.8750%  | 0.0000% | $28161200.00       | $28131039.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-11-15      | 4.1250%  | 0.0000% | $70500000.00       | $71486946.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-05-15      | 3.6250%  | 0.0000% | $4803000.00        | $4867032.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-10-31      | 4.8750%  | 0.0000% | $28995900.00       | $30672992.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-11-15      | 4.6250%  | 0.0000% | $596600.00         | $609914.14         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-15      | 3.7500%  | 0.0000% | $10000000.00       | $10152146.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-04-30      | 3.8750%  | 0.0000% | $98546000.00       | $99912209.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $143614464.00      | $92497767.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $126682377.80      | $65540521.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-11-15      | N/A      | 0.0000% | $103635517.40      | $47499784.89       | U.S. Treasuries (including strips) |

### Security 268: Northwestern Mutual Life Insurance Co.

- **C.1 - Title:** Northwestern Mutual Life Insurance Co. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFUY4, C.3 - LEI: 1DU7IM20QESY, C.5 - Other ID: ARP1GFUY4_3.67_0401
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2050-01-11      | 2.0000%  | 0.0000% | $52714000.00       | $30376671.27       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 2.0000%  | 0.0000% | $55518700.00       | $32823509.31       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $39744000.00       | $24266353.38       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-12      | 4.5000%  | 0.0000% | $28483000.00       | $22000000.60       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $1591500.00        | $808402.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $7795600.00        | $4219907.40        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-01-12      | 4.0000%  | 0.0000% | $40637900.00       | $1451042.86        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-07      | 2.0000%  | 0.0000% | $45449200.00       | $27239879.84       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-01-08      | 3.0000%  | 0.0000% | $42149900.00       | $7821790.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-11      | 4.0000%  | 0.0000% | $44399200.00       | $4155631.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-12      | 4.0000%  | 0.0000% | $51365000.00       | $5031831.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-07      | 3.5000%  | 0.0000% | $45831900.00       | $7360188.36        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $82923000.00       | $44049835.30       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-01-09      | 3.5000%  | 0.0000% | $81326800.00       | $8232301.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-10      | 2.5000%  | 0.0000% | $69970000.00       | $41691236.86       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-01-11      | 3.0000%  | 0.0000% | $31560300.00       | $6580055.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $72841000.00       | $45578228.58       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-01-09      | 3.0000%  | 0.0000% | $4100.00           | $740.27            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $34429300.00       | $21432179.68       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-06      | 4.0000%  | 0.0000% | $51500000.00       | $36253992.53       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-10      | 2.0000%  | 0.0000% | $8255200.00        | $4767771.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-01-12      | 2.0000%  | 0.0000% | $15269300.00       | $8320370.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-02      | 2.0000%  | 0.0000% | $17353200.00       | $9629667.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-03      | 3.5000%  | 0.0000% | $40860700.00       | $25356444.07       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-01-02      | 2.0000%  | 0.0000% | $40000000.00       | $25953330.40       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-02      | 2.5000%  | 0.0000% | $45503000.00       | $26181482.92       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-02      | 2.0000%  | 0.0000% | $31253000.00       | $18638188.78       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-02      | 2.0000%  | 0.0000% | $14516400.00       | $9029089.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-06      | 2.0000%  | 0.0000% | $24035400.00       | $14324892.17       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-08      | 5.5000%  | 0.0000% | $14602000.00       | $13653314.77       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-06      | 5.5000%  | 0.0000% | $7458000.00        | $6752025.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-01-04      | 4.0000%  | 0.0000% | $33586300.00       | $3419773.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-01-12      | 3.0000%  | 0.0000% | $52008600.00       | $11997260.11       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-01-09      | 2.5000%  | 0.0000% | $50000000.00       | $24473140.50       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-01-12      | 2.0000%  | 0.0000% | $80133000.00       | $41216445.41       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-01-01      | 3.0000%  | 0.0000% | $5124000.00        | $992041.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-10      | 4.5000%  | 0.0000% | $37249000.00       | $29787563.03       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-03      | 2.0000%  | 0.0000% | $18928600.00       | $10470771.14       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-03      | 2.0000%  | 0.0000% | $34034600.00       | $18061026.82       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-09      | 2.0000%  | 0.0000% | $23998200.00       | $11952648.12       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $39637000.00       | $28664411.37       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-06      | 2.5000%  | 0.0000% | $51491900.00       | $26156878.01       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-06      | 2.0000%  | 0.0000% | $45263300.00       | $27867398.49       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-06      | 5.0000%  | 0.0000% | $30225300.00       | $19127567.27       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-07      | 2.0000%  | 0.0000% | $22737600.00       | $12080995.74       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-05      | 2.0000%  | 0.0000% | $43621500.00       | $27503588.25       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-02      | 2.0000%  | 0.0000% | $3137300.00        | $1700197.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-01-12      | 2.0000%  | 0.0000% | $29794300.00       | $16365635.96       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-01-09      | 6.0000%  | 0.0000% | $53513000.00       | $42505532.69       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-01-08      | 6.5000%  | 0.0000% | $63850000.00       | $37410122.36       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-10      | 2.0000%  | 0.0000% | $21306700.00       | $12351406.63       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-02      | 2.5000%  | 0.0000% | $48032000.00       | $32521581.00       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-01-07      | 5.5000%  | 0.0000% | $19569000.00       | $15998598.18       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-04      | 2.0000%  | 0.0000% | $47207100.00       | $27737464.41       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-01-03      | 5.5000%  | 0.0000% | $20173000.00       | $15657596.91       | Agency Collateralized Mortgage Obligation |

### Security 269: Santander U.S. Capital Markets LLC

- **C.1 - Title:** Santander U.S. Capital Markets LLC 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFUZ1, C.3 - LEI: 549300LGG2RL, C.5 - Other ID: ARP1GFUZ1_3.70_0401
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 6.0000%  | 0.0000% | $337500.00         | $62278.30          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.2500%  | 0.0000% | $14000000.00       | $46650.18          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $16071866.00       | $10732.27          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-25      | 6.0000%  | 0.0000% | $833334.00         | $125620.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 6.0000%  | 0.0000% | $8456395.00        | $1185938.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.0500%  | 0.0000% | $5000000.00        | $4343.77           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 2.9881%  | 0.0000% | $40000000.00       | $3040429.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.8881%  | 0.0000% | $15000000.00       | $522580.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $87802333.00       | $131789.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $87802333.00       | $131640.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 6.0000%  | 0.0000% | $3728069.00        | $628070.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | 6.0000%  | 0.0000% | $1685590.00        | $206039.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 1.4881%  | 0.0000% | $57899276.00       | $2238923.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 6.0000%  | 0.0000% | $2389583.00        | $428697.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 0.0200%  | 0.0000% | $35000000.00       | $17830.91          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 0.0500%  | 0.0000% | $181903886.00      | $400121.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.0000%  | 0.0000% | $5793749.00        | $1015386.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.0000%  | 0.0000% | $2435954.00        | $439502.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 6.0000%  | 0.0000% | $1333333.00        | $249874.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 0.0500%  | 0.0000% | $91351168.00       | $180513.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.0500%  | 0.0000% | $20000000.00       | $19309.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $7457277.00        | $841415.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 3.5271%  | 0.0000% | $45000000.00       | $4830765.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.8771%  | 0.0000% | $156232885.00      | $9572210.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.0000%  | 0.0000% | $156232885.00      | $6017294.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.0500%  | 0.0000% | $90232885.00       | $176998.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.7971%  | 0.0000% | $50000000.00       | $3328204.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 0.0500%  | 0.0000% | $50000000.00       | $74070.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 2.8771%  | 0.0000% | $40941092.00       | $5390155.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1000%  | 0.0000% | $15998555.00       | $36158.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $3232203.00        | $700615.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 2.4471%  | 0.0000% | $29000000.00       | $3025244.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $11054818.00       | $2139623.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $4618318.00        | $987521.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $19970467.00       | $4174989.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 2.5771%  | 0.0000% | $58253811.00       | $7397985.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 2.5771%  | 0.0000% | $54336699.00       | $5648365.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 2.5971%  | 0.0000% | $75000000.00       | $8816660.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 1.9771%  | 0.0000% | $37500000.00       | $3517260.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 2.6000%  | 0.0000% | $30990297.00       | $4053079.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 3.1500%  | 0.0000% | $32307131.00       | $3907886.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $49956608.00       | $60596.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 3.6271%  | 0.0000% | $2000000.00        | $267581.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-11-16      | 0.9722%  | 0.0000% | $126282378.00      | $9822354.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-03-16      | 5.0000%  | 0.0000% | $3000.00           | $2967.85           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-03-16      | 0.9304%  | 0.0000% | $130052229.00      | $10251952.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.1000%  | 0.0000% | $40000000.00       | $52176.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.0500%  | 0.0000% | $20000000.00       | $22759.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0300%  | 0.0000% | $30000000.00       | $22132.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.9771%  | 0.0000% | $50000000.00       | $3194409.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.3771%  | 0.0000% | $64600000.00       | $4359069.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 6.0000%  | 0.0000% | $1792930.00        | $232485.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $4995000.00        | $6744.43           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $15461428.00       | $2200314.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $20782810.00       | $2819178.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.0500%  | 0.0000% | $42560960.00       | $44893.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 2.2771%  | 0.0000% | $1000000.00        | $78896.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | N/A      | 0.0000% | $4846015.00        | $3427732.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.0700%  | 0.0000% | $175000000.00      | $262102.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $50000000.00       | $44366.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $4000000.00        | $4436.49           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $4545455.00        | $3115105.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $2727273.00        | $1852775.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $15000000.00       | $22758.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.8271%  | 0.0000% | $95918029.00       | $6140044.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $25000000.00       | $23070.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $37248328.00       | $6546864.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.0800%  | 0.0000% | $66000000.00       | $199361.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 2.9271%  | 0.0000% | $83797315.00       | $7152027.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 2.2771%  | 0.0000% | $13333333.00       | $1023103.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.6500%  | 0.0000% | $75000000.00       | $1942890.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.0700%  | 0.0000% | $30000000.00       | $70300.45          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-12-25      | 0.3698%  | 0.0000% | $12850000.00       | $361306.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $2721241.00        | $382337.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $3600839.00        | $514382.39         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $5418908.00        | $596094.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 6.5000%  | 0.0000% | $3769339.00        | $369012.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 6.5000%  | 0.0000% | $3290141.00        | $402016.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 3.4081%  | 0.0000% | $16611016.00       | $1341625.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-03-25      | 0.2819%  | 0.0000% | $33941705.00       | $782167.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 6.5000%  | 0.0000% | $24961538.00       | $3854830.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $28861024.00       | $17562.65          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-01-15      | 4.0000%  | 0.0000% | $2788000.00        | $3653829.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-03-25      | 3.5000%  | 0.0000% | $310000.00         | $13832.38          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-01-15      | N/A      | 0.0000% | $500000.00         | $175898.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-09-25      | 3.5000%  | 0.0000% | $32528571.00       | $832001.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 3.0000%  | 0.0000% | $585000.00         | $50208.28          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-01-25      | 2.5000%  | 0.0000% | $2100000.00        | $233350.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | 0.9314%  | 0.0000% | $8000000.00        | $567553.60         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 3.0000%  | 0.0000% | $1335000.00        | $146614.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 2.5000%  | 0.0000% | $9000000.00        | $1125364.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 3.0000%  | 0.0000% | $830000.00         | $84739.36          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-11-25      | 3.0000%  | 0.0000% | $5000000.00        | $425474.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-08-25      | 3.0000%  | 0.0000% | $2000000.00        | $179252.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-06-25      | 3.0000%  | 0.0000% | $4166666.00        | $214281.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-05-25      | 0.1500%  | 0.0000% | $14000000.00       | $48518.75          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-15      | 4.0000%  | 0.0000% | $100000.00         | $16772.16          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 0.0500%  | 0.0000% | $13461538.00       | $12044.14          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | N/A      | 0.0000% | $6978392.00        | $2897780.39        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 6.5000%  | 0.0000% | $3104777.00        | $267966.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.1500%  | 0.0000% | $21500000.00       | $41654.61          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.0200%  | 0.0000% | $37970864.00       | $7812.22           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2031-12-15      | 6.0000%  | 0.0000% | $267999.00         | $1921.58           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-08-20      | 3.5000%  | 0.0000% | $111605.00         | $10775.15          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-07-15      | 5.0000%  | 0.0000% | $7000.00           | $5008.51           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2064-08-20      | 4.5000%  | 0.0000% | $1468545.00        | $1006478.58        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-03-15      | 3.5000%  | 0.0000% | $1435000.00        | $78250.00          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-07-20      | 5.0000%  | 0.0000% | $125329.00         | $3925.18           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-05-20      | 5.5000%  | 0.0000% | $2777970.00        | $101708.68         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-04-15      | 4.5000%  | 0.0000% | $352861.00         | $4907.36           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-10-15      | 6.0000%  | 0.0000% | $1900000.00        | $9423.82           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-06-15      | 4.0000%  | 0.0000% | $26000.00          | $4124.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-09-15      | 4.0000%  | 0.0000% | $37608.00          | $13652.75          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-15      | 4.0000%  | 0.0000% | $84000.00          | $27141.54          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-01-15      | 4.0000%  | 0.0000% | $26000.00          | $8966.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-11-15      | 4.0000%  | 0.0000% | $29000.00          | $13402.06          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-03-15      | 3.5000%  | 0.0000% | $33662.00          | $3891.02           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-03-15      | 3.5000%  | 0.0000% | $194902.00         | $34609.76          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-07-15      | 4.0000%  | 0.0000% | $91000.00          | $8426.14           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-10-15      | 4.0000%  | 0.0000% | $58311.00          | $2269.24           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2064-11-20      | 5.5000%  | 0.0000% | $1000.00           | $1003.13           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-02-20      | 6.0000%  | 0.0000% | $343294.00         | $157237.91         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-11-20      | 4.5000%  | 0.0000% | $240254.00         | $231003.95         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-11-15      | 6.0000%  | 0.0000% | $803105.00         | $3194.50           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-08-15      | 7.0000%  | 0.0000% | $635093.00         | $2131.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-03-15      | 4.5000%  | 0.0000% | $984999.00         | $9654.77           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-05-15      | 4.5000%  | 0.0000% | $146848.00         | $2310.18           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-01-15      | 4.5000%  | 0.0000% | $101406.00         | $1988.59           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-06-15      | 4.5000%  | 0.0000% | $76379.00          | $2999.03           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-06-15      | 4.0000%  | 0.0000% | $516326.00         | $20350.97          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-08-15      | 6.0000%  | 0.0000% | $729998.00         | $1099.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Bank                   | 2026-04-10      | N/A      | 0.0000% | $100000.00         | $99909.50          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-01-15      | 6.5000%  | 0.0000% | $14682000.00       | $91818.76          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-03-15      | N/A      | 0.0000% | $5000.00           | $4089.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-07-15      | 6.2500%  | 0.0000% | $12000.00          | $13552.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-07-15      | N/A      | 0.0000% | $155000.00         | $124889.08         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-07-15      | N/A      | 0.0000% | $14000.00          | $10714.12          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-15      | N/A      | 0.0000% | $100000.00         | $84642.30          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-15      | N/A      | 0.0000% | $6000.00           | $4976.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-15      | 6.6250%  | 0.0000% | $2000.00           | $2273.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-05-15      | N/A      | 0.0000% | $15000.00          | $13243.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-25      | 3.0000%  | 0.0000% | $1362000.00        | $20912.54          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | 4.0000%  | 0.0000% | $3344000.00        | $21249.78          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | 2.5000%  | 0.0000% | $7560322.00        | $8818193.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-04-25      | 4.0000%  | 0.0000% | $3256168.00        | $25054.05          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-10-25      | N/A      | 0.0000% | $20000000.00       | $2712215.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | N/A      | 0.0000% | $5117042.00        | $200252.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | N/A      | 0.0000% | $4416077.00        | $158476.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 2.5000%  | 0.0000% | $3550000.00        | $4004451.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-01-25      | 3.0000%  | 0.0000% | $1378664.00        | $1636196.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-04-25      | 3.0000%  | 0.0000% | $640000.00         | $12837.50          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-09-25      | 2.4236%  | 0.0000% | $55745335.00       | $375601.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-02-25      | 4.0000%  | 0.0000% | $3329500.00        | $37517.25          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 3.0000%  | 0.0000% | $5128899.00        | $274927.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $2700000.00        | $310768.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-11-25      | 4.5000%  | 0.0000% | $16436000.00       | $1140337.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 2.0000%  | 0.0000% | $1125000.00        | $101465.84         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 2.5000%  | 0.0000% | $2000000.00        | $196070.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-08-25      | 2.5000%  | 0.0000% | $16198800.00       | $1580798.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-05-25      | 3.5000%  | 0.0000% | $10322000.00       | $845527.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 4.5000%  | 0.0000% | $66473350.00       | $3910838.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 3.0000%  | 0.0000% | $2752000.00        | $359752.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 3.0000%  | 0.0000% | $1260000.00        | $128371.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $6000000.00        | $635540.88         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | 0.0500%  | 0.0000% | $41079215.00       | $20383.86          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 0.0500%  | 0.0000% | $9960120.00        | $6667.26           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-07-25      | 6.0000%  | 0.0000% | $3306146.00        | $465218.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 3.5000%  | 0.0000% | $5600000.00        | $683064.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 2.6881%  | 0.0000% | $10000000.00       | $508780.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | N/A      | 0.0000% | $7692308.00        | $3641721.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-25      | 6.5000%  | 0.0000% | $5931725.00        | $584673.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 0.0500%  | 0.0000% | $20000000.00       | $16544.76          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 2.2381%  | 0.0000% | $14251053.00       | $604801.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.2500%  | 0.0000% | $13500000.00       | $49943.95          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.1300%  | 0.0000% | $10000000.00       | $19235.89          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.5000%  | 0.0000% | $2683012.00        | $321485.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.0000%  | 0.0000% | $14095666.00       | $2576007.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.1500%  | 0.0000% | $17000000.00       | $56936.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 2.0200%  | 0.0000% | $84000000.00       | $6765882.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $67148249.00       | $66578428.96       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $44189686.00       | $43477790.16       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $32235181.00       | $31990644.92       | Agency Collateralized Mortgage Obligation |
| Tenn Valley Authority                    | 2036-04-01      | 5.9800%  | 0.0000% | $5000.00           | $5699.05           | Agency Mortgage-Backed Securities         |
| U.S. Treasury Bond                       | 2028-04-15      | 3.6250%  | 0.0000% | $9200.00           | $19766.52          | U.S. Treasuries (including strips)        |
| Government National Mortgage Association | 2056-03-20      | 2.0000%  | 0.0000% | $50000000.00       | $5530455.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.8571%  | 0.0000% | $125000000.00      | $8796024.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.0000%  | 0.0000% | $125000000.00      | $4574755.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0500%  | 0.0000% | $30000000.00       | $36498.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.8971%  | 0.0000% | $77860142.00       | $6057012.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.1771%  | 0.0000% | $3436425.00        | $235593.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $4166667.00        | $979069.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1666667.00        | $215604.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1291667.00        | $172461.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.3605%  | 0.0000% | $28926251.00       | $591085.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 3.4381%  | 0.0000% | $40000000.00       | $5611478.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 5.5000%  | 0.0000% | $909091.00         | $139082.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 2.3381%  | 0.0000% | $200000000.00      | $19226461.20       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 3.4881%  | 0.0000% | $62887090.00       | $8597527.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 1.7381%  | 0.0000% | $9000000.00        | $458648.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 0.0500%  | 0.0000% | $200000000.00      | $299428.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 0.0800%  | 0.0000% | $100000000.00      | $240342.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 5.0000%  | 0.0000% | $2713050.00        | $296115.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-01-25      | 6.0000%  | 0.0000% | $1456026.00        | $301825.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | 5.5000%  | 0.0000% | $2220909.00        | $263002.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-01-25      | 5.5000%  | 0.0000% | $1636364.00        | $348287.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-01-25      | 2.3881%  | 0.0000% | $17472310.00       | $1433127.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-02-25      | 2.5881%  | 0.0000% | $70488666.00       | $6630935.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 5.0000%  | 0.0000% | $6847150.00        | $838631.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 5.2500%  | 0.0000% | $1001.00           | $1001.49           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 5.0000%  | 0.0000% | $1015000.00        | $105434.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 1.8381%  | 0.0000% | $35313856.00       | $2294989.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-04-25      | 1.9300%  | 0.0000% | $125911520.00      | $12598035.16       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-12-25      | N/A      | 0.0000% | $199999.00         | $1093.26           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-07-15      | 5.6250%  | 0.0000% | $59000.00          | $65330.16          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-05-15      | 4.5000%  | 0.0000% | $50000.00          | $2340.72           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-05-15      | 4.5000%  | 0.0000% | $50000.00          | $1429.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-07-15      | 4.0000%  | 0.0000% | $777520.00         | $18920.95          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-08-15      | 4.0000%  | 0.0000% | $354033.00         | $8960.05           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-03-15      | 3.5000%  | 0.0000% | $2000000.00        | $8106.66           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-03-15      | 3.5000%  | 0.0000% | $192376.00         | $9509.23           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $200000.00         | $23019.60          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-09-15      | 3.5000%  | 0.0000% | $257463.00         | $20008.47          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-12-15      | 4.5000%  | 0.0000% | $194525.00         | $7476.32           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-05-15      | 3.5000%  | 0.0000% | $510558.00         | $16930.69          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-07-16      | 0.4496%  | 0.0000% | $13922776.00       | $732664.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.8567%  | 0.0000% | $121737869.00      | $8192801.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.5853%  | 0.0000% | $25000000.00       | $1437887.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.9020%  | 0.0000% | $44000000.00       | $3189757.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-16      | 0.8964%  | 0.0000% | $105932033.00      | $7277897.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 0.8793%  | 0.0000% | $106796418.00      | $7987357.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 1.0394%  | 0.0000% | $100526759.00      | $8614677.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $4502346.00        | $782963.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $19214839.00       | $18618609.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.0300%  | 0.0000% | $70000000.00       | $58276.56          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 6.0000%  | 0.0000% | $1065917.00        | $33170.12          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 0.0500%  | 0.0000% | $73060736.00       | $130141.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 0.0500%  | 0.0000% | $73060736.00       | $130780.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 0.0500%  | 0.0000% | $126309916.00      | $249579.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 6.0000%  | 0.0000% | $6021981.00        | $1150248.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 6.0000%  | 0.0000% | $125000.00         | $27875.69          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 2.1881%  | 0.0000% | $163403743.00      | $11223766.80       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.0300%  | 0.0000% | $195000000.00      | $213044.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.1000%  | 0.0000% | $8500000.00        | $31080.25          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 2.1681%  | 0.0000% | $50000000.00       | $3918479.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 6.0000%  | 0.0000% | $1219578.00        | $210664.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 0.1000%  | 0.0000% | $18000000.00       | $69518.22          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 4.6500%  | 0.0000% | $3061504.00        | $3104377.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 4.7500%  | 0.0000% | $156189237.00      | $154900884.06      | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-10-15      | 3.5000%  | 0.0000% | $365542.00         | $1764.52           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 3.5000%  | 0.0000% | $35753285.00       | $497058.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-03-15      | 3.0000%  | 0.0000% | $2500000.00        | $3016287.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $1300000.00        | $99481.92          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.5000%  | 0.0000% | $1000000.00        | $93670.63          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 3.0000%  | 0.0000% | $540000.00         | $57976.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-16      | 0.5000%  | 0.0000% | $3276778.00        | $190799.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.5000%  | 0.0000% | $717590.00         | $48904.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-16      | 0.5000%  | 0.0000% | $5287445.00        | $242205.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.9276%  | 0.0000% | $50000000.00       | $3478142.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 1.1248%  | 0.0000% | $39996000.00       | $3428717.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 0.7520%  | 0.0000% | $55369397.00       | $3979000.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 1.5032%  | 0.0000% | $6215317.00        | $13387.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-06-16      | N/A      | 0.0000% | $17482798.00       | $411610.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-11-20      | 3.5000%  | 0.0000% | $727878.00         | $19309.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-10-20      | 3.5000%  | 0.0000% | $15000000.00       | $45042.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-09-16      | 2.4130%  | 0.0000% | $13956638.00       | $528198.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-11-20      | 4.0000%  | 0.0000% | $16600000.00       | $191810.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 4.0000%  | 0.0000% | $21203875.00       | $373898.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $60000000.00       | $378668.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 5.0000%  | 0.0000% | $10000000.00       | $189614.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-09-20      | 4.0000%  | 0.0000% | $12475000.00       | $178398.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 4.0000%  | 0.0000% | $430085.00         | $14033.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 2.2605%  | 0.0000% | $7000000.00        | $201656.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 2.3105%  | 0.0000% | $559956.00         | $16781.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $50000000.00       | $537319.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $1386598.00        | $42330.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 3.5000%  | 0.0000% | $15000000.00       | $288262.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 3.5000%  | 0.0000% | $6734002.00        | $7990189.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 0.0004%  | 0.0000% | $265427596.00      | $5025447.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 0.1840%  | 0.0000% | $331784495.00      | $6673521.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-16      | 0.7467%  | 0.0000% | $70664168.00       | $4463654.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 2.3105%  | 0.0000% | $48975995.00       | $184761.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2955034.00        | $609427.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0200%  | 0.0000% | $20000000.00       | $13313.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1300%  | 0.0000% | $50000000.00       | $215589.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0500%  | 0.0000% | $100000000.00      | $150799.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-03-15      | 4.5000%  | 0.0000% | $560000.00         | $23956.93          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 1.6571%  | 0.0000% | $100000000.00      | $5168520.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 2.2971%  | 0.0000% | $100069065.00      | $8768166.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 2.9271%  | 0.0000% | $52000000.00       | $4311155.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 4.0000%  | 0.0000% | $9198250.00        | $588349.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 4.0000%  | 0.0000% | $81120242.00       | $1233128.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 2.3105%  | 0.0000% | $22737676.00       | $684859.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $1084000.00        | $82158.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $89627999.00       | $4782933.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 3.5000%  | 0.0000% | $4337376.00        | $1330185.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $966000.00         | $65943.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.5000%  | 0.0000% | $2353000.00        | $170568.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $53401214.00       | $4992656.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $18354785.00       | $1931409.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $2000000.00        | $460335.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $1500000.00        | $97782.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $22600000.00       | $2442122.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $11254855.00       | $758832.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 0.0500%  | 0.0000% | $17022010.00       | $9656.32           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 1.3000%  | 0.0000% | $92709796.00       | $3474746.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $12400000.00       | $1170891.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $28571428.00       | $2414194.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $14480567.00       | $913828.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 5.0000%  | 0.0000% | $36319632.00       | $3081503.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $280000.00         | $37298.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $45300285.00       | $3019939.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 0.2500%  | 0.0000% | $2275231.00        | $13330.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.1000%  | 0.0000% | $6318002.00        | $357910.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $9515730.00        | $1229119.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $534000.00         | $59956.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $150962.00         | $9387.02           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $1500000.00        | $112510.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $5500000.00        | $554068.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 1.0267%  | 0.0000% | $147202121.00      | $7608496.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $2000000.00        | $194057.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $2000000.00        | $143555.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 4.5000%  | 0.0000% | $14788808.00       | $1659810.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $14750294.00       | $1639303.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $8100000.00        | $839906.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $15098536.00       | $7786628.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 5.0000%  | 0.0000% | $22361096.00       | $2622660.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.0000%  | 0.0000% | $45000000.00       | $1657924.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 2.0000%  | 0.0000% | $50000000.00       | $1656042.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 4.5000%  | 0.0000% | $7361000.00        | $972927.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $3500000.00        | $3898.79           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.1000%  | 0.0000% | $25874641.00       | $19836.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $16966842.00       | $15087.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $21413716.00       | $21952.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $40812492.00       | $25296.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $25971583.00       | $16115.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 2.3571%  | 0.0000% | $13046511.00       | $774899.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0300%  | 0.0000% | $67096345.00       | $45076.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $12084592.00       | $10203.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0300%  | 0.0000% | $25000000.00       | $9745.19           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.0500%  | 0.0000% | $5500000.00        | $2106.75           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 0.1000%  | 0.0000% | $53703040.00       | $100941.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 0.0500%  | 0.0000% | $12500000.00       | $11711.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $2142858.00        | $786018.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 0.0500%  | 0.0000% | $19141325.00       | $11285.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | N/A      | 0.0000% | $7081139.00        | $2743955.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 3.3771%  | 0.0000% | $68000000.00       | $2478913.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 0.0500%  | 0.0000% | $37000000.00       | $19195.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 0.1000%  | 0.0000% | $13000000.00       | $13719.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 3.3771%  | 0.0000% | $26698407.00       | $1993107.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.0400%  | 0.0000% | $55000000.00       | $51508.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.1000%  | 0.0000% | $14000000.00       | $18606.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1269547.00        | $182045.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $75000000.00       | $30977.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $75000000.00       | $30977.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $51875000.00       | $6585193.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $128000000.00      | $119970.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $26275764.00       | $28131.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $125000.00         | $17959.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0500%  | 0.0000% | $37000000.00       | $31943.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $38583333.00       | $4981772.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $89500000.00       | $11812039.32       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $100000000.00      | $143266.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1295969.00        | $288059.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | N/A      | 0.0000% | $5833334.00        | $3430380.21        | Agency Collateralized Mortgage Obligation |

### Security 270: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFV23, C.3 - LEI: 7TK5RJIZDFRO, C.5 - Other ID: ARP1GFV23_3.66_0401
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2031-07-31      | 4.1250%  | 0.0000% | $215414400.00      | $217913867.59      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.8750%  | 0.0000% | $36832700.00       | $37086145.00       | U.S. Treasuries (including strips) |

### Security 271: Citibank NA

- **C.1 - Title:** Citibank NA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFV31, C.3 - LEI: E57ODZWZ7FF3, C.5 - Other ID: ARP1GFV31_3.67_0401
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2053-05-20      | 5.0000%  | 0.0000% | $565350.00         | $442943.19         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 2.5000%  | 0.0000% | $4441.00           | $2753.79           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $2000.00           | $1608.46           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 5.5000%  | 0.0000% | $45838.00          | $26683.38          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $1000.00           | $713.19            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 2.5000%  | 0.0000% | $1495462.00        | $888086.51         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $1000.00           | $711.38            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $1000.00           | $708.56            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 6.0000%  | 0.0000% | $51000.00          | $25999.73          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $1584.00           | $1146.09           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 3.5000%  | 0.0000% | $1000.00           | $699.13            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $6000.00           | $4337.15           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-09-20      | 4.0000%  | 0.0000% | $443630.00         | $240770.66         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 2.5000%  | 0.0000% | $947205.00         | $564121.77         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $1024.00           | $751.04            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $912325.00         | $674335.68         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 6.0000%  | 0.0000% | $1000.00           | $489.36            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 7.0000%  | 0.0000% | $1501997.00        | $466844.99         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-06-20      | 4.5000%  | 0.0000% | $21720.00          | $833.83            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-08-20      | 4.0000%  | 0.0000% | $70734.00          | $1058.13           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-10-20      | 4.0000%  | 0.0000% | $1532.00           | $70.58             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $2006.00           | $1261.39           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 2.5000%  | 0.0000% | $1000.00           | $834.61            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 4.5000%  | 0.0000% | $1000.00           | $949.18            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $2047.00           | $1746.51           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3945.00           | $4038.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $3630.00           | $3587.54           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $6232.00           | $6308.05           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $900040.00         | $903262.18         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $3779.00           | $3763.96           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $3422652.00        | $3533764.68        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $2433.00           | $2461.22           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $3513.00           | $3025.21           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $4627.00           | $4902.19           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2752.00           | $2925.49           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $1065816.00        | $1068748.36        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1051012.00        | $904695.11         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1044946.00        | $1088096.32        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $550596.00         | $575580.51         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $1094173.00        | $615126.08         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1057871.00        | $479550.37         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1062892.00        | $353972.79         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1845.00           | $959.81            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1000.00           | $996.19            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $1001.00           | $982.53            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2484.00           | $2633.72           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1535.00           | $1604.89           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-09-15      | 6.0000%  | 0.0000% | $1000.00           | $1045.86           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1008.00           | $1000.40           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1000.00           | $1037.49           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-09-20      | 6.0000%  | 0.0000% | $44872.00          | $301.48            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-07-20      | 6.5000%  | 0.0000% | $25265803.00       | $13058.18          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-07-20      | 7.5000%  | 0.0000% | $27805784.00       | $4579.12           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-07-20      | 8.5000%  | 0.0000% | $655000.00         | $47.30             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-10-20      | 8.0000%  | 0.0000% | $810265.00         | $181.69            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-02-20      | 6.5000%  | 0.0000% | $98976.00          | $39.97             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-04-20      | 4.5000%  | 0.0000% | $15124572.00       | $185055.93         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-06-20      | 6.0000%  | 0.0000% | $2913281.00        | $34633.69          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-12-20      | 8.5000%  | 0.0000% | $10841685.00       | $4830.86           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-11-20      | 8.0000%  | 0.0000% | $8581784.00        | $7001.52           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-10-20      | 6.5000%  | 0.0000% | $72865188.00       | $100454.65         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-06-20      | 6.5000%  | 0.0000% | $384188377.00      | $955890.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-12-20      | 5.0000%  | 0.0000% | $99964.00          | $586.70            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-04-20      | 4.0000%  | 0.0000% | $25000.00          | $744.87            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-07-20      | 4.0000%  | 0.0000% | $99230.00          | $3659.50           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-07-20      | 5.5000%  | 0.0000% | $476922.00         | $13898.16          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-06-20      | 6.0000%  | 0.0000% | $475023.00         | $5402.22           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-08-20      | 5.0000%  | 0.0000% | $5529.00           | $32.61             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-08-20      | 6.5000%  | 0.0000% | $1800000.00        | $22168.57          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-10-20      | 5.5000%  | 0.0000% | $278328.00         | $349.89            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-01-20      | 6.0000%  | 0.0000% | $14921.00          | $38.52             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-02-20      | 4.0000%  | 0.0000% | $5483303.00        | $249414.03         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-08-20      | 5.0000%  | 0.0000% | $8975282.00        | $212389.64         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-10-20      | 5.5000%  | 0.0000% | $196000.00         | $5918.02           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-09-20      | 4.5000%  | 0.0000% | $308091.00         | $10120.76          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-12-20      | 4.5000%  | 0.0000% | $134000.00         | $4821.38           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-01-20      | 4.5000%  | 0.0000% | $17635919.00       | $627412.70         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-02-20      | 4.5000%  | 0.0000% | $134000.00         | $4821.76           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-03-20      | 4.5000%  | 0.0000% | $332036.00         | $2798.09           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-05-20      | 4.5000%  | 0.0000% | $5052017.00        | $166092.44         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-07-20      | 5.0000%  | 0.0000% | $1566.00           | $23.44             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-08-20      | 4.5000%  | 0.0000% | $43000.00          | $1413.38           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-09-20      | 4.0000%  | 0.0000% | $25016.00          | $1065.53           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-01-20      | 4.0000%  | 0.0000% | $84982.00          | $4064.85           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-03-20      | 5.0000%  | 0.0000% | $124159.00         | $1267.99           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-05-20      | 6.0000%  | 0.0000% | $2000.00           | $53.20             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $1021.00           | $166.12            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $1308814.00        | $110574.27         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-20      | 3.5000%  | 0.0000% | $1645785.00        | $307690.66         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $43819.00          | $8198.42           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $345000.00         | $64419.36          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 5.0000%  | 0.0000% | $1000.00           | $974.10            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-06-20      | 4.5000%  | 0.0000% | $1500000.00        | $78233.86          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $628003.00         | $14019.24          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $100000.00         | $20106.24          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-03-20      | 4.0000%  | 0.0000% | $750425.00         | $313360.04         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-06-20      | 2.5000%  | 0.0000% | $8286.00           | $4726.57           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $199998.00         | $41532.91          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $5151.00           | $2512.22           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $2000.00           | $1091.32           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1953422.00        | $1088144.45        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-07-20      | 2.0000%  | 0.0000% | $2592692.00        | $966837.07         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-15      | 2.5000%  | 0.0000% | $1163.00           | $401.42            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-08-15      | 2.5000%  | 0.0000% | $1288.00           | $324.64            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1172915.00        | $421925.25         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $99999.00          | $66046.92          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $1005.00           | $543.74            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $337378.00         | $231683.68         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $2462.00           | $1315.07           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $98000.00          | $49043.79          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $774234.00         | $579490.85         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $120394.00         | $88646.78          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $1295727.00        | $943286.22         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $1195182.00        | $622022.44         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-04-20      | 5.0000%  | 0.0000% | $5161.00           | $2852.89           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $97999.00          | $58025.85          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $499000.00         | $379776.82         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1072204.00        | $831264.76         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $400000.00         | $271807.85         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $905027.00         | $621870.61         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-04-20      | 3.0000%  | 0.0000% | $6570.00           | $4348.68           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $4072.00           | $3079.28           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $1565002.00        | $926666.30         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 4.0000%  | 0.0000% | $5000.00           | $4445.74           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-04-20      | 4.0000%  | 0.0000% | $1021484.00        | $852561.10         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $1285588.00        | $774239.33         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $2048.00           | $957.67            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-02-20      | 3.5000%  | 0.0000% | $1007.00           | $138.54            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-07-20      | 4.0000%  | 0.0000% | $999000.00         | $111634.02         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-08-20      | 4.5000%  | 0.0000% | $1090324.00        | $207858.78         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-05-20      | 3.0000%  | 0.0000% | $1205052.00        | $247719.99         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $1250000.00        | $1042369.66        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $1217837.00        | $1051511.79        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $1000.00           | $531.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $1084137.00        | $976064.05         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1090211.00        | $932787.39         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1119088.00        | $1079061.65        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $1071486.00        | $795484.05         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1267555.00        | $946689.46         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 7.5000%  | 0.0000% | $1004600.00        | $1019478.85        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1037615.00        | $957095.14         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $19954.00          | $13762.93          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $2759.00           | $1304.94           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $19315.00          | $13527.94          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1033021.00        | $872226.02         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1100334.00        | $1140440.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $28672.00          | $27777.80          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $2044.00           | $1911.29           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $2130.00           | $1941.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-04-01      | 6.5820%  | 0.0000% | $500000.00         | $1081.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-08-01      | 5.8710%  | 0.0000% | $300000.00         | $2634.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-03-01      | 5.9830%  | 0.0000% | $410000.00         | $2049.29           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-05-01      | 6.7150%  | 0.0000% | $400000.00         | $1790.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-04-01      | 6.2980%  | 0.0000% | $9780.00           | $81.42             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-06-01      | 5.6850%  | 0.0000% | $878956.00         | $3798.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-06-01      | 5.7110%  | 0.0000% | $32599.00          | $385.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 5.8350%  | 0.0000% | $102687.00         | $973.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-02-01      | 5.7370%  | 0.0000% | $577006.00         | $2803.91           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-04-01      | 5.9890%  | 0.0000% | $189890.00         | $1804.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-04-01      | 6.3400%  | 0.0000% | $53000.00          | $655.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-04-01      | 6.0000%  | 0.0000% | $88482.00          | $1112.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 6.3910%  | 0.0000% | $368000.00         | $3207.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-09-01      | 6.5940%  | 0.0000% | $419966.00         | $2294.12           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-06-01      | 5.5000%  | 0.0000% | $1000.00           | $30.09             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-07-01      | 4.5000%  | 0.0000% | $1002.00           | $67.20             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-08-01      | 4.5970%  | 0.0000% | $20189.00          | $741.51            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $150000.00         | $97288.16          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1039351.00        | $813658.12         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1083984.00        | $920368.46         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $1004313.00        | $839631.81         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1469767.00        | $1069713.63        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $64942.00          | $51408.12          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $425000.00         | $285250.64         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1242794.00        | $822414.28         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $410000.00         | $276400.72         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1048183.00        | $874570.04         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1168292.00        | $806498.85         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.7500%  | 0.0000% | $1138029.00        | $794937.44         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $6181.00           | $4420.22           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-06-20      | 3.5000%  | 0.0000% | $2443.00           | $1491.51           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-10-20      | 5.0000%  | 0.0000% | $1437000.00        | $69677.53          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-10-20      | 4.0000%  | 0.0000% | $194049.00         | $3134.63           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-02-20      | 4.0000%  | 0.0000% | $1988000.00        | $155932.97         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-04-20      | 5.5000%  | 0.0000% | $126056.00         | $7034.36           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-09-20      | 8.0000%  | 0.0000% | $256935.00         | $8801.37           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-07-20      | 3.0000%  | 0.0000% | $118000.00         | $10609.31          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-07-20      | 4.0000%  | 0.0000% | $17035000.00       | $1020045.34        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-09-20      | 5.5000%  | 0.0000% | $1000000.00        | $54359.76          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-10-20      | 3.0000%  | 0.0000% | $7000000.00        | $916671.45         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-10-20      | 4.0000%  | 0.0000% | $1001.00           | $62.28             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-03-20      | 5.5000%  | 0.0000% | $119289.00         | $11463.43          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-12-20      | 3.0000%  | 0.0000% | $3780000.00        | $289561.31         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-03-20      | 3.0000%  | 0.0000% | $4849047.00        | $488327.35         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-04-20      | 3.5000%  | 0.0000% | $6118041.00        | $620951.65         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-04-20      | 4.5000%  | 0.0000% | $1500000.00        | $106406.56         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-04-20      | 4.0000%  | 0.0000% | $483718.00         | $4207.04           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-06-20      | 4.5000%  | 0.0000% | $1166000.00        | $76085.46          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-07-20      | 3.0000%  | 0.0000% | $622779.00         | $64974.51          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-06-20      | 4.0000%  | 0.0000% | $745055.00         | $30669.04          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-20      | 3.0000%  | 0.0000% | $779000.00         | $94681.05          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-09-20      | 3.0000%  | 0.0000% | $2049054.00        | $237310.29         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-09-20      | 5.0000%  | 0.0000% | $1800000.00        | $137892.56         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-10-20      | 3.5000%  | 0.0000% | $26000.00          | $2320.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-08-20      | 7.0000%  | 0.0000% | $255668.00         | $27944.62          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-10-20      | 3.0000%  | 0.0000% | $3964176.00        | $412422.63         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-12-20      | 3.0000%  | 0.0000% | $593125.00         | $64069.02          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-01-20      | 3.0000%  | 0.0000% | $4777000.00        | $518958.05         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $12453681.00       | $1006111.66        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $895853.00         | $127391.42         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-02-20      | 4.0000%  | 0.0000% | $817233.00         | $100946.84         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-02-20      | 4.0000%  | 0.0000% | $6296183.00        | $512467.73         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-02-20      | 4.5000%  | 0.0000% | $3621000.00        | $262161.93         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-12-20      | 2.5000%  | 0.0000% | $6127268.00        | $1000305.36        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-12-20      | 4.5000%  | 0.0000% | $5951804.00        | $628754.73         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-20      | 2.5000%  | 0.0000% | $1604773.00        | $250388.67         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-20      | 3.5000%  | 0.0000% | $37191.00          | $4648.04           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $11324791.00       | $1127085.60        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $8201355.00        | $724345.44         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-02-20      | 4.5000%  | 0.0000% | $1411714.00        | $129016.59         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-07-20      | 4.0000%  | 0.0000% | $30000.00          | $2585.39           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-08-20      | 3.5000%  | 0.0000% | $9298843.00        | $1026446.26        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-08-20      | 4.0000%  | 0.0000% | $2799978.00        | $251763.99         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $1273713.00        | $167941.99         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-20      | 4.5000%  | 0.0000% | $1777398.00        | $149413.17         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-07-20      | 4.5000%  | 0.0000% | $7425000.00        | $635595.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-20      | 4.0000%  | 0.0000% | $1006.00           | $102.37            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-20      | 5.0000%  | 0.0000% | $4342865.00        | $369151.56         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-12-20      | 2.0000%  | 0.0000% | $90703.00          | $18339.41          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 3.0000%  | 0.0000% | $1002.00           | $128.51            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 4.5000%  | 0.0000% | $6378108.00        | $530532.10         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 5.0000%  | 0.0000% | $2095756.00        | $217155.45         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $187244747.00      | $22364060.58       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-02-20      | 5.0000%  | 0.0000% | $413000.00         | $34472.48          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $1157.00           | $80.49             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-01-20      | 5.0000%  | 0.0000% | $5428991.00        | $450837.18         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-02-20      | 5.5000%  | 0.0000% | $4533802.00        | $355741.55         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-05-20      | 3.0000%  | 0.0000% | $214955.00         | $29425.93          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2029-04-20      | 6.5000%  | 0.0000% | $285733.00         | $31242.02          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $4068000.00        | $365986.64         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-05-20      | 5.0000%  | 0.0000% | $6038800.00        | $512676.80         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $1024.00           | $106.86            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-06-20      | 4.0000%  | 0.0000% | $699000.00         | $64446.23          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $6828000.00        | $615410.21         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $9583960.00        | $1103509.71        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-09-20      | 4.5000%  | 0.0000% | $3195724.00        | $288646.80         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-10-20      | 4.0000%  | 0.0000% | $5377000.00        | $499903.77         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-10-20      | 4.5000%  | 0.0000% | $5804219.00        | $524324.61         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-12-20      | 2.0000%  | 0.0000% | $231831.00         | $23926.05          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-01-01      | 3.9100%  | 0.0000% | $112310.00         | $109042.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-01-01      | 4.5050%  | 0.0000% | $2321723.00        | $2332182.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-03-01      | 4.3800%  | 0.0000% | $5618270.00        | $5648198.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-03-01      | 4.1800%  | 0.0000% | $10577700.00       | $10536662.04       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-09-01      | 2.0000%  | 0.0000% | $1020.00           | $374.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $671.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 6.5000%  | 0.0000% | $1007.00           | $572.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 5.9420%  | 0.0000% | $10870.00          | $6236.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 4.7580%  | 0.0000% | $2479452.00        | $2473120.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $137664.00         | $136512.26         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 4.5590%  | 0.0000% | $8507182.00        | $8532313.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $61100.00          | $61658.29          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 2.5000%  | 0.0000% | $22155.00          | $18430.83          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $22000.00          | $12601.54          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $137200.00         | $86875.91          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-07-20      | 5.3750%  | 0.0000% | $253863.00         | $49.67             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-11-20      | 5.1250%  | 0.0000% | $20341.00          | $580.84            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-06-20      | 5.6250%  | 0.0000% | $35446.00          | $818.58            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $1770.00           | $449.57            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-15      | 4.0000%  | 0.0000% | $2830.00           | $240.43            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-03-15      | 3.0000%  | 0.0000% | $3051.00           | $976.34            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $1429.00           | $578.20            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-03-15      | 5.0000%  | 0.0000% | $1122.00           | $537.20            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $1530.00           | $635.40            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-15      | 4.0000%  | 0.0000% | $1000.00           | $620.46            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 4.5000%  | 0.0000% | $1641.00           | $1177.73           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1792274.00        | $1796067.35        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1474.00           | $1046.23           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $4421.00           | $3272.03           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 6.5000%  | 0.0000% | $3460.00           | $2483.85           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2026-10-15      | 3.5000%  | 0.0000% | $1000.00           | $2.54              | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-12-20      | 5.5000%  | 0.0000% | $103192.00         | $4138.60           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-02-20      | 4.8100%  | 0.0000% | $290000.00         | $2175.56           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2044-02-15      | 3.6250%  | 0.0000% | $5300.00           | $4518.89           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-02-15      | 2.2500%  | 0.0000% | $120109600.00      | $118853110.23      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-03-31      | 3.8750%  | 0.0000% | $130114400.00      | $129504163.50      | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $1038044.00        | $708414.61         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $385000.00         | $210536.38         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $690533.00         | $438437.60         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $1000.00           | $560.44            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1002.00           | $303.09            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $999281.00         | $660212.09         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $4000.00           | $2256.01           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $1000.00           | $303.30            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1004.00           | $285.12            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 5.0000%  | 0.0000% | $1034.00           | $515.72            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $4000.00           | $2978.98           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $4000.00           | $1208.35           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $1000.00           | $680.48            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 5.0000%  | 0.0000% | $340000.00         | $279885.03         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $1065.00           | $757.65            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $3002.00           | $1226.67           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 4.0000%  | 0.0000% | $4000.00           | $3490.76           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 4.5000%  | 0.0000% | $2000.00           | $1772.87           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $2000.00           | $1454.46           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 2.0000%  | 0.0000% | $755460.00         | $473241.75         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $3000.00           | $1659.02           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 4.5000%  | 0.0000% | $382999.00         | $347277.97         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 5.0000%  | 0.0000% | $4000.00           | $3503.93           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $25629.00          | $11588.40          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1130821.00        | $400994.28         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $3122.00           | $1912.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 2.0000%  | 0.0000% | $702258.00         | $552953.50         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $860329.00         | $625733.27         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $5720000.00        | $1114652.61        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-08-01      | 6.5000%  | 0.0000% | $217805.00         | $292.61            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-02-01      | 6.5000%  | 0.0000% | $1000.00           | $3.12              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $106.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-10-01      | 3.5000%  | 0.0000% | $3000.00           | $357.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-12-01      | 3.0000%  | 0.0000% | $19000.00          | $2725.85           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-01-01      | 4.0000%  | 0.0000% | $2000.00           | $146.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $78.36             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-12-01      | 4.0000%  | 0.0000% | $1000.00           | $97.30             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-05-01      | 3.5000%  | 0.0000% | $25900.00          | $2596.56           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 3.0000%  | 0.0000% | $22000.00          | $3341.39           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 3.0000%  | 0.0000% | $2000.00           | $360.19            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 3.0000%  | 0.0000% | $3000.00           | $599.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-09-01      | 3.0000%  | 0.0000% | $2577.00           | $186.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-11-01      | 3.0000%  | 0.0000% | $14000.00          | $1070.50           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-06-01      | 3.0000%  | 0.0000% | $1000.00           | $72.65             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-12-01      | 2.5000%  | 0.0000% | $26000.00          | $2445.24           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-12-01      | 3.0000%  | 0.0000% | $35000.00          | $2948.84           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-12-01      | 3.5000%  | 0.0000% | $35000.00          | $2369.86           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-04-01      | 2.5000%  | 0.0000% | $11000.00          | $963.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-04-01      | 3.5000%  | 0.0000% | $39000.00          | $3402.38           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-02-01      | 3.0000%  | 0.0000% | $25000.00          | $2608.88           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-07-01      | 3.5000%  | 0.0000% | $29000.00          | $2212.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-06-01      | 4.0000%  | 0.0000% | $36000.00          | $2385.75           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-06-01      | 3.0000%  | 0.0000% | $30000.00          | $3126.78           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-06-01      | 3.5000%  | 0.0000% | $4000.00           | $328.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-04-01      | 3.5000%  | 0.0000% | $3000.00           | $223.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-12-01      | 3.0000%  | 0.0000% | $4000.00           | $400.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 5.5000%  | 0.0000% | $180000.00         | $311.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-11-01      | 4.5000%  | 0.0000% | $38000.00          | $2608.50           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2026-05-01      | 6.5000%  | 0.0000% | $323347.00         | $29.30             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-05-01      | 5.0000%  | 0.0000% | $32200.00          | $57.40             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2026-11-01      | 3.0000%  | 0.0000% | $3000.00           | $13.06             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-03-01      | 3.0000%  | 0.0000% | $2000.00           | $12.10             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-11-01      | 5.5000%  | 0.0000% | $1000.00           | $3.84              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-02-01      | 4.0000%  | 0.0000% | $2000.00           | $85.77             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-05-01      | 4.0000%  | 0.0000% | $13995.00          | $122.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-09-01      | 4.5000%  | 0.0000% | $1377.00           | $40.20             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-12-01      | 4.0000%  | 0.0000% | $38000.00          | $3479.66           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 4.0000%  | 0.0000% | $25000.00          | $1137.86           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-09-01      | 5.5000%  | 0.0000% | $1000.00           | $2.98              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-12-01      | 4.0000%  | 0.0000% | $57000.00          | $2827.72           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-04-01      | 5.5000%  | 0.0000% | $143000.00         | $4006.71           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-09-01      | 5.0000%  | 0.0000% | $24431.00          | $594.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-09-01      | 5.0000%  | 0.0000% | $775011.00         | $261.24            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-09-01      | 5.0000%  | 0.0000% | $517477.00         | $298.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-05-01      | 4.0000%  | 0.0000% | $9000.00           | $967.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-09-01      | 4.3500%  | 0.0000% | $1000.00           | $975.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-08-01      | 4.1000%  | 0.0000% | $6492894.00        | $6360061.62        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-08-01      | 3.5600%  | 0.0000% | $13769439.00       | $12760905.62       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-07-01      | 4.1500%  | 0.0000% | $30969657.00       | $30468206.63       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 4.5500%  | 0.0000% | $9170000.00        | $9020498.44        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-01-01      | 4.6000%  | 0.0000% | $546469.00         | $536195.57         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-01-01      | 4.0000%  | 0.0000% | $3696.00           | $875.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-10-20      | 8.5000%  | 0.0000% | $11464.00          | $2.20              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-11-15      | 8.0000%  | 0.0000% | $13663.00          | $33.62             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-10-20      | 6.2000%  | 0.0000% | $1000.00           | $0.58              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 6.0000%  | 0.0000% | $5525.00           | $1012.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-02-01      | 4.5000%  | 0.0000% | $12000.00          | $446.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-07-01      | 3.5000%  | 0.0000% | $10000.00          | $70.04             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-09-01      | 4.0000%  | 0.0000% | $185000.00         | $320.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-10-01      | 3.5000%  | 0.0000% | $100000.00         | $1246.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-03-01      | 4.5000%  | 0.0000% | $1000000.00        | $1148.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2026-11-01      | 4.5000%  | 0.0000% | $45000.00          | $8.23              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-05-01      | 4.0000%  | 0.0000% | $70000.00          | $4816.63           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-11-01      | 3.5000%  | 0.0000% | $36000.00          | $946.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-11-01      | 4.5000%  | 0.0000% | $18000.00          | $1702.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-07-01      | 2.7000%  | 0.0000% | $1000.00           | $204.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-11-01      | 3.5000%  | 0.0000% | $4000.00           | $116.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-11-01      | 3.5000%  | 0.0000% | $40000.00          | $7094.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-12-01      | 3.0000%  | 0.0000% | $7000.00           | $1228.99           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-06-01      | 6.2680%  | 0.0000% | $63339.00          | $1676.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-05-01      | 6.5850%  | 0.0000% | $299000.00         | $3590.79           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-07-01      | 6.3630%  | 0.0000% | $60000.00          | $330.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-07-01      | 6.3050%  | 0.0000% | $92000.00          | $273.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-07-01      | 6.0970%  | 0.0000% | $1000000.00        | $3257.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-07-01      | 5.9380%  | 0.0000% | $125000.00         | $1686.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-07-01      | 6.3130%  | 0.0000% | $540000.00         | $1674.08           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-06-01      | 6.4050%  | 0.0000% | $92000.00          | $642.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-09-01      | 6.4550%  | 0.0000% | $2500000.00        | $2500.50           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-06-01      | 6.8110%  | 0.0000% | $92000.00          | $720.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-09-01      | 6.1680%  | 0.0000% | $500000.00         | $1759.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 5.7310%  | 0.0000% | $966221.00         | $23421.73          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-11-01      | 5.5340%  | 0.0000% | $625000.00         | $2672.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-01-01      | 5.8130%  | 0.0000% | $75000.00          | $422.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-09-01      | 6.6120%  | 0.0000% | $2394.00           | $113.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-01-01      | 5.8980%  | 0.0000% | $652000.00         | $4838.95           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-03-01      | 5.9970%  | 0.0000% | $350000.00         | $900.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-02-01      | 5.9380%  | 0.0000% | $450000.00         | $1206.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-04-01      | 5.8070%  | 0.0000% | $290000.00         | $813.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-05-01      | 6.8400%  | 0.0000% | $204000.00         | $4675.89           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-06-01      | 6.2600%  | 0.0000% | $977976.00         | $2061.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-04-01      | 6.9430%  | 0.0000% | $380000.00         | $2571.49           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $29399.00          | $28963.24          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-12-01      | 6.3400%  | 0.0000% | $260000.00         | $124.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 6.3700%  | 0.0000% | $50000.00          | $3463.85           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 6.3700%  | 0.0000% | $50000.00          | $1496.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-10-01      | 6.3500%  | 0.0000% | $20000.00          | $2862.43           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-12-01      | 5.8540%  | 0.0000% | $6682.00           | $913.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 3.1090%  | 0.0000% | $30000.00          | $2168.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-12-01      | 6.2370%  | 0.0000% | $144000.00         | $4676.51           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-02-01      | 5.8580%  | 0.0000% | $53000.00          | $3176.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-12-01      | 2.3700%  | 0.0000% | $248404.00         | $205639.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-06-01      | 4.3000%  | 0.0000% | $1910700.00        | $1844906.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-10-01      | 4.4400%  | 0.0000% | $855755.00         | $857224.33         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-12-01      | 4.3800%  | 0.0000% | $1000.00           | $997.13            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $1000.00           | $626.55            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $619761.00         | $396943.61         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $3000.00           | $1946.49           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 7.0000%  | 0.0000% | $1000.00           | $358.77            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.0000%  | 0.0000% | $1000.00           | $756.75            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 4.5000%  | 0.0000% | $2000.00           | $1843.35           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 2.0000%  | 0.0000% | $722509.00         | $396210.31         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $116992.00         | $94266.35          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $5549.00           | $3022.40           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $707805.00         | $279850.51         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 2.0000%  | 0.0000% | $1245122.00        | $736470.93         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $1000.00           | $650.38            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-09-20      | 5.5000%  | 0.0000% | $125571.00         | $62179.20          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-10-20      | 2.5000%  | 0.0000% | $1005.00           | $172.98            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $1001.00           | $114.49            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-10-20      | 5.0000%  | 0.0000% | $10116.00          | $1191.90           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $2000.00           | $316.71            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-09-20      | 3.5000%  | 0.0000% | $50488500.00       | $5292438.99        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-10-20      | 5.0000%  | 0.0000% | $1499983.00        | $96860.24          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-20      | 5.0000%  | 0.0000% | $1420.00           | $84.30             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-03-20      | 4.0000%  | 0.0000% | $4002.00           | $313.86            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $150000.00         | $4819.23           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $504011.00         | $240009.88         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $1909.00           | $674.50            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $1000.00           | $434.45            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-12-20      | 3.0000%  | 0.0000% | $4001.00           | $658.96            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-01-20      | 5.0000%  | 0.0000% | $400004.00         | $54447.65          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $1018746.00        | $161604.90         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $1022.00           | $137.52            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 6.0000%  | 0.0000% | $266993.00         | $52429.14          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 3.5000%  | 0.0000% | $1152.00           | $239.76            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-06-20      | 4.0000%  | 0.0000% | $76361.00          | $17186.50          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 4.0000%  | 0.0000% | $1638.00           | $286.09            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 5.0000%  | 0.0000% | $320000.00         | $68310.54          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-08-20      | 2.0000%  | 0.0000% | $2000.00           | $836.13            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $1999.00           | $731.71            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $1024.00           | $305.68            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $1462.00           | $655.16            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $3002.00           | $1379.50           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $13671.00          | $4342.03           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-20      | 7.0000%  | 0.0000% | $150783.00         | $22457.22          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $43163.00          | $20246.65          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $2025.00           | $1299.41           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $2000.00           | $1252.05           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $5304.00           | $3663.08           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 5.0000%  | 0.0000% | $444518.00         | $278474.85         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 5.5000%  | 0.0000% | $300000.00         | $165718.07         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 2.0000%  | 0.0000% | $2000.00           | $1249.08           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $1280.00           | $788.37            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $22294.00          | $14486.81          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-10-20      | 6.5000%  | 0.0000% | $2317058.00        | $784875.58         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $2001.00           | $985.69            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $6000.00           | $2790.14           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $1000.00           | $488.60            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $1000.00           | $505.71            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $1002.00           | $467.71            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $2000.00           | $1057.72           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 2.0000%  | 0.0000% | $9001.00           | $4859.35           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $9005.00           | $4929.88           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $4000.00           | $2049.07           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 5.0000%  | 0.0000% | $225000.00         | $75789.49          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 2.0000%  | 0.0000% | $6029.00           | $3370.64           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $500015.00         | $284439.35         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $5000.00           | $2855.21           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $3184.00           | $1855.64           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $700000.00         | $439156.40         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-09-20      | 5.5000%  | 0.0000% | $169288.00         | $65521.60          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 2.0000%  | 0.0000% | $3000.00           | $1794.02           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $4000.00           | $2436.02           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 5.0000%  | 0.0000% | $248014.00         | $110913.22         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-10-20      | 6.0000%  | 0.0000% | $105638.00         | $53566.97          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-07-20      | 7.0000%  | 0.0000% | $112388.00         | $74398.89          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $10999.00          | $7233.41           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $1001.00           | $800.82            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $1000.00           | $633.03            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 3.0000%  | 0.0000% | $1000.00           | $628.14            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 4.5000%  | 0.0000% | $2001.00           | $1510.45           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $1175000.00        | $858479.26         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 6.0000%  | 0.0000% | $1000.00           | $482.19            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 6.5000%  | 0.0000% | $141204.00         | $47341.22          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 7.0000%  | 0.0000% | $1999990.00        | $520589.67         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $50000.00          | $31117.04          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $46306.00          | $31556.10          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1077109.00        | $952172.01         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $47900.00          | $47719.35          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $11200.00          | $11063.85          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-10-01      | 6.1860%  | 0.0000% | $19220.00          | $826.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-01-01      | 6.3090%  | 0.0000% | $7164.00           | $357.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-09-01      | 6.4560%  | 0.0000% | $990000.00         | $17886.89          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-03-01      | 3.0000%  | 0.0000% | $57400.00          | $45413.21          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-01-01      | 3.9000%  | 0.0000% | $43941.00          | $39807.80          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 4.8470%  | 0.0000% | $4473503.00        | $4497058.06        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 4.7010%  | 0.0000% | $2450135.00        | $2456136.60        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.4800%  | 0.0000% | $6309891.00        | $5810478.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 4.8350%  | 0.0000% | $4795268.00        | $4754029.41        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $1078.00           | $771.76            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $925.02            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2063-10-20      | 4.3900%  | 0.0000% | $4125161.00        | $519.39            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-04-20      | 4.7000%  | 0.0000% | $1364541.00        | $330.67            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-06-20      | 3.0000%  | 0.0000% | $146994.00         | $14057.85          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-12-20      | 3.0000%  | 0.0000% | $7796010.00        | $800781.84         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-12-20      | 4.0000%  | 0.0000% | $500000.00         | $44362.19          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-04-20      | 3.0000%  | 0.0000% | $4581000.00        | $469208.79         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-08-20      | 2.5000%  | 0.0000% | $400000.00         | $12328.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-08-20      | 3.5000%  | 0.0000% | $9887851.00        | $203818.55         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-08-20      | 2.0000%  | 0.0000% | $908975.00         | $32961.11          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-09-20      | 1.5000%  | 0.0000% | $425970.00         | $44378.00          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-03-01      | 3.5000%  | 0.0000% | $1510.00           | $60.82             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-11-01      | 2.5000%  | 0.0000% | $2580.00           | $886.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $376299.00         | $242065.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1004.00           | $644.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $675.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $11900.00          | $9940.91           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $390519.00         | $346057.98         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $106621.00         | $100114.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $445184.00         | $421353.31         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1106520.00        | $958986.54         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1066517.00        | $1112796.60        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1090319.00        | $1136664.27        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1144254.00        | $703417.31         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1009091.00        | $946732.09         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1066666.00        | $378231.38         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1066591.00        | $1058774.75        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $85406.00          | $88196.08          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1025268.00        | $1068150.06        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1118163.00        | $1058117.28        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1106299.00        | $1010636.69        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $37466.00          | $33262.18          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $911460.00         | $974734.42         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $63780.00          | $58248.34          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $4646.00           | $4824.36           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1084756.00        | $1134688.14        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1055302.00        | $914686.22         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1045142.00        | $1131157.77        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1030420.00        | $1078723.43        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $72433.00          | $75970.58          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1048.05           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1001.00           | $1049.52           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2000.00           | $2098.58           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1348.00           | $1368.70           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1176.00           | $1084.06           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 7.5000%  | 0.0000% | $1000.00           | $1050.23           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 7.5000%  | 0.0000% | $584105.00         | $632216.74         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $2000.00           | $2053.20           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1305.00           | $1335.06           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $134891.00         | $121263.91         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $603285.00         | $385566.25         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $1000.00           | $724.05            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $6982.00           | $6353.74           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $8685.00           | $7031.25           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $1486991.00        | $928481.71         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $3369.00           | $1582.30           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $13578.00          | $6161.59           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 4.0000%  | 0.0000% | $2769.00           | $2511.98           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1000.00           | $783.59            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1043987.00        | $742286.01         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $27288.00          | $27511.70          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.5000%  | 0.0000% | $1927442.00        | $423263.01         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-03-20      | 7.5000%  | 0.0000% | $1395.00           | $1076.28           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $2051100.00        | $848238.40         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 8.0000%  | 0.0000% | $1234621.00        | $1112905.22        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1980924.00        | $246038.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1074382.00        | $948276.85         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1004921.00        | $861635.86         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1116558.00        | $323805.46         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1014328.00        | $1043540.60        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1986216.00        | $953272.72         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $618608.00         | $652903.06         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1459779.00        | $688123.86         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $2176.00           | $1888.78           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $665973.00         | $698352.77         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $671207.00         | $608249.29         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1109245.00        | $816693.56         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $1109885.00        | $1083719.27        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-10-20      | 7.0000%  | 0.0000% | $1066322.00        | $275036.26         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $1086042.00        | $1013941.80        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $6674.00           | $6981.38           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1075073.00        | $419680.79         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 8.0000%  | 0.0000% | $1072941.00        | $529481.27         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 4.5000%  | 0.0000% | $876387.00         | $830574.48         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1575242.00        | $433141.32         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1038852.00        | $1075838.85        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1032824.00        | $936612.28         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $2012.00           | $2059.29           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1054347.00        | $906286.15         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-11-15      | 5.4300%  | 0.0000% | $703742.00         | $726614.86         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1038209.00        | $806957.09         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1084468.00        | $1137109.81        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1050025.00        | $877563.50         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1010.00           | $1020.62           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1092784.00        | $939103.59         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $1000.00           | $939.96            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 7.0000%  | 0.0000% | $1048967.00        | $221189.09         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $876378.00         | $924448.05         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1094995.00        | $833206.59         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $503038.00         | $264633.59         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $1050161.00        | $634984.52         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1076055.00        | $764567.62         | Agency Mortgage-Backed Securities  |

### Security 272: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFV56, C.3 - LEI: K5HU16E3LMSV, C.5 - Other ID: ARP1GFV56_3.70_0401
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 3.0000%  | 0.0000% | $25000.00          | $4535.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2047-11-01      | 3.5000%  | 0.0000% | $337000.00         | $91459.84          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $1750000.00        | $281707.57         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2042-10-01      | 3.0000%  | 0.0000% | $4678000.00        | $701689.52         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2035-06-01      | 3.5000%  | 0.0000% | $31000.00          | $3738.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-02-25      | 2.2381%  | 0.0000% | $104121088.00      | $4212018.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-02-25      | 1.3881%  | 0.0000% | $101300000.00      | $1855838.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-09-25      | 3.4381%  | 0.0000% | $100000000.00      | $6019494.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-04-25      | 3.4381%  | 0.0000% | $53399104.00       | $3484681.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-08-25      | 1.4381%  | 0.0000% | $116505472.00      | $5145030.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-07-25      | 2.1381%  | 0.0000% | $102500000.00      | $5876298.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-08-25      | 1.4381%  | 0.0000% | $158132736.00      | $3634922.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-01-25      | 6.0000%  | 0.0000% | $17302500.00       | $3243000.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-03-25      | 1.4381%  | 0.0000% | $22055120.00       | $1580706.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-12-25      | 1.4288%  | 0.0000% | $113794944.00      | $3867222.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-02-25      | 1.3278%  | 0.0000% | $500000000.00      | $16201147.50       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2043-01-15      | 4.0000%  | 0.0000% | $31514368.00       | $187828.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2044-09-15      | 4.0000%  | 0.0000% | $24336416.00       | $308531.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2044-09-15      | 4.0000%  | 0.0000% | $31063520.00       | $400026.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-02-25      | 3.0000%  | 0.0000% | $22000000.00       | $2399559.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2042-06-15      | 0.1278%  | 0.0000% | $69361664.00       | $68582.33          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2044-10-15      | 4.0000%  | 0.0000% | $50000000.00       | $354670.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-09-25      | 3.0000%  | 0.0000% | $83333248.00       | $7891582.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-10-25      | 3.0000%  | 0.0000% | $97207000.00       | $8241904.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-01-25      | 3.0000%  | 0.0000% | $39817472.00       | $4322998.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-02-25      | 3.5000%  | 0.0000% | $51428544.00       | $7029854.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-01-25      | 3.0000%  | 0.0000% | $22384640.00       | $1302222.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2045-03-15      | 4.5000%  | 0.0000% | $47851520.00       | $5019069.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-10-25      | 1.5381%  | 0.0000% | $55660000.00       | $1924695.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-10-25      | 0.9381%  | 0.0000% | $76948000.00       | $1848970.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-09-25      | 1.5181%  | 0.0000% | $48317696.00       | $1890025.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-04-25      | 2.0000%  | 0.0000% | $50000000.00       | $2365516.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-08-25      | 2.2381%  | 0.0000% | $44342208.00       | $1480542.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-09-25      | 1.9881%  | 0.0000% | $35000000.00       | $838852.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-10-25      | 2.0881%  | 0.0000% | $100000000.00      | $3344943.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-10-25      | 3.5381%  | 0.0000% | $43876352.00       | $1920274.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-12-25      | 1.7881%  | 0.0000% | $50557440.00       | $973492.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-12-25      | 3.3381%  | 0.0000% | $44895424.00       | $3317448.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-07-25      | 2.7381%  | 0.0000% | $50000000.00       | $4187041.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2046-01-25      | 5.5000%  | 0.0000% | $9090896.00        | $1623522.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-11-25      | 6.0000%  | 0.0000% | $17510240.00       | $3186133.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-02-25      | 1.5881%  | 0.0000% | $59125376.00       | $2343033.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-03-25      | 1.3381%  | 0.0000% | $74606208.00       | $2165744.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-03-25      | 1.3278%  | 0.0000% | $150000000.00      | $3946094.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-10-25      | 1.3100%  | 0.0000% | $200000000.00      | $5449266.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $64341.00          | $63173.25          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 4.0000%  | 0.0000% | $9000.00           | $7440.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2045-02-01      | 5.0000%  | 0.0000% | $348624.00         | $334309.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $11929600.00       | $11881925.92       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $21130624.00       | $20693475.18       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 2.0000%  | 0.0000% | $1077820.00        | $871379.39         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-09-25      | 1.9881%  | 0.0000% | $100000000.00      | $2524505.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.5000%  | 0.0000% | $14781999.00       | $14801279.22       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2028-03-01      | 2.0000%  | 0.0000% | $500000.00         | $18768.95          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2037-07-01      | 6.0000%  | 0.0000% | $182700.00         | $2158.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2036-05-01      | 5.5000%  | 0.0000% | $328999.00         | $1963.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2037-09-01      | 5.5000%  | 0.0000% | $12819552.00       | $79183.97          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2035-12-01      | 5.0000%  | 0.0000% | $606000.00         | $20389.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-06-01      | 5.5000%  | 0.0000% | $326591.00         | $2805.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-08-01      | 6.5000%  | 0.0000% | $7378368.00        | $46209.82          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-12-01      | 5.5000%  | 0.0000% | $2000000.00        | $29497.88          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 3.0000%  | 0.0000% | $17000.00          | $3523.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 3.5000%  | 0.0000% | $201000.00         | $14042.56          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2030-08-01      | 4.0000%  | 0.0000% | $366000.00         | $23321.87          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2030-02-01      | 2.5000%  | 0.0000% | $740000.00         | $42605.19          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 3.5000%  | 0.0000% | $513000.00         | $114563.15         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2039-11-01      | 4.0000%  | 0.0000% | $5000.00           | $3990.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-05-01      | 2.5000%  | 0.0000% | $124946.00         | $69444.01          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 4.5000%  | 0.0000% | $895000.00         | $544680.43         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $11000.00          | $7995.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.5000%  | 0.0000% | $240000.00         | $185119.89         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 3.0000%  | 0.0000% | $35000.00          | $23805.34          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $32000.00          | $25485.69          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $235727.00         | $193071.66         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.0000%  | 0.0000% | $12000.00          | $10491.98          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $40000.00          | $29051.40          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 4.5000%  | 0.0000% | $913000.00         | $740808.98         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 3.0000%  | 0.0000% | $643000.00         | $476174.62         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-02-01      | 3.0000%  | 0.0000% | $2369000.00        | $419131.86         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 2.5000%  | 0.0000% | $9044176.00        | $7001786.07        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-03-01      | 2.0000%  | 0.0000% | $27437824.00       | $15004702.16       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-08-01      | 2.5000%  | 0.0000% | $4751232.00        | $2752140.95        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-05-01      | 3.0000%  | 0.0000% | $29000.00          | $12747.67          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 3.0000%  | 0.0000% | $1540000.00        | $831947.50         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $15063600.00       | $9699462.83        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.0000%  | 0.0000% | $3130000.00        | $1989318.45        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $311831.00         | $203140.46         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $500000.00         | $261041.67         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 4.5000%  | 0.0000% | $1575000.00        | $1433258.80        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.5000%  | 0.0000% | $177000.00         | $110482.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-02-01      | 5.0000%  | 0.0000% | $2425144.00        | $659312.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-08-01      | 2.5000%  | 0.0000% | $335000.00         | $196874.05         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 3.0000%  | 0.0000% | $19633056.00       | $10080487.17       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.5000%  | 0.0000% | $40000.00          | $25630.18          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $13587456.00       | $9884451.30        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.0000%  | 0.0000% | $200000.00         | $144947.89         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.0000%  | 0.0000% | $5359592.00        | $4268306.25        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $925000.00         | $743155.19         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 4.5000%  | 0.0000% | $90000.00          | $15444.34          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-04-01      | 3.0000%  | 0.0000% | $58000.00          | $18431.06          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-07-01      | 2.0000%  | 0.0000% | $1063000.00        | $504525.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-01-02      | 2.5000%  | 0.0000% | $1871860.00        | $1217844.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.5000%  | 0.0000% | $664000.00         | $401312.86         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $300000.00         | $233333.97         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $31918208.00       | $25702345.44       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2043-01-25      | 5.0000%  | 0.0000% | $30000000.00       | $283004.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2044-09-25      | 4.0000%  | 0.0000% | $50000000.00       | $399443.80         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-12-25      | 4.0000%  | 0.0000% | $49303440.00       | $862836.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-08-25      | 3.5000%  | 0.0000% | $100000000.00      | $5383783.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-12-25      | 3.0000%  | 0.0000% | $88843008.00       | $7551642.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-06-25      | 3.0000%  | 0.0000% | $35722304.00       | $3698106.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-09-25      | 1.5881%  | 0.0000% | $67500000.00       | $2808530.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-06-25      | 1.7581%  | 0.0000% | $105253504.00      | $3010911.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-11-25      | 1.3381%  | 0.0000% | $50000000.00       | $1103214.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-12-25      | 3.3381%  | 0.0000% | $16606304.00       | $841168.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-12-25      | 3.3381%  | 0.0000% | $40458048.00       | $2011589.08        | Agency Collateralized Mortgage Obligation |

### Security 273: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFV64, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1GFV64_3.70_0401
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $139355694.00      | $137661639.77      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2067-11-16      | 0.7014%  | 0.0000% | $179047782.00      | $12973450.33       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-05-20      | 0.7514%  | 0.0000% | $299410649.00      | $15531562.07       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-16      | 0.8032%  | 0.0000% | $425243301.00      | $25132548.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-11-16      | 0.8548%  | 0.0000% | $338673822.00      | $26720796.72       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 2.5771%  | 0.0000% | $185754246.00      | $13972268.53       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.9771%  | 0.0000% | $138382673.00      | $8486188.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $20767864.00       | $19348505.10       | Agency Collateralized Mortgage Obligation |

### Security 274: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFV72, C.3 - LEI: KB1H1DSPRFMY, C.5 - Other ID: ARP1GFV72_3.67_0401
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2032-11-15      | 4.1250%  | 0.0000% | $166941000.00      | $169278046.74      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $105434300.00      | $107054346.70      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-12-31      | 3.7500%  | 0.0000% | $73646900.00       | $73590501.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 2.6250%  | 0.0000% | $165911000.00      | $160077123.81      | U.S. Treasuries (including strips) |

### Security 275: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 3.770000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: ARP1GFW63, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: ARP1GFW63_3.77_0402
- **C.18 - Value (incl. sponsor support):** $1090422745.10
- **C.18.a - Value (excl. sponsor support):** $1090422745.10
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 276: Northern Trust Co. - Fixed Income Clearing Corp.

- **C.1 - Title:** Northern Trust Co. - Fixed Income Clearing Corp. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFY95, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1GFY95_3.67_0401
- **C.18 - Value (incl. sponsor support):** $2700000000.00
- **C.18.a - Value (excl. sponsor support):** $2700000000.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Northern Trust Co. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50706553.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50706553.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50706553.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50706553.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $4051000.00        | $4108245.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50706556.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50706556.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $2134900.00        | $2165068.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 0.5000%  | 0.0000% | $50000000.00       | $48416779.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 0.5000%  | 0.0000% | $50000000.00       | $48416779.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 4.1250%  | 0.0000% | $50000000.00       | $50438188.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 4.1250%  | 0.0000% | $43429500.00       | $43810105.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-17      | 4.5000%  | 0.0000% | $50000000.00       | $51220301.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-17      | 4.5000%  | 0.0000% | $50000000.00       | $51220301.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-17      | 4.5000%  | 0.0000% | $50000000.00       | $51220301.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50706553.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50706553.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50706553.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50706553.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50706553.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50706553.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50706553.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50706553.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50706553.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50706553.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50706556.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50706556.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 0.1391%  | 0.0000% | $50000000.00       | $55874997.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 0.1391%  | 0.0000% | $6954300.00        | $7771429.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50782111.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50782111.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50782111.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50782111.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50782111.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50782111.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50782111.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50782111.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50782111.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50782111.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50782111.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50782111.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50782111.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50782111.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50782111.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50782111.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50782111.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $5466000.00        | $5551500.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50706556.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50706556.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50706556.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50706556.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50706556.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50706556.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50706556.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50706556.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50706556.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50706556.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50706556.80       | U.S. Treasuries (including strips) |

### Security 277: Northern Trust Co. - Fixed Income Clearing Corp.

- **C.1 - Title:** Northern Trust Co. - Fixed Income Clearing Corp. 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFZM5, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1GFZM5_3.65_0401
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Northern Trust Co. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-05-07      | N/A      | 0.0000% | $50000000.00       | $49874996.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-05-07      | N/A      | 0.0000% | $50000000.00       | $49874996.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-05-07      | N/A      | 0.0000% | $31212000.00       | $31133967.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-28      | N/A      | 0.0000% | $50000000.00       | $49437496.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-28      | N/A      | 0.0000% | $39368700.00       | $38925799.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-15      | 0.1250%  | 0.0000% | $36712800.00       | $50571878.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-05-07      | N/A      | 0.0000% | $50000000.00       | $49874996.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-05-07      | N/A      | 0.0000% | $50000000.00       | $49874996.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-05-07      | N/A      | 0.0000% | $50000000.00       | $49874996.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-05-07      | N/A      | 0.0000% | $50000000.00       | $49874996.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-05-07      | N/A      | 0.0000% | $50000000.00       | $49874996.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-05-07      | N/A      | 0.0000% | $50000000.00       | $49874996.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-05-07      | N/A      | 0.0000% | $50000000.00       | $49874996.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-05-07      | N/A      | 0.0000% | $50000000.00       | $49874996.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-05-07      | N/A      | 0.0000% | $50000000.00       | $49874996.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-05-07      | N/A      | 0.0000% | $50000000.00       | $49874996.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-30      | 4.6250%  | 0.0000% | $46776100.00       | $47430897.66       | U.S. Treasuries (including strips) |

### Security 278: Daiwa Capital Markets America, Inc.

- **C.1 - Title:** Daiwa Capital Markets America, Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGF29, C.3 - LEI: M67H5PRC0NQK, C.5 - Other ID: ARP1GGF29_3.67_0401
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $23508341.00       | $21709343.11       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $578906.00         | $546369.36         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $20504457.00       | $16930986.87       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $45982.00          | $41573.55          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $26769261.00       | $21847990.59       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 4.5000%  | 0.0000% | $5842545.00        | $5615281.62        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $1861610.00        | $1784303.26        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $12568482.00       | $12378198.48       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $78104749.00       | $77155281.66       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 5.5000%  | 0.0000% | $280021.00         | $281114.49         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-10-01      | 5.5000%  | 0.0000% | $8989415.00        | $7882774.34        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-11-01      | 4.5000%  | 0.0000% | $479572.00         | $454198.80         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-12-01      | 5.5000%  | 0.0000% | $23320214.00       | $22205989.15       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $1530607.00        | $1508479.61        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $4133323.00        | $4188252.17        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $4600003.00        | $1998468.98        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $5597000.00        | $887858.85         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $1000000.00        | $81022.59          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $1931000.00        | $1303220.28        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $45786470.00       | $32210525.26       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $24928967.00       | $18565718.15       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $5329893.00        | $1191378.60        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $731419.00         | $743967.02         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $119542.00         | $124634.23         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1717157.00        | $1563282.51        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $6930060.00        | $6702407.52        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $3565142.00        | $2536865.55        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2036-02-15      | 4.1250%  | 0.0000% | $1200.00           | $1186.52           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $8000.00           | $5749.39           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $33534000.00       | $29966777.77       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $1144230.00        | $1161380.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $11379439.00       | $11142214.12       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $9976167.00        | $9745368.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 4.5000%  | 0.0000% | $18279156.00       | $17658633.49       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $22716890.00       | $22884389.19       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $15812.00          | $11447.42          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $346314.00         | $297222.98         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $9000.00           | $7977.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-07-01      | 4.0000%  | 0.0000% | $869000.00         | $81876.71          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 3.5000%  | 0.0000% | $12448834.00       | $1479412.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $12000.00          | $10600.47          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-01-01      | 5.5000%  | 0.0000% | $14000.00          | $8905.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 4.5000%  | 0.0000% | $1558127.00        | $1415247.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $3618746.00        | $2599179.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-07-01      | 6.0000%  | 0.0000% | $26830000.00       | $23282662.24       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $32585974.00       | $29495986.24       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $94855745.00       | $87439936.49       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $25003.00          | $21790.69          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-09-01      | 5.5000%  | 0.0000% | $24387462.00       | $20906182.33       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $101536645.00      | $95340781.87       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-10-01      | 5.5000%  | 0.0000% | $4016307.00        | $3648003.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $37203419.00       | $35375835.43       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 4.5000%  | 0.0000% | $9959252.00        | $9573275.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 4.5000%  | 0.0000% | $11028885.00       | $10634795.40       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $25084406.00       | $24779471.61       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1553698.00        | $1556306.88        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $1672408.00        | $1244093.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $27213159.00       | $24051587.52       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $21792721.00       | $17717358.48       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $103539342.00      | $98133485.44       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $2976739.00        | $2998991.12        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $675000.00         | $478731.05         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.5000%  | 0.0000% | $100000000.00      | $75195037.13       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $4422.00           | $3858.02           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $9905999.00        | $9848808.02        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $9692680.00        | $8722319.89        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $912737.00         | $895108.30         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $302716.00         | $207907.54         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-07-01      | 2.0000%  | 0.0000% | $834554.00         | $726931.68         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $13716.00          | $9470.98           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $8000.00           | $5856.88           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $18000.00          | $13024.80          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.0000%  | 0.0000% | $10039.00          | $6510.49           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $757.42            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-04-01      | 1.2500%  | 0.0000% | $1000.00           | $903.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $55670.00          | $51047.20          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2028-03-27      | 3.8750%  | 0.0000% | $2690000.00        | $2691115.15        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $72184.00          | $49161.07          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $1449794.00        | $1063812.43        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 4.5000%  | 0.0000% | $12660183.00       | $9862310.11        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.0000%  | 0.0000% | $1306000.00        | $935523.29         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-03-13      | 4.0000%  | 0.0000% | $7881000.00        | $7873581.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 5.0000%  | 0.0000% | $500000.00         | $458992.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 4.0000%  | 0.0000% | $15637577.00       | $2967001.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $23786951.00       | $20039633.36       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1240000.00        | $1163937.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $38548240.00       | $38402564.97       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-03-01      | 4.0000%  | 0.0000% | $2550482.00        | $1004797.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $229765.00         | $205112.25         | Agency Mortgage-Backed Securities  |

### Security 279: BNP Paribas - Fixed Income Clearing Corp.

- **C.1 - Title:** BNP Paribas - Fixed Income Clearing Corp. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGF37, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1GGF37_3.66_0401
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** BNP Paribas - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note               | 2033-08-15      | 3.8750%  | 0.0000% | $113151900.00      | $111559733.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-11-15      | 4.5000%  | 0.0000% | $169870000.00      | $176194952.76      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-07-31      | 4.1250%  | 0.0000% | $125000000.00      | $126631008.29      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-12-31      | 4.3750%  | 0.0000% | $399998000.00      | $411153572.98      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-01-31      | 4.2500%  | 0.0000% | $35903400.00       | $36603939.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-04-30      | 3.8134%  | 0.0000% | $200.00            | $201.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-04-30      | 3.8750%  | 0.0000% | $100.00            | $101.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-12-31      | 3.6250%  | 0.0000% | $158584400.00      | $157856565.95      | U.S. Treasuries (including strips) |

### Security 280: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGF45, C.3 - LEI: OXTKY6Q8X53C, C.5 - Other ID: ARP1GGF45_3.67_0401
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond                    | 2028-04-15      | 3.6250%  | 0.0000% | $6612400.00        | $14196078.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2028-08-15      | 5.5000%  | 0.0000% | $733300.00         | $765403.93         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2029-02-15      | 5.2500%  | 0.0000% | $754600.00         | $789050.68         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2029-04-15      | 3.8750%  | 0.0000% | $14917800.00       | $32352949.08       | U.S. Treasuries (including strips) |
| Federal Home Loan Bank                | 2036-02-26      | 2.0000%  | 0.0000% | $120000.00         | $93306.53          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2027-04-19      | 2.9500%  | 0.0000% | $25000.00          | $25096.55          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-06-12      | 4.3750%  | 0.0000% | $2730000.00        | $2768592.72        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-08-05      | 3.6350%  | 0.0000% | $3000000.00        | $3016444.50        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-09-15      | 3.6500%  | 0.0000% | $20000.00          | $20029.33          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-08-24      | 3.6450%  | 0.0000% | $1000000.00        | $1003659.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-08-12      | N/A      | 0.0000% | $26603000.00       | $26240480.92       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-08-21      | N/A      | 0.0000% | $800000.00         | $788358.40         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-09-02      | N/A      | 0.0000% | $1943000.00        | $1912325.86        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-09-09      | N/A      | 0.0000% | $200000.00         | $196699.00         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-06-03      | N/A      | 0.0000% | $5300000.00        | $5265512.90        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-06-10      | N/A      | 0.0000% | $100000.00         | $99281.30          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-07-01      | N/A      | 0.0000% | $600000.00         | $594372.00         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2029-09-24      | 2.0400%  | 0.0000% | $25000.00          | $23459.17          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2035-03-12      | 2.2300%  | 0.0000% | $645000.00         | $533464.63         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2035-09-17      | 1.6800%  | 0.0000% | $754000.00         | $584948.17         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2031-12-23      | 2.0500%  | 0.0000% | $47895000.00       | $43054757.91       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2027-01-13      | 4.2500%  | 0.0000% | $20000.00          | $20246.59          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2029-12-17      | N/A      | 0.0000% | $1712000.00        | $1476493.86        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2036-01-25      | 1.8500%  | 0.0000% | $145000.00         | $114216.74         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2033-01-27      | 1.6100%  | 0.0000% | $30000.00          | $25183.87          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2036-02-08      | 1.8700%  | 0.0000% | $175000.00         | $137253.03         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2043-08-15      | 4.3750%  | 0.0000% | $99831000.00       | $94631969.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-05-15      | 5.0000%  | 0.0000% | $117397800.00      | $120990117.54      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-07-15      | 0.1250%  | 0.0000% | $6264100.00        | $8621547.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-01-15      | 0.3750%  | 0.0000% | $82571500.00       | $111456733.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-01-15      | 0.1250%  | 0.0000% | $9735300.00        | $11772460.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-02-15      | 1.5000%  | 0.0000% | $3000000.00        | $2746902.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-02-15      | 1.8750%  | 0.0000% | $2700200.00        | $2395933.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-04-15      | 0.1250%  | 0.0000% | $116700.00         | $133755.01         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-08-31      | 3.1250%  | 0.0000% | $66766700.00       | $65290519.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-30      | 3.8750%  | 0.0000% | $136300.00         | $138064.84         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-01-15      | 1.1250%  | 0.0000% | $37600.00          | $39588.00          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-10-15      | 2.3750%  | 0.0000% | $25321200.00       | $28120083.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2053-02-15      | N/A      | 0.0000% | $294900.00         | $76654.54          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2053-05-15      | N/A      | 0.0000% | $157630000.00      | $40515008.38       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2031-03-15      | 6.7500%  | 0.0000% | $210000.00         | $236172.72         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-03-15      | N/A      | 0.0000% | $249867000.00      | $204251280.50      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-07-15      | 6.2500%  | 0.0000% | $164000.00         | $184841.85         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2028-01-07      | 3.7000%  | 0.0000% | $1750000.00        | $1756720.58        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-01-16      | 3.9500%  | 0.0000% | $7442000.00        | $7432327.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-05-15      | N/A      | 0.0000% | $46842000.00       | $39644914.07       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-05-15      | 6.2500%  | 0.0000% | $439000.00         | $479380.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-01-15      | 7.1250%  | 0.0000% | $122000.00         | $137318.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-11-15      | 6.6250%  | 0.0000% | $9000.00           | $10211.83          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-10-08      | 0.7500%  | 0.0000% | $1135000.00        | $1085986.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-04-24      | 2.1250%  | 0.0000% | $979000.00         | $986976.27         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-10-08      | N/A      | 0.0000% | $2093000.00        | $1971773.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-03-17      | N/A      | 0.0000% | $19000.00          | $15522.62          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-09-06      | 1.6000%  | 0.0000% | $111000.00         | $85557.81          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-10-29      | N/A      | 0.0000% | $75009900.00       | $73436942.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2026-11-15      | N/A      | 0.0000% | $22500.00          | $21980.70          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2028-08-15      | N/A      | 0.0000% | $57100.00          | $52132.64          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2049-11-15      | N/A      | 0.0000% | $58100.00          | $17574.55          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2052-02-15      | N/A      | 0.0000% | $20787000.00       | $5647204.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2052-08-15      | N/A      | 0.0000% | $92564900.00       | $24585515.13       | U.S. Treasuries (including strips) |
| Federal Farm Credit Bank              | 2034-12-18      | 4.8300%  | 0.0000% | $95000.00          | $94986.62          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2028-05-15      | 4.2200%  | 0.0000% | $1000.00           | $1014.32           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                   | 2050-11-15      | N/A      | 0.0000% | $868541.28         | $245832.79         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2051-02-15      | N/A      | 0.0000% | $5536427.44        | $1547010.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2051-05-15      | N/A      | 0.0000% | $3206212.33        | $885462.87         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2051-08-15      | N/A      | 0.0000% | $6103527.20        | $1668826.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2052-02-15      | N/A      | 0.0000% | $370921.17         | $99098.27          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2052-05-15      | N/A      | 0.0000% | $12516740.33       | $3302254.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2052-08-15      | N/A      | 0.0000% | $299163.00         | $78012.74          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2052-11-15      | N/A      | 0.0000% | $912208.46         | $234547.04         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2049-02-15      | N/A      | 0.0000% | $327728.04         | $101121.14         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2049-05-15      | N/A      | 0.0000% | $21531823.70       | $6554308.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2049-08-15      | N/A      | 0.0000% | $82301376.78       | $24788598.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2050-02-15      | N/A      | 0.0000% | $26680497.70       | $7834568.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2050-05-15      | N/A      | 0.0000% | $23192072.07       | $6703274.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2050-08-15      | N/A      | 0.0000% | $13052429.88       | $3736401.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-12-31      | 4.2500%  | 0.0000% | $48400.00          | $49076.45          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-01-31      | 4.1250%  | 0.0000% | $200400.00         | $202322.45         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-01-15      | 2.1250%  | 0.0000% | $1392900.00        | $1462987.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-03-15      | 3.8750%  | 0.0000% | $239900.00         | $240455.32         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-08-15      | 3.6250%  | 0.0000% | $16330700.00       | $16320347.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-09-30      | 3.6250%  | 0.0000% | $100.00            | $98.62             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-10-31      | 3.5000%  | 0.0000% | $13369400.00       | $13487310.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-30      | 3.3750%  | 0.0000% | $30954900.00       | $31057951.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-12-31      | 3.6250%  | 0.0000% | $29647100.00       | $29469408.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-03-31      | 4.2500%  | 0.0000% | $13467600.00       | $13537092.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2026-08-15      | N/A      | 0.0000% | $568270.08         | $560342.71         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2026-11-15      | N/A      | 0.0000% | $12682218.49       | $12390337.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2027-02-15      | N/A      | 0.0000% | $434488.35         | $420622.96         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2027-05-15      | N/A      | 0.0000% | $179968.72         | $172515.32         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2028-11-15      | N/A      | 0.0000% | $35258.73          | $31845.72          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2029-02-15      | N/A      | 0.0000% | $143433844.40      | $128218525.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2029-11-15      | N/A      | 0.0000% | $533154.56         | $462176.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2030-05-15      | N/A      | 0.0000% | $533154.00         | $452335.32         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2031-02-15      | N/A      | 0.0000% | $12198698.28       | $10021279.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2051-11-15      | N/A      | 0.0000% | $24501286.93       | $6626275.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-04-15      | 4.5000%  | 0.0000% | $34000000.00       | $34958378.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-05-31      | 4.8750%  | 0.0000% | $355400.00         | $361729.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-07-15      | 1.8750%  | 0.0000% | $24999700.00       | $26096950.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-02-15      | 0.7500%  | 0.0000% | $12653800.00       | $14038352.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-02-15      | 0.6250%  | 0.0000% | $2828200.00        | $2950356.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-08-15      | 3.3750%  | 0.0000% | $35846900.00       | $30047488.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-05-15      | 3.6250%  | 0.0000% | $10000000.00       | $8153317.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-05-15      | 3.8750%  | 0.0000% | $28401600.00       | $25553431.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2027-01-15      | 2.3750%  | 0.0000% | $42147600.00       | $69511125.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2028-01-15      | 1.7500%  | 0.0000% | $345700.00         | $546149.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2039-05-15      | 4.2500%  | 0.0000% | $7139200.00        | $7019517.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-02-15      | 2.1250%  | 0.0000% | $1840400.00        | $2650390.69        | U.S. Treasuries (including strips) |

### Security 281: BMO Harris Bank NA

- **C.1 - Title:** BMO Harris Bank NA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGF78, C.3 - LEI: 3Y4U8VZURTYW, C.5 - Other ID: ARP1GGF78_3.67_0401
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2035-04-01      | 2.0000%  | 0.0000% | $143341032.00      | $28864214.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-10-01      | 0.9300%  | 0.0000% | $199306521.00      | $190161141.95      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-01-01      | 1.0800%  | 0.0000% | $16696737.00       | $15141360.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $32355404.00       | $20305075.76       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $9471550.00        | $5151777.85        | Agency Mortgage-Backed Securities |

### Security 282: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGF94, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1GGF94_3.66_0401
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2037-05-15      | 5.0000%  | 0.0000% | $100.00            | $107.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-02-15      | 0.7500%  | 0.0000% | $100.00            | $110.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-01-15      | 0.1250%  | 0.0000% | $800.00            | $938.82            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-03-31      | 4.1250%  | 0.0000% | $8747200.00        | $8762944.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-11-15      | N/A      | 0.0000% | $128.00            | $101.70            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-11-15      | N/A      | 0.0000% | $70858000.00       | $66531127.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $18845163.52       | $16504669.59       | U.S. Treasuries (including strips) |

### Security 283: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGFA1, C.3 - LEI: 2IGI19DL77OX, C.5 - Other ID: ARP1GGFA1_3.67_0401
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $737698.00         | $771142.36         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-09-20      | 6.5000%  | 0.0000% | $144087.00         | $75490.97          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2039-05-15      | 4.2500%  | 0.0000% | $299800.00         | $295142.26         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2051-05-15      | 2.3750%  | 0.0000% | $185200.00         | $117396.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-11-15      | 4.7500%  | 0.0000% | $100.00            | $100.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-11-15      | 4.6250%  | 0.0000% | $1666100.00        | $1634673.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $88.88             | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $270549.00         | $256776.07         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-11-01      | 3.5000%  | 0.0000% | $9852123.00        | $2545261.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-04-01      | 6.5000%  | 0.0000% | $1731.00           | $121.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $14236421.00       | $11231233.52       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1175000.00        | $1212804.56        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.5000%  | 0.0000% | $4025094.00        | $4164945.04        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $37169786.00       | $36138146.53       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $129083036.00      | $127557718.94      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $10148117.00       | $10229496.96       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.5000%  | 0.0000% | $1244873.00        | $633477.24         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-11-01      | 5.5000%  | 0.0000% | $1752848.00        | $1662353.38        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 5.0000%  | 0.0000% | $7160807.00        | $6937450.11        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $560445.00         | $554256.75         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $1708832.00        | $765773.49         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $11893.00          | $7410.55           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $5797085.00        | $4604136.51        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1211166.00        | $637361.26         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $2331104.00        | $931333.07         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $5178497.00        | $3999231.80        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $1419061.00        | $1313049.53        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1037867.00        | $1085094.19        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 7.0000%  | 0.0000% | $6296.00           | $4847.02           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.5000%  | 0.0000% | $100000.00         | $67290.59          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $479.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $40000.00          | $27869.50          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.5000%  | 0.0000% | $73000.00          | $21211.83          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $5221251.00        | $4736932.61        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-01-01      | 6.5000%  | 0.0000% | $135000.00         | $53601.16          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $11043071.00       | $8278738.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-06-01      | 6.0000%  | 0.0000% | $37000000.00       | $588730.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $34000.00          | $23498.79          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $693.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1997965.00        | $2050291.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 7.0000%  | 0.0000% | $300382.00         | $319120.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 7.0000%  | 0.0000% | $1617875.00        | $1723732.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1592157.00        | $1625983.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 7.0000%  | 0.0000% | $3972560.00        | $3492731.06        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-11-01      | 3.9300%  | 0.0000% | $1000.00           | $988.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-11-01      | 3.9800%  | 0.0000% | $12895723.00       | $12780585.69       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-11-01      | 3.9800%  | 0.0000% | $28105000.00       | $27854069.20       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-11-01      | 3.9000%  | 0.0000% | $66840000.00       | $66013590.24       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-03-01      | 4.1400%  | 0.0000% | $1072.00           | $1053.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $2464895.00        | $1717327.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $15839069.00       | $10931521.67       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $28000.00          | $19702.50          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $58907443.00       | $33718824.05       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.0000%  | 0.0000% | $21115.00          | $19059.82          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $82335744.00       | $73332882.70       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $2379138.00        | $2468866.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1020.00           | $1035.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $15335559.00       | $14719162.40       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $199424.00         | $184220.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $121430.00         | $119089.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $24201671.00       | $24569859.08       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $15100.00          | $9727.07           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 2.5000%  | 0.0000% | $5403670.00        | $4141139.31        | Agency Mortgage-Backed Securities  |

### Security 284: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGFB9, C.3 - LEI: CYYGQCGNHMHP, C.5 - Other ID: ARP1GGFB9_3.67_0401
- **C.18 - Value (incl. sponsor support):** $915000000.00
- **C.18.a - Value (excl. sponsor support):** $915000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                   | 2042-06-30      | 5.0000%  | 0.0000% | $235000.00         | $227264.98         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-08-01      | 2.6400%  | 0.0000% | $3451128.00        | $2705125.55        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 2.7700%  | 0.0000% | $23668000.00       | $18687905.67       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-10-01      | 2.3000%  | 0.0000% | $26563000.00       | $23390200.19       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2039-03-02      | 3.5400%  | 0.0000% | $882000.00         | $776635.10         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2030-05-28      | 1.4000%  | 0.0000% | $8825000.00        | $8010226.00        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2036-07-14      | 2.3100%  | 0.0000% | $3198000.00        | $2614485.99        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2029-11-21      | 4.3750%  | 0.0000% | $20000000.00       | $20656712.22       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-05-15      | N/A      | 0.0000% | $69000.00          | $60920.03          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-11-15      | N/A      | 0.0000% | $72000.00          | $59695.27          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-09-01      | 3.8700%  | 0.0000% | $2815336.00        | $2648756.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-09-01      | 3.7000%  | 0.0000% | $8015000.00        | $5915642.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-07-01      | 3.2100%  | 0.0000% | $2070004.00        | $1800768.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-04-01      | 3.5100%  | 0.0000% | $1803358.00        | $1622758.91        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-04-01      | 3.5100%  | 0.0000% | $369896.00         | $335945.84         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-06-01      | 3.6000%  | 0.0000% | $2138920.00        | $2073036.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-07-01      | 3.5700%  | 0.0000% | $1142000.00        | $1119458.06        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-05-01      | 3.5000%  | 0.0000% | $773770.00         | $707733.94         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-06-01      | 3.3700%  | 0.0000% | $934963.00         | $846255.30         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-01-01      | 2.2600%  | 0.0000% | $19090000.00       | $17900374.83       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-01-01      | 1.3823%  | 0.0000% | $42260000.00       | $33280220.24       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-04-01      | 1.8699%  | 0.0000% | $25000000.00       | $5792008.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 1.7490%  | 0.0000% | $5000000.00        | $2528102.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 4.6820%  | 0.0000% | $12640000.00       | $12652863.31       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-12-01      | 1.6100%  | 0.0000% | $57355.00          | $45438.56          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $4000.00           | $4038.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1006.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $3000.00           | $3074.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $4000.00           | $4095.72           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $2003.00           | $1980.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $971.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $2010.00           | $1981.13           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $3001.00           | $2894.81           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $986.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $1008.00           | $1022.74           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $1010.00           | $1001.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $995.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $992.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $993.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $995.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-04-01      | 5.0000%  | 0.0000% | $3000.00           | $3046.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $3000.00           | $3078.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $4003.00           | $4086.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $4001.00           | $4112.95           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $933.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $906.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $1045.00           | $981.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $903.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $959.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $2010.00           | $1781.18           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $1078.00           | $1057.22           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.82           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $3028.00           | $3050.49           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1028.00           | $1046.76           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $758.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1508.32           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $953.68            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.0000%  | 0.0000% | $3033.00           | $2952.40           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1738.26           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $3048.00           | $2919.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1975.25           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.59           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $855.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $2048.00           | $1934.20           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.38           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $4080.00           | $3878.18           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.80           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 7.0000%  | 0.0000% | $1008.00           | $856.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 7.0000%  | 0.0000% | $3000.00           | $3158.76           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1554.45           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1863.20           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $2022.00           | $2086.48           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1001.00           | $1018.37           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $2000.00           | $2017.55           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 3.8500%  | 0.0000% | $4619488.00        | $3704769.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-15      | 5.5000%  | 0.0000% | $4168.00           | $3851.01           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $910.36            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $4101.00           | $3691.78           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $3072.00           | $2700.54           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $4000.00           | $3700.88           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $5042.00           | $4039.86           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $936.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $1034.00           | $645.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $4140.00           | $3731.02           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $953.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $4125.00           | $3860.99           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $2688.00           | $2621.85           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $955.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $1008.00           | $827.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1994.32           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.0000%  | 0.0000% | $2080.00           | $2031.86           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 4.5000%  | 0.0000% | $3004.00           | $2869.87           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 4.5000%  | 0.0000% | $5120.00           | $4731.29           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $2048.00           | $1984.11           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $3116.00           | $2903.32           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $4000.00           | $3884.83           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1034.91           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $3080.00           | $3040.37           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $4096.00           | $4090.88           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1002.63           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $2073.00           | $1884.20           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $3008.00           | $2930.82           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $1028.00           | $981.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $890.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 4.5000%  | 0.0000% | $5012.00           | $4833.48           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 4.5000%  | 0.0000% | $1008.00           | $968.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 4.5000%  | 0.0000% | $4032.00           | $3870.31           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $3000.00           | $2934.48           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-03      | 5.5000%  | 0.0000% | $4503.00           | $4476.05           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $2212.00           | $2180.20           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1150.00           | $1116.16           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $4158.00           | $4065.81           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.5000%  | 0.0000% | $3086.00           | $2769.92           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3033.63           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $726.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $3072.00           | $2833.74           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $973.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $713.54            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $995.75            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $995.75            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1014.00           | $1009.69           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $996.98            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1020.76           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 7.0000%  | 0.0000% | $2734620.00        | $2892824.15        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $2000.00           | $1986.58           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $2000.00           | $2068.39           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $3003.00           | $2990.23           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $7311976.00        | $7781608.16        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $1427522.00        | $1472900.07        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $4654536.00        | $5013762.23        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 7.5000%  | 0.0000% | $528414.00         | $574383.38         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $3250000.00        | $2029309.90        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $3410112.00        | $2663016.55        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $3038916.00        | $1835927.14        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-04-20      | 5.5000%  | 0.0000% | $1000.00           | $758.79            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $1000.00           | $919.45            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $3249368.00        | $3228561.21        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 4.0000%  | 0.0000% | $7350000.00        | $7273143.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-04-01      | 5.5000%  | 0.0000% | $1002.00           | $565.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $710.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $600.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1250.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $2048.00           | $1353.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $4000.00           | $2819.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $736.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $774.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $794.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1619.28           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $1120.00           | $812.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $1040.00           | $860.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 3.5000%  | 0.0000% | $6000.00           | $4459.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $724.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $689.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $849.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-08-01      | 5.5000%  | 0.0000% | $1000.00           | $592.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $731.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1386.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $668.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $644.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-09-01      | 2.5000%  | 0.0000% | $1000.00           | $563.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-07-01      | 2.5000%  | 0.0000% | $1008.00           | $657.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $707.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1500.90           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $3009.00           | $2122.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1501.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $794.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $904.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 3.5000%  | 0.0000% | $1000.00           | $699.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-06-01      | 4.5000%  | 0.0000% | $1000.00           | $706.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $730.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $841.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $1024.00           | $862.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1534.50           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $729.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $769.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 2.5000%  | 0.0000% | $1000.00           | $730.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-01      | 2.5000%  | 0.0000% | $2000.00           | $1352.08           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $728.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-07-01      | 4.0000%  | 0.0000% | $5000.00           | $447.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $5118.00           | $588.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-12-01      | 3.5000%  | 0.0000% | $3000.00           | $258.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-06-01      | 4.0000%  | 0.0000% | $45999.00          | $3686.90           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-06-01      | 4.5000%  | 0.0000% | $3000.00           | $266.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-07-01      | 3.0000%  | 0.0000% | $1000.00           | $103.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-07-01      | 3.5000%  | 0.0000% | $2000.00           | $208.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-07-01      | 4.0000%  | 0.0000% | $2001.00           | $157.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-09-01      | 4.0000%  | 0.0000% | $33000.00          | $1906.07           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $410.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-07-01      | 2.5000%  | 0.0000% | $5000.00           | $2434.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-07-01      | 1.5000%  | 0.0000% | $1000.00           | $362.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-08-01      | 2.5000%  | 0.0000% | $5008.00           | $2558.41           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 4.0000%  | 0.0000% | $2000.00           | $893.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1217.59           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $4000.00           | $2237.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 3.5000%  | 0.0000% | $6000.00           | $2958.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-11-01      | 2.5000%  | 0.0000% | $1000.00           | $194.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $5007.00           | $403.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-01-01      | 3.0000%  | 0.0000% | $1000.00           | $158.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-01-01      | 3.0000%  | 0.0000% | $1003.00           | $98.98             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-02-01      | 3.0000%  | 0.0000% | $11008.00          | $1294.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 2.5000%  | 0.0000% | $1001.00           | $168.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 3.0000%  | 0.0000% | $3000.00           | $428.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $293.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 4.0000%  | 0.0000% | $7000.00           | $1319.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-06-01      | 2.5000%  | 0.0000% | $3680.00           | $975.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $325.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-06-01      | 2.0000%  | 0.0000% | $1001.00           | $83.62             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1008.00           | $639.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-08-01      | 5.5000%  | 0.0000% | $3000.00           | $1879.44           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $1003.00           | $877.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $743.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $3000.00           | $3090.20           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $754.92            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $2032.00           | $1835.26           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.5000%  | 0.0000% | $4009.00           | $3018.54           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $2001.00           | $2009.84           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $998.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $801.07            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.5000%  | 0.0000% | $1001.00           | $1050.81           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.5000%  | 0.0000% | $2000.00           | $1481.35           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.0000%  | 0.0000% | $5001.00           | $4874.18           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $2000.00           | $1904.22           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $3000.00           | $2044.67           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $718.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $970.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $843.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $2048.00           | $2025.39           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $4008.00           | $3698.04           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $5000.00           | $4919.74           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $977.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $2048.00           | $1889.80           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1024.00           | $1044.17           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $926.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $3000.00           | $2194.23           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 7.0000%  | 0.0000% | $2000.00           | $1630.08           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $647.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $931.09            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $878.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $748.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1991.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $846.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $797.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-01-01      | 5.5000%  | 0.0000% | $1000.00           | $825.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $2048.00           | $2020.18           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1008.73           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 3.0000%  | 0.0000% | $1000.00           | $874.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $1223.00           | $1205.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.0000%  | 0.0000% | $1048.00           | $939.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 2.5000%  | 0.0000% | $5179.00           | $4364.73           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 4.5000%  | 0.0000% | $1024.00           | $990.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $1024.00           | $945.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $2017.00           | $1855.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 4.5000%  | 0.0000% | $1120.00           | $1081.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $1032.00           | $949.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $2048.00           | $1791.66           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 5.0000%  | 0.0000% | $1000.00           | $202.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $2000.00           | $560.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $6483.00           | $575.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-08-01      | 3.5000%  | 0.0000% | $2010.00           | $362.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 5.0000%  | 0.0000% | $2001.00           | $428.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-12-01      | 3.5000%  | 0.0000% | $5000.00           | $1339.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-12-01      | 3.0000%  | 0.0000% | $2000.00           | $439.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-05-01      | 4.5000%  | 0.0000% | $10008.00          | $2627.63           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $294.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $6000.00           | $1420.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 4.0000%  | 0.0000% | $2000.00           | $378.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 4.0000%  | 0.0000% | $2000.00           | $522.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-01-01      | 3.0000%  | 0.0000% | $1000.00           | $258.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-06-01      | 6.5000%  | 0.0000% | $6000.00           | $1695.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $470.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 3.0000%  | 0.0000% | $1002.00           | $147.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-01-01      | 4.0000%  | 0.0000% | $2003.00           | $483.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-06-01      | 3.0000%  | 0.0000% | $1000.00           | $220.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 3.0000%  | 0.0000% | $4001.00           | $929.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 5.0000%  | 0.0000% | $1000.00           | $294.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-08-01      | 4.0000%  | 0.0000% | $1024.00           | $283.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 5.5000%  | 0.0000% | $2000.00           | $469.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-06-01      | 4.0000%  | 0.0000% | $2000.00           | $602.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-04-01      | 3.5000%  | 0.0000% | $10000.00          | $1807.90           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $2048.00           | $619.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $1280.00           | $427.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-07-01      | 2.5000%  | 0.0000% | $1144.00           | $434.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-11-01      | 3.5000%  | 0.0000% | $1010.00           | $409.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $2048.00           | $970.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $3000.00           | $1450.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 3.5000%  | 0.0000% | $4000.00           | $1103.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $510.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $1001.00           | $490.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $519.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-02-01      | 2.0000%  | 0.0000% | $1000.00           | $462.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-11-01      | 4.0000%  | 0.0000% | $1000.00           | $392.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $4000.00           | $2184.52           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1020.00           | $591.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $3000.00           | $1178.95           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 3.5000%  | 0.0000% | $1000.00           | $387.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-01-01      | 4.5000%  | 0.0000% | $1000.00           | $226.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-04-01      | 2.0000%  | 0.0000% | $2000.00           | $839.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $4124.00           | $2624.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $611.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 3.5000%  | 0.0000% | $1000.00           | $629.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $704.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-03-01      | 2.0000%  | 0.0000% | $1000.00           | $539.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 3.5000%  | 0.0000% | $1000.00           | $543.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $639.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $6000.00           | $3706.50           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $1024.00           | $700.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $622.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-06-01      | 2.3000%  | 0.0000% | $4742000.00        | $3947907.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-07-01      | 1.8200%  | 0.0000% | $12608900.00       | $11227099.06       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-10-01      | 1.8700%  | 0.0000% | $15000000.00       | $12638268.58       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-11-01      | 1.9100%  | 0.0000% | $11925000.00       | $10479292.51       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-10-01      | 2.3100%  | 0.0000% | $1509350.00        | $1105764.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-10-01      | 2.0900%  | 0.0000% | $628980.00         | $512211.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-10-01      | 2.2650%  | 0.0000% | $1475000.00        | $1073818.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.4350%  | 0.0000% | $382000.00         | $210559.80         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-12-01      | 1.9600%  | 0.0000% | $2500000.00        | $2197333.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.9300%  | 0.0000% | $2460076.00        | $1803409.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-04-01      | 3.0100%  | 0.0000% | $1520130.00        | $1188982.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-05-01      | 3.8700%  | 0.0000% | $10355248.00       | $9727253.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-10-01      | 4.2600%  | 0.0000% | $36568000.00       | $36338791.78       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-12-01      | 4.9700%  | 0.0000% | $2670.00           | $2699.07           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-05-01      | 5.1600%  | 0.0000% | $29229400.00       | $29322407.95       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-12-01      | 6.0500%  | 0.0000% | $21350000.00       | $23528538.22       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-03-01      | 4.6300%  | 0.0000% | $465901.00         | $467787.12         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-07-01      | 5.3300%  | 0.0000% | $6000000.00        | $6138115.38        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-06-01      | 5.1900%  | 0.0000% | $718310.00         | $737689.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-12-01      | 4.6900%  | 0.0000% | $4228000.00        | $4288343.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-12-01      | 4.8600%  | 0.0000% | $6720000.00        | $6883746.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-06-01      | 5.1500%  | 0.0000% | $800000.00         | $829838.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.4380%  | 0.0000% | $5712000.00        | $4489173.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $906.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1819.91           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $2905.00           | $2558.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $880.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $1008.00           | $709.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $2024.00           | $1876.52           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $2144.00           | $1976.52           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $913.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 7.0000%  | 0.0000% | $4032.00           | $3629.41           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1008.00           | $910.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $2048.00           | $1880.07           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $2048.00           | $1937.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1280.00           | $1223.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1047.00           | $939.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1008.00           | $923.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1065.00           | $984.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $2048.00           | $1736.95           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $965.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1927.72           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $23559616.00       | $12843542.45       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $28454912.00       | $23960878.85       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $5823736.00        | $4309187.61        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $601717.00         | $622398.33         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $705881.00         | $731075.63         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $11379760.00       | $11533779.44       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $1000.00           | $956.69            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $66664448.00       | $68428189.30       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-02-20      | 6.5000%  | 0.0000% | $2214988.00        | $32227.95          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-10-20      | 5.0000%  | 0.0000% | $3006075.00        | $78347.39          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-05-20      | 4.0000%  | 0.0000% | $468955.00         | $25334.96          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $1131.00           | $663.98            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $1000.00           | $549.56            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $58485248.00       | $36612191.19       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $11385000.00       | $6618532.71        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $1000.00           | $787.56            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-06-15      | 3.5000%  | 0.0000% | $2000.00           | $1752.88           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 5.4940%  | 0.0000% | $25054432.00       | $23762694.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-11-15      | 4.5000%  | 0.0000% | $1000.00           | $139.20            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-10-15      | 5.0000%  | 0.0000% | $1000.00           | $12.53             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-12-15      | 5.0000%  | 0.0000% | $35900.00          | $640.39            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-01-15      | 6.5000%  | 0.0000% | $1000.00           | $45.65             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-12-20      | 4.5000%  | 0.0000% | $1000.00           | $26.31             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-12-20      | 5.5000%  | 0.0000% | $2000.00           | $66.41             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-12-20      | 6.0000%  | 0.0000% | $4000.00           | $199.04            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-08-15      | 6.5000%  | 0.0000% | $1000.00           | $18.33             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-10-15      | 4.0000%  | 0.0000% | $1975164.00        | $85798.59          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-05-20      | 5.5000%  | 0.0000% | $2000.00           | $73.22             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-02-20      | 4.9500%  | 0.0000% | $1007.00           | $63.96             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-08-15      | 4.0000%  | 0.0000% | $3000.00           | $182.44            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-15      | 3.0000%  | 0.0000% | $1000.00           | $378.72            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2054-11-15      | 4.5000%  | 0.0000% | $189160800.00      | $179838781.22      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-02-28      | 4.2500%  | 0.0000% | $45288200.00       | $46031884.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-06-15      | 3.8750%  | 0.0000% | $5031000.00        | $5095136.90        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $1070.00           | $1060.67           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $3142.00           | $3106.78           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-13      | 5.5000%  | 0.0000% | $1024.00           | $1039.71           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $991.36            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 4.5000%  | 0.0000% | $4000.00           | $3864.21           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1801.11           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.0000%  | 0.0000% | $3001.00           | $2819.49           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $4317.00           | $3926.90           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1808.26           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $994.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $1762.00           | $1735.32           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $2333.00           | $2350.12           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $1001.00           | $991.00            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.97           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.15           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.03           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.5000%  | 0.0000% | $1006.00           | $1050.53           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.26           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.19           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1973.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $974.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $3003.00           | $2960.93           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $2019.00           | $1974.34           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1039.69           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $997.39            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $1006522.00        | $139579.52         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-07-20      | 3.5000%  | 0.0000% | $992785.00         | $51973.44          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $4311120.00        | $578361.46         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $50000.00          | $5896.61           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-07-20      | 4.5000%  | 0.0000% | $300000.00         | $25680.60          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $8581.00           | $1096.08           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-02-20      | 6.0000%  | 0.0000% | $346000.00         | $25275.24          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-20      | 3.5000%  | 0.0000% | $73169920.00       | $26414443.65       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $6746000.00        | $3586772.55        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $34616.00          | $5491.18           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-03-20      | 2.5000%  | 0.0000% | $201349.00         | $16911.27          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 3.5000%  | 0.0000% | $16783008.00       | $6420978.12        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $9000.00           | $6414.51           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $29000.00          | $15656.53          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $36973.00          | $6903.70           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2058-04-15      | 4.6700%  | 0.0000% | $795471.00         | $766335.18         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $243273.00         | $254376.37         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-01-15      | 5.6000%  | 0.0000% | $6000.00           | $6177.52           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1374344.00        | $1435574.51        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 7.0000%  | 0.0000% | $1390560.00        | $849795.87         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $3624472.00        | $2961415.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2855324.00        | $3009321.35        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $8597200.00        | $2064575.97        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $1656566.00        | $1727662.40        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $477546.00         | $499066.02         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $4637552.00        | $4474615.69        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 7.0000%  | 0.0000% | $17347104.00       | $16444161.59       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 7.0000%  | 0.0000% | $379760.00         | $396965.18         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $2092556.00        | $1629140.69        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $891985.00         | $932332.36         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2288260.00        | $2404171.16        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1276954.00        | $1339780.32        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $4803040.00        | $4188802.30        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $2534608.00        | $2401443.43        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $2702368.00        | $2829669.45        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $3606056.00        | $2122334.12        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $212735.00         | $222138.25         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $168270.00         | $176226.58         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $592144.00         | $619909.52         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-09-20      | 6.0000%  | 0.0000% | $2301896.00        | $1791316.23        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $4991064.00        | $5147162.86        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $2068716.00        | $1745726.37        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $4098540.00        | $2876775.01        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $1490896.00        | $1315766.82        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $1357610.00        | $1420309.66        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-10-20      | 6.0000%  | 0.0000% | $2295752.00        | $2351403.47        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-10-20      | 7.0000%  | 0.0000% | $25135680.00       | $25995077.14       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-09-20      | 6.0000%  | 0.0000% | $1803624.00        | $1841402.75        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $4240232.00        | $4559407.30        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1076300.00        | $1095047.73        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2235796.00        | $2355733.70        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1055.07           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $1185960.00        | $1227472.16        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $2029.00           | $1959.99           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 4.5000%  | 0.0000% | $4096.00           | $3944.33           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $5064.00           | $3750.24           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1846.95           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $3072.00           | $3020.91           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $2122.00           | $2051.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $3073.00           | $3082.44           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $1069.00           | $1020.38           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.5000%  | 0.0000% | $3008.00           | $3154.45           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $1006.00           | $1026.44           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $3073.00           | $2973.43           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1963.53           | Agency Mortgage-Backed Securities  |

### Security 285: MUFG Securities Canada Ltd.

- **C.1 - Title:** MUFG Securities Canada Ltd. 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGFE3, C.3 - LEI: 549300Y1PMK3, C.5 - Other ID: ARP1GGFE3_3.68_0401
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.0000%  | 0.0000% | $49117000.00       | $25996180.59       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $24446792.00       | $22630877.92       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 7.5000%  | 0.0000% | $13968400.00       | $5482662.85        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 7.0000%  | 0.0000% | $1146.00           | $885.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $5292120.00        | $4751616.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $21000000.00       | $19171444.13       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $7901760.00        | $6767605.40        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $4411272.00        | $547144.27         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $6500.00           | $4572.71           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $23128992.00       | $15490241.39       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 4.5000%  | 0.0000% | $4699023.00        | $4120437.65        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $1000.00           | $712.14            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $4436352.00        | $3464425.45        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $209899.00         | $161236.40         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $9171040.00        | $6913458.01        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $4192764.00        | $2641114.53        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $761.25            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $255594.00         | $193358.45         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 6.0000%  | 0.0000% | $671640.00         | $486883.15         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 4.5000%  | 0.0000% | $1593924.00        | $1345186.26        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $88.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $71.50             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2048-02-15      | 3.0000%  | 0.0000% | $208300.00         | $154130.63         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2048-02-15      | 1.0000%  | 0.0000% | $100.00            | $94.85             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $58.41             | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $22038176.00       | $15830919.73       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 7.5000%  | 0.0000% | $1000.00           | $1014.19           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $130099.00         | $88020.91          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $49996800.00       | $6342554.33        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-04-16      | N/A      | 0.0000% | $127996700.00      | $127802785.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-06-25      | N/A      | 0.0000% | $100.00            | $99.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2039-05-15      | 4.2500%  | 0.0000% | $4102600.00        | $4038861.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-02-15      | 4.7500%  | 0.0000% | $1000.00           | $1010.15           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $80.72             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-05-15      | 2.8750%  | 0.0000% | $21306000.00       | $16574067.47       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.5000%  | 0.0000% | $3171186.00        | $1545355.29        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 3.0000%  | 0.0000% | $13263828.00       | $7458524.39        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $338773.00         | $222266.12         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 5.5000%  | 0.0000% | $21485064.00       | $489411.78         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-10-01      | 6.4730%  | 0.0000% | $6349.00           | $287.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 4.0000%  | 0.0000% | $37394852.00       | $1682748.62        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-01-01      | 3.5000%  | 0.0000% | $7394463.00        | $1082818.07        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.0000%  | 0.0000% | $1949.00           | $153.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-07-01      | 3.0000%  | 0.0000% | $127957797.00      | $19455222.85       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 2.0000%  | 0.0000% | $20394356.00       | $11541655.25       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 2.5000%  | 0.0000% | $3962043.00        | $1824986.21        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $36858900.00       | $22124423.70       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $623.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 2.0000%  | 0.0000% | $19989800.00       | $13891351.82       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $584982.00         | $421023.19         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $18869600.00       | $14501633.55       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $6601984.00        | $4114070.42        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.0000%  | 0.0000% | $2188152.00        | $1627205.77        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 4.5000%  | 0.0000% | $50006515.00       | $1769367.41        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 4.0000%  | 0.0000% | $1027.00           | $199.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.5000%  | 0.0000% | $35930832.00       | $14808532.40       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $496.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 2.0000%  | 0.0000% | $11933993.00       | $4286074.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $9320000.00        | $5169886.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $15000090.00       | $4048740.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $186.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $5178774.00        | $1613385.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $1011.00           | $346.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $179.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1361601.00        | $916408.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $16587604.00       | $6570353.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $27624672.00       | $15512856.08       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $590.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $1024.00           | $569.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $14997000.00       | $8749991.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $9466.00           | $5420.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $166900.00         | $104148.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $761.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $682.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1024.00           | $613.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1114.00           | $727.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $2024.00           | $1465.92           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $2465172.00        | $1823312.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $542.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $2720781.00        | $1045967.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1791773.00        | $970487.41         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 4.5000%  | 0.0000% | $1486958.00        | $1260216.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $725.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $1077.00           | $310.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $174.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $17995000.00       | $12780480.28       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.0000%  | 0.0000% | $3817220.00        | $2554117.32        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.0000%  | 0.0000% | $262400.00         | $177909.88         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $36793454.00       | $29432585.28       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $70100.00          | $55467.07          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $19999000.00       | $16120371.12       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $1077500.00        | $1009406.50        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 1.5000%  | 0.0000% | $1001.00           | $535.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.5000%  | 0.0000% | $51958592.00       | $29611728.02       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 4.0000%  | 0.0000% | $20235232.00       | $15760013.59       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1008.00           | $518.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $1024.00           | $435.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-05-01      | 2.5000%  | 0.0000% | $1000.00           | $633.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-01      | 1.5000%  | 0.0000% | $5680222.00        | $3063101.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-01      | 2.0000%  | 0.0000% | $1001.00           | $513.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $63591936.00       | $40063606.89       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.5000%  | 0.0000% | $1029.00           | $707.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $2030.00           | $1449.49           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $776.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $3924390.00        | $2932806.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-05-01      | 2.5000%  | 0.0000% | $1000.00           | $575.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-06-01      | 2.5000%  | 0.0000% | $1261542.00        | $580861.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $14994000.00       | $8437410.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-05-01      | 2.5000%  | 0.0000% | $1000.00           | $660.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-07-01      | 2.5000%  | 0.0000% | $1000.00           | $671.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $5577900.00        | $4086331.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $28632117.00       | $21333051.72       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $63567872.00       | $48665027.92       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 5.0000%  | 0.0000% | $8273296.00        | $7599551.64        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $101320075.00      | $87206915.85       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $3713865.00        | $2659621.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $30801568.00       | $20733363.52       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1769700.00        | $1422502.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 6.5000%  | 0.0000% | $12320.00          | $9158.40           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $285328.00         | $162862.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $6652622.00        | $4623750.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 4.5000%  | 0.0000% | $1066882.00        | $886397.11         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $1056.00           | $946.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $24302202.00       | $19739256.78       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.0000%  | 0.0000% | $66834528.00       | $60118107.18       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $7494286.00        | $6859740.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $30369838.00       | $24679551.04       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $1152.00           | $947.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.0000%  | 0.0000% | $19985709.00       | $19229894.35       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $8022299.00        | $7372423.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.0000%  | 0.0000% | $2040500.00        | $1735465.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $98043684.00       | $81117763.91       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1019.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $5380815.00        | $5065241.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $4634112.00        | $4685237.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 3.5000%  | 0.0000% | $25000000.00       | $5004356.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $7862256.00        | $4775991.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 4.5000%  | 0.0000% | $77406.00          | $40288.07          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $21747240.00       | $14878646.35       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $2008.00           | $1228.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $11204608.00       | $7672273.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $28991264.00       | $21115088.53       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $848549.00         | $642878.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1575552.00        | $1319679.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $6311260.00        | $5470742.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $3636492.00        | $3243224.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $29190912.00       | $23622697.69       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $12073456.00       | $10405690.14       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $8826864.00        | $8565930.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-09-01      | 4.3700%  | 0.0000% | $7766.00           | $90.65             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-02-01      | 5.0000%  | 0.0000% | $173564000.00      | $8074263.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 5.5000%  | 0.0000% | $72751432.00       | $621867.22         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-09-01      | 6.5300%  | 0.0000% | $20003606.00       | $277587.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 1.5000%  | 0.0000% | $41207407.00       | $24707194.81       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 2.0000%  | 0.0000% | $14993000.00       | $8498562.21        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $1016.00           | $916.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-03-01      | 4.3960%  | 0.0000% | $3464.00           | $41.48             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 6.2900%  | 0.0000% | $83610957.00       | $357643.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $21419920.00       | $20777707.07       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $10057.00          | $8526.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $251300.00         | $236462.84         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-12-01      | 4.0000%  | 0.0000% | $976199.00         | $208123.83         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-03-01      | 4.0000%  | 0.0000% | $1088.00           | $282.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2064-06-01      | 2.5000%  | 0.0000% | $8125260.00        | $6136530.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-06-01      | 3.5000%  | 0.0000% | $1000.00           | $326.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2057-01-01      | 3.5000%  | 0.0000% | $50988201.00       | $14326445.29       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2029-04-15      | 2.1250%  | 0.0000% | $5627200.00        | $6134859.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-11-30      | 4.2500%  | 0.0000% | $499900.00         | $508575.64         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-09-30      | 3.6250%  | 0.0000% | $16927200.00       | $16718504.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-12-31      | 3.6250%  | 0.0000% | $797700.00         | $794038.90         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2033-11-15      | N/A      | 0.0000% | $7536646.62        | $5458740.39        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $21707000.00       | $17668122.64       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $6694170.00        | $5240960.03        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-08-06      | 4.0000%  | 0.0000% | $2068000.00        | $2067572.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-11-05      | 3.8900%  | 0.0000% | $20301000.00       | $20477889.38       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 4.5000%  | 0.0000% | $11336446.00       | $924726.84         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-06-01      | 3.5000%  | 0.0000% | $3646536.00        | $356111.19         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-10-01      | 4.0000%  | 0.0000% | $1024.00           | $145.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 3.5000%  | 0.0000% | $1439106.00        | $316675.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1168900.00        | $418123.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-02-01      | 4.0000%  | 0.0000% | $10392714.00       | $763237.09         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.5000%  | 0.0000% | $6796216.00        | $3391220.29        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 2.5000%  | 0.0000% | $5678252.00        | $3595280.01        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $19843160.00       | $15392378.46       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2051-02-15      | 1.8750%  | 0.0000% | $965100.00         | $537573.25         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $132.86            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-02-15      | 1.8750%  | 0.0000% | $200.00            | $138.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $63.39             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $73.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-11-15      | 2.0000%  | 0.0000% | $10250500.00       | $7158209.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-02-15      | 2.3750%  | 0.0000% | $200.00            | $146.25            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-05-15      | 3.2500%  | 0.0000% | $300.00            | $250.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-08-15      | 3.3750%  | 0.0000% | $2300.00           | $1930.22           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $87.37             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-11-15      | 4.0000%  | 0.0000% | $1019200.00        | $936847.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-08-15      | 4.1250%  | 0.0000% | $13426000.00       | $11836600.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-11-15      | 4.7500%  | 0.0000% | $527500.00         | $522044.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-08-15      | 4.2500%  | 0.0000% | $1000.00           | $900.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $98.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2055-08-15      | 4.7500%  | 0.0000% | $7339500.00        | $7191392.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2055-11-15      | 4.6250%  | 0.0000% | $300.00            | $291.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-08-15      | 1.5000%  | 0.0000% | $37395400.00       | $37145195.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $94.77             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-06-30      | 1.2500%  | 0.0000% | $400.00            | $379.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-07-31      | 2.7500%  | 0.0000% | $500.00            | $495.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-11-30      | 3.8750%  | 0.0000% | $2460700.00        | $2491550.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-01-31      | 3.5000%  | 0.0000% | $200.00            | $199.99            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $96.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-01-15      | 4.0000%  | 0.0000% | $5951700.00        | $6011557.99        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $28764053.00       | $25216943.80       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $999991.00         | $988400.23         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $8048000.00        | $7648974.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $14801120.00       | $13770591.18       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $25671915.00       | $25819584.32       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 2.0000%  | 0.0000% | $61859036.00       | $49732057.37       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2058-01-01      | 3.5000%  | 0.0000% | $1000.00           | $395.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2063-03-01      | 4.0000%  | 0.0000% | $1000.00           | $731.10            | Agency Mortgage-Backed Securities  |

### Security 286: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGFF0, C.3 - LEI: 5U0XI89JRFVH, C.5 - Other ID: ARP1GGFF0_3.66_0401
- **C.18 - Value (incl. sponsor support):** $780000000.00
- **C.18.a - Value (excl. sponsor support):** $780000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2049-11-15      | 2.3750%  | 0.0000% | $442510900.00      | $285582220.54      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-02-15      | 2.0000%  | 0.0000% | $92982900.00       | $54314839.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-15      | 3.3750%  | 0.0000% | $266077700.00      | $263727273.70      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-09-30      | 3.6250%  | 0.0000% | $662000.00         | $653838.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-30      | 3.5000%  | 0.0000% | $192711500.00      | $191402722.08      | U.S. Treasuries (including strips) |

### Security 287: Deutsche Bank Securities, Inc.

- **C.1 - Title:** Deutsche Bank Securities, Inc. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGFG8, C.3 - LEI: 9J6MBOOO7BEC, C.5 - Other ID: ARP1GGFG8_3.66_0401
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-01-15      | 0.5000%  | 0.0000% | $71612400.00       | $93753129.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-15      | 0.2500%  | 0.0000% | $207240100.00      | $256275726.64      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $207940900.00      | $280682964.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-07-15      | 1.3750%  | 0.0000% | $263311300.00      | $276077264.25      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 2.1250%  | 0.0000% | $289402300.00      | $315271052.96      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-07-15      | 1.8750%  | 0.0000% | $203861300.00      | $205939924.83      | U.S. Treasuries (including strips) |

### Security 288: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGFK9, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1GGFK9_3.66_0401
- **C.18 - Value (incl. sponsor support):** $3250000000.00
- **C.18.a - Value (excl. sponsor support):** $3250000000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2029-04-15      | 3.8750%  | 0.0000% | $171379200.00      | $371994579.91      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-08-15      | 2.2500%  | 0.0000% | $141224800.00      | $138621293.52      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-30      | 3.8750%  | 0.0000% | $229508000.00      | $232589416.06      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-31      | 4.8750%  | 0.0000% | $705195200.00      | $737503679.13      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-11-15      | 4.5000%  | 0.0000% | $964105600.00      | $1000003182.45     | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-11-30      | 4.3750%  | 0.0000% | $74560000.00       | $76669247.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-01-15      | 4.2500%  | 0.0000% | $97915200.00       | $99469726.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-01-31      | 3.7500%  | 0.0000% | $54774400.00       | $54640360.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-05-15      | N/A      | 0.0000% | $622387493.90      | $596764423.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-11-15      | N/A      | 0.0000% | $7537216.00        | $7081116.45        | U.S. Treasuries (including strips) |

### Security 289: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGFM5, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1GGFM5_3.67_0401
- **C.18 - Value (incl. sponsor support):** $1061000000.00
- **C.18.a - Value (excl. sponsor support):** $1061000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Farm Credit Bank                 | 2033-03-03      | 4.3750%  | 0.0000% | $17542000.00       | $17690278.63       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.0000%  | 0.0000% | $1030.00           | $857.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-05-23      | 3.8500%  | 0.0000% | $140000000.00      | $140801305.56      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 3.5000%  | 0.0000% | $2049972.00        | $194731.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $2000.00           | $239.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $433900.00         | $52997.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $189997.00         | $133661.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $310252032.00      | $234188831.34      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 3.5000%  | 0.0000% | $437122.00         | $322552.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $340000.00         | $236120.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $274449920.00      | $82908265.15       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 4.5000%  | 0.0000% | $50000000.00       | $44321610.53       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 3.5000%  | 0.0000% | $32194.00          | $9037.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $28742.00          | $7759.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 3.5000%  | 0.0000% | $765632.00         | $240008.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2072-05-20      | 6.1720%  | 0.0000% | $1236002.00        | $754794.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-06-20      | 7.0000%  | 0.0000% | $643885.00         | $291548.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.1500%  | 0.0000% | $171201.00         | $172499.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.5500%  | 0.0000% | $387099.00         | $400938.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2058-12-15      | 5.6500%  | 0.0000% | $270402.00         | $284565.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-01-15      | 5.3900%  | 0.0000% | $704685.00         | $722705.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $2002972.00        | $2038054.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-02-15      | 4.9300%  | 0.0000% | $1836408.00        | $1845113.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.4000%  | 0.0000% | $91172.00          | $93699.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-01-20      | 6.2730%  | 0.0000% | $991167.00         | $1061712.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1142100.00        | $1175784.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-01-20      | 5.1060%  | 0.0000% | $21824224.00       | $23546949.75       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $1005.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1091042.00        | $1150039.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $7740280.00        | $7877393.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1911806.00        | $1946664.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $2584580.00        | $2729481.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1188778.00        | $1184307.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1049.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $814184.00         | $836677.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-02-20      | 4.9410%  | 0.0000% | $9999968.00        | $10698840.77       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $118889472.00      | $121217755.95      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $59340000.00       | $37052076.72       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $16507136.00       | $14907422.23       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $30970720.00       | $26795116.10       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $236905216.00      | $239250734.56      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 3.5000%  | 0.0000% | $20331712.00       | $19953313.88       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $45179760.00       | $45882019.15       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $430823.00         | $450293.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $3723996.00        | $3715023.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1015986.00        | $1045949.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1000232.00        | $1024114.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-15      | 4.5000%  | 0.0000% | $54847.00          | $16384.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-06-15      | 4.5000%  | 0.0000% | $1000.00           | $287.16            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-03-15      | 5.5000%  | 0.0000% | $19548797.00       | $33287.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-01-20      | 7.0000%  | 0.0000% | $2831932.00        | $8744.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-12-20      | 4.0000%  | 0.0000% | $2000.00           | $238.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $1064.00           | $475.30            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 4.0000%  | 0.0000% | $1000.00           | $840.95            | Agency Mortgage-Backed Securities |

### Security 290: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGFN3, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP1GGFN3_3.66_0401
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2032-02-15      | 1.8750%  | 0.0000% | $38821900.00       | $34505875.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $27805100.00       | $27467573.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 2.7500%  | 0.0000% | $34914800.00       | $34578153.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 4.1250%  | 0.0000% | $30781900.00       | $31029996.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-28      | 4.2500%  | 0.0000% | $31318100.00       | $31832379.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 4.6250%  | 0.0000% | $12608100.00       | $13136015.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $33112300.00       | $34035771.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $29260000.00       | $29633016.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 3.8750%  | 0.0000% | $28299800.00       | $28491010.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 3.6250%  | 0.0000% | $30316000.00       | $30318142.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-10-31      | 3.7500%  | 0.0000% | $32280200.00       | $32106024.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-29      | 3.3750%  | 0.0000% | $30054800.00       | $29902424.29       | U.S. Treasuries (including strips) |

### Security 291: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGFO1, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1GGFO1_3.67_0401
- **C.18 - Value (incl. sponsor support):** $1150000000.00
- **C.18.a - Value (excl. sponsor support):** $1150000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2028-08-15      | 5.5000%  | 0.0000% | $100.00            | $104.38            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-08-31      | 1.1250%  | 0.0000% | $1000.00           | $938.33            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-31      | 1.3750%  | 0.0000% | $77004400.00       | $72777050.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-09-30      | 4.6250%  | 0.0000% | $2236400.00        | $2277221.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-31      | 4.8750%  | 0.0000% | $935964700.00      | $978031581.76      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-15      | 2.3750%  | 0.0000% | $104657800.00      | $116226171.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-09-15      | 3.3750%  | 0.0000% | $45100.00          | $44664.13          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-08-15      | N/A      | 0.0000% | $3622875.00        | $3572335.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $205629.80         | $69923.59          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $31.99             | $9.25              | U.S. Treasuries (including strips) |

### Security 292: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGFQ6, C.3 - LEI: K5HU16E3LMSV, C.5 - Other ID: ARP1GGFQ6_3.68_0401
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2027-02-01      | 4.0000%  | 0.0000% | $499712.00         | $489.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-06-01      | 4.5000%  | 0.0000% | $215000.00         | $1.19              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-04-01      | 2.5000%  | 0.0000% | $1750000.00        | $50739.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-05-01      | 4.0000%  | 0.0000% | $5000.00           | $4.09              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-03-01      | 2.0000%  | 0.0000% | $660000.00         | $14679.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-01-01      | 2.0000%  | 0.0000% | $419223.00         | $20889.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-04-01      | 3.0000%  | 0.0000% | $885000.00         | $31762.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-06-01      | 4.0000%  | 0.0000% | $3102094.00        | $215160.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-01-01      | 3.5000%  | 0.0000% | $10000.00          | $1684.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 5.0000%  | 0.0000% | $2073557.00        | $172511.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-09-01      | 5.5000%  | 0.0000% | $8000.00           | $1888.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-03-01      | 4.5000%  | 0.0000% | $150000.00         | $34657.75          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-07-01      | 3.0000%  | 0.0000% | $224000.00         | $125813.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-12-01      | 4.0000%  | 0.0000% | $125000.00         | $71450.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-01-01      | 4.5000%  | 0.0000% | $20000.00          | $16049.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-07-01      | 4.5000%  | 0.0000% | $54000.00          | $41285.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-03-01      | 3.5000%  | 0.0000% | $16000.00          | $12877.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-10-01      | 3.0000%  | 0.0000% | $15758798.00       | $2602874.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 4.5000%  | 0.0000% | $700000.00         | $545441.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1386.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $754000.00         | $556569.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $42000.00          | $28765.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-03-01      | 4.5000%  | 0.0000% | $200000.00         | $135526.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.0000%  | 0.0000% | $600000.00         | $468525.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $57540.00          | $43246.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $156593.00         | $126296.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $6295000.00        | $5500345.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 7.0000%  | 0.0000% | $14829000.00       | $10181797.53       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $23000000.00       | $16080848.53       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.5000%  | 0.0000% | $100000.00         | $72993.22          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 4.5000%  | 0.0000% | $1159441.00        | $791232.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.5000%  | 0.0000% | $15000.00          | $12377.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.0000%  | 0.0000% | $5600787.00        | $4309712.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 4.0000%  | 0.0000% | $6029712.00        | $4910621.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-10-01      | 3.0000%  | 0.0000% | $1350000.00        | $194364.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-09-01      | 2.5000%  | 0.0000% | $4900000.00        | $885027.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $140.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-04-01      | 4.0000%  | 0.0000% | $2000.00           | $329.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $53000.00          | $45867.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 3.0000%  | 0.0000% | $89500.00          | $31201.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 4.0000%  | 0.0000% | $40000.00          | $28239.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-11-01      | 3.0000%  | 0.0000% | $6000.00           | $2071.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-12-01      | 2.5000%  | 0.0000% | $7000.00           | $3076.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-12-01      | 2.0000%  | 0.0000% | $714000.00         | $377136.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 3.0000%  | 0.0000% | $3248000.00        | $1909402.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 3.0000%  | 0.0000% | $6000.00           | $4229.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $1317331.00        | $812617.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 6.0000%  | 0.0000% | $60000.00          | $38096.75          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 6.0000%  | 0.0000% | $25000.00          | $17362.39          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 6.0000%  | 0.0000% | $4040000.00        | $2612053.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $8109032.00        | $5256657.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $300000.00         | $196765.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.5000%  | 0.0000% | $365000.00         | $210668.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.5000%  | 0.0000% | $152000.00         | $67790.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.0000%  | 0.0000% | $5000.00           | $4085.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.5000%  | 0.0000% | $114000.00         | $57696.52          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $823000.00         | $719586.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 3.0000%  | 0.0000% | $3221060.00        | $2304226.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $76703.00          | $59058.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 4.5000%  | 0.0000% | $138000.00         | $106236.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-10-01      | 3.9500%  | 0.0000% | $4460741.00        | $4401294.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 3.0000%  | 0.0000% | $15171342.00       | $9001887.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 3.0000%  | 0.0000% | $2070000.00        | $1432349.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.5000%  | 0.0000% | $6743019.00        | $4442481.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $40000.00          | $25194.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $6450000.00        | $4666619.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-09-01      | 3.0000%  | 0.0000% | $59000.00          | $19617.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-06-01      | 3.0000%  | 0.0000% | $24000.00          | $16219.07          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.0000%  | 0.0000% | $25000.00          | $23141.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $18000000.00       | $16055083.87       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $90000.00          | $87145.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $23000.00          | $16312.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-03-01      | 5.5000%  | 0.0000% | $1000000.00        | $2688.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-06-01      | 5.5000%  | 0.0000% | $27248.00          | $138.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-07-01      | 5.5000%  | 0.0000% | $4004092.00        | $16559.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-09-01      | 3.0000%  | 0.0000% | $1236881.00        | $2990.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-07-01      | 3.5000%  | 0.0000% | $6500.00           | $8.90              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-05-01      | 3.0000%  | 0.0000% | $230000.00         | $2619.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-05-01      | 2.0000%  | 0.0000% | $3075000.00        | $110104.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-11-01      | 2.5000%  | 0.0000% | $200000.00         | $9966.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-11-01      | 2.5000%  | 0.0000% | $363436.00         | $48079.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-11-01      | 3.5000%  | 0.0000% | $235000.00         | $35139.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-01-01      | 3.5000%  | 0.0000% | $98000.00          | $18215.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-06-01      | 4.5000%  | 0.0000% | $4788.00           | $575.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-11-01      | 4.5000%  | 0.0000% | $1482497.00        | $150022.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-02-01      | 4.5000%  | 0.0000% | $605000.00         | $18266.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-06-01      | 3.5000%  | 0.0000% | $150000.00         | $19424.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-08-01      | 3.5000%  | 0.0000% | $52000.00          | $7214.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-11-01      | 4.5000%  | 0.0000% | $761989.00         | $80322.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 3.0000%  | 0.0000% | $304000.00         | $52821.39          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-12-01      | 5.5000%  | 0.0000% | $180000.00         | $1159.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-11-01      | 6.0000%  | 0.0000% | $312100.00         | $1303.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-06-01      | 5.5000%  | 0.0000% | $70201.00          | $757.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-11-01      | 6.5000%  | 0.0000% | $13675000.00       | $81689.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-01-01      | 5.5000%  | 0.0000% | $853277.00         | $5478.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-09-01      | 5.5000%  | 0.0000% | $821562.00         | $6029.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-06-01      | 5.5000%  | 0.0000% | $388000.00         | $1654.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-12-01      | 5.5000%  | 0.0000% | $3112000.00        | $37740.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-01-01      | 5.5000%  | 0.0000% | $7941829.00        | $59095.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-05-01      | 5.5000%  | 0.0000% | $186000.00         | $2311.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-03-01      | 5.5000%  | 0.0000% | $174278.00         | $1696.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-02-01      | 5.5000%  | 0.0000% | $145473.00         | $1465.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-06-01      | 5.0000%  | 0.0000% | $70000.00          | $3789.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-06-01      | 5.5000%  | 0.0000% | $2000.00           | $122.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-07-01      | 5.5000%  | 0.0000% | $131554.00         | $1450.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-08-01      | 3.0000%  | 0.0000% | $106000.00         | $16655.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-03-01      | 4.5000%  | 0.0000% | $2000.00           | $169.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-02-01      | 3.0000%  | 0.0000% | $15000.00          | $2042.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 3.5000%  | 0.0000% | $36000.00          | $3617.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-10-01      | 3.5000%  | 0.0000% | $2099318.00        | $250118.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.5000%  | 0.0000% | $1059000.00        | $85176.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-02-01      | 4.5000%  | 0.0000% | $289283.00         | $278030.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-02-01      | 5.5000%  | 0.0000% | $110000.00         | $109246.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $1792000.00        | $1744693.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-03-01      | 4.0000%  | 0.0000% | $3144141.00        | $3075829.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $1270125.00        | $1278390.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-03-01      | 5.0000%  | 0.0000% | $6352436.00        | $6297516.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-02-01      | 5.5000%  | 0.0000% | $1002841.00        | $1016809.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 2.5000%  | 0.0000% | $1000000.00        | $608515.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 4.5000%  | 0.0000% | $105000.00         | $76913.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 6.0000%  | 0.0000% | $35000.00          | $25180.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 2.5000%  | 0.0000% | $5422119.00        | $3746695.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-05-01      | 3.0000%  | 0.0000% | $21000.00          | $14075.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-05-01      | 4.9300%  | 0.0000% | $14328000.00       | $14674642.08       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $930.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $1197083.00        | $1006114.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $6309363.00        | $5558244.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $7606812.00        | $6668759.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.0000%  | 0.0000% | $10000.00          | $7709.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $25000.00          | $23228.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.0000%  | 0.0000% | $8902250.00        | $8282430.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 2.5000%  | 0.0000% | $10215263.00       | $8443017.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $12657166.00       | $12453264.87       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 2.0000%  | 0.0000% | $3205490.00        | $2637495.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-10-01      | 2.5000%  | 0.0000% | $3978334.00        | $3413145.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 4.5000%  | 0.0000% | $16131514.00       | $15658844.51       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.0000%  | 0.0000% | $4680310.00        | $3815958.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.5000%  | 0.0000% | $900000.00         | $559340.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $112099.00         | $95513.82          | Agency Mortgage-Backed Securities |

### Security 293: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGFR4, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP1GGFR4_3.67_0401
- **C.18 - Value (incl. sponsor support):** $2800000000.00
- **C.18.a - Value (excl. sponsor support):** $2800000000.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 3.5000%  | 0.0000% | $14657784.00       | $2411038.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $166635000.00      | $33795951.70       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.5000%  | 0.0000% | $732852080.00      | $109693092.36      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.0000%  | 0.0000% | $65430695.00       | $45942338.35       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $3100000.00        | $2483253.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $200477582.00      | $167336959.40      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $160356843.00      | $145022226.63      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $122168000.00      | $91376199.81       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $94995434.00       | $70557498.15       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-08-25      | 5.3000%  | 0.0000% | $200000.00         | $202238.80         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-05-11      | 5.7500%  | 0.0000% | $125000.00         | $128064.64         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-01-25      | 5.3000%  | 0.0000% | $1320000.00        | $1348536.64        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-05-01      | 5.2700%  | 0.0000% | $43000.00          | $45726.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $863000.00         | $585685.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 4.5000%  | 0.0000% | $121656574.00      | $92686537.68       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-03-12      | 3.4800%  | 0.0000% | $15000.00          | $14701.18          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-07-16      | 2.7500%  | 0.0000% | $52000.00          | $51596.44          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-07-24      | 3.0200%  | 0.0000% | $15000.00          | $14364.63          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-08-01      | 4.1000%  | 0.0000% | $15000.00          | $15060.11          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-09-23      | 4.3000%  | 0.0000% | $100000.00         | $100988.66         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-11-28      | 2.8300%  | 0.0000% | $1000.00           | $983.80            | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-12-20      | 2.7300%  | 0.0000% | $300000.00         | $296802.05         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-10-13      | 2.5500%  | 0.0000% | $52000.00          | $52278.88          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2030-02-06      | 3.1250%  | 0.0000% | $15000.00          | $14627.47          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-01-02      | 3.2200%  | 0.0000% | $255000.00         | $252478.45         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-12-14      | 3.3500%  | 0.0000% | $7000.00           | $6976.64           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-05-17      | 3.5600%  | 0.0000% | $40000.00          | $38907.64          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2049-10-15      | 2.6250%  | 0.0000% | $128000.00         | $83374.99          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-06-12      | 2.5000%  | 0.0000% | $150000.00         | $144797.47         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-01-03      | 2.3000%  | 0.0000% | $100000.00         | $97918.82          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-04-03      | 2.5300%  | 0.0000% | $70000.00          | $66258.11          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-12-18      | 2.0000%  | 0.0000% | $10000.00          | $9577.76           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2037-01-29      | 2.4300%  | 0.0000% | $1150000.00        | $946131.45         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-02-05      | 1.9400%  | 0.0000% | $136000.00         | $124117.11         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2039-02-07      | 2.3900%  | 0.0000% | $500000.00         | $389727.50         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-06-24      | 0.7600%  | 0.0000% | $1400000.00        | $1351421.09        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2030-02-19      | 1.8000%  | 0.0000% | $5000.00           | $4639.95           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-04-27      | 1.0200%  | 0.0000% | $133000.00         | $129734.23         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-05-11      | 1.2700%  | 0.0000% | $235000.00         | $218263.98         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-07-21      | 1.4400%  | 0.0000% | $100000.00         | $87653.30          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2034-05-17      | 1.9100%  | 0.0000% | $160000.00         | $134419.91         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2032-09-01      | 3.5000%  | 0.0000% | $185000.00         | $178563.41         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2032-03-16      | 2.3800%  | 0.0000% | $100000.00         | $91009.97          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2037-03-30      | 3.0800%  | 0.0000% | $1090000.00        | $951466.45         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2032-04-12      | 2.9000%  | 0.0000% | $19720000.00       | $18676159.05       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-02-28      | 4.2500%  | 0.0000% | $100000.00         | $101396.78         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2030-03-28      | 4.3750%  | 0.0000% | $66000.00          | $67122.10          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-12-15      | 4.2500%  | 0.0000% | $554000.00         | $566205.66         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-06-21      | 3.8750%  | 0.0000% | $170000.00         | $171874.23         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-08-08      | 4.5000%  | 0.0000% | $100000.00         | $102020.20         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-08-14      | 4.5000%  | 0.0000% | $750000.00         | $756312.75         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-07-08      | 4.7500%  | 0.0000% | $820000.00         | $831079.34         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-04-20      | 4.8750%  | 0.0000% | $150000.00         | $153356.86         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-04-05      | 4.6250%  | 0.0000% | $35000.00          | $36485.72          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-12-10      | 3.8750%  | 0.0000% | $120000.00         | $121434.35         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-04-30      | 4.7500%  | 0.0000% | $5000.00           | $5229.73           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-05-08      | 4.7500%  | 0.0000% | $1150000.00        | $1172833.31        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-06-11      | 4.2500%  | 0.0000% | $445000.00         | $456205.59         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-07-10      | 4.6250%  | 0.0000% | $1000000.00        | $1012638.25        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-03-03      | 3.7500%  | 0.0000% | $185000.00         | $185134.43         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-03-04      | 3.5000%  | 0.0000% | $2000000.00        | $1999430.00        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-10-23      | 4.0000%  | 0.0000% | $182000.00         | $185618.81         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-06-25      | 3.7500%  | 0.0000% | $250000.00         | $252250.50         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-09-15      | 3.6250%  | 0.0000% | $1000000.00        | $1000327.11        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2034-03-20      | 4.1250%  | 0.0000% | $2900000.00        | $2862391.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $24246483.00       | $20462531.84       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-01-01      | 3.5000%  | 0.0000% | $38649795.00       | $27312269.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $62073810.00       | $2836135.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $19418831.00       | $3038770.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 4.0000%  | 0.0000% | $15387425.00       | $2421892.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $3028000.00        | $2698219.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $1907475.00        | $1855390.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $7862920.00        | $2387238.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2062-03-01      | 2.5000%  | 0.0000% | $60755427.00       | $39640082.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2062-06-01      | 4.5000%  | 0.0000% | $26502317.00       | $18434700.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $11845406.00       | $2546152.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 4.0000%  | 0.0000% | $6389802.00        | $2408141.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $5048389.00        | $2708477.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $1375492.00        | $500791.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $11155324.00       | $2269029.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 5.0000%  | 0.0000% | $8833899.00        | $2496436.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 3.5000%  | 0.0000% | $69866954.00       | $53163549.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $39535627.00       | $29942666.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 4.5000%  | 0.0000% | $11106986.00       | $2552143.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $2513363.00        | $2562499.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $4456102.00        | $2524481.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $3314450.00        | $2608693.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $4958400.00        | $2990630.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $3593854.00        | $2702938.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $29312422.00       | $19308683.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $150804954.00      | $52260317.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $194288889.00      | $46384378.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $134699307.00      | $24583231.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 4.0000%  | 0.0000% | $7199359.00        | $2090664.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $60914376.00       | $47746749.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $59612595.00       | $46679344.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $42509035.00       | $26935406.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $101252652.00      | $80826687.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $28229479.00       | $20818745.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $31705627.00       | $22099986.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $25339446.00       | $20155381.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $24070338.00       | $19948012.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 4.5000%  | 0.0000% | $30471399.00       | $25704643.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $70994075.00       | $58065446.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $113709198.00      | $96878465.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $22410000.00       | $19602308.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.0000%  | 0.0000% | $2090891.00        | $2096907.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-01      | 6.5000%  | 0.0000% | $2460450.00        | $2567230.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $81408473.00       | $76652033.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $4635500.00        | $2536863.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $24254037.00       | $15414076.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $28759280.00       | $17980097.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $1366000.00        | $894254.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $3679085.00        | $2525873.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $32460224.00       | $23398170.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $27858246.00       | $19608700.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $43487272.00       | $35334847.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $43024348.00       | $35764050.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $84858373.00       | $85243526.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $3139103.00        | $2621340.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $17740000.00       | $16656386.34       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $15932160.00       | $15379079.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $87770892.00       | $85767626.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $7747610.00        | $5344062.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $13885000.00       | $8794489.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $22007340.00       | $19868882.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $20880000.00       | $17406004.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $66973178.00       | $65939117.52       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.0000%  | 0.0000% | $90183542.00       | $84564919.57       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.0000%  | 0.0000% | $11763201.00       | $11287978.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.0000%  | 0.0000% | $11621047.00       | $11480205.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $36593348.00       | $36266507.17       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-02-01      | 5.0000%  | 0.0000% | $40358941.00       | $40167092.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-02-01      | 5.0000%  | 0.0000% | $104174544.00      | $103840942.42      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $6813765.00        | $2800776.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $39360269.00       | $24569358.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.5000%  | 0.0000% | $2605000.00        | $1790873.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $206792718.00      | $145614550.19      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $85308817.00       | $61440335.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $30822005.00       | $22283825.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $25833207.00       | $17445486.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $64211211.00       | $49884146.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $29700310.00       | $21640499.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $37975619.00       | $27695303.40       | Agency Mortgage-Backed Securities |

### Security 294: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGFS2, C.3 - LEI: 5U0XI89JRFVH, C.5 - Other ID: ARP1GGFS2_3.67_0401
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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    | 2039-09-01      | 4.5000%  | 0.0000% | $9531464.00        | $205898.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.5000%  | 0.0000% | $299926923.00      | $115107940.09      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $493542000.00      | $249589262.66      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $210000000.00      | $150000591.68      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $432000000.00      | $236238223.64      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 5.5000%  | 0.0000% | $10399719.00       | $7753926.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $5500000.00        | $5430361.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $292938222.00      | $265778798.71      | Agency Mortgage-Backed Securities |

### Security 295: Northern Trust Co. - Fixed Income Clearing Corp.

- **C.1 - Title:** Northern Trust Co. - Fixed Income Clearing Corp. 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGGA0, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1GGGA0_3.62_0401
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Northern Trust Co. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2031-02-15      | 1.1250%  | 0.0000% | $50000000.00       | $43880853.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-15      | 1.1250%  | 0.0000% | $18881100.00       | $16570375.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 3.5000%  | 0.0000% | $50000000.00       | $50479953.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 3.5000%  | 0.0000% | $6583900.00        | $6647099.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-30      | 3.5000%  | 0.0000% | $50000000.00       | $49660009.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-15      | 1.1250%  | 0.0000% | $50000000.00       | $43880853.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-15      | 1.1250%  | 0.0000% | $50000000.00       | $43880853.87       | U.S. Treasuries (including strips) |

### Security 296: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGGC6, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1GGGC6_3.63_0401
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $492969500.00      | $501220677.28      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.8750%  | 0.0000% | $211064100.00      | $212779413.27      | U.S. Treasuries (including strips) |

### Security 297: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGGM4, C.3 - LEI: K5HU16E3LMSV, C.5 - Other ID: ARP1GGGM4_3.64_0401
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $57428000.00       | $24935984.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $15000000.00       | $5154195.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-11-15      | N/A      | 0.0000% | $93000000.00       | $31115475.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2046-11-15      | 2.8750%  | 0.0000% | $100.00            | $74.09             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $75.35             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-02-15      | 1.8750%  | 0.0000% | $500.00            | $347.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $99.58             | $38.25             | U.S. Treasuries (including strips) |

### Security 298: Deutsche Bank Securities, Inc.

- **C.1 - Title:** Deutsche Bank Securities, Inc. 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGGX0, C.3 - LEI: 9J6MBOOO7BEC, C.5 - Other ID: ARP1GGGX0_3.60_0401
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2037-02-15      | 4.7500%  | 0.0000% | $17464900.00       | $18141551.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2038-05-15      | 4.5000%  | 0.0000% | $16848400.00       | $17207979.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-08-15      | 3.8750%  | 0.0000% | $11617000.00       | $10676487.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 3.1250%  | 0.0000% | $13464200.00       | $10995880.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 2.8750%  | 0.0000% | $4824800.00        | $3751306.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-11-15      | 2.8750%  | 0.0000% | $13516000.00       | $10006288.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-02-15      | 3.0000%  | 0.0000% | $25979800.00       | $19426354.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-05-15      | 3.0000%  | 0.0000% | $15723500.00       | $11842165.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-08-15      | 1.3750%  | 0.0000% | $11998500.00       | $5884175.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.2500%  | 0.0000% | $23628700.00       | $19738587.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-02-15      | 3.6250%  | 0.0000% | $25679500.00       | $20718402.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.8750%  | 0.0000% | $15829300.00       | $14118373.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-08-15      | 4.2500%  | 0.0000% | $19203200.00       | $17306994.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-02-15      | 4.6250%  | 0.0000% | $11004800.00       | $10564625.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-11-15      | 4.6250%  | 0.0000% | $13996600.00       | $13620870.94       | U.S. Treasuries (including strips) |

### Security 299: Natixis SA

- **C.1 - Title:** Natixis SA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGHF8, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1GGHF8_3.67_0401
- **C.18 - Value (incl. sponsor support):** $1900000000.00
- **C.18.a - Value (excl. sponsor support):** $1900000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2032-08-01      | 3.5600%  | 0.0000% | $1000000.00        | $817817.27         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $555000.00         | $320066.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $1135.00           | $43.08             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $35593435.00       | $23503000.58       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1101885.00        | $832638.80         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $6877660.00        | $6267091.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $970.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $888.36            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2046-05-15      | 2.5000%  | 0.0000% | $100.00            | $69.50             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-08-15      | 2.7500%  | 0.0000% | $10330900.00       | $7914074.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-11-15      | 2.7500%  | 0.0000% | $200.00            | $153.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-07-31      | 2.7500%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-05-15      | 2.8750%  | 0.0000% | $1000000.00        | $777505.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-05-15      | 2.8750%  | 0.0000% | $2476900.00        | $1785939.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-05-15      | 2.8750%  | 0.0000% | $2333700.00        | $1643580.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2047-02-15      | 3.0000%  | 0.0000% | $100.00            | $74.77             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-02-15      | 3.0000%  | 0.0000% | $400.00            | $295.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-02-15      | 3.0000%  | 0.0000% | $1000.00           | $733.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $71.46             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-02-15      | 3.1250%  | 0.0000% | $1000.00           | $816.68            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-05-15      | 3.1250%  | 0.0000% | $44998900.00       | $34341375.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-11-15      | 3.1250%  | 0.0000% | $67099900.00       | $66654378.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-11-15      | 3.3750%  | 0.0000% | $10995600.00       | $8742156.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-05-15      | 3.3750%  | 0.0000% | $16000000.00       | $15415992.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-09-15      | 3.3750%  | 0.0000% | $600.00            | $596.66            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-09-15      | 3.3750%  | 0.0000% | $100.00            | $99.04             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-04-30      | 3.5000%  | 0.0000% | $336800.00         | $339363.19         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-09-30      | 3.5000%  | 0.0000% | $4932900.00        | $4926240.58        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1882534.00        | $1636726.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1462527.00        | $1157594.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1655132.00        | $1721624.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1326145.00        | $1382385.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1526938.00        | $1589757.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $1151.00           | $1202.82           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-04-16      | N/A      | 0.0000% | $100.00            | $99.84             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-04-30      | N/A      | 0.0000% | $129817000.00      | $129424952.70      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-05-21      | N/A      | 0.0000% | $2518400.00        | $2505480.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-06-04      | N/A      | 0.0000% | $43594000.00       | $43309679.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-08-20      | N/A      | 0.0000% | $642600.00         | $633449.38         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-09-17      | N/A      | 0.0000% | $900.00            | $884.68            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-07-28      | N/A      | 0.0000% | $110273100.00      | $108953131.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2044-05-15      | N/A      | 0.0000% | $6245600.00        | $2523578.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-07-15      | 0.6250%  | 0.0000% | $1039900.00        | $1098431.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-01-31      | 0.7500%  | 0.0000% | $54438500.00       | $51528129.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-05-31      | 0.7500%  | 0.0000% | $2000000.00        | $1994664.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-02-15      | 1.0000%  | 0.0000% | $4999900.00        | $5105129.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-08-15      | 1.1250%  | 0.0000% | $4722300.00        | $2943657.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-05-15      | 1.1250%  | 0.0000% | $2595900.00        | $1643844.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-03-31      | 1.2500%  | 0.0000% | $100.00            | $95.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-05-31      | 1.2500%  | 0.0000% | $12999900.00       | $12356017.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-06-30      | 1.2500%  | 0.0000% | $45128000.00       | $42757865.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-08-15      | 1.2500%  | 0.0000% | $1700.00           | $1475.26           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-02-15      | 1.5000%  | 0.0000% | $127500.00         | $107353.29         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-05-15      | 1.6250%  | 0.0000% | $29055000.00       | $29153699.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-10-31      | 1.6250%  | 0.0000% | $400.00            | $397.67            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-10-15      | 1.6250%  | 0.0000% | $100.00            | $112.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-01-31      | 1.7500%  | 0.0000% | $3000.00           | $2839.55           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $69.37             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-07-15      | 1.8750%  | 0.0000% | $4999900.00        | $5219348.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-02-15      | 2.0000%  | 0.0000% | $49001000.00       | $28635593.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $57.17             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-11-15      | 2.0000%  | 0.0000% | $100.00            | $99.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $105.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-08-15      | 2.2500%  | 0.0000% | $1200.00           | $749.02            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $73.58             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2027-01-15      | 2.3750%  | 0.0000% | $100000000.00      | $164923092.04      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-11-15      | 2.3750%  | 0.0000% | $409000.00         | $264048.62         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-05-15      | 2.3750%  | 0.0000% | $111130400.00      | $110331444.88      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-12-15      | 3.5000%  | 0.0000% | $100.00            | $100.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-02-15      | 3.5000%  | 0.0000% | $1400.00           | $1392.39           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-03-15      | 3.5000%  | 0.0000% | $161765800.00      | $160420189.85      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-05-31      | 3.6250%  | 0.0000% | $8765100.00        | $8830155.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-08-31      | 3.6250%  | 0.0000% | $100.00            | $99.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-08-15      | 3.6250%  | 0.0000% | $100.00            | $99.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-08-15      | 3.7500%  | 0.0000% | $28511200.00       | $25508714.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $98.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-04-30      | 3.7500%  | 0.0000% | $145351000.00      | $147556303.89      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-30      | 3.7500%  | 0.0000% | $22999900.00       | $23190182.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-02-28      | 3.7500%  | 0.0000% | $100.00            | $97.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-08-15      | 3.8750%  | 0.0000% | $100.00            | $91.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-02-15      | 3.8750%  | 0.0000% | $1000.00           | $891.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-08-15      | 3.8750%  | 0.0000% | $400.00            | $391.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-04-30      | 3.8750%  | 0.0000% | $300.00            | $304.16            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-06-15      | 3.8750%  | 0.0000% | $100.00            | $101.20            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-07-15      | 3.8750%  | 0.0000% | $22971100.00       | $23164477.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-03-31      | 3.8750%  | 0.0000% | $100.00            | $99.53             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-03-31      | 3.8750%  | 0.0000% | $74441000.00       | $74507922.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-11-15      | 4.0000%  | 0.0000% | $4712500.00        | $4327604.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-05-15      | 5.0000%  | 0.0000% | $46738500.00       | $48168676.15       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $4241892.00        | $3820576.61        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 7.0000%  | 0.0000% | $993370.00         | $783243.43         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-01-02      | N/A      | 0.0000% | $2998000.00        | $2105225.58        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2035-09-10      | 1.7300%  | 0.0000% | $1526000.00        | $1199027.29        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-07-13      | 2.1500%  | 0.0000% | $1400000.00        | $982643.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-04-01      | 2.6000%  | 0.0000% | $1001.00           | $688.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-12-28      | 2.7000%  | 0.0000% | $1000.00           | $825.70            | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2041-12-16      | 2.9200%  | 0.0000% | $2000.00           | $1525.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-02-01      | 3.6800%  | 0.0000% | $1174.00           | $1163.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2033-05-25      | 4.0800%  | 0.0000% | $15000.00          | $14783.40          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2033-10-24      | 4.1000%  | 0.0000% | $15000.00          | $14717.56          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-08-01      | 4.3200%  | 0.0000% | $2953.00           | $2853.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-10-01      | 4.4800%  | 0.0000% | $9241100.00        | $9273502.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-10-01      | 4.5900%  | 0.0000% | $1000.00           | $1010.29           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-01-01      | 4.7700%  | 0.0000% | $951000.00         | $821255.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-06-01      | 5.0100%  | 0.0000% | $22540900.00       | $23136250.25       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-09-01      | 3.5000%  | 0.0000% | $97837312.00       | $12994369.96       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.0000%  | 0.0000% | $1543.00           | $434.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $3004770.00        | $2918360.54        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $21210592.00       | $15964108.16       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $49996450.00       | $41868896.17       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $4971340.00        | $4549693.25        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2029-10-31      | 4.0000%  | 0.0000% | $14825300.00       | $15113564.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-02-29      | 4.0000%  | 0.0000% | $49999000.00       | $50303022.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-07-31      | 4.0000%  | 0.0000% | $1700.00           | $1716.93           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-06-30      | 4.0000%  | 0.0000% | $500.00            | $501.89            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-07-31      | 4.0000%  | 0.0000% | $38037700.00       | $38027024.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-11-15      | 4.0000%  | 0.0000% | $1000.00           | $988.76            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-08-15      | 4.1250%  | 0.0000% | $200.00            | $182.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-09-30      | 4.1250%  | 0.0000% | $100.00            | $100.38            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-11-15      | 4.1250%  | 0.0000% | $20511800.00       | $20798949.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-03-31      | 4.1250%  | 0.0000% | $99916600.00       | $100646990.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-10-31      | 4.1250%  | 0.0000% | $2294000.00        | $2349782.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-10-31      | 4.1250%  | 0.0000% | $100.00            | $101.89            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $101.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-11-30      | 4.1250%  | 0.0000% | $100.00            | $101.70            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-11-15      | 4.2500%  | 0.0000% | $300.00            | $290.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-08-15      | 4.2500%  | 0.0000% | $200.00            | $180.25            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-02-28      | 4.2500%  | 0.0000% | $400.00            | $405.63            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-06-30      | 4.2500%  | 0.0000% | $37859000.00       | $38680400.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-11-30      | 4.2500%  | 0.0000% | $400.00            | $406.89            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-01-31      | 4.2500%  | 0.0000% | $5200.00           | $5295.56           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-08-15      | 4.2500%  | 0.0000% | $1000.00           | $999.70            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2039-11-15      | 4.3750%  | 0.0000% | $6012300.00        | $5947826.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-08-15      | 4.3750%  | 0.0000% | $100.00            | $100.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-05-15      | 4.3750%  | 0.0000% | $10962300.00       | $11239585.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-07-15      | 4.3750%  | 0.0000% | $15908000.00       | $16153957.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2036-02-15      | 4.5000%  | 0.0000% | $1000.00           | $1022.34           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-11-15      | 4.5000%  | 0.0000% | $600.00            | $570.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-05-31      | 4.5000%  | 0.0000% | $100.00            | $103.33            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-12-31      | 4.5000%  | 0.0000% | $100.00            | $103.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-11-15      | 4.6250%  | 0.0000% | $500.00            | $486.58            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-11-15      | 4.6250%  | 0.0000% | $11386600.00       | $11165514.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-04-30      | 4.6250%  | 0.0000% | $600.00            | $624.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-06-30      | 4.6250%  | 0.0000% | $23152400.00       | $23468861.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-02-15      | 4.6250%  | 0.0000% | $6342100.00        | $6531408.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2037-02-15      | 4.7500%  | 0.0000% | $1036500.00        | $1076657.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-02-15      | 4.7500%  | 0.0000% | $1200.00           | $1184.39           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-05-15      | 4.7500%  | 0.0000% | $19546100.00       | $19386551.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-04-30      | 4.8750%  | 0.0000% | $10194000.00       | $10409612.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-05-31      | 4.8750%  | 0.0000% | $4779700.00        | $4864828.17        | U.S. Treasuries (including strips) |

### Security 300: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 3.660000%
- **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: ARP1GGHG6, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1GGHG6_3.66_0401
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.7430%  | 0.0000% | $1000.00           | $746.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 6.2380%  | 0.0000% | $3485514.00        | $253645.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-05-01      | 6.7650%  | 0.0000% | $7802.00           | $311.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-01-01      | 6.0000%  | 0.0000% | $7755.00           | $85.44             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 4.7250%  | 0.0000% | $19138.00          | $363.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 5.9720%  | 0.0000% | $1152.00           | $114.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 6.1010%  | 0.0000% | $21412.00          | $190.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-03-01      | 5.9530%  | 0.0000% | $8117.00           | $88.78             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-09-01      | 6.3800%  | 0.0000% | $1013.00           | $23.09             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 3.5000%  | 0.0000% | $54501.00          | $40370.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.5000%  | 0.0000% | $1043.00           | $932.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $663000.00         | $458871.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-09-01      | 3.5000%  | 0.0000% | $1047.00           | $273.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 4.5000%  | 0.0000% | $3100667.00        | $2334037.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $5605568.00        | $3383048.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-01-01      | 5.6460%  | 0.0000% | $1088.00           | $163.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-07-01      | 3.5000%  | 0.0000% | $2840300.00        | $608944.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-03-01      | 3.2900%  | 0.0000% | $1000.00           | $988.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-01-01      | 6.1050%  | 0.0000% | $22160.00          | $51.39             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-10-01      | 6.0890%  | 0.0000% | $4863.00           | $45.04             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 7.5000%  | 0.0000% | $1060.00           | $1146.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $1062.00           | $275.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $450000000.00      | $64286529.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-09-01      | 4.6400%  | 0.0000% | $1000.00           | $1013.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $657293.00         | $428721.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 7.5000%  | 0.0000% | $1000.00           | $682.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-03-01      | 4.5000%  | 0.0000% | $48257999.00       | $9406033.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $1024.00           | $597.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $1079.00           | $970.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 6.5000%  | 0.0000% | $1031.00           | $1087.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $1031.00           | $1018.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $3308992.00        | $3246462.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 3.0000%  | 0.0000% | $1000.00           | $874.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $886.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-04-01      | 4.0000%  | 0.0000% | $1465.00           | $6.78              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1040.00           | $927.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $2573165.00        | $2453251.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $8076000.00        | $7359699.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $3561.00           | $3138.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-12-01      | 5.5000%  | 0.0000% | $1021.00           | $972.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $30024508.00       | $2425628.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.0000%  | 0.0000% | $11357471.00       | $1456553.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $9955264.00        | $1330594.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $1082.00           | $515.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 3.0000%  | 0.0000% | $6998.00           | $1152.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.0000%  | 0.0000% | $5445988.00        | $2968225.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $1000.00           | $586.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $175471104.00      | $109336398.32      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $1142.00           | $758.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 5.0000%  | 0.0000% | $47949703.00       | $35555467.26       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $970481.00         | $182355.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 4.0000%  | 0.0000% | $2037.00           | $1008.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-06-20      | 4.5000%  | 0.0000% | $5727221.00        | $2840057.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $54915810.00       | $49612715.79       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-15      | 6.5000%  | 0.0000% | $1000.00           | $1069.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 7.0000%  | 0.0000% | $2219871.00        | $2103617.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1024.00           | $800.16            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $13113.00          | $11488.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $989910.00         | $398824.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $738127.00         | $449067.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $1626296.00        | $1639952.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $1000.00           | $537.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $1000.00           | $892.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $4030912.00        | $4240995.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1057.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $152735.00         | $161058.18         | Agency Mortgage-Backed Securities |

### Security 301: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGHJ0, C.3 - LEI: VYVVCKR63DVZ, C.5 - Other ID: ARP1GGHJ0_3.67_0401
- **C.18 - Value (incl. sponsor support):** $2098000000.00
- **C.18.a - Value (excl. sponsor support):** $2098000000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2031-10-20      | 7.0000%  | 0.0000% | $992348.00         | $1687.07           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-10-20      | 5.5000%  | 0.0000% | $369000.00         | $1715.64           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-01-20      | 6.0000%  | 0.0000% | $150000.00         | $1742.01           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-07-20      | 5.5000%  | 0.0000% | $160000.00         | $2284.54           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-03-20      | 5.5000%  | 0.0000% | $25000.00          | $2794.03           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-05-20      | 6.0000%  | 0.0000% | $717500.00         | $3638.05           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-05-20      | 6.0000%  | 0.0000% | $222231.00         | $3658.61           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-10-20      | 4.5000%  | 0.0000% | $91000.00          | $3887.99           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-05-20      | 3.0000%  | 0.0000% | $575000.00         | $3937.97           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-03-20      | 4.5000%  | 0.0000% | $108926.00         | $4108.89           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-02-20      | 6.0000%  | 0.0000% | $50000.00          | $805.27            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2026-12-20      | 2.5000%  | 0.0000% | $123682.00         | $1212.70           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-02-20      | 4.0000%  | 0.0000% | $30000.00          | $1238.29           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-06-20      | 7.5000%  | 0.0000% | $2800000.00        | $1325.14           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-07-20      | 6.0000%  | 0.0000% | $178105.00         | $1460.17           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-05-20      | 5.5000%  | 0.0000% | $100000.00         | $1623.36           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $2073961.00        | $527626.78         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1832703.00        | $537608.04         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $1550075.00        | $547687.29         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-02-20      | 4.0000%  | 0.0000% | $7352973.00        | $601035.66         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $5849000.00        | $604332.98         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1139680.00        | $604653.57         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $1618900.00        | $610330.50         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $851731.00         | $617283.24         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-01-20      | 5.0000%  | 0.0000% | $1976675.00        | $632515.73         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $2087435.00        | $634335.43         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $2324447.00        | $508077.86         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $1521065.00        | $524405.80         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-07-20      | 6.0000%  | 0.0000% | $233000.00         | $32064.28          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-05-20      | 5.0000%  | 0.0000% | $65000.00          | $32459.34          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-10-20      | 4.0000%  | 0.0000% | $426923.00         | $33428.01          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 7.0000%  | 0.0000% | $143000.00         | $35582.82          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-09-20      | 6.0000%  | 0.0000% | $290000.00         | $35591.10          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-04-20      | 6.0000%  | 0.0000% | $14882503.00       | $37435.96          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-06-20      | 6.0000%  | 0.0000% | $407677.00         | $40857.29          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $75000.00          | $17280.27          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-09-20      | 2.5000%  | 0.0000% | $162650.00         | $17565.39          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-07-20      | 2.5000%  | 0.0000% | $100000.00         | $18471.80          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-03-20      | 2.0000%  | 0.0000% | $29824.00          | $20573.66          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-02-20      | 7.0000%  | 0.0000% | $28305134.00       | $21289.20          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 6.0000%  | 0.0000% | $50000.00          | $23164.97          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2026-12-20      | 4.0000%  | 0.0000% | $575511.00         | $24057.87          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 5.5000%  | 0.0000% | $50000.00          | $24723.83          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-10-20      | 8.5000%  | 0.0000% | $114614468.00      | $25009.46          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-11-20      | 5.6000%  | 0.0000% | $56811.00          | $31951.17          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-05-20      | 4.0000%  | 0.0000% | $149918.00         | $8205.04           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-02-20      | 6.0000%  | 0.0000% | $319025.00         | $9402.18           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-08-20      | 5.5000%  | 0.0000% | $888877.00         | $9414.71           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-03-20      | 5.0000%  | 0.0000% | $85000.00          | $11020.61          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-09-20      | 5.5000%  | 0.0000% | $1058000.00        | $11469.59          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-04-20      | 6.0000%  | 0.0000% | $40000.00          | $12671.64          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $25000.00          | $13671.19          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 6.0000%  | 0.0000% | $75000.00          | $14631.93          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-08-20      | 6.0000%  | 0.0000% | $1679386.00        | $15309.51          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 2.5000%  | 0.0000% | $83014.00          | $16194.83          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-20      | 5.0000%  | 0.0000% | $400000.00         | $4324.63           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-05-20      | 3.5000%  | 0.0000% | $40000.00          | $4717.97           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-09-20      | 4.0000%  | 0.0000% | $97829.00          | $4718.02           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-10-20      | 6.5000%  | 0.0000% | $35000.00          | $5160.61           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-05-20      | 5.5000%  | 0.0000% | $401500.00         | $5224.88           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-02-20      | 2.5000%  | 0.0000% | $25000.00          | $5318.98           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-12-20      | 6.0000%  | 0.0000% | $347788.00         | $5569.32           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-01-20      | 6.5000%  | 0.0000% | $450000.00         | $5569.85           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-06-20      | 7.0000%  | 0.0000% | $4430075.00        | $6138.87           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-11-20      | 7.0000%  | 0.0000% | $304475.00         | $7781.48           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-03-20      | 3.5000%  | 0.0000% | $1496307.00        | $649164.48         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 7.0000%  | 0.0000% | $1263739.00        | $653712.99         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-05-20      | 4.5000%  | 0.0000% | $4070932.00        | $665519.28         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-20      | 4.5000%  | 0.0000% | $7825827.00        | $679973.86         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1284261.00        | $687284.91         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-20      | 5.5000%  | 0.0000% | $6539811.00        | $692284.06         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $3074135.00        | $2015306.10        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $4480013.00        | $2032827.56        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $2095012.00        | $2077848.67        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $2058398.00        | $2109621.92        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-05-20      | 3.5000%  | 0.0000% | $18999938.00       | $2130603.74        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2081655.00        | $2156565.71        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $2146225.00        | $2195240.39        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $3330284.00        | $2209229.10        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 4.5000%  | 0.0000% | $2509799.00        | $2225350.40        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $2376560.00        | $2268256.64        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $3187823.00        | $2293611.10        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $3230369.00        | $2311910.74        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $2252016.00        | $2320401.09        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $2590693.00        | $2333172.56        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $2374924.00        | $2352007.51        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $5118664.00        | $2374921.46        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-03-20      | 3.5000%  | 0.0000% | $21150000.00       | $2379150.66        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $2413645.00        | $2412273.24        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2381254.00        | $2447194.59        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1191837.00        | $734629.97         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1034651.00        | $737718.78         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-01-20      | 4.0000%  | 0.0000% | $7017434.00        | $755770.26         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $2350059.00        | $758727.40         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-11-20      | 2.5000%  | 0.0000% | $1034463.00        | $770291.59         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1506220.00        | $780007.91         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-04-20      | 3.0000%  | 0.0000% | $180227798.00      | $17598907.37       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $17807752.00       | $18070884.50       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $20000000.00       | $18188886.95       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $18317720.00       | $18678548.55       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $25335611.00       | $18754380.54       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $90433323.00       | $21039300.85       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $40200000.00       | $21069802.68       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $39551074.00       | $39236558.61       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 4.5000%  | 0.0000% | $50780642.00       | $46659418.55       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $228830237.00      | $59539485.20       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $122160000.00      | $72707785.38       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-08-20      | 5.5000%  | 0.0000% | $35000.00          | $510.22            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-06-20      | 3.0000%  | 0.0000% | $11000.00          | $541.72            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-06-20      | 5.5000%  | 0.0000% | $50000.00          | $566.05            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $262508695.00      | $269338638.29      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $286936585.00      | $285099234.50      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $477484692.00      | $292249089.11      | Agency Mortgage-Backed Securities  |
| U.S. Treasury Floating Rate Note         | 2028-01-31      | 3.7524%  | 0.0000% | $300868600.00      | $302615033.43      | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $15000000.00       | $14540805.38       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $14330296.00       | $14612578.94       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 4.0000%  | 0.0000% | $16374454.00       | $14854601.57       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $14842252.00       | $15145827.93       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $15570517.00       | $15823846.10       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $19614117.00       | $17463161.97       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-08-20      | 3.5000%  | 0.0000% | $2290256.00        | $465794.59         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $3850000.00        | $466936.16         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $1203770.00        | $468396.47         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $2240314.00        | $474171.95         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $1000962.00        | $486637.27         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-06-20      | 3.0000%  | 0.0000% | $1270110.00        | $487562.85         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-07-20      | 3.5000%  | 0.0000% | $5613817.00        | $497953.45         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1012379.00        | $505526.89         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-08-20      | 4.0000%  | 0.0000% | $2854540.00        | $404308.64         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 5.5000%  | 0.0000% | $4389019.00        | $410382.20         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-08-20      | 4.5000%  | 0.0000% | $4666973.00        | $411192.54         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-04-20      | 4.5000%  | 0.0000% | $1280156.00        | $412317.30         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 7.5000%  | 0.0000% | $401198.00         | $418358.08         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 6.0000%  | 0.0000% | $1045415.00        | $421872.07         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $438573.00         | $447380.74         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $649000.00         | $456567.87         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-04-20      | 5.0000%  | 0.0000% | $6400000.00        | $459199.72         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-11-20      | 3.0000%  | 0.0000% | $2355739.00        | $464783.26         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-12-20      | 4.5000%  | 0.0000% | $2255545.00        | $313051.26         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-08-20      | 3.5000%  | 0.0000% | $1077763.00        | $318723.46         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $1298284.00        | $322124.04         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1025445.00        | $330167.39         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 1.5000%  | 0.0000% | $461181.00         | $331976.39         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1339329.00        | $348518.75         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $1333432.00        | $349249.43         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 3.0000%  | 0.0000% | $538355.00         | $350425.40         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $372252.00         | $385529.75         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-07-20      | 4.5000%  | 0.0000% | $5355867.00        | $392613.32         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1119912.00        | $259489.31         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-20      | 3.5000%  | 0.0000% | $2001774.00        | $264309.49         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $2088684.00        | $266794.33         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-11-20      | 4.5000%  | 0.0000% | $2123395.00        | $268925.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $400000.00         | $271361.46         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 5.0000%  | 0.0000% | $330662.00         | $272198.08         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1910624.00        | $279149.45         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-02-20      | 4.5000%  | 0.0000% | $1075926.00        | $284041.64         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-01-20      | 3.5000%  | 0.0000% | $3000000.00        | $284976.38         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-11-20      | 3.0000%  | 0.0000% | $2468788.00        | $305243.72         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-06-20      | 3.0000%  | 0.0000% | $2276146.00        | $178796.03         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $1560000.00        | $186782.99         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $1669179.00        | $187672.44         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $295000.00         | $198678.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 7.0000%  | 0.0000% | $1335492.00        | $198826.37         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $239000.00         | $199723.89         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-01-20      | 6.0000%  | 0.0000% | $377419.00         | $204820.24         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-07-20      | 4.5000%  | 0.0000% | $2415727.00        | $206791.11         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $239886.00         | $248473.46         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 5.5000%  | 0.0000% | $300000.00         | $253178.33         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-07-20      | 5.0000%  | 0.0000% | $155278.00         | $44032.16          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-04-20      | 4.0000%  | 0.0000% | $580000.00         | $44654.47          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-10-20      | 4.0000%  | 0.0000% | $269250.00         | $49132.98          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-08-20      | 5.5000%  | 0.0000% | $15900000.00       | $159960.75         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-06-20      | 5.5000%  | 0.0000% | $224500.00         | $160857.88         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-12-20      | 6.0000%  | 0.0000% | $232294.00         | $162792.26         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-08-20      | 2.5000%  | 0.0000% | $382817.00         | $168958.20         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2031-03-31      | 3.8750%  | 0.0000% | $171100.00         | $170297.54         | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2052-07-20      | 6.0000%  | 0.0000% | $299783.00         | $171267.65         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-08-20      | 5.5000%  | 0.0000% | $185293.00         | $171593.39         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-07-20      | 3.5000%  | 0.0000% | $400000.00         | $41850.99          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-05-20      | 5.5000%  | 0.0000% | $51650.00          | $42147.11          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 2.5000%  | 0.0000% | $70000.00          | $43985.63          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $1078387.00        | $702635.90         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 5.5000%  | 0.0000% | $1047063.00        | $706662.41         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1119975.00        | $709784.88         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1175349.00        | $731322.83         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-11-20      | 3.5000%  | 0.0000% | $7250000.00        | $859924.37         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1177193.00        | $864762.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1101443.00        | $865813.32         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-05-20      | 5.0000%  | 0.0000% | $997886.00         | $874869.93         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1186364.00        | $888241.88         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $1262876.00        | $888442.56         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-04-20      | 3.0000%  | 0.0000% | $6031688.00        | $897015.83         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-12-20      | 5.5000%  | 0.0000% | $1609088.00        | $991512.98         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-08-20      | 5.5000%  | 0.0000% | $12506367.00       | $997452.71         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1017640.00        | $998338.66         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $1004668.00        | $1001998.02        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1967516.00        | $1006320.02        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1133412.00        | $1032641.25        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1073576.00        | $1069652.23        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1010071.00        | $1070296.04        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-20      | 5.5000%  | 0.0000% | $12837209.00       | $1079973.10        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1294363.00        | $1090983.27        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $5050106.00        | $906370.65         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1073379.00        | $914896.04         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1174402.00        | $914920.11         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-10-20      | 3.0000%  | 0.0000% | $1531362.00        | $941534.16         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $1192880.00        | $959626.36         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1200028.00        | $966978.63         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $1045162.00        | $968185.41         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1365021.00        | $972678.43         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 7.0000%  | 0.0000% | $1623836.00        | $980841.83         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $2140519.00        | $983621.37         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $3978452.00        | $1372595.21        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $2592853.00        | $1374908.63        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1329774.00        | $1395073.54        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.5000%  | 0.0000% | $1465173.00        | $1416211.38        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1733899.00        | $1417836.99        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-03-20      | 4.0000%  | 0.0000% | $28907631.00       | $1424115.75        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 4.0000%  | 0.0000% | $1975000.00        | $1432616.80        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1356711.00        | $1432769.12        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $2229694.00        | $1434668.66        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1413805.00        | $1472553.34        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1999208.00        | $1256695.98        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1191589.00        | $1258392.66        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $5715142.00        | $1264542.36        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1225712.00        | $1283964.35        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $2296888.00        | $1287263.62        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-12-20      | 4.5000%  | 0.0000% | $14172754.00       | $1301808.08        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1249006.00        | $1317905.70        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1254091.00        | $1323340.38        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1309691.00        | $1355679.19        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-04-20      | 5.5000%  | 0.0000% | $13435381.00       | $1358386.51        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-04-20      | 4.5000%  | 0.0000% | $1307829.00        | $1192661.12        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1542696.00        | $1196498.17        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1144991.00        | $1211587.17        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $2281993.00        | $1214899.63        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1157431.00        | $1220771.61        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1413680.00        | $1222688.62        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $1231125.00        | $1230586.51        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1186078.00        | $1235216.01        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1170172.00        | $1241373.08        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1477281.00        | $1254191.88        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1057479.00        | $1105013.39        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1047538.00        | $1106610.82        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1081110.00        | $1111429.84        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1096766.00        | $1111554.36        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $3990000.00        | $1118978.24        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $7588000.00        | $1153111.51        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1160173.00        | $1157354.07        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1146882.00        | $1184552.87        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1129721.00        | $1189250.60        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1726539.00        | $1190428.35        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-20      | 4.0000%  | 0.0000% | $24715476.00       | $1650241.20        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $2730656.00        | $1655591.40        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1598721.00        | $1673301.19        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $3059443.00        | $1683180.25        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1641211.00        | $1692007.14        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-05-20      | 3.0000%  | 0.0000% | $16197562.00       | $1733186.51        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1710464.00        | $1749738.65        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 5.0000%  | 0.0000% | $2150000.00        | $1759325.01        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $2368182.00        | $1777015.04        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $2951361.00        | $1782548.63        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 6.5000%  | 0.0000% | $1760593.00        | $1485274.31        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $2325904.00        | $1507508.89        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1477151.00        | $1540316.35        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1524913.00        | $1547561.69        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1702249.00        | $1553286.43        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1568874.00        | $1588383.59        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-01-20      | 4.0000%  | 0.0000% | $1804000.00        | $1595610.37        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1530233.00        | $1612464.46        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1591048.00        | $1638202.35        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-07-20      | 3.5000%  | 0.0000% | $14000000.00       | $1641921.75        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $2119020.00        | $1813122.22        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $2254658.00        | $1820046.52        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-05-20      | 4.5000%  | 0.0000% | $55809457.00       | $1834817.47        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1771896.00        | $1858343.20        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1935511.00        | $1923006.66        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $2723746.00        | $1924062.34        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $2807993.00        | $1926498.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-10-20      | 3.0000%  | 0.0000% | $4200000.00        | $1942263.50        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1824913.00        | $1966156.73        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1878586.00        | $1975783.37        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $2635549.00        | $2807151.35        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-03-20      | 4.5000%  | 0.0000% | $39328209.00       | $2810478.97        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $5112091.00        | $2818654.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2804503.00        | $2849083.89        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $4465000.00        | $2888976.25        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $2700797.00        | $2909800.46        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 6.0000%  | 0.0000% | $4141514.00        | $2926801.21        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $3646695.00        | $2933351.41        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $2729955.00        | $2965876.24        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2914069.00        | $3011121.60        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $2428548.00        | $2480828.16        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2367805.00        | $2493243.98        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $2345631.00        | $2501708.21        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $2600436.00        | $2516841.61        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $2754994.00        | $2589485.66        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $2533862.00        | $2591467.87        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $2525494.00        | $2617708.61        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $2488685.00        | $2628204.83        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $2955267.00        | $2711038.31        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $5100000.00        | $2724134.10        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $20675000.00       | $7326325.93        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $15290014.00       | $8697902.30        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 4.5000%  | 0.0000% | $10000000.00       | $9549140.42        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $9495906.00        | $10077315.80       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $11183662.00       | $10141422.69       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $9602528.00        | $10182531.39       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $26907089.00       | $10445187.60       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $10582311.00       | $10516607.20       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $11025487.00       | $11220513.54       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $11758515.00       | $11980003.91       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $5083914.00        | $5217292.74        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $7988363.00        | $5434528.09        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 3.0000%  | 0.0000% | $8169977.00        | $5470278.32        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-05-20      | 6.0000%  | 0.0000% | $6443176.00        | $5515668.05        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $8200552.00        | $5758943.85        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $8052235.00        | $6114689.16        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $6169460.00        | $6395818.49        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $7229208.00        | $6486766.86        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $6574842.00        | $6775317.59        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $8001000.00        | $7281045.80        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $15495144.00       | $12507883.34       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 2.0000%  | 0.0000% | $24950240.00       | $12895560.19       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $12761348.00       | $12951722.15       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.0000%  | 0.0000% | $17255227.00       | $13057975.18       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $3994243.00        | $4106130.60        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $4518167.00        | $4564444.58        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $4543314.00        | $4604149.51        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $4250792.00        | $4622371.15        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $52435000.00       | $4631070.48        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $5598239.00        | $4679065.44        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $7531461.00        | $4828939.31        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $6588819.00        | $4892660.43        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-08-20      | 3.0000%  | 0.0000% | $49399000.00       | $4912474.34        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 6.0000%  | 0.0000% | $10001000.00       | $5179305.01        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1912950.00        | $1992215.51        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $9179024.00        | $3419700.06        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-04-20      | 3.5000%  | 0.0000% | $34510000.00       | $3502598.54        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $3619683.00        | $3562974.57        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $52822191.00       | $3674651.99        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $9763519.00        | $3711110.59        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $4889410.00        | $3725666.51        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-04-20      | 3.5000%  | 0.0000% | $42976208.00       | $3853057.80        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $6021513.00        | $3939964.62        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-04-20      | 4.5000%  | 0.0000% | $192542923.00      | $4029845.68        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $3863489.00        | $4103104.61        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $1296644.00        | $824052.57         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $2278020.00        | $836129.76         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1155144.00        | $839843.86         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1203277.00        | $794408.27         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 2.0000%  | 0.0000% | $1104108.00        | $800229.78         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $1142198.00        | $823842.46         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.5000%  | 0.0000% | $4690687.00        | $823937.47         | Agency Mortgage-Backed Securities  |

### Security 302: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGHK7, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1GGHK7_3.67_0401
- **C.18 - Value (incl. sponsor support):** $210000000.00
- **C.18.a - Value (excl. sponsor support):** $210000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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    | 2051-05-01      | 2.0000%  | 0.0000% | $3001003.00        | $1730841.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $3397000.00        | $1839206.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $1910800.00        | $1924918.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $2132999.00        | $2001090.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $2639696.00        | $2072178.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $2105860.00        | $2106806.35        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.0000%  | 0.0000% | $2930100.00        | $2255511.32        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $3053072.00        | $2546979.08        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $34074616.00       | $30490884.00       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $42572206.00       | $32031093.46       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.0000%  | 0.0000% | $3076.00           | $2435.49           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                      | 2041-08-15      | N/A      | 0.0000% | $6157.00           | $2863.51           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $3428.00           | $3371.33           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-03-01      | 6.3450%  | 0.0000% | $742387.00         | $4842.53           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-02-20      | 4.5000%  | 0.0000% | $100000.00         | $5993.45           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 2.0000%  | 0.0000% | $10252.00          | $6143.75           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 4.0000%  | 0.0000% | $45000.00          | $6286.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-11-01      | 5.8240%  | 0.0000% | $1060000.00        | $6490.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1165500.00        | $1172779.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1211440.00        | $1181244.09        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1796164.00        | $1195726.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1666310.00        | $1410915.04        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2043-05-15      | 2.8750%  | 0.0000% | $1815500.00        | $1411560.52        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $2200000.00        | $1412774.91        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2050-08-15      | 1.3750%  | 0.0000% | $2981300.00        | $1462057.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-02-28      | 4.0000%  | 0.0000% | $1533000.00        | $1541933.65        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.0000%  | 0.0000% | $1986000.00        | $1580626.23        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 4.0000%  | 0.0000% | $67674775.00       | $55589661.38       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $77332864.00       | $68970746.43       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1322.18           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $2024.00           | $1436.98           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1506.50           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $1000.00           | $669.74            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $671.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $671.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $673.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.5000%  | 0.0000% | $1000.00           | $675.00            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 2.5000%  | 0.0000% | $1001.00           | $676.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $681.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $688.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $695.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 4.0000%  | 0.0000% | $1000.00           | $696.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $705.37            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $709.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $709.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $710.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $715.36            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $721.23            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $723.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $1010.00           | $732.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 3.5000%  | 0.0000% | $1000.00           | $747.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $748.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 3.0000%  | 0.0000% | $1000.00           | $750.25            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-12-15      | 4.0000%  | 0.0000% | $1000.00           | $758.00            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $1001.00           | $759.92            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $1192.00           | $759.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 3.0000%  | 0.0000% | $1000.00           | $762.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 3.0000%  | 0.0000% | $1000.00           | $762.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $763.37            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $768.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $771.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $778.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $786.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $787.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $1008.00           | $788.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $794.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $800.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1054.00           | $800.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $814.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $828.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $836.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $837.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $845.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $851.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $852.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $854.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $857.81            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2043-11-15      | 3.7500%  | 0.0000% | $1000.00           | $879.65            | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $1001.00           | $893.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $895.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $899.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $907.46            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2052-05-15      | 2.8750%  | 0.0000% | $1300.00           | $915.56            | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $921.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 6.2160%  | 0.0000% | $1001.00           | $922.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $936.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $939.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $941.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $951.19            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $965.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 3.0000%  | 0.0000% | $3127.00           | $973.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 4.5000%  | 0.0000% | $1060.00           | $982.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $983.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $1008.00           | $988.74            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $991.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $999.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-01-01      | 4.0000%  | 0.0000% | $1007.00           | $1001.31           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1006.64           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.39           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1000.00           | $1007.63           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1020.00           | $1009.24           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1010.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1008.00           | $1011.67           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1001.00           | $1020.97           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-04-01      | 5.1300%  | 0.0000% | $1000.00           | $1021.44           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1025.96           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $1001.00           | $1026.45           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1032.39           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $1009.00           | $1043.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1001.00           | $623.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $626.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $1041.00           | $628.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-02-01      | 2.0000%  | 0.0000% | $1000.00           | $631.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $636.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $638.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $1008.00           | $649.05            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $651.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $661.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $666.94            | Agency Mortgage-Backed Securities  |

### Security 303: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGHL5, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1GGHL5_3.66_0401
- **C.18 - Value (incl. sponsor support):** $232000000.00
- **C.18.a - Value (excl. sponsor support):** $232000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2050-02-15      | N/A      | 0.0000% | $592534.11         | $173994.09         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-08-15      | 1.5000%  | 0.0000% | $281200.00         | $279291.56         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-02-15      | 2.1250%  | 0.0000% | $723200.00         | $678049.91         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-02-15      | 1.0000%  | 0.0000% | $1599600.00        | $1518630.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-02-15      | 4.2500%  | 0.0000% | $1616100.00        | $1636003.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-11-15      | 4.6250%  | 0.0000% | $2208100.00        | $2172151.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-04-30      | 0.7500%  | 0.0000% | $2210400.00        | $2211568.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-30      | 3.8750%  | 0.0000% | $2661700.00        | $2696164.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-02-15      | 3.6250%  | 0.0000% | $3214100.00        | $2740412.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2027-02-15      | 6.6250%  | 0.0000% | $2748400.00        | $2839681.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $100.00            | $47.62             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $63.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $87.33             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $244.12            | $94.89             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $96.74             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-03-31      | 0.6250%  | 0.0000% | $100.00            | $96.92             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-31      | 2.7500%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $194.55            | $99.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-08-15      | 3.0000%  | 0.0000% | $15500.00          | $11415.49          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-07-31      | 0.6250%  | 0.0000% | $64000.00          | $63396.58          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $68.54             | $24.25             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $86.83             | $34.77             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-11-15      | 4.0000%  | 0.0000% | $25998500.00       | $25706267.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-30      | 3.7500%  | 0.0000% | $46700800.00       | $47409356.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $108819453.20      | $68197042.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2052-08-15      | 3.0000%  | 0.0000% | $109572500.00      | $78305703.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $0.10              | $0.04              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $0.64              | $0.45              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-11-15      | N/A      | 0.0000% | $1.28              | $0.88              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-05-15      | N/A      | 0.0000% | $5.12              | $3.98              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-02-15      | N/A      | 0.0000% | $16.12             | $7.27              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-11-15      | N/A      | 0.0000% | $24.28             | $7.59              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $9.36              | $8.88              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-08-15      | N/A      | 0.0000% | $43.94             | $13.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-02-15      | N/A      | 0.0000% | $22.19             | $17.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $29.91             | $19.26             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-08-15      | N/A      | 0.0000% | $21.94             | $20.01             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-11-15      | N/A      | 0.0000% | $41.20             | $20.06             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-08-15      | N/A      | 0.0000% | $28.16             | $22.63             | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Morgan Stanley Institutional Liquidity Funds

**Date:** 2026-04-07

**By:** Lonnie Bae

**Name of Signing Officer:** Lonnie Bae

**Title of Signing Officer:** Vice President