# EDGAR Filing Document

**Accession Number:** 0000097098
**File Stem:** 0001752724-25-213317
**Filing Date:** 2025-9
**Character Count:** 2135990
**Document Hash:** 7a5873dce2041391d4f8e3a6525c37f0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-213317.hdr.sgml**: 20250905

**ACCESSION NUMBER**: 0001752724-25-213317

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20250905

**DATE AS OF CHANGE**: 20250905

**FILER**: 

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

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

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

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

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

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

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

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

## Series and Classes Contracts Data

### FEDFUND (Series ID: S000001475)

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-08-31

**Registrant Full Name:** BlackRock Liquidity Funds

**CIK Number of Registrant:** 0000097098

**LEI of Registrant:** 5493007YVNX55LTRQ706

**Name of Series:** FEDFUND

**LEI of Series:** 549300T8K043VZEOVK74

**EDGAR Series Identifier:** S000001475

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

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

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

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

### Service Providers
| Role                          | Details                                                      | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | BlackRock Advisors, LLC                                      | 801-47710         |
| Independent Public Accountant | Deloitte & Touche LLP<br>City: Boston<br>State: MA           |  |
| Administrator                 | BlackRock Advisors, LLC                                      |  |
| Transfer Agent                | BNY Mellon Investment Servicing (US) Inc.<br>CIK: 0000849542 | 084-01761         |

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 49 days

- **WAL:** 106 days

- **Total Value of Portfolio Securities:** $179410211232.47

- **Amortized Cost of Portfolio Securities:** $179373242252.53

- **Cash:** $8719618602.80

- **Total Other Assets:** $452868994.22

- **Total Liabilities:** $3079797469.86

- **Net Assets of Series:** $185465932379.69

- **Number of Shares Outstanding (Series):** 185537714885.7400

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-08-01 | $143160527994.22          | $154882137969.48           | 76.2700%                  | 82.5200%                   |
| 2025-08-04 | $146866707643.52          | $158758342422.55           | 76.7300%                  | 82.9500%                   |
| 2025-08-05 | $146144947851.80          | $158291881399.81           | 76.6400%                  | 83.0100%                   |
| 2025-08-06 | $148067313832.46          | $158978693363.70           | 77.3700%                  | 83.0800%                   |
| 2025-08-07 | $145553737651.46          | $158043337804.62           | 76.5800%                  | 83.1500%                   |
| 2025-08-08 | $146377850560.03          | $158930913531.11           | 76.6500%                  | 83.2300%                   |
| 2025-08-11 | $148461422920.76          | $161032921231.62           | 77.1000%                  | 83.6300%                   |
| 2025-08-12 | $145765202111.95          | $158337149615.80           | 76.6700%                  | 83.2900%                   |
| 2025-08-13 | $148461332938.69          | $159960070974.90           | 77.6300%                  | 83.6400%                   |
| 2025-08-14 | $142868295098.19          | $155193706625.71           | 76.7000%                  | 83.3200%                   |
| 2025-08-15 | $144697246686.32          | $156720778588.44           | 76.9600%                  | 83.3500%                   |
| 2025-08-18 | $144371993960.76          | $156395996055.33           | 76.9200%                  | 83.3200%                   |
| 2025-08-19 | $143340986929.66          | $155157906544.58           | 77.0100%                  | 83.3600%                   |
| 2025-08-20 | $146959038603.67          | $157949218486.27           | 78.1000%                  | 83.9400%                   |
| 2025-08-21 | $147910427562.95          | $159740668383.43           | 77.6100%                  | 83.8200%                   |
| 2025-08-22 | $147236841085.14          | $159068515056.74           | 77.5300%                  | 83.7600%                   |
| 2025-08-25 | $149090609891.29          | $161050048190.23           | 77.8700%                  | 84.1100%                   |
| 2025-08-26 | $147216074873.08          | $159355937094.84           | 77.6600%                  | 84.0700%                   |
| 2025-08-27 | $151516413769.53          | $163147289859.95           | 77.6800%                  | 83.6400%                   |
| 2025-08-28 | $147237413182.75          | $160728665673.86           | 76.9300%                  | 83.9800%                   |
| 2025-08-29 | $144305478185.45          | $157372082379.58           | 76.6000%                  | 83.5300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-08-01 | 4.3800%             |
| 2025-08-04 | 4.3700%             |
| 2025-08-05 | 4.3700%             |
| 2025-08-06 | 4.3700%             |
| 2025-08-07 | 4.3600%             |
| 2025-08-08 | 4.3600%             |
| 2025-08-11 | 4.3600%             |
| 2025-08-12 | 4.3600%             |
| 2025-08-13 | 4.3600%             |
| 2025-08-14 | 4.3600%             |
| 2025-08-15 | 4.3600%             |
| 2025-08-18 | 4.3500%             |
| 2025-08-19 | 4.3500%             |
| 2025-08-20 | 4.3500%             |
| 2025-08-21 | 4.3500%             |
| 2025-08-22 | 4.3500%             |
| 2025-08-25 | 4.3500%             |
| 2025-08-26 | 4.3500%             |
| 2025-08-27 | 4.3600%             |
| 2025-08-28 | 4.3600%             |
| 2025-08-29 | 4.3600%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-08-01 | 0.9998                      |
|  |  |
| 2025-08-04 | 0.9997                      |
|  |  |
| 2025-08-05 | 0.9997                      |
|  |  |
| 2025-08-06 | 0.9997                      |
|  |  |
| 2025-08-07 | 0.9997                      |
|  |  |
| 2025-08-08 | 0.9998                      |
|  |  |
| 2025-08-11 | 0.9997                      |
|  |  |
| 2025-08-12 | 0.9997                      |
|  |  |
| 2025-08-13 | 0.9998                      |
|  |  |
| 2025-08-14 | 0.9998                      |
|  |  |
| 2025-08-15 | 0.9998                      |
|  |  |
| 2025-08-18 | 0.9997                      |
|  |  |
| 2025-08-19 | 0.9997                      |
|  |  |
| 2025-08-20 | 0.9997                      |
|  |  |
| 2025-08-21 | 0.9997                      |
|  |  |
| 2025-08-22 | 0.9998                      |
|  |  |
| 2025-08-25 | 0.9997                      |
|  |  |
| 2025-08-26 | 0.9997                      |
|  |  |
| 2025-08-27 | 0.9998                      |
|  |  |
| 2025-08-28 | 0.9998                      |
|  |  |
| 2025-08-29 | 0.9999                      |
|  |  |

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

### Class: Private Client

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $181160.06

- **Number of Shares Outstanding:** 181230.0900

- **Expense Reimbursement/Waiver:** 54.87

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9998          |
|  |  |
| 2025-08-04 | 0.9997          |
|  |  |
| 2025-08-05 | 0.9997          |
|  |  |
| 2025-08-06 | 0.9997          |
|  |  |
| 2025-08-07 | 0.9997          |
|  |  |
| 2025-08-08 | 0.9998          |
|  |  |
| 2025-08-11 | 0.9997          |
|  |  |
| 2025-08-12 | 0.9997          |
|  |  |
| 2025-08-13 | 0.9998          |
|  |  |
| 2025-08-14 | 0.9998          |
|  |  |
| 2025-08-15 | 0.9998          |
|  |  |
| 2025-08-18 | 0.9997          |
|  |  |
| 2025-08-19 | 0.9997          |
|  |  |
| 2025-08-20 | 0.9997          |
|  |  |
| 2025-08-21 | 0.9997          |
|  |  |
| 2025-08-22 | 0.9998          |
|  |  |
| 2025-08-25 | 0.9997          |
|  |  |
| 2025-08-26 | 0.9997          |
|  |  |
| 2025-08-27 | 0.9998          |
|  |  |
| 2025-08-28 | 0.9998          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $0.00                     | $0.00                   |
| 2025-08-04 | $0.00                     | $0.00                   |
| 2025-08-05 | $0.00                     | $0.00                   |
| 2025-08-06 | $0.00                     | $0.00                   |
| 2025-08-07 | $0.00                     | $0.00                   |
| 2025-08-08 | $0.00                     | $0.00                   |
| 2025-08-11 | $0.00                     | $0.00                   |
| 2025-08-12 | $0.00                     | $0.00                   |
| 2025-08-13 | $0.00                     | $0.00                   |
| 2025-08-14 | $0.00                     | $0.00                   |
| 2025-08-15 | $0.00                     | $0.00                   |
| 2025-08-18 | $0.00                     | $0.00                   |
| 2025-08-19 | $0.00                     | $0.00                   |
| 2025-08-20 | $0.00                     | $0.00                   |
| 2025-08-21 | $0.00                     | $0.00                   |
| 2025-08-22 | $0.00                     | $0.00                   |
| 2025-08-25 | $0.00                     | $0.00                   |
| 2025-08-26 | $0.00                     | $0.00                   |
| 2025-08-27 | $0.00                     | $0.00                   |
| 2025-08-28 | $0.00                     | $0.00                   |
| 2025-08-29 | $565.60                   | $0.00                   |

**Total Gross Subscriptions (Month):** $565.60

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.7000%           |
| 2025-08-04 | 3.6900%           |
| 2025-08-05 | 3.6900%           |
| 2025-08-06 | 3.6900%           |
| 2025-08-07 | 3.6800%           |
| 2025-08-08 | 3.6800%           |
| 2025-08-11 | 3.6800%           |
| 2025-08-12 | 3.6800%           |
| 2025-08-13 | 3.6800%           |
| 2025-08-14 | 3.6800%           |
| 2025-08-15 | 3.6800%           |
| 2025-08-18 | 3.6800%           |
| 2025-08-19 | 3.6700%           |
| 2025-08-20 | 3.6700%           |
| 2025-08-21 | 3.6700%           |
| 2025-08-22 | 3.6700%           |
| 2025-08-25 | 3.6700%           |
| 2025-08-26 | 3.6700%           |
| 2025-08-27 | 3.6800%           |
| 2025-08-28 | 3.6800%           |
| 2025-08-29 | 3.6800%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 43.7100%         | 0.0000%              |
| Retail investor |  | 20.4600%         | 0.0000%              |
| Retail investor |  | 14.7300%         | 0.0000%              |

### Class: Dollar

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $4164915890.32

- **Number of Shares Outstanding:** 4166528239.6400

- **Expense Reimbursement/Waiver:** 47700.37

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9998          |
|  |  |
| 2025-08-04 | 0.9997          |
|  |  |
| 2025-08-05 | 0.9997          |
|  |  |
| 2025-08-06 | 0.9997          |
|  |  |
| 2025-08-07 | 0.9997          |
|  |  |
| 2025-08-08 | 0.9998          |
|  |  |
| 2025-08-11 | 0.9997          |
|  |  |
| 2025-08-12 | 0.9997          |
|  |  |
| 2025-08-13 | 0.9998          |
|  |  |
| 2025-08-14 | 0.9998          |
|  |  |
| 2025-08-15 | 0.9998          |
|  |  |
| 2025-08-18 | 0.9997          |
|  |  |
| 2025-08-19 | 0.9997          |
|  |  |
| 2025-08-20 | 0.9997          |
|  |  |
| 2025-08-21 | 0.9997          |
|  |  |
| 2025-08-22 | 0.9998          |
|  |  |
| 2025-08-25 | 0.9997          |
|  |  |
| 2025-08-26 | 0.9997          |
|  |  |
| 2025-08-27 | 0.9998          |
|  |  |
| 2025-08-28 | 0.9998          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $17116682.40              | $50102696.21            |
| 2025-08-04 | $69699247.77              | $16366983.01            |
| 2025-08-05 | $97107019.59              | $1225595.65             |
| 2025-08-06 | $14084910.74              | $4047811.86             |
| 2025-08-07 | $19654609.83              | $93026483.48            |
| 2025-08-08 | $69455250.12              | $64636571.51            |
| 2025-08-11 | $11882818.76              | $19751674.53            |
| 2025-08-12 | $29881303.45              | $30218288.10            |
| 2025-08-13 | $5760489.67               | $108952466.47           |
| 2025-08-14 | $42709502.93              | $169530710.23           |
| 2025-08-15 | $96664663.80              | $33560013.40            |
| 2025-08-18 | $170723742.31             | $46784101.19            |
| 2025-08-19 | $82127645.97              | $4175663.90             |
| 2025-08-20 | $7942586.62               | $159033534.82           |
| 2025-08-21 | $62107174.72              | $36913488.61            |
| 2025-08-22 | $49762860.88              | $43114860.15            |
| 2025-08-25 | $13336098.88              | $139556912.96           |
| 2025-08-26 | $24241423.91              | $102370420.07           |
| 2025-08-27 | $233923201.45             | $2463863.89             |
| 2025-08-28 | $10565779.21              | $231561420.97           |
| 2025-08-29 | $81757932.94              | $26508346.17            |

**Total Gross Subscriptions (Month):** $1210504945.95

**Total Gross Redemptions (Month):** $1383901907.18

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.9600%           |
| 2025-08-04 | 3.9500%           |
| 2025-08-05 | 3.9500%           |
| 2025-08-06 | 3.9500%           |
| 2025-08-07 | 3.9400%           |
| 2025-08-08 | 3.9400%           |
| 2025-08-11 | 3.9400%           |
| 2025-08-12 | 3.9400%           |
| 2025-08-13 | 3.9400%           |
| 2025-08-14 | 3.9400%           |
| 2025-08-15 | 3.9400%           |
| 2025-08-18 | 3.9300%           |
| 2025-08-19 | 3.9300%           |
| 2025-08-20 | 3.9300%           |
| 2025-08-21 | 3.9300%           |
| 2025-08-22 | 3.9300%           |
| 2025-08-25 | 3.9300%           |
| 2025-08-26 | 3.9300%           |
| 2025-08-27 | 3.9400%           |
| 2025-08-28 | 3.9400%           |
| 2025-08-29 | 3.9400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 15.0100%         | 0.0000%              |
| Depository institution or other banking institution |  | 17.3200%         | 0.0000%              |
| Broker-dealer                                       |  | 7.1400%          | 0.0000%              |
| Depository institution or other banking institution |  | 48.0400%         | 0.0000%              |

### Class: Capital

- **Minimum Initial Investment:** $50000.00

- **Net Assets of Class:** $353626953.69

- **Number of Shares Outstanding:** 353764043.7500

- **Expense Reimbursement/Waiver:** 3847.31

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9998          |
|  |  |
| 2025-08-04 | 0.9997          |
|  |  |
| 2025-08-05 | 0.9997          |
|  |  |
| 2025-08-06 | 0.9997          |
|  |  |
| 2025-08-07 | 0.9997          |
|  |  |
| 2025-08-08 | 0.9998          |
|  |  |
| 2025-08-11 | 0.9997          |
|  |  |
| 2025-08-12 | 0.9997          |
|  |  |
| 2025-08-13 | 0.9998          |
|  |  |
| 2025-08-14 | 0.9998          |
|  |  |
| 2025-08-15 | 0.9998          |
|  |  |
| 2025-08-18 | 0.9997          |
|  |  |
| 2025-08-19 | 0.9997          |
|  |  |
| 2025-08-20 | 0.9997          |
|  |  |
| 2025-08-21 | 0.9997          |
|  |  |
| 2025-08-22 | 0.9998          |
|  |  |
| 2025-08-25 | 0.9997          |
|  |  |
| 2025-08-26 | 0.9997          |
|  |  |
| 2025-08-27 | 0.9998          |
|  |  |
| 2025-08-28 | 0.9998          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $2849844.07               | $3470880.57             |
| 2025-08-04 | $3593538.79               | $2610757.85             |
| 2025-08-05 | $3072867.62               | $2005716.39             |
| 2025-08-06 | $1988239.19               | $1142961.07             |
| 2025-08-07 | $6812600.45               | $2640687.69             |
| 2025-08-08 | $3297189.53               | $2460234.76             |
| 2025-08-11 | $3667462.50               | $3882910.60             |
| 2025-08-12 | $3257304.85               | $3294531.27             |
| 2025-08-13 | $1540960.13               | $1973669.99             |
| 2025-08-14 | $3982822.61               | $2546861.68             |
| 2025-08-15 | $4114259.97               | $5174852.94             |
| 2025-08-18 | $3728596.35               | $6984109.13             |
| 2025-08-19 | $11725464.43              | $2974033.61             |
| 2025-08-20 | $7259839.16               | $5403545.69             |
| 2025-08-21 | $3630861.22               | $4365113.28             |
| 2025-08-22 | $3309429.57               | $556727.88              |
| 2025-08-25 | $1709908.41               | $3840330.29             |
| 2025-08-26 | $3663317.69               | $2014761.63             |
| 2025-08-27 | $1446375.98               | $4067424.27             |
| 2025-08-28 | $6278170.19               | $6213251.53             |
| 2025-08-29 | $10002249.43              | $6183561.83             |

**Total Gross Subscriptions (Month):** $90931302.14

**Total Gross Redemptions (Month):** $73806923.95

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.1600%           |
| 2025-08-04 | 4.1500%           |
| 2025-08-05 | 4.1500%           |
| 2025-08-06 | 4.1500%           |
| 2025-08-07 | 4.1400%           |
| 2025-08-08 | 4.1400%           |
| 2025-08-11 | 4.1400%           |
| 2025-08-12 | 4.1400%           |
| 2025-08-13 | 4.1400%           |
| 2025-08-14 | 4.1400%           |
| 2025-08-15 | 4.1400%           |
| 2025-08-18 | 4.1300%           |
| 2025-08-19 | 4.1300%           |
| 2025-08-20 | 4.1300%           |
| 2025-08-21 | 4.1300%           |
| 2025-08-22 | 4.1300%           |
| 2025-08-25 | 4.1300%           |
| 2025-08-26 | 4.1300%           |
| 2025-08-27 | 4.1400%           |
| 2025-08-28 | 4.1400%           |
| 2025-08-29 | 4.1400%           |

### Class: Stern Brothers Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $14817576.98

- **Number of Shares Outstanding:** 14822865.8700

- **Expense Reimbursement/Waiver:** 170.51

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9998          |
|  |  |
| 2025-08-04 | 0.9997          |
|  |  |
| 2025-08-05 | 0.9997          |
|  |  |
| 2025-08-06 | 0.9998          |
|  |  |
| 2025-08-07 | 0.9997          |
|  |  |
| 2025-08-08 | 0.9998          |
|  |  |
| 2025-08-11 | 0.9997          |
|  |  |
| 2025-08-12 | 0.9998          |
|  |  |
| 2025-08-13 | 0.9998          |
|  |  |
| 2025-08-14 | 0.9998          |
|  |  |
| 2025-08-15 | 0.9998          |
|  |  |
| 2025-08-18 | 0.9998          |
|  |  |
| 2025-08-19 | 0.9998          |
|  |  |
| 2025-08-20 | 0.9999          |
|  |  |
| 2025-08-21 | 0.9998          |
|  |  |
| 2025-08-22 | 0.9999          |
|  |  |
| 2025-08-25 | 0.9998          |
|  |  |
| 2025-08-26 | 0.9998          |
|  |  |
| 2025-08-27 | 0.9998          |
|  |  |
| 2025-08-28 | 0.9998          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $0.03                     | $2000000.00             |
| 2025-08-04 | $5000000.00               | $0.00                   |
| 2025-08-05 | $0.00                     | $1000000.00             |
| 2025-08-06 | $0.00                     | $0.00                   |
| 2025-08-07 | $0.00                     | $500000.00              |
| 2025-08-08 | $0.00                     | $6000000.00             |
| 2025-08-11 | $0.00                     | $500000.00              |
| 2025-08-12 | $0.00                     | $0.00                   |
| 2025-08-13 | $0.00                     | $1000000.00             |
| 2025-08-14 | $0.00                     | $4081827.17             |
| 2025-08-15 | $0.00                     | $1000000.00             |
| 2025-08-18 | $0.00                     | $0.00                   |
| 2025-08-19 | $0.00                     | $0.00                   |
| 2025-08-20 | $0.00                     | $8000000.00             |
| 2025-08-21 | $1500000.00               | $0.00                   |
| 2025-08-22 | $4000000.00               | $0.00                   |
| 2025-08-25 | $2500000.00               | $0.00                   |
| 2025-08-26 | $0.00                     | $0.00                   |
| 2025-08-27 | $0.00                     | $0.00                   |
| 2025-08-28 | $3000000.00               | $0.00                   |
| 2025-08-29 | $43529.28                 | $0.00                   |

**Total Gross Subscriptions (Month):** $16043529.31

**Total Gross Redemptions (Month):** $24081827.17

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2100%           |
| 2025-08-04 | 4.2000%           |
| 2025-08-05 | 4.2000%           |
| 2025-08-06 | 4.2000%           |
| 2025-08-07 | 4.1900%           |
| 2025-08-08 | 4.1900%           |
| 2025-08-11 | 4.1900%           |
| 2025-08-12 | 4.1900%           |
| 2025-08-13 | 4.1900%           |
| 2025-08-14 | 4.1900%           |
| 2025-08-15 | 4.1900%           |
| 2025-08-18 | 4.1800%           |
| 2025-08-19 | 4.1800%           |
| 2025-08-20 | 4.1800%           |
| 2025-08-21 | 4.1800%           |
| 2025-08-22 | 4.1800%           |
| 2025-08-25 | 4.1800%           |
| 2025-08-26 | 4.1800%           |
| 2025-08-27 | 4.1900%           |
| 2025-08-28 | 4.1900%           |
| 2025-08-29 | 4.1900%           |

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

### Class: Penserra Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $1103966.88

- **Number of Shares Outstanding:** 1104395.7900

- **Expense Reimbursement/Waiver:** 16.57

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9998          |
|  |  |
| 2025-08-04 | 0.9997          |
|  |  |
| 2025-08-05 | 0.9997          |
|  |  |
| 2025-08-06 | 0.9997          |
|  |  |
| 2025-08-07 | 0.9997          |
|  |  |
| 2025-08-08 | 0.9998          |
|  |  |
| 2025-08-11 | 0.9997          |
|  |  |
| 2025-08-12 | 0.9997          |
|  |  |
| 2025-08-13 | 0.9998          |
|  |  |
| 2025-08-14 | 0.9998          |
|  |  |
| 2025-08-15 | 0.9998          |
|  |  |
| 2025-08-18 | 0.9997          |
|  |  |
| 2025-08-19 | 0.9997          |
|  |  |
| 2025-08-20 | 0.9997          |
|  |  |
| 2025-08-21 | 0.9997          |
|  |  |
| 2025-08-22 | 0.9998          |
|  |  |
| 2025-08-25 | 0.9997          |
|  |  |
| 2025-08-26 | 0.9997          |
|  |  |
| 2025-08-27 | 0.9998          |
|  |  |
| 2025-08-28 | 0.9998          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $0.00                     | $0.00                   |
| 2025-08-04 | $0.00                     | $0.00                   |
| 2025-08-05 | $0.00                     | $0.00                   |
| 2025-08-06 | $0.00                     | $0.00                   |
| 2025-08-07 | $0.00                     | $0.00                   |
| 2025-08-08 | $0.00                     | $0.00                   |
| 2025-08-11 | $0.00                     | $0.00                   |
| 2025-08-12 | $0.00                     | $0.00                   |
| 2025-08-13 | $0.00                     | $1000000.00             |
| 2025-08-14 | $0.00                     | $0.00                   |
| 2025-08-15 | $0.00                     | $0.00                   |
| 2025-08-18 | $0.00                     | $0.00                   |
| 2025-08-19 | $0.00                     | $0.00                   |
| 2025-08-20 | $0.00                     | $0.00                   |
| 2025-08-21 | $0.00                     | $0.00                   |
| 2025-08-22 | $0.00                     | $0.00                   |
| 2025-08-25 | $0.00                     | $0.00                   |
| 2025-08-26 | $0.00                     | $0.00                   |
| 2025-08-27 | $0.00                     | $0.00                   |
| 2025-08-28 | $0.00                     | $0.00                   |
| 2025-08-29 | $371.16                   | $0.00                   |

**Total Gross Subscriptions (Month):** $371.16

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2100%           |
| 2025-08-04 | 4.2000%           |
| 2025-08-05 | 4.2000%           |
| 2025-08-06 | 4.2000%           |
| 2025-08-07 | 4.1900%           |
| 2025-08-08 | 4.1900%           |
| 2025-08-11 | 4.1900%           |
| 2025-08-12 | 4.1900%           |
| 2025-08-13 | 4.1900%           |
| 2025-08-14 | 4.1900%           |
| 2025-08-15 | 4.1900%           |
| 2025-08-18 | 4.1800%           |
| 2025-08-19 | 4.1800%           |
| 2025-08-20 | 4.1800%           |
| 2025-08-21 | 4.1800%           |
| 2025-08-22 | 4.1800%           |
| 2025-08-25 | 4.1800%           |
| 2025-08-26 | 4.1800%           |
| 2025-08-27 | 4.1900%           |
| 2025-08-28 | 4.1900%           |
| 2025-08-29 | 4.1900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category       | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 90.5200%         | 0.0000%              |
| Other                                               | Other - Partnerships | 9.4800%          | 0.0000%              |

### Class: Great Pacific Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $52177.83

- **Number of Shares Outstanding:** 52198.0700

- **Expense Reimbursement/Waiver:** 0.62

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9998          |
|  |  |
| 2025-08-04 | 0.9997          |
|  |  |
| 2025-08-05 | 0.9997          |
|  |  |
| 2025-08-06 | 0.9997          |
|  |  |
| 2025-08-07 | 0.9997          |
|  |  |
| 2025-08-08 | 0.9998          |
|  |  |
| 2025-08-11 | 0.9997          |
|  |  |
| 2025-08-12 | 0.9997          |
|  |  |
| 2025-08-13 | 0.9998          |
|  |  |
| 2025-08-14 | 0.9998          |
|  |  |
| 2025-08-15 | 0.9998          |
|  |  |
| 2025-08-18 | 0.9997          |
|  |  |
| 2025-08-19 | 0.9997          |
|  |  |
| 2025-08-20 | 0.9997          |
|  |  |
| 2025-08-21 | 0.9997          |
|  |  |
| 2025-08-22 | 0.9998          |
|  |  |
| 2025-08-25 | 0.9997          |
|  |  |
| 2025-08-26 | 0.9997          |
|  |  |
| 2025-08-27 | 0.9998          |
|  |  |
| 2025-08-28 | 0.9998          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $0.00                     | $0.00                   |
| 2025-08-04 | $0.00                     | $0.00                   |
| 2025-08-05 | $0.00                     | $0.00                   |
| 2025-08-06 | $0.00                     | $0.00                   |
| 2025-08-07 | $0.00                     | $0.00                   |
| 2025-08-08 | $0.00                     | $0.00                   |
| 2025-08-11 | $0.00                     | $0.00                   |
| 2025-08-12 | $0.00                     | $0.00                   |
| 2025-08-13 | $0.00                     | $0.00                   |
| 2025-08-14 | $0.00                     | $0.00                   |
| 2025-08-15 | $0.00                     | $0.00                   |
| 2025-08-18 | $0.00                     | $0.00                   |
| 2025-08-19 | $0.00                     | $0.00                   |
| 2025-08-20 | $0.00                     | $0.00                   |
| 2025-08-21 | $0.00                     | $0.00                   |
| 2025-08-22 | $0.00                     | $0.00                   |
| 2025-08-25 | $0.00                     | $0.00                   |
| 2025-08-26 | $0.00                     | $0.00                   |
| 2025-08-27 | $0.00                     | $0.00                   |
| 2025-08-28 | $0.00                     | $0.00                   |
| 2025-08-29 | $185.70                   | $0.00                   |

**Total Gross Subscriptions (Month):** $185.70

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2200%           |
| 2025-08-04 | 4.2100%           |
| 2025-08-05 | 4.2000%           |
| 2025-08-06 | 4.2000%           |
| 2025-08-07 | 4.2000%           |
| 2025-08-08 | 4.2000%           |
| 2025-08-11 | 4.2000%           |
| 2025-08-12 | 4.2000%           |
| 2025-08-13 | 4.1900%           |
| 2025-08-14 | 4.1900%           |
| 2025-08-15 | 4.1900%           |
| 2025-08-18 | 4.1800%           |
| 2025-08-19 | 4.1800%           |
| 2025-08-20 | 4.1800%           |
| 2025-08-21 | 4.1800%           |
| 2025-08-22 | 4.1800%           |
| 2025-08-25 | 4.1800%           |
| 2025-08-26 | 4.1800%           |
| 2025-08-27 | 4.1900%           |
| 2025-08-28 | 4.1900%           |
| 2025-08-29 | 4.1900%           |

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

### Class: Administration

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $7930156739.37

- **Number of Shares Outstanding:** 7933225724.8100

- **Expense Reimbursement/Waiver:** 86257.33

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9998          |
|  |  |
| 2025-08-04 | 0.9997          |
|  |  |
| 2025-08-05 | 0.9997          |
|  |  |
| 2025-08-06 | 0.9997          |
|  |  |
| 2025-08-07 | 0.9997          |
|  |  |
| 2025-08-08 | 0.9998          |
|  |  |
| 2025-08-11 | 0.9997          |
|  |  |
| 2025-08-12 | 0.9997          |
|  |  |
| 2025-08-13 | 0.9998          |
|  |  |
| 2025-08-14 | 0.9998          |
|  |  |
| 2025-08-15 | 0.9998          |
|  |  |
| 2025-08-18 | 0.9997          |
|  |  |
| 2025-08-19 | 0.9997          |
|  |  |
| 2025-08-20 | 0.9997          |
|  |  |
| 2025-08-21 | 0.9997          |
|  |  |
| 2025-08-22 | 0.9998          |
|  |  |
| 2025-08-25 | 0.9997          |
|  |  |
| 2025-08-26 | 0.9997          |
|  |  |
| 2025-08-27 | 0.9998          |
|  |  |
| 2025-08-28 | 0.9998          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $134506165.48             | $4617302.69             |
| 2025-08-04 | $49287835.41              | $152694350.04           |
| 2025-08-05 | $52912215.49              | $1845838.64             |
| 2025-08-06 | $84440028.42              | $7055.71                |
| 2025-08-07 | $35940122.58              | $515958.38              |
| 2025-08-08 | $54383967.47              | $579334.31              |
| 2025-08-11 | $195647.05                | $128601396.89           |
| 2025-08-12 | $85386968.25              | $2309509.00             |
| 2025-08-13 | $11156775.98              | $40037126.42            |
| 2025-08-14 | $21329811.09              | $23513352.11            |
| 2025-08-15 | $3632582.75               | $181311399.11           |
| 2025-08-18 | $43885729.84              | $101407924.08           |
| 2025-08-19 | $35737815.47              | $1171699.31             |
| 2025-08-20 | $39087704.41              | $125208443.32           |
| 2025-08-21 | $35737264.30              | $62755469.66            |
| 2025-08-22 | $74577792.16              | $557723.76              |
| 2025-08-25 | $86617632.62              | $28084768.59            |
| 2025-08-26 | $103448829.76             | $10181611.20            |
| 2025-08-27 | $272956990.56             | $1166786.97             |
| 2025-08-28 | $21959325.32              | $6450812.23             |
| 2025-08-29 | $17196762.63              | $108089034.94           |

**Total Gross Subscriptions (Month):** $1264377967.04

**Total Gross Redemptions (Month):** $981106897.36

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.1100%           |
| 2025-08-04 | 4.1000%           |
| 2025-08-05 | 4.1000%           |
| 2025-08-06 | 4.1000%           |
| 2025-08-07 | 4.0900%           |
| 2025-08-08 | 4.0900%           |
| 2025-08-11 | 4.0900%           |
| 2025-08-12 | 4.0900%           |
| 2025-08-13 | 4.0900%           |
| 2025-08-14 | 4.0900%           |
| 2025-08-15 | 4.0900%           |
| 2025-08-18 | 4.0800%           |
| 2025-08-19 | 4.0800%           |
| 2025-08-20 | 4.0800%           |
| 2025-08-21 | 4.0800%           |
| 2025-08-22 | 4.0800%           |
| 2025-08-25 | 4.0800%           |
| 2025-08-26 | 4.0800%           |
| 2025-08-27 | 4.0900%           |
| 2025-08-28 | 4.0900%           |
| 2025-08-29 | 4.0900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 60.7000%         | 0.0000%              |
| Depository institution or other banking institution |  | 36.8700%         | 0.0000%              |

### Class: Tigress

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $95412151.05

- **Number of Shares Outstanding:** 95448941.2200

- **Expense Reimbursement/Waiver:** 1254.53

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9998          |
|  |  |
| 2025-08-04 | 0.9997          |
|  |  |
| 2025-08-05 | 0.9997          |
|  |  |
| 2025-08-06 | 0.9997          |
|  |  |
| 2025-08-07 | 0.9997          |
|  |  |
| 2025-08-08 | 0.9998          |
|  |  |
| 2025-08-11 | 0.9997          |
|  |  |
| 2025-08-12 | 0.9997          |
|  |  |
| 2025-08-13 | 0.9998          |
|  |  |
| 2025-08-14 | 0.9998          |
|  |  |
| 2025-08-15 | 0.9998          |
|  |  |
| 2025-08-18 | 0.9997          |
|  |  |
| 2025-08-19 | 0.9997          |
|  |  |
| 2025-08-20 | 0.9997          |
|  |  |
| 2025-08-21 | 0.9997          |
|  |  |
| 2025-08-22 | 0.9998          |
|  |  |
| 2025-08-25 | 0.9997          |
|  |  |
| 2025-08-26 | 0.9997          |
|  |  |
| 2025-08-27 | 0.9998          |
|  |  |
| 2025-08-28 | 0.9998          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $1070538.00               | $0.00                   |
| 2025-08-04 | $490405.00                | $0.00                   |
| 2025-08-05 | $1143994.00               | $0.00                   |
| 2025-08-06 | $1746098.00               | $0.00                   |
| 2025-08-07 | $4366333.00               | $0.00                   |
| 2025-08-08 | $2402434.00               | $0.00                   |
| 2025-08-11 | $454402.00                | $0.00                   |
| 2025-08-12 | $436555.00                | $0.00                   |
| 2025-08-13 | $0.00                     | $9454338.00             |
| 2025-08-14 | $0.00                     | $7628891.00             |
| 2025-08-15 | $0.00                     | $7648535.00             |
| 2025-08-18 | $2725144.00               | $0.00                   |
| 2025-08-19 | $0.00                     | $7341650.00             |
| 2025-08-20 | $773352.00                | $0.00                   |
| 2025-08-21 | $0.00                     | $418371.00              |
| 2025-08-22 | $1294112.00               | $0.00                   |
| 2025-08-25 | $0.00                     | $3971655.00             |
| 2025-08-26 | $18655.00                 | $0.00                   |
| 2025-08-27 | $0.00                     | $7992835.00             |
| 2025-08-28 | $0.00                     | $1170035.00             |
| 2025-08-29 | $4967240.33               | $0.00                   |

**Total Gross Subscriptions (Month):** $21889262.33

**Total Gross Redemptions (Month):** $45626310.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2100%           |
| 2025-08-04 | 4.2000%           |
| 2025-08-05 | 4.2000%           |
| 2025-08-06 | 4.2000%           |
| 2025-08-07 | 4.1900%           |
| 2025-08-08 | 4.1900%           |
| 2025-08-11 | 4.1900%           |
| 2025-08-12 | 4.1900%           |
| 2025-08-13 | 4.1900%           |
| 2025-08-14 | 4.1900%           |
| 2025-08-15 | 4.1900%           |
| 2025-08-18 | 4.1800%           |
| 2025-08-19 | 4.1800%           |
| 2025-08-20 | 4.1800%           |
| 2025-08-21 | 4.1800%           |
| 2025-08-22 | 4.1800%           |
| 2025-08-25 | 4.1800%           |
| 2025-08-26 | 4.1800%           |
| 2025-08-27 | 4.1900%           |
| 2025-08-28 | 4.1900%           |
| 2025-08-29 | 4.1900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 72.6500%         | 0.0000%              |
| Depository institution or other banking institution |  | 26.1100%         | 0.0000%              |

### Class: WestCap Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $53208484.93

- **Number of Shares Outstanding:** 53229052.9400

- **Expense Reimbursement/Waiver:** 612.41

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9998          |
|  |  |
| 2025-08-04 | 0.9997          |
|  |  |
| 2025-08-05 | 0.9997          |
|  |  |
| 2025-08-06 | 0.9997          |
|  |  |
| 2025-08-07 | 0.9997          |
|  |  |
| 2025-08-08 | 0.9998          |
|  |  |
| 2025-08-11 | 0.9997          |
|  |  |
| 2025-08-12 | 0.9997          |
|  |  |
| 2025-08-13 | 0.9998          |
|  |  |
| 2025-08-14 | 0.9998          |
|  |  |
| 2025-08-15 | 0.9998          |
|  |  |
| 2025-08-18 | 0.9997          |
|  |  |
| 2025-08-19 | 0.9997          |
|  |  |
| 2025-08-20 | 0.9997          |
|  |  |
| 2025-08-21 | 0.9997          |
|  |  |
| 2025-08-22 | 0.9998          |
|  |  |
| 2025-08-25 | 0.9997          |
|  |  |
| 2025-08-26 | 0.9997          |
|  |  |
| 2025-08-27 | 0.9998          |
|  |  |
| 2025-08-28 | 0.9998          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $0.00                     | $0.00                   |
| 2025-08-04 | $0.00                     | $0.00                   |
| 2025-08-05 | $0.00                     | $0.00                   |
| 2025-08-06 | $0.00                     | $0.00                   |
| 2025-08-07 | $0.00                     | $0.00                   |
| 2025-08-08 | $0.00                     | $0.00                   |
| 2025-08-11 | $0.00                     | $0.00                   |
| 2025-08-12 | $0.00                     | $0.00                   |
| 2025-08-13 | $0.00                     | $0.00                   |
| 2025-08-14 | $0.00                     | $0.00                   |
| 2025-08-15 | $0.00                     | $0.00                   |
| 2025-08-18 | $0.00                     | $350000.00              |
| 2025-08-19 | $0.00                     | $0.00                   |
| 2025-08-20 | $0.00                     | $250000.00              |
| 2025-08-21 | $0.00                     | $0.00                   |
| 2025-08-22 | $0.00                     | $0.00                   |
| 2025-08-25 | $0.00                     | $0.00                   |
| 2025-08-26 | $0.00                     | $1200000.00             |
| 2025-08-27 | $0.00                     | $0.00                   |
| 2025-08-28 | $0.00                     | $0.00                   |
| 2025-08-29 | $193920.78                | $0.00                   |

**Total Gross Subscriptions (Month):** $193920.78

**Total Gross Redemptions (Month):** $1800000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2100%           |
| 2025-08-04 | 4.2000%           |
| 2025-08-05 | 4.2000%           |
| 2025-08-06 | 4.2000%           |
| 2025-08-07 | 4.1900%           |
| 2025-08-08 | 4.1900%           |
| 2025-08-11 | 4.1900%           |
| 2025-08-12 | 4.1900%           |
| 2025-08-13 | 4.1900%           |
| 2025-08-14 | 4.1900%           |
| 2025-08-15 | 4.1900%           |
| 2025-08-18 | 4.1800%           |
| 2025-08-19 | 4.1800%           |
| 2025-08-20 | 4.1800%           |
| 2025-08-21 | 4.1800%           |
| 2025-08-22 | 4.1800%           |
| 2025-08-25 | 4.1800%           |
| 2025-08-26 | 4.1800%           |
| 2025-08-27 | 4.1900%           |
| 2025-08-28 | 4.1900%           |
| 2025-08-29 | 4.1900%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 46.7500%         | 0.0000%              |
| Non-financial corporation |  | 48.0800%         | 0.0000%              |

### Class: Cash Management

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $671897058.53

- **Number of Shares Outstanding:** 672157173.9700

- **Expense Reimbursement/Waiver:** 7520.19

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9998          |
|  |  |
| 2025-08-04 | 0.9997          |
|  |  |
| 2025-08-05 | 0.9997          |
|  |  |
| 2025-08-06 | 0.9997          |
|  |  |
| 2025-08-07 | 0.9997          |
|  |  |
| 2025-08-08 | 0.9998          |
|  |  |
| 2025-08-11 | 0.9997          |
|  |  |
| 2025-08-12 | 0.9997          |
|  |  |
| 2025-08-13 | 0.9998          |
|  |  |
| 2025-08-14 | 0.9998          |
|  |  |
| 2025-08-15 | 0.9998          |
|  |  |
| 2025-08-18 | 0.9997          |
|  |  |
| 2025-08-19 | 0.9997          |
|  |  |
| 2025-08-20 | 0.9997          |
|  |  |
| 2025-08-21 | 0.9997          |
|  |  |
| 2025-08-22 | 0.9998          |
|  |  |
| 2025-08-25 | 0.9997          |
|  |  |
| 2025-08-26 | 0.9997          |
|  |  |
| 2025-08-27 | 0.9998          |
|  |  |
| 2025-08-28 | 0.9998          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $359822.45                | $52929.16               |
| 2025-08-04 | $13789942.74              | $2498205.42             |
| 2025-08-05 | $916511.78                | $1793212.32             |
| 2025-08-06 | $1864152.05               | $23261.93               |
| 2025-08-07 | $327626.43                | $32356.77               |
| 2025-08-08 | $533594.68                | $162421.05              |
| 2025-08-11 | $206234.05                | $335596.09              |
| 2025-08-12 | $25475.31                 | $260576.83              |
| 2025-08-13 | $160010.51                | $16012915.84            |
| 2025-08-14 | $177947.19                | $274384.52              |
| 2025-08-15 | $456326.63                | $381781.60              |
| 2025-08-18 | $289017.76                | $2040317.94             |
| 2025-08-19 | $456242.40                | $491525.58              |
| 2025-08-20 | $12181175.50              | $1874828.93             |
| 2025-08-21 | $116821.49                | $1296746.89             |
| 2025-08-22 | $34505.76                 | $2398458.36             |
| 2025-08-25 | $113939.66                | $294444.02              |
| 2025-08-26 | $40184.29                 | $34337.69               |
| 2025-08-27 | $41877.54                 | $2415809.59             |
| 2025-08-28 | $59210.20                 | $13658.42               |
| 2025-08-29 | $2033918.86               | $2065984.66             |

**Total Gross Subscriptions (Month):** $34184537.28

**Total Gross Redemptions (Month):** $34753753.61

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.7100%           |
| 2025-08-04 | 3.7100%           |
| 2025-08-05 | 3.7000%           |
| 2025-08-06 | 3.7000%           |
| 2025-08-07 | 3.7000%           |
| 2025-08-08 | 3.7000%           |
| 2025-08-11 | 3.6900%           |
| 2025-08-12 | 3.6900%           |
| 2025-08-13 | 3.6900%           |
| 2025-08-14 | 3.6900%           |
| 2025-08-15 | 3.6900%           |
| 2025-08-18 | 3.6900%           |
| 2025-08-19 | 3.6900%           |
| 2025-08-20 | 3.6800%           |
| 2025-08-21 | 3.6800%           |
| 2025-08-22 | 3.6800%           |
| 2025-08-25 | 3.6800%           |
| 2025-08-26 | 3.6900%           |
| 2025-08-27 | 3.6900%           |
| 2025-08-28 | 3.6900%           |
| 2025-08-29 | 3.6900%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 10.7800%         | 0.0000%              |
| Non-financial corporation |  | 6.8600%          | 0.0000%              |
| Non-financial corporation |  | 80.8900%         | 0.0000%              |

### Class: Mischler Financial Group Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $1767412723.28

- **Number of Shares Outstanding:** 1768093056.3600

- **Expense Reimbursement/Waiver:** 25051.63

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9998          |
|  |  |
| 2025-08-04 | 0.9997          |
|  |  |
| 2025-08-05 | 0.9997          |
|  |  |
| 2025-08-06 | 0.9997          |
|  |  |
| 2025-08-07 | 0.9997          |
|  |  |
| 2025-08-08 | 0.9998          |
|  |  |
| 2025-08-11 | 0.9997          |
|  |  |
| 2025-08-12 | 0.9997          |
|  |  |
| 2025-08-13 | 0.9998          |
|  |  |
| 2025-08-14 | 0.9998          |
|  |  |
| 2025-08-15 | 0.9998          |
|  |  |
| 2025-08-18 | 0.9997          |
|  |  |
| 2025-08-19 | 0.9997          |
|  |  |
| 2025-08-20 | 0.9997          |
|  |  |
| 2025-08-21 | 0.9997          |
|  |  |
| 2025-08-22 | 0.9998          |
|  |  |
| 2025-08-25 | 0.9997          |
|  |  |
| 2025-08-26 | 0.9997          |
|  |  |
| 2025-08-27 | 0.9998          |
|  |  |
| 2025-08-28 | 0.9998          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $100000000.00             | $0.00                   |
| 2025-08-04 | $1189333334.00            | $1000000.00             |
| 2025-08-05 | $83500000.00              | $750000.00              |
| 2025-08-06 | $0.00                     | $0.00                   |
| 2025-08-07 | $0.00                     | $91000000.00            |
| 2025-08-08 | $325000000.00             | $0.00                   |
| 2025-08-11 | $0.00                     | $173500000.00           |
| 2025-08-12 | $1000000.00               | $52500000.00            |
| 2025-08-13 | $0.00                     | $32000000.00            |
| 2025-08-14 | $0.00                     | $143000000.00           |
| 2025-08-15 | $0.00                     | $230500000.00           |
| 2025-08-18 | $1000000.00               | $0.00                   |
| 2025-08-19 | $0.00                     | $20750000.00            |
| 2025-08-20 | $0.00                     | $64250000.00            |
| 2025-08-21 | $50000000.00              | $82250000.00            |
| 2025-08-22 | $0.00                     | $456250000.00           |
| 2025-08-25 | $0.00                     | $307000000.00           |
| 2025-08-26 | $105000000.00             | $0.00                   |
| 2025-08-27 | $0.00                     | $175000000.00           |
| 2025-08-28 | $50000000.00              | $94750000.00            |
| 2025-08-29 | $335867918.09             | $0.00                   |

**Total Gross Subscriptions (Month):** $2240701252.09

**Total Gross Redemptions (Month):** $1924500000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2100%           |
| 2025-08-04 | 4.2000%           |
| 2025-08-05 | 4.2000%           |
| 2025-08-06 | 4.2000%           |
| 2025-08-07 | 4.1900%           |
| 2025-08-08 | 4.1900%           |
| 2025-08-11 | 4.1900%           |
| 2025-08-12 | 4.1900%           |
| 2025-08-13 | 4.1900%           |
| 2025-08-14 | 4.1900%           |
| 2025-08-15 | 4.1900%           |
| 2025-08-18 | 4.1800%           |
| 2025-08-19 | 4.1800%           |
| 2025-08-20 | 4.1800%           |
| 2025-08-21 | 4.1800%           |
| 2025-08-22 | 4.1800%           |
| 2025-08-25 | 4.1800%           |
| 2025-08-26 | 4.1800%           |
| 2025-08-27 | 4.1900%           |
| 2025-08-28 | 4.1900%           |
| 2025-08-29 | 4.1900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 22.5600%         | 0.0000%              |
| Depository institution or other banking institution |  | 28.2100%         | 0.0000%              |
| Depository institution or other banking institution |  | 44.6100%         | 0.0000%              |

### Class: Select

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $381007903.41

- **Number of Shares Outstanding:** 381155434.8100

- **Expense Reimbursement/Waiver:** 11481.50

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9998          |
|  |  |
| 2025-08-04 | 0.9997          |
|  |  |
| 2025-08-05 | 0.9997          |
|  |  |
| 2025-08-06 | 0.9997          |
|  |  |
| 2025-08-07 | 0.9997          |
|  |  |
| 2025-08-08 | 0.9998          |
|  |  |
| 2025-08-11 | 0.9997          |
|  |  |
| 2025-08-12 | 0.9997          |
|  |  |
| 2025-08-13 | 0.9998          |
|  |  |
| 2025-08-14 | 0.9998          |
|  |  |
| 2025-08-15 | 0.9998          |
|  |  |
| 2025-08-18 | 0.9997          |
|  |  |
| 2025-08-19 | 0.9997          |
|  |  |
| 2025-08-20 | 0.9997          |
|  |  |
| 2025-08-21 | 0.9997          |
|  |  |
| 2025-08-22 | 0.9998          |
|  |  |
| 2025-08-25 | 0.9997          |
|  |  |
| 2025-08-26 | 0.9997          |
|  |  |
| 2025-08-27 | 0.9998          |
|  |  |
| 2025-08-28 | 0.9998          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $0.00                     | $992183.80              |
| 2025-08-04 | $33098826.41              | $0.00                   |
| 2025-08-05 | $0.00                     | $25726966.18            |
| 2025-08-06 | $815287.43                | $0.00                   |
| 2025-08-07 | $11936239.16              | $0.00                   |
| 2025-08-08 | $758.07                   | $7579815.95             |
| 2025-08-11 | $0.00                     | $4604908.70             |
| 2025-08-12 | $2487465.75               | $0.00                   |
| 2025-08-13 | $3708263.41               | $0.00                   |
| 2025-08-14 | $17305805.22              | $0.00                   |
| 2025-08-15 | $1504500.46               | $0.00                   |
| 2025-08-18 | $1532.00                  | $6880077.76             |
| 2025-08-19 | $0.00                     | $1514186.20             |
| 2025-08-20 | $22.00                    | $4617569.68             |
| 2025-08-21 | $5981723.39               | $0.00                   |
| 2025-08-22 | $10.04                    | $1782035.54             |
| 2025-08-25 | $2448460.82               | $0.00                   |
| 2025-08-26 | $1576.00                  | $373494.90              |
| 2025-08-27 | $458534.28                | $14623762.03            |
| 2025-08-28 | $14165267.13              | $48624392.26            |
| 2025-08-29 | $9825723.31               | $0.00                   |

**Total Gross Subscriptions (Month):** $103739994.88

**Total Gross Redemptions (Month):** $117319393.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.3800%           |
| 2025-08-04 | 3.3700%           |
| 2025-08-05 | 3.3700%           |
| 2025-08-06 | 3.3700%           |
| 2025-08-07 | 3.3600%           |
| 2025-08-08 | 3.3600%           |
| 2025-08-11 | 3.3600%           |
| 2025-08-12 | 3.3600%           |
| 2025-08-13 | 3.3600%           |
| 2025-08-14 | 3.3600%           |
| 2025-08-15 | 3.3600%           |
| 2025-08-18 | 3.3500%           |
| 2025-08-19 | 3.3500%           |
| 2025-08-20 | 3.3500%           |
| 2025-08-21 | 3.3500%           |
| 2025-08-22 | 3.3500%           |
| 2025-08-25 | 3.3500%           |
| 2025-08-26 | 3.3500%           |
| 2025-08-27 | 3.3600%           |
| 2025-08-28 | 3.3600%           |
| 2025-08-29 | 3.3600%           |

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

### Class: Premier

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $3475564374.62

- **Number of Shares Outstanding:** 3476911657.6300

- **Expense Reimbursement/Waiver:** 39093.35

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9998          |
|  |  |
| 2025-08-04 | 0.9997          |
|  |  |
| 2025-08-05 | 0.9997          |
|  |  |
| 2025-08-06 | 0.9997          |
|  |  |
| 2025-08-07 | 0.9997          |
|  |  |
| 2025-08-08 | 0.9998          |
|  |  |
| 2025-08-11 | 0.9997          |
|  |  |
| 2025-08-12 | 0.9997          |
|  |  |
| 2025-08-13 | 0.9998          |
|  |  |
| 2025-08-14 | 0.9998          |
|  |  |
| 2025-08-15 | 0.9998          |
|  |  |
| 2025-08-18 | 0.9997          |
|  |  |
| 2025-08-19 | 0.9997          |
|  |  |
| 2025-08-20 | 0.9997          |
|  |  |
| 2025-08-21 | 0.9997          |
|  |  |
| 2025-08-22 | 0.9998          |
|  |  |
| 2025-08-25 | 0.9997          |
|  |  |
| 2025-08-26 | 0.9997          |
|  |  |
| 2025-08-27 | 0.9998          |
|  |  |
| 2025-08-28 | 0.9998          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $8289501.87               | $15246920.88            |
| 2025-08-04 | $8140594.21               | $4670118.21             |
| 2025-08-05 | $8161962.20               | $28922180.99            |
| 2025-08-06 | $5164443.02               | $4103494.14             |
| 2025-08-07 | $8366382.76               | $4763367.32             |
| 2025-08-08 | $8809959.85               | $5042969.95             |
| 2025-08-11 | $13449087.56              | $5705437.94             |
| 2025-08-12 | $26332856.21              | $6152525.73             |
| 2025-08-13 | $4841100.38               | $9845192.02             |
| 2025-08-14 | $6088147.18               | $5880977.62             |
| 2025-08-15 | $4432854.05               | $13671199.09            |
| 2025-08-18 | $6241108.26               | $30679054.19            |
| 2025-08-19 | $9350785.68               | $4797125.21             |
| 2025-08-20 | $6151117.04               | $20048587.62            |
| 2025-08-21 | $5117578.01               | $12610373.04            |
| 2025-08-22 | $12092372.89              | $9858001.01             |
| 2025-08-25 | $5752662.67               | $6831855.40             |
| 2025-08-26 | $8931929.43               | $13758658.51            |
| 2025-08-27 | $7236527.53               | $27072631.86            |
| 2025-08-28 | $4628446.70               | $6251885.11             |
| 2025-08-29 | $10064976.63              | $7647308.41             |

**Total Gross Subscriptions (Month):** $177644394.13

**Total Gross Redemptions (Month):** $243559864.25

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2100%           |
| 2025-08-04 | 4.2000%           |
| 2025-08-05 | 4.2000%           |
| 2025-08-06 | 4.2000%           |
| 2025-08-07 | 4.1900%           |
| 2025-08-08 | 4.1900%           |
| 2025-08-11 | 4.1900%           |
| 2025-08-12 | 4.1900%           |
| 2025-08-13 | 4.1900%           |
| 2025-08-14 | 4.1900%           |
| 2025-08-15 | 4.1900%           |
| 2025-08-18 | 4.1800%           |
| 2025-08-19 | 4.1800%           |
| 2025-08-20 | 4.1800%           |
| 2025-08-21 | 4.1800%           |
| 2025-08-22 | 4.1800%           |
| 2025-08-25 | 4.1800%           |
| 2025-08-26 | 4.1800%           |
| 2025-08-27 | 4.1900%           |
| 2025-08-28 | 4.1900%           |
| 2025-08-29 | 4.1900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 10.2500%         | 0.0000%              |
| Broker-dealer |  | 89.2800%         | 0.0000%              |

### Class: Cash Reserve

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $4477730950.27

- **Number of Shares Outstanding:** 4479464748.4800

- **Expense Reimbursement/Waiver:** 49553.99

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9998          |
|  |  |
| 2025-08-04 | 0.9997          |
|  |  |
| 2025-08-05 | 0.9997          |
|  |  |
| 2025-08-06 | 0.9997          |
|  |  |
| 2025-08-07 | 0.9997          |
|  |  |
| 2025-08-08 | 0.9998          |
|  |  |
| 2025-08-11 | 0.9997          |
|  |  |
| 2025-08-12 | 0.9997          |
|  |  |
| 2025-08-13 | 0.9998          |
|  |  |
| 2025-08-14 | 0.9998          |
|  |  |
| 2025-08-15 | 0.9998          |
|  |  |
| 2025-08-18 | 0.9997          |
|  |  |
| 2025-08-19 | 0.9997          |
|  |  |
| 2025-08-20 | 0.9997          |
|  |  |
| 2025-08-21 | 0.9997          |
|  |  |
| 2025-08-22 | 0.9998          |
|  |  |
| 2025-08-25 | 0.9997          |
|  |  |
| 2025-08-26 | 0.9997          |
|  |  |
| 2025-08-27 | 0.9998          |
|  |  |
| 2025-08-28 | 0.9998          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $274654920.21             | $208099302.44           |
| 2025-08-04 | $354403022.64             | $244079593.00           |
| 2025-08-05 | $245744537.77             | $268515321.00           |
| 2025-08-06 | $223676694.82             | $271088444.38           |
| 2025-08-07 | $194661535.92             | $321167310.38           |
| 2025-08-08 | $257097406.66             | $256171062.00           |
| 2025-08-11 | $303679986.56             | $246416221.07           |
| 2025-08-12 | $171041276.57             | $273013694.73           |
| 2025-08-13 | $174532655.52             | $194355904.99           |
| 2025-08-14 | $199416041.30             | $186218158.09           |
| 2025-08-15 | $234881789.69             | $203784594.77           |
| 2025-08-18 | $345815296.00             | $198551574.70           |
| 2025-08-19 | $298963371.73             | $256428706.90           |
| 2025-08-20 | $176463793.90             | $167671669.04           |
| 2025-08-21 | $182144744.31             | $290637362.00           |
| 2025-08-22 | $175111232.37             | $172215085.00           |
| 2025-08-25 | $209020725.42             | $170265830.54           |
| 2025-08-26 | $234509339.93             | $201758850.00           |
| 2025-08-27 | $225687407.46             | $205210786.93           |
| 2025-08-28 | $155779942.80             | $218452429.24           |
| 2025-08-29 | $168999683.95             | $190125541.00           |

**Total Gross Subscriptions (Month):** $4806285405.53

**Total Gross Redemptions (Month):** $4744227442.20

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.8100%           |
| 2025-08-04 | 3.8000%           |
| 2025-08-05 | 3.8000%           |
| 2025-08-06 | 3.8000%           |
| 2025-08-07 | 3.7900%           |
| 2025-08-08 | 3.7900%           |
| 2025-08-11 | 3.7900%           |
| 2025-08-12 | 3.7900%           |
| 2025-08-13 | 3.7900%           |
| 2025-08-14 | 3.7900%           |
| 2025-08-15 | 3.7900%           |
| 2025-08-18 | 3.7800%           |
| 2025-08-19 | 3.7800%           |
| 2025-08-20 | 3.7800%           |
| 2025-08-21 | 3.7800%           |
| 2025-08-22 | 3.7800%           |
| 2025-08-25 | 3.7800%           |
| 2025-08-26 | 3.7800%           |
| 2025-08-27 | 3.7900%           |
| 2025-08-28 | 3.7900%           |
| 2025-08-29 | 3.7900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 97.4400%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $162078844268.47

- **Number of Shares Outstanding:** 162141576122.3100

- **Expense Reimbursement/Waiver:** 1800535.46

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9998          |
|  |  |
| 2025-08-04 | 0.9997          |
|  |  |
| 2025-08-05 | 0.9997          |
|  |  |
| 2025-08-06 | 0.9997          |
|  |  |
| 2025-08-07 | 0.9997          |
|  |  |
| 2025-08-08 | 0.9998          |
|  |  |
| 2025-08-11 | 0.9997          |
|  |  |
| 2025-08-12 | 0.9997          |
|  |  |
| 2025-08-13 | 0.9998          |
|  |  |
| 2025-08-14 | 0.9998          |
|  |  |
| 2025-08-15 | 0.9998          |
|  |  |
| 2025-08-18 | 0.9997          |
|  |  |
| 2025-08-19 | 0.9997          |
|  |  |
| 2025-08-20 | 0.9997          |
|  |  |
| 2025-08-21 | 0.9997          |
|  |  |
| 2025-08-22 | 0.9998          |
|  |  |
| 2025-08-25 | 0.9997          |
|  |  |
| 2025-08-26 | 0.9997          |
|  |  |
| 2025-08-27 | 0.9998          |
|  |  |
| 2025-08-28 | 0.9998          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $5479640781.43            | $4295185103.26          |
| 2025-08-04 | $2952469008.65            | $3262438683.83          |
| 2025-08-05 | $4018440313.12            | $2762621941.01          |
| 2025-08-06 | $2129219815.17            | $4571982834.12          |
| 2025-08-07 | $4641259312.32            | $2412316461.09          |
| 2025-08-08 | $3539407883.38            | $3779775145.05          |
| 2025-08-11 | $3437703566.34            | $4414888783.17          |
| 2025-08-12 | $2798751150.63            | $2569858654.30          |
| 2025-08-13 | $3836271975.12            | $3564004767.80          |
| 2025-08-14 | $2801464119.41            | $4584131092.37          |
| 2025-08-15 | $5647140402.75            | $3979928860.79          |
| 2025-08-18 | $3621632629.36            | $3763633058.96          |
| 2025-08-19 | $3834419268.17            | $3758193863.85          |
| 2025-08-20 | $4005506227.93            | $3600337973.08          |
| 2025-08-21 | $5045764884.24            | $3590801555.20          |
| 2025-08-22 | $3433831377.31            | $3783259430.28          |
| 2025-08-25 | $4561922467.91            | $3162489527.07          |
| 2025-08-26 | $3800683584.32            | $3938865486.63          |
| 2025-08-27 | $4313575070.98            | $4116742053.03          |
| 2025-08-28 | $3846955582.26            | $4138228430.17          |
| 2025-08-29 | $4791082014.98            | $6757082568.09          |

**Total Gross Subscriptions (Month):** $82537141435.78

**Total Gross Redemptions (Month):** $80806766273.15

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2100%           |
| 2025-08-04 | 4.2000%           |
| 2025-08-05 | 4.2000%           |
| 2025-08-06 | 4.2000%           |
| 2025-08-07 | 4.1900%           |
| 2025-08-08 | 4.1900%           |
| 2025-08-11 | 4.1900%           |
| 2025-08-12 | 4.1900%           |
| 2025-08-13 | 4.1900%           |
| 2025-08-14 | 4.1900%           |
| 2025-08-15 | 4.1900%           |
| 2025-08-18 | 4.1800%           |
| 2025-08-19 | 4.1800%           |
| 2025-08-20 | 4.1800%           |
| 2025-08-21 | 4.1800%           |
| 2025-08-22 | 4.1800%           |
| 2025-08-25 | 4.1800%           |
| 2025-08-26 | 4.1800%           |
| 2025-08-27 | 4.1900%           |
| 2025-08-28 | 4.1900%           |
| 2025-08-29 | 4.1900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 9.0900%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.8100%          | 0.0000%              |
| Broker-dealer                                       |  | 36.7400%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1355875400.02
- **C.18.a - Value (excl. sponsor support):** $1355875400.02
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1804792902.14
- **C.18.a - Value (excl. sponsor support):** $1804792902.14
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $570533623.10
- **C.18.a - Value (excl. sponsor support):** $570533623.10
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDQMLKA9
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/8 BOND 53 | 2053-08-15      | 4.1250%  | N/A     | $24756500.00       | $21890125.41       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54 | 2054-05-15      | 4.6250%  | N/A     | $12111300.00       | $11786923.19       | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40 | 2040-11-15      | 1.3750%  | N/A     | $36218600.00       | $23310167.74       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43 | 2043-08-15      | 4.3750%  | N/A     | $4174800.00        | $3971768.63        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43 | 2043-05-15      | 3.8750%  | N/A     | $22895000.00       | $20641048.72       | U.S. Treasuries (including strips) |

### Security 5: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $827416060.58
- **C.18.a - Value (excl. sponsor support):** $827416060.58
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 6: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDQMLK35
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1+; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-02-15      | 0.0000%  | N/A     | $1052732.00        | $962914.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 0.0000%  | N/A     | $3627762.00        | $3408757.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 0.0000%  | N/A     | $36657955.00       | $34118108.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 0.0000%  | N/A     | $5398585.00        | $5254691.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 0.0000%  | N/A     | $8320942.00        | $7255528.66        | U.S. Treasuries (including strips) |

### Security 7: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $165017092.94
- **C.18.a - Value (excl. sponsor support):** $165017092.94
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDQMLHP0
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | N/A     | $44544512.00       | $32021583.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | N/A     | $84031.00          | $107949.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | N/A     | $1571729.00        | $2126001.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | N/A     | $26942907.00       | $24844735.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | N/A     | $22424219.00       | $25269274.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-15      | 0.1250%  | N/A     | $4750573.00        | $5891920.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | N/A     | $3254615.00        | $3441639.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | N/A     | $3569813.00        | $4290768.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | N/A     | $7047729.00        | $7668422.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | N/A     | $6456719.00        | $8227971.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | N/A     | $6930604.00        | $9189071.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-15      | 3.3750%  | N/A     | $13202240.00       | $27340855.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | N/A     | $25161907.00       | $26543083.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | N/A     | $16144709.00       | $19833108.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | N/A     | $9355115.00        | $9816202.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | N/A     | $987250.00         | $1186108.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | N/A     | $3401511.00        | $4556111.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | N/A     | $58208.00          | $71101.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | N/A     | $10950938.00       | $12220154.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | N/A     | $10397646.00       | $10869663.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | N/A     | $14241115.00       | $16559203.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | N/A     | $2493063.00        | $2925085.62        | U.S. Treasuries (including strips) |

### Security 9: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $261686329.26
- **C.18.a - Value (excl. sponsor support):** $261686329.26
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q84, C.4 - ISIN: US3130B5Q844, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $344061921.24
- **C.18.a - Value (excl. sponsor support):** $344061921.24
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BRYAC9P76
- **C.18 - Value (incl. sponsor support):** $799000000.00
- **C.18.a - Value (excl. sponsor support):** $799000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC_4016                                                       | 2042-03-15      | 2.0428%  | N/A     | $120553652.00      | $850798.44         | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                                       | 2050-03-25      | 1.5371%  | N/A     | $27901889.00       | $2878610.96        | Agency Collateralized Mortgage Obligation |
| FHLMC_4631D                                                      | 2046-11-15      | 1.5428%  | N/A     | $107147046.00      | $4360628.68        | Agency Collateralized Mortgage Obligation |
| FHMS_KSG1                                                        | 2030-09-25      | 3.0335%  | N/A     | $23715480.00       | $2827201.87        | Agency Collateralized Mortgage Obligation |
| FHLMC_4885A                                                      | 2049-06-15      | 1.5928%  | N/A     | $44489213.00       | $1680707.17        | Agency Collateralized Mortgage Obligation |
| FNMA_12-113                                                      | 2042-10-25      | 1.6371%  | N/A     | $36714285.00       | $241138.33         | Agency Collateralized Mortgage Obligation |
| GNMA_25-147                                                      | 2066-02-16      | 4.7500%  | N/A     | $201258.00         | $175446.75         | Agency Collateralized Mortgage Obligation |
| GNMA_22-22A                                                      | 2051-08-20      | 3.0000%  | N/A     | $42897337.00       | $3751822.96        | Agency Collateralized Mortgage Obligation |
| FHLMC_5541B                                                      | 2051-09-25      | 5.0000%  | N/A     | $225000.00         | $216834.72         | Agency Collateralized Mortgage Obligation |
| FHMS_KF97                                                        | 2030-12-25      | 4.5910%  | N/A     | $4000000.00        | $784491.15         | Agency Collateralized Mortgage Obligation |
| FREMF MORTGAGE TRUST FREMF_24-K518                               | 2029-01-25      | 5.4000%  | N/A     | $75000.00          | $78416.93          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KG08        | 2033-05-25      | 4.1340%  | N/A     | $1256942.00        | $1242026.29        | Agency Collateralized Mortgage Obligation |
| FHLMC_5134C                                                      | 2051-08-25      | 4.0000%  | N/A     | $44062559.00       | $4288474.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_5568C                                                      | 2055-08-25      | 5.0000%  | N/A     | $975000.00         | $963123.65         | Agency Collateralized Mortgage Obligation |
| FHLMC_5228A                                                      | 2050-02-25      | 4.0000%  | N/A     | $8345000.00        | $5852999.37        | Agency Collateralized Mortgage Obligation |
| FNMA_19-68H                                                      | 2049-11-25      | 1.5371%  | N/A     | $32999250.00       | $1279626.03        | Agency Collateralized Mortgage Obligation |
| FHLMC_3864                                                       | 2039-03-15      | 1.5428%  | N/A     | $135757553.00      | $262379.39         | Agency Collateralized Mortgage Obligation |
| FNMA_25-59A                                                      | 2055-08-25      | 0.0000%  | N/A     | $92668685.00       | $92.41             | Agency Collateralized Mortgage Obligation |
| FHLMC_5437A                                                      | 2054-08-25      | 0.7016%  | N/A     | $51662435.00       | $1550423.54        | Agency Collateralized Mortgage Obligation |
| FREMF_K-752                                                      | 2030-08-25      | 4.2840%  | N/A     | $14150000.00       | $14293424.40       | Agency Collateralized Mortgage Obligation |
| FHLMC_4908A                                                      | 2049-08-25      | 1.5871%  | N/A     | $28287714.00       | $857872.93         | Agency Collateralized Mortgage Obligation |
| FNMA_12-128                                                      | 2042-11-25      | 1.6871%  | N/A     | $29250000.00       | $487509.04         | Agency Collateralized Mortgage Obligation |
| FNMA_19-14B                                                      | 2048-03-25      | 4.0000%  | N/A     | $10039760.00       | $2012425.45        | Agency Collateralized Mortgage Obligation |
| FNMA_24-69                                                       | 2054-10-25      | 5.5984%  | N/A     | $1350000.00        | $1164747.48        | Agency Collateralized Mortgage Obligation |
| FHLMC_3762                                                       | 2040-11-15      | 2.1428%  | N/A     | $21863608.00       | $269980.40         | Agency Collateralized Mortgage Obligation |
| FHLMC_39-66                                                      | 2041-12-15      | 1.4428%  | N/A     | $48000000.00       | $304025.70         | Agency Collateralized Mortgage Obligation |
| FNMA_25-59C                                                      | 2055-08-25      | 1.0000%  | N/A     | $500000.00         | $15186.88          | Agency Collateralized Mortgage Obligation |
| GNMA_13-29                                                       | 2045-10-16      | 1.7670%  | N/A     | $400000.00         | $25285.18          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-20              | 2040-02-20      | 1.7951%  | N/A     | $121950000.00      | $484372.28         | Agency Collateralized Mortgage Obligation |
| FNMA_13-21                                                       | 2033-03-25      | 3.5000%  | N/A     | $19285714.00       | $97729.84          | Agency Collateralized Mortgage Obligation |
| FNMA_16-16B                                                      | 2046-04-25      | 3.0000%  | N/A     | $7287340.00        | $3913845.28        | Agency Collateralized Mortgage Obligation |
| FNMA_19-83B                                                      | 2050-01-25      | 1.4871%  | N/A     | $6305000.00        | $381152.57         | Agency Collateralized Mortgage Obligation |
| FHLMC_42-40                                                      | 2043-08-15      | 1.5428%  | N/A     | $300300000.00      | $4971953.59        | Agency Collateralized Mortgage Obligation |
| FREMF_K-J43FL                                                    | 2032-01-25      | 5.3053%  | N/A     | $1000000.00        | $875178.38         | Agency Collateralized Mortgage Obligation |
| FNMA_18-65                                                       | 2048-01-25      | 4.0000%  | N/A     | $9500000.00        | $270310.75         | Agency Collateralized Mortgage Obligation |
| FNMA_18-60C                                                      | 2048-08-25      | 1.2371%  | N/A     | $23967000.00       | $540943.36         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_18-32                                            | 2048-05-25      | 2.0267%  | N/A     | $3000000.00        | $684201.12         | Agency Collateralized Mortgage Obligation |
| FNMA_16-45                                                       | 2046-07-25      | 1.5371%  | N/A     | $20000000.00       | $652830.23         | Agency Collateralized Mortgage Obligation |
| FHLMC_5543B                                                      | 2055-06-25      | 5.0000%  | N/A     | $430000.00         | $393524.34         | Agency Collateralized Mortgage Obligation |
| FHLMC_4698E                                                      | 2047-07-15      | 6.0000%  | N/A     | $6841485.00        | $205807.99         | Agency Collateralized Mortgage Obligation |
| FHLMC_5568B                                                      | 2055-08-25      | 0.7516%  | N/A     | $115377154.00      | $4157790.20        | Agency Collateralized Mortgage Obligation |
| GNMA_25-147                                                      | 2066-02-16      | 4.7500%  | N/A     | $9000000.00        | $7919833.00        | Agency Collateralized Mortgage Obligation |
| GNMA_25-135E                                                     | 2055-08-20      | 2.5000%  | N/A     | $5312379.00        | $3363577.63        | Agency Collateralized Mortgage Obligation |
| FHMS_K102                                                        | 2046-12-25      | 1.9556%  | N/A     | $11000000.00       | $772177.99         | Agency Collateralized Mortgage Obligation |
| FNMA_22-11A                                                      | 2047-07-25      | 2.5000%  | N/A     | $3051000.00        | $1776485.00        | Agency Collateralized Mortgage Obligation |
| GNMA_25-40A                                                      | 2067-01-16      | 5.0000%  | N/A     | $328571.00         | $337377.66         | Agency Mortgage-Backed Securities         |
| FNMA_25-7C                                                       | 2054-09-25      | 0.7516%  | N/A     | $101000000.00      | $3050986.17        | Agency Collateralized Mortgage Obligation |
| FHLMC_5531G                                                      | 2048-09-15      | 4.5000%  | N/A     | $555933.00         | $108442.72         | Agency Collateralized Mortgage Obligation |
| FHMS_K146                                                        | 2049-06-25      | 3.6867%  | N/A     | $6549068.00        | $1284432.22        | Agency Collateralized Mortgage Obligation |
| FHMS_K057                                                        | 2044-08-25      | 2.1394%  | N/A     | $61024401.00       | $1230922.83        | Agency Collateralized Mortgage Obligation |
| FHLMC_39-33                                                      | 2041-10-15      | 1.5928%  | N/A     | $62969777.00       | $114085.56         | Agency Collateralized Mortgage Obligation |
| FNMA_25-34E                                                      | 2055-05-25      | 1.4516%  | N/A     | $100000000.00      | $4692766.36        | Agency Collateralized Mortgage Obligation |
| FHLMC_4897B                                                      | 2049-07-15      | 1.6428%  | N/A     | $65434452.00       | $2190101.70        | Agency Collateralized Mortgage Obligation |
| GNMA_25-40A                                                      | 2053-08-16      | 4.5000%  | N/A     | $2911765.00        | $2853750.07        | Agency Mortgage-Backed Securities         |
| FNMA_24-47B                                                      | 2054-07-25      | 0.8516%  | N/A     | $30000000.00       | $802690.07         | Agency Collateralized Mortgage Obligation |
| FREMF_K-082                                                      | 2028-10-25      | 2.2876%  | N/A     | $13923482.00       | $918925.72         | Agency Collateralized Mortgage Obligation |
| FHLMC_38-1                                                       | 2031-02-15      | 0.3399%  | N/A     | $6000000.00        | $1221292.02        | Agency Collateralized Mortgage Obligation |
| FHLMC_5363E                                                      | 2053-12-25      | 2.7016%  | N/A     | $25288459.00       | $1923531.77        | Agency Collateralized Mortgage Obligation |
| FHLMC_4990B                                                      | 2050-07-25      | 1.6371%  | N/A     | $29142400.00       | $2075246.79        | Agency Collateralized Mortgage Obligation |
| JPM5706                                                          | 2054-11-25      | 5.5484%  | N/A     | $1450000.00        | $1298071.22        | Agency Collateralized Mortgage Obligation |
| GNMA_23-175                                                      | 2065-05-16      | 4.0000%  | N/A     | $872325.00         | $644126.62         | Agency Collateralized Mortgage Obligation |
| FNMA_20-26E                                                      | 2050-05-25      | 1.4871%  | N/A     | $11870512.00       | $582142.39         | Agency Collateralized Mortgage Obligation |
| FNMA_10-136                                                      | 2040-12-25      | 1.5371%  | N/A     | $50000000.00       | $324021.54         | Agency Collateralized Mortgage Obligation |
| FHLMC_4898A                                                      | 2049-07-15      | 1.6428%  | N/A     | $56459014.00       | $1339140.87        | Agency Collateralized Mortgage Obligation |
| FHLMC_5039C                                                      | 2045-01-15      | 4.0000%  | N/A     | $21231370.00       | $798821.90         | Agency Collateralized Mortgage Obligation |
| FHLMC_4933E                                                      | 2049-12-25      | 4.9629%  | N/A     | $8800000.00        | $2436176.21        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_06-76                                            | 2036-08-25      | 4.8629%  | N/A     | $4769000.00        | $103330.70         | Agency Collateralized Mortgage Obligation |
| FHLMC_4975D                                                      | 2050-05-25      | 1.5371%  | N/A     | $16666666.00       | $955902.33         | Agency Collateralized Mortgage Obligation |
| FHLMC_5531A                                                      | 2055-04-25      | 0.7516%  | N/A     | $31500000.00       | $1481904.25        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE REMICS FNR_24-16                                      | 2051-03-25      | 0.0000%  | N/A     | $2840000.00        | $1787192.62        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K168              | 2034-10-25      | 4.1300%  | N/A     | $2500000.00        | $2428911.54        | Agency Collateralized Mortgage Obligation |
| FHLMC_4886B                                                      | 2042-03-15      | 1.5428%  | N/A     | $49937809.00       | $1469583.41        | Agency Collateralized Mortgage Obligation |
| FHLMC_4923K                                                      | 2049-11-25      | 1.5371%  | N/A     | $24148291.00       | $1459502.02        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K077             | 2028-05-25      | 2.3047%  | N/A     | $25391556.00       | $1387001.46        | Agency Collateralized Mortgage Obligation |
| FNMA_13-44                                                       | 2043-05-25      | 2.2871%  | N/A     | $69433333.00       | $983241.60         | Agency Collateralized Mortgage Obligation |
| FHLMC_5013K                                                      | 2050-09-25      | 3.0000%  | N/A     | $17136687.00       | $1067724.96        | Agency Collateralized Mortgage Obligation |
| FNMA_11-126                                                      | 2041-12-25      | 1.4871%  | N/A     | $107252046.00      | $553737.40         | Agency Collateralized Mortgage Obligation |
| FHLMC_5031E                                                      | 2040-01-25      | 5.0000%  | N/A     | $34645900.00       | $1678291.73        | Agency Collateralized Mortgage Obligation |
| FHLMC_5000AA                                                     | 2050-08-25      | 2.0000%  | N/A     | $20000000.00       | $1509998.88        | Agency Collateralized Mortgage Obligation |
| FHLMC_5114H                                                      | 2047-06-15      | 1.5428%  | N/A     | $62164503.00       | $3728442.33        | Agency Collateralized Mortgage Obligation |
| FHLMC_5543A                                                      | 2055-06-25      | 0.1000%  | N/A     | $27000000.00       | $61733.72          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN CORPORATION FHLMC_5505                         | 2055-02-25      | 5.7984%  | N/A     | $715000.00         | $677392.21         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5478                | 2054-04-25      | 5.7984%  | N/A     | $5575000.00        | $4509673.92        | Agency Collateralized Mortgage Obligation |
| GNMA_20-153J                                                     | 2050-10-20      | 0.0000%  | N/A     | $71572166.00       | $551053.81         | Agency Collateralized Mortgage Obligation |
| FHLMC_4892D                                                      | 2047-02-25      | 1.5371%  | N/A     | $114813627.00      | $4280732.02        | Agency Collateralized Mortgage Obligation |
| FHMS_K086                                                        | 2046-11-25      | 2.3773%  | N/A     | $31623689.00       | $2174351.47        | Agency Collateralized Mortgage Obligation |
| FHLMC_5507A                                                      | 2035-11-25      | 6.0000%  | N/A     | $5240167.00        | $807006.49         | Agency Collateralized Mortgage Obligation |
| GNMA_22-42                                                       | 2063-02-16      | 2.5000%  | N/A     | $1800000.00        | $1144509.20        | Agency Collateralized Mortgage Obligation |
| GNMA_16-002                                                      | 2057-04-16      | 0.5046%  | N/A     | $110000000.00      | $569760.36         | Agency Collateralized Mortgage Obligation |
| FHLMC_5007M                                                      | 2050-08-25      | 1.6371%  | N/A     | $4500000.00        | $291639.35         | Agency Collateralized Mortgage Obligation |
| FNMA_16-40                                                       | 2046-07-25      | 1.3871%  | N/A     | $39453154.00       | $997338.42         | Agency Collateralized Mortgage Obligation |
| FNMA_24-77B                                                      | 2053-10-25      | 6.6000%  | N/A     | $15874000.00       | $14368616.82       | Agency Collateralized Mortgage Obligation |
| GNMA_23-175                                                      | 2065-05-16      | 1.2909%  | N/A     | $37994480.00       | $3358701.75        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_13-73                                            | 2042-06-25      | 3.5000%  | N/A     | $15000000.00       | $1496503.16        | Agency Collateralized Mortgage Obligation |
| FNMA_10-115                                                      | 2040-10-25      | 1.5371%  | N/A     | $33422321.00       | $301664.72         | Agency Collateralized Mortgage Obligation |
| FHLMC_5558B                                                      | 2052-10-25      | 5.0000%  | N/A     | $3300839.00        | $3229841.71        | Agency Collateralized Mortgage Obligation |
| FHLMC_4585B                                                      | 2045-06-15      | 4.0000%  | N/A     | $7651750.00        | $242653.09         | Agency Collateralized Mortgage Obligation |
| GNMA_25-147                                                      | 2057-09-16      | 0.2500%  | N/A     | $2000000.00        | $18538.89          | Agency Collateralized Mortgage Obligation |
| FHLMC_5115N                                                      | 2050-12-25      | 4.5000%  | N/A     | $8869000.00        | $1233064.48        | Agency Collateralized Mortgage Obligation |
| FNMA_15-27C                                                      | 2045-05-25      | 1.1371%  | N/A     | $85000000.00       | $1283039.12        | Agency Collateralized Mortgage Obligation |
| FHLMC_4906C                                                      | 2049-08-25      | 1.5871%  | N/A     | $75806978.00       | $2513223.95        | Agency Collateralized Mortgage Obligation |
| FNMA_13-107                                                      | 2043-02-25      | 1.4871%  | N/A     | $123256386.00      | $2793323.21        | Agency Collateralized Mortgage Obligation |
| FNMA_21-56D                                                      | 2051-09-25      | 4.5000%  | N/A     | $3279000.00        | $496605.85         | Agency Collateralized Mortgage Obligation |
| FHLMC_4999L                                                      | 2049-03-25      | 1.5871%  | N/A     | $84300662.00       | $2899059.36        | Agency Collateralized Mortgage Obligation |
| FHLMC_5183B                                                      | 2052-01-25      | 3.0000%  | N/A     | $8075000.00        | $1032387.41        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_06-82                                            | 2036-09-25      | 5.0329%  | N/A     | $18691166.00       | $27029.24          | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K067              | 2027-07-25      | 3.1940%  | N/A     | $525000.00         | $518599.32         | Agency Collateralized Mortgage Obligation |
| FHLMC_5441B                                                      | 2054-08-25      | 0.6816%  | N/A     | $70000000.00       | $2314539.74        | Agency Collateralized Mortgage Obligation |
| FNMA_20-27G                                                      | 2050-05-25      | 1.5871%  | N/A     | $22318291.00       | $1470634.12        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_15-35B                                           | 2045-06-25      | 1.1402%  | N/A     | $53140421.00       | $665481.08         | Agency Collateralized Mortgage Obligation |
| GNMA_19-122                                                      | 2061-07-16      | 1.0045%  | N/A     | $37500000.00       | $738583.79         | Agency Collateralized Mortgage Obligation |
| FREMF_18-KW06                                                    | 2031-06-25      | 3.3196%  | N/A     | $13076482.00       | $1028254.90        | Agency Collateralized Mortgage Obligation |
| FNMA_19-21                                                       | 2057-09-25      | 3.0000%  | N/A     | $11857596.00       | $3199208.60        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-220             | 2064-10-16      | 3.0000%  | N/A     | $200000.00         | $135699.67         | Agency Collateralized Mortgage Obligation |
| FNMA_12-141                                                      | 2042-12-25      | 2.2371%  | N/A     | $45267000.00       | $713817.72         | Agency Collateralized Mortgage Obligation |
| GNMA_24-31                                                       | 2066-02-16      | 4.0000%  | N/A     | $1166809.00        | $856600.12         | Agency Collateralized Mortgage Obligation |
| GNMA_24-97L                                                      | 2064-06-20      | 0.8050%  | N/A     | $250000000.00      | $3135100.58        | Agency Collateralized Mortgage Obligation |
| FHLMC_4941S                                                      | 2049-07-25      | 4.5000%  | N/A     | $32180993.00       | $1461641.19        | Agency Collateralized Mortgage Obligation |
| FNMA_12-15                                                       | 2042-03-25      | 1.4871%  | N/A     | $85000000.00       | $798472.41         | Agency Collateralized Mortgage Obligation |
| FREMF MORTGAGE TRUST FREMF_17-KW02                               | 2027-01-25      | 2.9115%  | N/A     | $8516595.00        | $320772.97         | Agency Collateralized Mortgage Obligation |
| GNMA_16-052                                                      | 2058-03-16      | 0.7379%  | N/A     | $27000000.00       | $181710.03         | Agency Collateralized Mortgage Obligation |
| GNMA_25-135C                                                     | 2055-08-20      | 0.2900%  | N/A     | $20000000.00       | $376270.00         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_44-51                                          | 2045-03-15      | 3.5000%  | N/A     | $5578348.00        | $7284006.94        | Agency Collateralized Mortgage Obligation |
| FHLMC_4933E                                                      | 2049-12-25      | 1.5371%  | N/A     | $40777284.00       | $1542688.58        | Agency Collateralized Mortgage Obligation |
| FHLMC_5086K                                                      | 2051-03-25      | 2.5000%  | N/A     | $15000000.00       | $1673888.89        | Agency Collateralized Mortgage Obligation |
| FHLMC_4962A                                                      | 2050-03-25      | 1.5871%  | N/A     | $8977500.00        | $329115.40         | Agency Collateralized Mortgage Obligation |
| FNMA_12-20D                                                      | 2042-03-25      | 1.9871%  | N/A     | $91164018.00       | $775770.51         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-69              | 2049-03-16      | 4.5000%  | N/A     | $3310000.00        | $1366387.46        | Agency Collateralized Mortgage Obligation |
| FHLMC_4701A                                                      | 2047-07-15      | 0.0000%  | N/A     | $100864805.00      | $860946.21         | Agency Collateralized Mortgage Obligation |
| FHLMC_5018E                                                      | 2050-10-25      | 4.0000%  | N/A     | $23883521.00       | $2007966.01        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                                 | 2055-01-15      | 4.1030%  | N/A     | $400000.00         | $398676.21         | Agency Collateralized Mortgage Obligation |
| GNMA_20-57                                                       | 2060-01-16      | 1.7940%  | N/A     | $7200000.00        | $558344.58         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4734                                           | 2047-12-15      | 4.0000%  | N/A     | $2048914.00        | $97704.59          | Agency Collateralized Mortgage Obligation |
| FHMS_K084                                                        | 2028-11-25      | 2.3114%  | N/A     | $30930260.00       | $2043677.24        | Agency Collateralized Mortgage Obligation |
| GNMA_25-135F                                                     | 2050-06-20      | 4.0000%  | N/A     | $4816454.00        | $847797.05         | Agency Collateralized Mortgage Obligation |
| FNMA_21-69F                                                      | 2051-10-25      | 2.0000%  | N/A     | $7586000.00        | $4549730.48        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K072              | 2027-12-25      | 3.4440%  | N/A     | $1615000.00        | $1600708.33        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-33              | 2046-05-16      | 1.7440%  | N/A     | $500000.00         | $86665.66          | Agency Collateralized Mortgage Obligation |
| FHLMC_4977                                                       | 2050-05-25      | 4.5000%  | N/A     | $53072318.00       | $3531708.33        | Agency Collateralized Mortgage Obligation |
| FNMA_25-59B                                                      | 2055-08-25      | 0.7516%  | N/A     | $100000000.00      | $3817679.85        | Agency Collateralized Mortgage Obligation |
| GNMA_20-69                                                       | 2062-04-16      | 1.2988%  | N/A     | $9100000.00        | $606717.84         | Agency Collateralized Mortgage Obligation |
| GNMA_23-88                                                       | 2065-10-16      | 0.9243%  | N/A     | $8840000.00        | $597172.31         | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                                       | 2048-05-25      | 1.6371%  | N/A     | $82712887.00       | $8768105.85        | Agency Collateralized Mortgage Obligation |
| FHLMC_5293B                                                      | 2051-02-25      | 2.0000%  | N/A     | $2000000.00        | $234199.22         | Agency Collateralized Mortgage Obligation |
| GNMA_25-40A                                                      | 2055-08-16      | 1.0000%  | N/A     | $882352.00         | $53995.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN CORPORATION FHLMC_5505                         | 2055-02-25      | 5.8484%  | N/A     | $3840567.00        | $3500291.50        | Agency Collateralized Mortgage Obligation |
| FNMA_24-40A                                                      | 2054-03-25      | 5.4984%  | N/A     | $5775000.00        | $4839787.61        | Agency Collateralized Mortgage Obligation |
| FHMS_K085                                                        | 2045-12-25      | 2.3914%  | N/A     | $28530506.00       | $1928290.63        | Agency Collateralized Mortgage Obligation |
| FNMA_18-1A                                                       | 2048-02-25      | 1.6871%  | N/A     | $50000000.00       | $774862.25         | Agency Collateralized Mortgage Obligation |
| FREMF_K-171                                                      | 2035-06-25      | 4.4000%  | N/A     | $774021.00         | $766311.15         | Agency Collateralized Mortgage Obligation |
| FNMA_25-78A                                                      | 2055-09-25      | 5.0000%  | N/A     | $376295.00         | $347913.28         | Agency Collateralized Mortgage Obligation |
| FHLMC_4385                                                       | 2044-09-15      | 4.5000%  | N/A     | $54151458.00       | $873719.72         | Agency Collateralized Mortgage Obligation |
| FHLMC_5531G                                                      | 2048-10-15      | 1.6928%  | N/A     | $43225082.00       | $4957470.95        | Agency Collateralized Mortgage Obligation |
| FNMA_16-53A                                                      | 2046-08-25      | 1.5371%  | N/A     | $38400349.00       | $1464757.21        | Agency Collateralized Mortgage Obligation |
| FHLMC_KW03                                                       | 2030-08-25      | 3.1606%  | N/A     | $9334231.00        | $476104.36         | Agency Collateralized Mortgage Obligation |
| FHMS_KW10                                                        | 2029-10-25      | 2.8165%  | N/A     | $7359088.00        | $675944.32         | Agency Collateralized Mortgage Obligation |
| FHLMC_3842                                                       | 2041-04-15      | 2.1428%  | N/A     | $74504333.00       | $190182.16         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_23-158      | 2033-07-25      | 4.0500%  | N/A     | $2300000.00        | $2257312.00        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27F                                                      | 2049-03-25      | 5.0000%  | N/A     | $859655.00         | $170406.57         | Agency Collateralized Mortgage Obligation |
| FNMA_24-76F                                                      | 2052-01-25      | 5.0000%  | N/A     | $1300000.00        | $1222482.66        | Agency Collateralized Mortgage Obligation |
| FHLMC_5261C                                                      | 2050-01-25      | 3.0000%  | N/A     | $1400000.00        | $187660.01         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3780                                           | 2040-12-15      | 2.0428%  | N/A     | $46000000.00       | $265421.64         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_06-119                                           | 2036-12-25      | 2.7371%  | N/A     | $125000000.00      | $219537.19         | Agency Collateralized Mortgage Obligation |
| FNMA_12-82                                                       | 2042-08-25      | 1.6071%  | N/A     | $68500000.00       | $321143.31         | Agency Collateralized Mortgage Obligation |
| FNMA_19-72E                                                      | 2049-12-25      | 4.0000%  | N/A     | $16662375.00       | $314797.68         | Agency Collateralized Mortgage Obligation |
| FHLMC_5070A                                                      | 2050-08-25      | 3.0000%  | N/A     | $39440000.00       | $4572215.67        | Agency Collateralized Mortgage Obligation |
| FNMA_21-51A                                                      | 2051-08-25      | 3.0000%  | N/A     | $25750500.00       | $2805603.41        | Agency Collateralized Mortgage Obligation |
| GNMA_25-40A                                                      | 2053-08-16      | 1.0000%  | N/A     | $4411765.00        | $115389.98         | Agency Mortgage-Backed Securities         |
| FANNIE MAE FNMA_17-68                                            | 2047-09-25      | 4.5000%  | N/A     | $39712487.00       | $1215434.93        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_19-25                                            | 2049-06-25      | 1.5871%  | N/A     | $118240000.00      | $4356772.05        | Agency Collateralized Mortgage Obligation |
| FHMS_K740                                                        | 2047-11-25      | 2.5640%  | N/A     | $10184660.00       | $494151.74         | Agency Collateralized Mortgage Obligation |
| FHLMC_44-25B                                                     | 2045-01-15      | 1.5928%  | N/A     | $52600000.00       | $1014165.73        | Agency Collateralized Mortgage Obligation |
| FNMA_15-37                                                       | 2045-06-25      | 1.1571%  | N/A     | $59885082.00       | $925488.03         | Agency Collateralized Mortgage Obligation |
| FHLK_12                                                          | 2030-10-25      | 2.8351%  | N/A     | $4357000.00        | $519511.55         | Agency Collateralized Mortgage Obligation |
| FHLMC_42-39                                                      | 2027-06-15      | 3.5000%  | N/A     | $825082.00         | $104.42            | Agency Collateralized Mortgage Obligation |
| FHLMC_4601B                                                      | 2045-12-15      | 4.0000%  | N/A     | $11966000.00       | $206274.67         | Agency Collateralized Mortgage Obligation |
| FHLMC_5128D                                                      | 2051-07-25      | 4.5000%  | N/A     | $13509000.00       | $1534604.88        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K138        | 2032-01-25      | 3.0824%  | N/A     | $5775000.00        | $885985.77         | Agency Collateralized Mortgage Obligation |
| FNMA_21-15D                                                      | 2051-04-25      | 4.5000%  | N/A     | $2794000.00        | $361607.22         | Agency Collateralized Mortgage Obligation |
| FHLMC_5558B                                                      | 2055-07-25      | 1.4516%  | N/A     | $69484469.00       | $5554237.78        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS_K079 | 2046-07-25      | 2.3301%  | N/A     | $52113029.00       | $2998234.06        | Agency Collateralized Mortgage Obligation |
| FNMA_18-38B                                                      | 2048-06-25      | 1.7371%  | N/A     | $80378666.00       | $1553397.81        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K123              | 2030-12-25      | 1.6210%  | N/A     | $60000.00          | $53149.49          | Agency Collateralized Mortgage Obligation |
| FNMA_17-34A                                                      | 2047-05-25      | 1.6371%  | N/A     | $141990914.00      | $2920995.75        | Agency Collateralized Mortgage Obligation |
| FHLMC_4754D                                                      | 2048-02-15      | 1.6928%  | N/A     | $11000000.00       | $305809.38         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-163             | 2046-02-16      | 1.0049%  | N/A     | $265344000.00      | $233876.31         | Agency Collateralized Mortgage Obligation |
| FNMA_21-82D                                                      | 2051-11-25      | 3.0000%  | N/A     | $21374999.00       | $2354989.36        | Agency Collateralized Mortgage Obligation |
| GNMA_25-135A                                                     | 2055-08-20      | 0.9500%  | N/A     | $50000000.00       | $1761575.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_4941F                                                      | 2049-11-25      | 3.0000%  | N/A     | $2000000.00        | $1437987.56        | Agency Collateralized Mortgage Obligation |
| FHLMC_5087                                                       | 2051-03-25      | 4.0000%  | N/A     | $32500000.00       | $2779137.53        | Agency Collateralized Mortgage Obligation |
| GNMA_21-214Q                                                     | 2051-12-20      | 3.5000%  | N/A     | $2000000.00        | $202328.90         | Agency Collateralized Mortgage Obligation |
| FNMA_25-27D                                                      | 2048-05-25      | 4.0000%  | N/A     | $639801.00         | $99436.13          | Agency Collateralized Mortgage Obligation |
| FHLMC_5558A                                                      | 2036-06-25      | 5.0000%  | N/A     | $3544584.00        | $3561164.59        | Agency Collateralized Mortgage Obligation |
| GNMA_25-135D                                                     | 2055-08-20      | 0.9500%  | N/A     | $130000000.00      | $8642855.00        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3042                                           | 2035-09-15      | 5.5000%  | N/A     | $6932506.00        | $497433.56         | Agency Collateralized Mortgage Obligation |
| GNMA_16-133                                                      | 2057-12-16      | 0.6985%  | N/A     | $22500000.00       | $182664.68         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_15-30A                                           | 2045-05-25      | 1.1371%  | N/A     | $41575000.00       | $408794.08         | Agency Collateralized Mortgage Obligation |
| FHMS_K163                                                        | 2034-04-25      | 5.8801%  | N/A     | $12979557.00       | $4745941.11        | Agency Collateralized Mortgage Obligation |
| FHLMC_4903F                                                      | 2049-08-25      | 1.5871%  | N/A     | $44070264.00       | $1645601.60        | Agency Collateralized Mortgage Obligation |
| FHLMC_5326                                                       | 2050-10-25      | 0.0000%  | N/A     | $1637000.00        | $942041.87         | Agency Collateralized Mortgage Obligation |
| FNMA_13-20N                                                      | 2043-03-25      | 1.6371%  | N/A     | $13066000.00       | $275106.75         | Agency Collateralized Mortgage Obligation |
| FNMA_19-45B                                                      | 2049-08-25      | 1.5871%  | N/A     | $104126044.00      | $3968197.50        | Agency Collateralized Mortgage Obligation |
| FNMA_22-4E                                                       | 2048-09-25      | 3.0000%  | N/A     | $13395000.00       | $7577787.71        | Agency Collateralized Mortgage Obligation |
| FHMS_K117                                                        | 2048-10-25      | 2.9670%  | N/A     | $20439073.00       | $2487632.17        | Agency Collateralized Mortgage Obligation |
| FNMA_20-52G                                                      | 2050-08-25      | 4.5000%  | N/A     | $14950008.00       | $1223392.62        | Agency Collateralized Mortgage Obligation |
| GNMA_20-039                                                      | 2062-02-16      | 0.7875%  | N/A     | $23000000.00       | $614483.76         | Agency Collateralized Mortgage Obligation |
| GNMA_25-40A                                                      | 2055-08-16      | 4.0000%  | N/A     | $588235.00         | $541106.26         | Agency Mortgage-Backed Securities         |
| FNMA_22-62B                                                      | 2052-09-25      | 4.5000%  | N/A     | $12871051.00       | $1798443.65        | Agency Collateralized Mortgage Obligation |
| FHLMC_4998F                                                      | 2050-08-25      | 1.8016%  | N/A     | $25942664.00       | $1690210.09        | Agency Collateralized Mortgage Obligation |
| FNMA_21-28D                                                      | 2051-05-25      | 0.0000%  | N/A     | $25000000.00       | $798230.02         | Agency Collateralized Mortgage Obligation |
| FHMS_K053                                                        | 2044-03-25      | 1.7089%  | N/A     | $7000673.00        | $49684.88          | Agency Collateralized Mortgage Obligation |
| FNMA_12-134H                                                     | 2042-12-25      | 1.6871%  | N/A     | $240214.00         | $3226.06           | Agency Collateralized Mortgage Obligation |
| FNMA_14-90                                                       | 2045-01-25      | 1.6871%  | N/A     | $188839821.00      | $2844912.89        | Agency Collateralized Mortgage Obligation |
| FNMA_25-7C                                                       | 2054-09-25      | 1.1516%  | N/A     | $100000000.00      | $3684217.90        | Agency Collateralized Mortgage Obligation |
| FHLMC_5060C                                                      | 2050-11-25      | 3.0000%  | N/A     | $30000000.00       | $3415834.98        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4929                                           | 2049-10-25      | 1.4871%  | N/A     | $50404811.00       | $3386490.43        | Agency Collateralized Mortgage Obligation |
| GNMA_25-147                                                      | 2066-02-16      | 0.0000%  | N/A     | $96176688.00       | $7795395.52        | Agency Collateralized Mortgage Obligation |
| FNMA_20-12B                                                      | 2050-03-25      | 1.5871%  | N/A     | $110398000.00      | $4873104.97        | Agency Collateralized Mortgage Obligation |
| FNMA_19-57E                                                      | 2049-10-25      | 1.5871%  | N/A     | $55888578.00       | $1339875.35        | Agency Collateralized Mortgage Obligation |
| FHLMC_5071M                                                      | 2048-04-25      | 4.0000%  | N/A     | $35952899.00       | $2921616.60        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27D                                                      | 2049-09-25      | 1.5871%  | N/A     | $70650117.00       | $8028964.55        | Agency Collateralized Mortgage Obligation |
| FHLMC_4057                                                       | 2042-06-15      | 2.0928%  | N/A     | $88571428.00       | $820899.13         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILYSTRUCTURED PASS THROUGH FHMS_K081               | 2046-09-25      | 2.3112%  | N/A     | $8731524.00        | $552981.71         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K-1514            | 2034-10-25      | 2.8590%  | N/A     | $2560000.00        | $2239773.87        | Agency Collateralized Mortgage Obligation |
| FHLMC_4077                                                       | 2042-07-15      | 1.6428%  | N/A     | $110603899.00      | $599386.86         | Agency Collateralized Mortgage Obligation |
| GNMA_23-105                                                      | 2065-07-16      | 0.9807%  | N/A     | $33296039.00       | $2423808.55        | Agency Collateralized Mortgage Obligation |
| FHLMC_4194A                                                      | 2043-04-15      | 4.0000%  | N/A     | $53867746.00       | $1151575.49        | Agency Collateralized Mortgage Obligation |
| FNMA_15-79                                                       | 2045-11-25      | 1.7871%  | N/A     | $24418550.00       | $360486.47         | Agency Collateralized Mortgage Obligation |
| FHLMC_4773                                                       | 2047-12-15      | 4.0000%  | N/A     | $10000000.00       | $12227764.22       | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                                       | 2049-11-25      | 1.5371%  | N/A     | $69606673.00       | $6809006.96        | Agency Collateralized Mortgage Obligation |
| FHLMC_5579B                                                      | 2055-09-25      | 0.8600%  | N/A     | $131918985.00      | $5948168.40        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC REMICS FHR_4901                                      | 2049-07-25      | 1.6371%  | N/A     | $84449463.00       | $2510005.72        | Agency Collateralized Mortgage Obligation |
| FHLMC_4954B                                                      | 2050-02-25      | 1.5871%  | N/A     | $118078268.00      | $5115060.04        | Agency Collateralized Mortgage Obligation |
| FHLMC_5132                                                       | 2051-08-25      | 3.0000%  | N/A     | $21525173.00       | $2281655.74        | Agency Collateralized Mortgage Obligation |
| FHLMC_4853A                                                      | 2049-02-15      | 2.1428%  | N/A     | $26168899.00       | $794090.65         | Agency Collateralized Mortgage Obligation |
| FHLMC_5483C                                                      | 2054-12-25      | 0.7216%  | N/A     | $98513675.00       | $1642848.47        | Agency Collateralized Mortgage Obligation |
| GNMA_19-7                                                        | 2061-01-16      | 0.9013%  | N/A     | $52000000.00       | $519412.97         | Agency Collateralized Mortgage Obligation |
| GNMA_25-45A                                                      | 2055-03-20      | 5.0000%  | N/A     | $11972575.00       | $11769887.25       | Agency Collateralized Mortgage Obligation |
| FHLMC_5502A                                                      | 2055-02-25      | 1.1884%  | N/A     | $182000000.00      | $6503835.83        | Agency Collateralized Mortgage Obligation |
| FHMS_KG03                                                        | 2033-07-25      | 3.0680%  | N/A     | $21909170.00       | $2518244.64        | Agency Collateralized Mortgage Obligation |
| FHLMC_5305B                                                      | 2049-07-15      | 4.0000%  | N/A     | $26101907.00       | $4191595.71        | Agency Collateralized Mortgage Obligation |
| FNMA_12-51A                                                      | 2041-03-25      | 3.5000%  | N/A     | $835000.00         | $304854.70         | Agency Collateralized Mortgage Obligation |
| FNMA_23-57C                                                      | 2049-10-25      | 1.5371%  | N/A     | $54205919.00       | $4667886.17        | Agency Collateralized Mortgage Obligation |
| FHLMC_4882B                                                      | 2049-05-15      | 1.5928%  | N/A     | $9396431.00        | $252691.91         | Agency Collateralized Mortgage Obligation |
| FNMA_25-6B                                                       | 2055-02-25      | 0.0000%  | N/A     | $70000000.00       | $340558.11         | Agency Collateralized Mortgage Obligation |
| FHLMC_5050E                                                      | 2050-10-25      | 3.0000%  | N/A     | $5368180.00        | $490802.43         | Agency Collateralized Mortgage Obligation |
| FNMA_15-16C                                                      | 2045-04-25      | 4.5000%  | N/A     | $50000000.00       | $1012367.30        | Agency Collateralized Mortgage Obligation |
| FHLMC_3942                                                       | 2041-10-15      | 2.0628%  | N/A     | $40600000.00       | $290504.37         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KJ48              | 2031-10-25      | 5.0280%  | N/A     | $805000.00         | $833914.53         | Agency Collateralized Mortgage Obligation |
| FHLMC_4999N                                                      | 2044-03-25      | 1.4871%  | N/A     | $43898226.00       | $1369917.45        | Agency Collateralized Mortgage Obligation |
| FHLMC_5036N                                                      | 2050-04-25      | 4.0000%  | N/A     | $3251000.00        | $263940.40         | Agency Collateralized Mortgage Obligation |
| FHLMC_5531F                                                      | 2050-01-15      | 1.5428%  | N/A     | $48543875.00       | $5098465.74        | Agency Collateralized Mortgage Obligation |
| FNMA_24-5D                                                       | 2051-10-25      | 3.0000%  | N/A     | $3300000.00        | $529773.40         | Agency Collateralized Mortgage Obligation |
| FNMA_25-58                                                       | 2055-07-25      | 1.0000%  | N/A     | $2666162.00        | $89603.56          | Agency Collateralized Mortgage Obligation |
| FREMF_19-K735                                                    | 2026-06-25      | 0.0000%  | N/A     | $21497542.00       | $19293828.97       | Agency Collateralized Mortgage Obligation |
| FHLMC_5076D                                                      | 2051-02-25      | 3.0000%  | N/A     | $19310978.00       | $1976947.24        | Agency Collateralized Mortgage Obligation |
| FNMA_22-42B                                                      | 2050-06-25      | 4.0000%  | N/A     | $7975000.00        | $5656925.63        | Agency Collateralized Mortgage Obligation |
| FHLMC_5142L                                                      | 2051-09-25      | 1.5016%  | N/A     | $17311159.00       | $1436320.76        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K073              | 2028-01-25      | 3.3500%  | N/A     | $1500000.00        | $1483737.83        | Agency Collateralized Mortgage Obligation |
| FNMA_19-59H                                                      | 2049-10-25      | 1.5871%  | N/A     | $36516371.00       | $1001547.13        | Agency Collateralized Mortgage Obligation |
| FHLMC_40-30                                                      | 2042-04-15      | 1.9928%  | N/A     | $62000000.00       | $277359.63         | Agency Collateralized Mortgage Obligation |
| FHLMC_4958A                                                      | 2050-03-25      | 3.5000%  | N/A     | $24192432.00       | $979427.29         | Agency Collateralized Mortgage Obligation |
| FHLMC_5121C                                                      | 2051-06-25      | 4.0000%  | N/A     | $3873000.00        | $415156.07         | Agency Collateralized Mortgage Obligation |
| GNMA_23-175                                                      | 2065-05-16      | 4.0000%  | N/A     | $1165197.00        | $892647.07         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K076              | 2046-06-25      | 2.3307%  | N/A     | $64578830.00       | $3493310.63        | Agency Collateralized Mortgage Obligation |
| FHLMC_4621A                                                      | 2046-10-15      | 3.5000%  | N/A     | $33242142.00       | $712044.76         | Agency Collateralized Mortgage Obligation |
| FHLMC_5003B                                                      | 2050-08-25      | 2.5000%  | N/A     | $17226325.00       | $1375119.28        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5155                                           | 2051-10-25      | 3.0000%  | N/A     | $86569995.00       | $7133316.61        | Agency Collateralized Mortgage Obligation |
| FHLMC_4281                                                       | 2043-12-15      | 1.5428%  | N/A     | $14600000.00       | $95709.14          | Agency Collateralized Mortgage Obligation |
| FNMA_15-35A                                                      | 2045-06-25      | 1.1371%  | N/A     | $160000000.00      | $1608519.47        | Agency Collateralized Mortgage Obligation |
| FHLMC_4938D                                                      | 2049-12-25      | 1.5371%  | N/A     | $46553866.00       | $2132156.60        | Agency Collateralized Mortgage Obligation |
| FHLMC_5579B                                                      | 2055-09-25      | 5.0000%  | N/A     | $1764706.00        | $1743989.92        | Agency Collateralized Mortgage Obligation |
| FHLMC_5005                                                       | 2040-08-25      | 4.0000%  | N/A     | $35713338.00       | $1188368.42        | Agency Collateralized Mortgage Obligation |
| FHLMC_5543D                                                      | 2055-06-25      | 6.0000%  | N/A     | $3177175.00        | $668655.74         | Agency Collateralized Mortgage Obligation |
| FHMS_K170                                                        | 2063-02-25      | 5.7786%  | N/A     | $3531092.00        | $1381047.12        | Agency Collateralized Mortgage Obligation |
| FNMA_21-47A                                                      | 2049-10-25      | 2.5000%  | N/A     | $450000.00         | $41773.89          | Agency Collateralized Mortgage Obligation |
| GNMA_19-36A                                                      | 2049-03-20      | 3.5000%  | N/A     | $4411765.00        | $3993111.55        | Agency Collateralized Mortgage Obligation |
| GNMA_19-141                                                      | 2062-01-16      | 0.6178%  | N/A     | $25700000.00       | $676332.90         | Agency Collateralized Mortgage Obligation |
| FNMA_25-6B                                                       | 2055-02-25      | 0.0516%  | N/A     | $70000000.00       | $223462.15         | Agency Collateralized Mortgage Obligation |
| GNMA_24-31                                                       | 2065-03-16      | 0.5000%  | N/A     | $3000000.00        | $74582.02          | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                                 | 2045-01-25      | 2.1484%  | N/A     | $4474000.00        | $118201.75         | Agency Collateralized Mortgage Obligation |
| GNMA_20-47                                                       | 2044-07-20      | 0.9151%  | N/A     | $15000000.00       | $388630.69         | Agency Collateralized Mortgage Obligation |
| GNMA_25-120D                                                     | 2055-07-20      | 0.1000%  | N/A     | $170000000.00      | $516587.95         | Agency Collateralized Mortgage Obligation |
| FHLMC_4427                                                       | 2045-01-15      | 1.1428%  | N/A     | $82000000.00       | $810943.54         | Agency Collateralized Mortgage Obligation |
| FHMS_KS07                                                        | 2025-09-25      | 0.7090%  | N/A     | $8175773.00        | $4526.47           | Agency Collateralized Mortgage Obligation |
| FHLMC_5482E                                                      | 2051-03-25      | 2.0000%  | N/A     | $56176492.00       | $6938735.27        | Agency Collateralized Mortgage Obligation |
| FNMA_20-34G                                                      | 2050-06-25      | 1.5871%  | N/A     | $31926820.00       | $1938642.92        | Agency Collateralized Mortgage Obligation |
| GNMA_21-127                                                      | 2062-11-16      | 2.0000%  | N/A     | $4300000.00        | $2793808.63        | Agency Collateralized Mortgage Obligation |
| FHLMC_4906                                                       | 2049-09-25      | 1.6371%  | N/A     | $61607054.00       | $1899210.58        | Agency Collateralized Mortgage Obligation |
| FNMA_12-80                                                       | 2042-08-25      | 4.9629%  | N/A     | $150000.00         | $15191.13          | Agency Collateralized Mortgage Obligation |
| FHLMC_4617                                                       | 2046-05-15      | 3.5000%  | N/A     | $33920285.00       | $342019.25         | Agency Collateralized Mortgage Obligation |
| FHLMC_4491                                                       | 2040-03-15      | 6.0000%  | N/A     | $12467233.00       | $97726.83          | Agency Collateralized Mortgage Obligation |
| FHLMC_5568A                                                      | 2055-08-25      | 5.0000%  | N/A     | $3594619.00        | $3416566.33        | Agency Collateralized Mortgage Obligation |
| FNMA_19-71D                                                      | 2049-11-25      | 1.5871%  | N/A     | $33282680.00       | $1253824.04        | Agency Collateralized Mortgage Obligation |
| FHLMC_38-38                                                      | 2041-04-15      | 2.0928%  | N/A     | $21899370.00       | $308366.04         | Agency Collateralized Mortgage Obligation |
| GNMA_25-147                                                      | 2066-02-16      | 4.7500%  | N/A     | $9136967.00        | $8924426.94        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_00-32                                            | 2030-10-18      | 4.9072%  | N/A     | $200000.00         | $95.08             | Agency Collateralized Mortgage Obligation |
| FHLMC_4473                                                       | 2045-05-15      | 1.1428%  | N/A     | $36726000.00       | $438843.97         | Agency Collateralized Mortgage Obligation |
| FNMA_14-74B                                                      | 2044-06-25      | 1.7371%  | N/A     | $32328000.00       | $262704.08         | Agency Collateralized Mortgage Obligation |
| FNMA_16-75                                                       | 2046-10-25      | 1.5371%  | N/A     | $18582352.00       | $654580.58         | Agency Collateralized Mortgage Obligation |
| FNMA_19-31                                                       | 2049-07-25      | 1.5871%  | N/A     | $14527000.00       | $601279.63         | Agency Collateralized Mortgage Obligation |
| FHLMC_5084E                                                      | 2044-10-25      | 4.0000%  | N/A     | $39870250.00       | $3674200.35        | Agency Collateralized Mortgage Obligation |
| GNMA_23-118                                                      | 2065-05-16      | 0.9066%  | N/A     | $20254243.00       | $1322777.89        | Agency Collateralized Mortgage Obligation |
| FNMA_25-78B                                                      | 2052-05-25      | 5.5000%  | N/A     | $7900053.00        | $1159504.82        | Agency Collateralized Mortgage Obligation |
| FHLMC_40-76                                                      | 2042-07-15      | 2.2428%  | N/A     | $23218083.00       | $171585.28         | Agency Collateralized Mortgage Obligation |
| FNMA_18-19C                                                      | 2048-04-25      | 4.0000%  | N/A     | $3252448.00        | $3642346.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_5386G                                                      | 2049-06-15      | 1.5928%  | N/A     | $23750082.00       | $2368016.44        | Agency Collateralized Mortgage Obligation |
| GNMA_21-182J                                                     | 2051-10-20      | 3.0000%  | N/A     | $62306000.00       | $3347360.80        | Agency Collateralized Mortgage Obligation |
| FHMS_KF122                                                       | 2031-09-25      | 4.5353%  | N/A     | $524000.00         | $227953.95         | Agency Collateralized Mortgage Obligation |
| FNMA_25-78C                                                      | 2055-09-25      | 1.5100%  | N/A     | $70535902.00       | $5654706.52        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_12-103                                           | 2042-09-25      | 4.8629%  | N/A     | $226474.00         | $23276.99          | Agency Collateralized Mortgage Obligation |
| FHR_4924                                                         | 2049-10-25      | 1.5871%  | N/A     | $45076729.00       | $1470342.55        | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                                       | 2049-11-25      | 1.5871%  | N/A     | $96587793.00       | $8865320.50        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_Q014              | 2055-10-25      | 2.7732%  | N/A     | $15452001.00       | $2024501.40        | Agency Collateralized Mortgage Obligation |
| FNMA_19-57J                                                      | 2049-10-25      | 1.5371%  | N/A     | $22607858.00       | $545935.86         | Agency Collateralized Mortgage Obligation |
| FHMS_KF105                                                       | 2031-02-25      | 4.5910%  | N/A     | $4100000.00        | $1059908.42        | Agency Collateralized Mortgage Obligation |
| FNMA_24-88C                                                      | 2054-12-25      | 5.7484%  | N/A     | $1000000.00        | $857830.54         | Agency Collateralized Mortgage Obligation |
| FNMA_14-81                                                       | 2039-12-25      | 3.0000%  | N/A     | $3299000.00        | $4154202.69        | Agency Collateralized Mortgage Obligation |
| FNMA_15-29                                                       | 2045-05-25      | 1.1871%  | N/A     | $61902119.00       | $935597.38         | Agency Collateralized Mortgage Obligation |
| FHLMC_4877D                                                      | 2049-04-15      | 4.0000%  | N/A     | $5931012.00        | $138678.79         | Agency Collateralized Mortgage Obligation |
| FNMA_19-69C                                                      | 2049-12-25      | 1.5371%  | N/A     | $4500000.00        | $149765.09         | Agency Collateralized Mortgage Obligation |
| FNMA_22-31                                                       | 2052-03-25      | 2.0000%  | N/A     | $5876311.00        | $4387260.91        | Agency Collateralized Mortgage Obligation |
| FNMA_22-20C                                                      | 2048-04-25      | 4.5000%  | N/A     | $56886493.00       | $6746888.78        | Agency Collateralized Mortgage Obligation |
| FHLMC_4979                                                       | 2050-06-25      | 1.5871%  | N/A     | $65266187.00       | $2595845.88        | Agency Collateralized Mortgage Obligation |
| GNMA_21-139L                                                     | 2051-08-20      | 3.0000%  | N/A     | $5292123.00        | $645161.35         | Agency Collateralized Mortgage Obligation |
| FNMA_23-53F                                                      | 2053-11-25      | 1.6016%  | N/A     | $74472971.00       | $3389870.17        | Agency Collateralized Mortgage Obligation |
| FREMF_K-165                                                      | 2034-10-25      | 5.6798%  | N/A     | $10636777.00       | $3926870.85        | Agency Collateralized Mortgage Obligation |
| FHLMC_5103E                                                      | 2051-05-25      | 4.0000%  | N/A     | $18000000.00       | $2179643.55        | Agency Collateralized Mortgage Obligation |
| FNMA_24-64G                                                      | 2054-09-25      | 5.5484%  | N/A     | $2500000.00        | $2025290.06        | Agency Collateralized Mortgage Obligation |
| FNMA_20-62E                                                      | 2050-09-25      | 2.0000%  | N/A     | $5400034.00        | $392773.56         | Agency Collateralized Mortgage Obligation |
| GNMA_16-177                                                      | 2057-01-16      | 0.4920%  | N/A     | $35098788.00       | $211900.04         | Agency Collateralized Mortgage Obligation |
| GNMA_24-178                                                      | 2066-07-16      | 4.0000%  | N/A     | $1514119.00        | $1116466.09        | Agency Collateralized Mortgage Obligation |
| GNMA_25-135A                                                     | 2052-04-20      | 6.0000%  | N/A     | $9375000.00        | $1449934.38        | Agency Collateralized Mortgage Obligation |
| FHLMC_5010D                                                      | 2050-09-25      | 4.0000%  | N/A     | $60791340.00       | $4520202.81        | Agency Collateralized Mortgage Obligation |
| FHLMC_5138A                                                      | 2050-03-25      | 3.5000%  | N/A     | $18863683.00       | $1564927.97        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                                 | 2044-09-25      | 2.0706%  | N/A     | $5174721.00        | $109251.22         | Agency Collateralized Mortgage Obligation |
| FHLMC_4918B                                                      | 2049-10-25      | 1.5871%  | N/A     | $37957596.00       | $870724.09         | Agency Collateralized Mortgage Obligation |
| FHLMC_3471D                                                      | 2035-08-15      | 1.5928%  | N/A     | $200000000.00      | $192930.60         | Agency Collateralized Mortgage Obligation |
| FNMA_14-74                                                       | 2044-11-25      | 1.6371%  | N/A     | $100000000.00      | $1011313.43        | Agency Collateralized Mortgage Obligation |
| FHLMC_4764D                                                      | 2048-01-15      | 4.0000%  | N/A     | $3118250.00        | $435263.01         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5482                | 2054-12-25      | 5.6484%  | N/A     | $5170000.00        | $4734080.02        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27F                                                      | 2049-03-25      | 1.4871%  | N/A     | $50544901.00       | $4664916.39        | Agency Collateralized Mortgage Obligation |
| FREMF_18-K732                                                    | 2025-09-25      | 0.0000%  | N/A     | $81182764.00       | $79782604.87       | Agency Collateralized Mortgage Obligation |
| FHLMC_5104F                                                      | 2049-06-25      | 3.5000%  | N/A     | $98370798.00       | $8558234.26        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27E                                                      | 2049-08-25      | 1.5371%  | N/A     | $52006853.00       | $5514743.20        | Agency Collateralized Mortgage Obligation |
| FNMA_22-43B                                                      | 2052-07-25      | 1.0516%  | N/A     | $8786000.00        | $443594.82         | Agency Collateralized Mortgage Obligation |
| FHLMC_4395                                                       | 2026-05-15      | 4.0000%  | N/A     | $1004960.00        | $0.29              | Agency Collateralized Mortgage Obligation |
| FHLMC_4820C                                                      | 2048-03-15      | 1.7428%  | N/A     | $25941382.00       | $471820.17         | Agency Collateralized Mortgage Obligation |
| FHLMC_5416B                                                      | 2054-06-25      | 1.4516%  | N/A     | $50000000.00       | $2144285.16        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27E                                                      | 2049-08-25      | 4.5000%  | N/A     | $535378.00         | $93306.48          | Agency Collateralized Mortgage Obligation |
| FHMS_K083                                                        | 2028-10-25      | 2.3688%  | N/A     | $28128058.00       | $1939469.51        | Agency Collateralized Mortgage Obligation |
| FNMA_25-18E                                                      | 2054-08-25      | 5.7484%  | N/A     | $700000.00         | $645499.71         | Agency Collateralized Mortgage Obligation |
| GNMA_21-51                                                       | 2062-10-16      | 1.0186%  | N/A     | $12900000.00       | $732261.93         | Agency Collateralized Mortgage Obligation |
| FHMS_K063                                                        | 2027-02-25      | 0.0000%  | N/A     | $25736894.00       | $765608.26         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K159              | 2033-11-25      | 3.9500%  | N/A     | $100000.00         | $96760.82          | Agency Collateralized Mortgage Obligation |
| GNMA_25-147                                                      | 2059-10-16      | 4.7500%  | N/A     | $314465.00         | $287189.07         | Agency Collateralized Mortgage Obligation |
| GNMA_21-112                                                      | 2063-10-16      | 0.9925%  | N/A     | $22000000.00       | $1214372.02        | Agency Collateralized Mortgage Obligation |
| GNMA_23-19E                                                      | 2051-02-20      | 2.5000%  | N/A     | $29775000.00       | $3465776.87        | Agency Collateralized Mortgage Obligation |
| FHLMC_5558A                                                      | 2055-07-25      | 1.0000%  | N/A     | $5744681.00        | $221909.14         | Agency Collateralized Mortgage Obligation |
| FHLMC_4094                                                       | 2042-08-15      | 1.5928%  | N/A     | $15661571.00       | $326853.23         | Agency Collateralized Mortgage Obligation |
| FHMS_KLU3FX                                                      | 2031-01-25      | 1.7580%  | N/A     | $3000000.00        | $2704726.00        | Agency Collateralized Mortgage Obligation |
| GNMA_15-107                                                      | 2057-03-16      | 0.4982%  | N/A     | $64102666.00       | $216891.29         | Agency Collateralized Mortgage Obligation |
| FNMA_25-27C                                                      | 2050-06-25      | 4.0000%  | N/A     | $1371181.00        | $264319.77         | Agency Collateralized Mortgage Obligation |
| GNMA_20-17F                                                      | 2049-10-20      | 2.5000%  | N/A     | $1000000.00        | $21883.56          | Agency Collateralized Mortgage Obligation |
| FHLMC_5060B                                                      | 2050-12-25      | 3.0000%  | N/A     | $19000000.00       | $2381319.07        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_43-84               | 2043-08-15      | 3.5000%  | N/A     | $9400000.00        | $4881482.69        | Agency Collateralized Mortgage Obligation |
| FHLMC_5539C                                                      | 2055-05-25      | 0.6849%  | N/A     | $150000000.00      | $5411200.46        | Agency Collateralized Mortgage Obligation |
| FHLMC_5293C                                                      | 2051-04-25      | 2.5000%  | N/A     | $1700000.00        | $226281.62         | Agency Collateralized Mortgage Obligation |
| FNMA_25-78B                                                      | 2036-08-25      | 5.5000%  | N/A     | $13680386.00       | $14207406.15       | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K104             | 2047-02-25      | 1.9579%  | N/A     | $7599992.00        | $566988.34         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-30              | 2053-09-16      | 0.5330%  | N/A     | $100000000.00      | $174463.86         | Agency Collateralized Mortgage Obligation |
| FNMA_25-8C                                                       | 2055-02-25      | 0.7516%  | N/A     | $77000000.00       | $2332105.82        | Agency Collateralized Mortgage Obligation |
| GNMA_25-135D                                                     | 2055-08-20      | 1.5840%  | N/A     | $100000000.00      | $7788899.75        | Agency Collateralized Mortgage Obligation |
| FHLMC_5579C                                                      | 2055-09-25      | 0.9100%  | N/A     | $20000000.00       | $1101922.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_5579A                                                      | 2045-09-25      | 4.5000%  | N/A     | $11870167.00       | $11792820.99       | Agency Collateralized Mortgage Obligation |
| FNMA_25-59A                                                      | 2055-08-25      | 1.5085%  | N/A     | $92668685.00       | $7501338.91        | Agency Collateralized Mortgage Obligation |
| FNMA_25-78A                                                      | 2055-09-25      | 5.2400%  | N/A     | $23837273.00       | $24025139.85       | Agency Collateralized Mortgage Obligation |
| FHLMC_4954A                                                      | 2050-02-25      | 1.5871%  | N/A     | $136016008.00      | $4621821.47        | Agency Collateralized Mortgage Obligation |
| FNMA_21-60B                                                      | 2051-09-25      | 2.5000%  | N/A     | $37959600.00       | $3195582.12        | Agency Collateralized Mortgage Obligation |

### Security 12: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B54R6, C.4 - ISIN: US3130B54R67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399997908.00
- **C.18.a - Value (excl. sponsor support):** $399997908.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B52Z0, C.4 - ISIN: US3130B52Z02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $906661817.61
- **C.18.a - Value (excl. sponsor support):** $906661817.61
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7C44, C.4 - ISIN: US3130B7C444, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $659019631.61
- **C.18.a - Value (excl. sponsor support):** $659019631.61
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1692050778.44
- **C.18.a - Value (excl. sponsor support):** $1692050778.44
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Fixed Income Clearing Corporation - BNY
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDQMLJ86
- **C.18 - Value (incl. sponsor support):** $4750000000.00
- **C.18.a - Value (excl. sponsor support):** $4750000000.00
- **C.19 - Percentage of Net Assets:** 2.5600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | N/A     | $320000000.00      | $428620074.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | N/A     | $400100000.00      | $396710035.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | N/A     | $395400000.00      | $397879209.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | N/A     | $393411500.00      | $399447287.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | N/A     | $482999900.00      | $427076864.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | N/A     | $456958000.00      | $460341376.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | N/A     | $254935400.00      | $261554786.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | N/A     | $414500000.00      | $421718279.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | N/A     | $404000000.00      | $409032062.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | N/A     | $450000000.00      | $456557260.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | N/A     | $610607400.00      | $448016069.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | N/A     | $322424800.00      | $338046695.56      | U.S. Treasuries (including strips) |

### Security 17: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDQMLHJ4
- **C.18 - Value (incl. sponsor support):** $570500000.00
- **C.18.a - Value (excl. sponsor support):** $570500000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-05-15      | 0.0000%  | N/A     | $0.06              | $0.06              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 0.0000%  | N/A     | $1200.00           | $323.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | N/A     | $500.72            | $314.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 0.0000%  | N/A     | $100.00            | $23.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-08-15      | 0.0000%  | N/A     | $108.88            | $62.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 0.0000%  | N/A     | $0.50              | $0.44              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 0.0000%  | N/A     | $500.00            | $166.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 0.0000%  | N/A     | $17.28             | $12.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.0000%  | N/A     | $7.51              | $3.11              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-11-15      | 0.0000%  | N/A     | $82.38             | $46.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 0.0000%  | N/A     | $41.20             | $29.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 0.0000%  | N/A     | $9.47              | $8.17              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-08-15      | 0.0000%  | N/A     | $212.92            | $130.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 0.0000%  | N/A     | $154.30            | $79.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | N/A     | $158391000.00      | $159754770.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-11-15      | 0.0000%  | N/A     | $17.26             | $10.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 0.0000%  | N/A     | $200.00            | $102.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 0.0000%  | N/A     | $49.05             | $27.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 0.0000%  | N/A     | $107.13            | $55.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | N/A     | $412136300.00      | $422153238.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 0.0000%  | N/A     | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 0.0000%  | N/A     | $100.00            | $46.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 0.0000%  | N/A     | $204.39            | $92.72             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.0000%  | N/A     | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 0.0000%  | N/A     | $100.00            | $32.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 0.0000%  | N/A     | $200.00            | $73.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-08-15      | 0.0000%  | N/A     | $434.36            | $236.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 0.0000%  | N/A     | $94.64             | $56.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 0.0000%  | N/A     | $40.08             | $39.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 0.0000%  | N/A     | $11.94             | $4.10              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 0.0000%  | N/A     | $33.76             | $12.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 0.0000%  | N/A     | $2.27              | $1.06              | U.S. Treasuries (including strips) |

### Security 18: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2940324356.92
- **C.18.a - Value (excl. sponsor support):** $2940324356.92
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $447280094.87
- **C.18.a - Value (excl. sponsor support):** $447280094.87
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BYDQMLK92
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNRA CL104CS R24F104 | 2055-01-25      | 2.8016%  | N/A     | $50355971.00       | $5579926.51        | Agency Collateralized Mortgage Obligation |
| FERA 5410SG 05/25/54 | 2054-05-25      | 1.4016%  | N/A     | $134401221.00      | $5490630.55        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-97 SA      | 2049-08-20      | 1.6451%  | N/A     | $100032.00         | $4500.22           | Agency Collateralized Mortgage Obligation |
| FNRM CL020IE R21F020 | 2051-04-25      | 4.0000%  | N/A     | $53474034.00       | $4867435.99        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-077 ES     | 2049-11-20      | 1.5951%  | N/A     | $100000.00         | $2750.47           | Agency Collateralized Mortgage Obligation |
| GNRM 2024-008 MI     | 2054-01-20      | 7.0000%  | N/A     | $100000.00         | $12249.26          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-006 SA     | 2053-01-20      | 1.9050%  | N/A     | $100000.00         | $4191.08           | Agency Collateralized Mortgage Obligation |
| GNRM 2021-049 LI     | 2051-02-20      | 3.0000%  | N/A     | $100000.00         | $7013.92           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-022 SJ     | 2055-02-20      | 0.9050%  | N/A     | $100000.00         | $3956.88           | Agency Collateralized Mortgage Obligation |
| FERA 5304SA 12/25/52 | 2052-12-25      | 1.9016%  | N/A     | $89069445.00       | $4964406.97        | Agency Collateralized Mortgage Obligation |
| GNRA 2018-68 HS      | 2048-12-20      | 1.6651%  | N/A     | $100032.00         | $1840.40           | Agency Collateralized Mortgage Obligation |
| FNRA CL051SC R23F051 | 2053-09-25      | 2.5516%  | N/A     | $75000000.00       | $5646471.01        | Agency Collateralized Mortgage Obligation |
| FERM 5510OP 02/25/55 | 2055-02-25      | 0.0000%  | N/A     | $7692308.00        | $5281917.46        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-001 SK     | 2053-01-20      | 1.1550%  | N/A     | $100000.00         | $4755.34           | Agency Collateralized Mortgage Obligation |
| FERM 5427LI 10/25/52 | 2052-10-25      | 3.5000%  | N/A     | $39253008.00       | $6128850.50        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-153 SK     | 2053-10-20      | 1.2550%  | N/A     | $100000.00         | $1592.54           | Agency Collateralized Mortgage Obligation |
| FERM 5510PO 02/25/55 | 2055-02-25      | 0.0000%  | N/A     | $7142857.00        | $4904637.35        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-025 SH     | 2053-02-20      | 1.3450%  | N/A     | $100000.00         | $3588.16           | Agency Collateralized Mortgage Obligation |
| FNRA CL033PS R25F033 | 2054-05-25      | 2.6516%  | N/A     | $53730333.00       | $6085886.33        | Agency Collateralized Mortgage Obligation |
| GNRM 2020-191 UD     | 2050-12-20      | 4.0000%  | N/A     | $100000.00         | $12671.83          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-180 SE     | 2054-11-20      | 1.5450%  | N/A     | $100000.00         | $3760.20           | Agency Collateralized Mortgage Obligation |
| FERM 5490CO 01/25/55 | 2055-01-25      | 0.0000%  | N/A     | $8333334.00        | $5772438.76        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-46 SA      | 2046-10-20      | 1.7951%  | N/A     | $100032.00         | $5208.35           | Agency Collateralized Mortgage Obligation |
| GNRA 2022-213 SK     | 2052-12-20      | 2.4550%  | N/A     | $100000.00         | $3444.83           | Agency Collateralized Mortgage Obligation |
| GNRM 2022-006 IO     | 2050-08-20      | 3.5000%  | N/A     | $100000.00         | $10903.15          | Agency Collateralized Mortgage Obligation |
| FERM 5468PI 11/25/54 | 2054-11-25      | 6.5000%  | N/A     | $24177000.00       | $5131348.59        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-048 SE     | 2053-03-20      | 1.1550%  | N/A     | $100000.00         | $2109.46           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-083 SE     | 2053-06-20      | 1.0550%  | N/A     | $100000.00         | $1961.82           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-020 SL     | 2053-02-20      | 1.9050%  | N/A     | $100096.00         | $6765.72           | Agency Collateralized Mortgage Obligation |
| GNRA 2015-001 S      | 2045-01-20      | 1.1451%  | N/A     | $100095.00         | $1027.33           | Agency Collateralized Mortgage Obligation |
| FERA 5251MS 08/25/52 | 2052-08-25      | 0.8516%  | N/A     | $148500000.00      | $6377955.94        | Agency Collateralized Mortgage Obligation |
| FERA 5468SJ 05/25/54 | 2054-05-25      | 0.2016%  | N/A     | $200000000.00      | $5180824.17        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-126 BS     | 2054-08-20      | 1.6050%  | N/A     | $100000.00         | $6416.72           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-097 SY     | 2054-06-20      | 2.9550%  | N/A     | $100000.00         | $8922.92           | Agency Collateralized Mortgage Obligation |
| GNRM 2023-093 IO     | 2051-08-20      | 3.0000%  | N/A     | $100000.00         | $12096.89          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-041 SM     | 2053-03-20      | 1.9250%  | N/A     | $100096.00         | $4092.23           | Agency Collateralized Mortgage Obligation |
| GNRM 2021-142 KI     | 2051-08-20      | 3.0000%  | N/A     | $100000.00         | $9696.63           | Agency Collateralized Mortgage Obligation |
| GNRM 2023-146 AO     | 2053-10-20      | 0.0000%  | N/A     | $100000.00         | $41738.02          | Agency Collateralized Mortgage Obligation |
| GNRM 2023-103 IO     | 2051-03-20      | 3.0000%  | N/A     | $100000.00         | $14578.56          | Agency Collateralized Mortgage Obligation |
| FNRM CL052OI R22F052 | 2050-12-25      | 4.0000%  | N/A     | $50571885.00       | $5343353.28        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-153 SN     | 2053-10-20      | 2.1550%  | N/A     | $100000.00         | $2288.89           | Agency Collateralized Mortgage Obligation |
| FNRA CL017SA R23F017 | 2053-04-25      | 1.9016%  | N/A     | $102884004.00      | $6012134.18        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-063 YS     | 2053-05-20      | 1.2050%  | N/A     | $100000.00         | $3384.31           | Agency Collateralized Mortgage Obligation |
| GNRM 2020-127 CI     | 2050-08-20      | 3.0000%  | N/A     | $100096.00         | $8413.52           | Agency Collateralized Mortgage Obligation |
| 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  | N/A     | $100.00            | $98.96             | U.S. Treasuries (including strips)        |
| GNRA 2022-197 SG     | 2041-11-16      | 2.1256%  | N/A     | $100000.00         | $10178.44          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-114 SH     | 2053-08-20      | 2.3050%  | N/A     | $100096.00         | $2213.19           | Agency Collateralized Mortgage Obligation |
| GNRM 2021-030 KI     | 2051-02-20      | 3.0000%  | N/A     | $100000.00         | $11564.63          | Agency Collateralized Mortgage Obligation |
| GNRM 2024-203 LI     | 2054-12-20      | 6.5000%  | N/A     | $100000.00         | $23150.29          | Agency Collateralized Mortgage Obligation |
| GNRA 2021-175 QS     | 2051-10-20      | 0.0000%  | N/A     | $100000.00         | $972.48            | Agency Collateralized Mortgage Obligation |
| GNRA 2024-064 XB     | 2054-04-20      | 1.5520%  | N/A     | $100000.00         | $6232.65           | Agency Collateralized Mortgage Obligation |
| 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  | N/A     | $1734100.00        | $1786356.14        | U.S. Treasuries (including strips)        |
| GNRM 2021-139 IA     | 2051-08-20      | 3.0000%  | N/A     | $100000.00         | $13553.40          | Agency Collateralized Mortgage Obligation |
| GNRA 2019-30 SJ      | 2049-03-20      | 1.5951%  | N/A     | $100032.00         | $1636.02           | Agency Collateralized Mortgage Obligation |
| GNRA 2018-00 SA      | 2048-07-20      | 1.7451%  | N/A     | $100000.00         | $2653.41           | Agency Collateralized Mortgage Obligation |
| FERA 5368SA 12/25/53 | 2053-12-25      | 2.6516%  | N/A     | $100000000.00      | $5198484.45        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-040 MS     | 2053-03-20      | 1.1550%  | N/A     | $100000.00         | $4135.39           | Agency Collateralized Mortgage Obligation |
| FNRA CL015SA R24F015 | 2054-04-25      | 0.9799%  | N/A     | $106000000.00      | $4975165.86        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-029 IG     | 2052-02-20      | 3.5000%  | N/A     | $100000.00         | $10764.82          | Agency Collateralized Mortgage Obligation |
| GNRA 2012-084 SD     | 2042-07-16      | 1.6256%  | N/A     | $100032.00         | $1920.68           | Agency Collateralized Mortgage Obligation |
| FERM 5008MI 09/25/50 | 2050-09-25      | 4.0000%  | N/A     | $63416663.00       | $5498193.94        | Agency Collateralized Mortgage Obligation |
| GNRA 2018-04 KS      | 2048-08-20      | 1.7451%  | N/A     | $100000.00         | $3404.43           | Agency Collateralized Mortgage Obligation |
| GNRM 2024-096 IO     | 2051-10-20      | 2.5000%  | N/A     | $100000.00         | $10898.31          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-101 SI     | 2053-07-20      | 1.6050%  | N/A     | $100000.00         | $7805.61           | Agency Collateralized Mortgage Obligation |
| GNRM 2021-064 IQ     | 2051-04-20      | 2.5000%  | N/A     | $100032.00         | $6364.77           | Agency Collateralized Mortgage Obligation |
| FNRM RC078IO R21F078 | 2051-11-25      | 4.5000%  | N/A     | $45991152.00       | $5703306.99        | Agency Collateralized Mortgage Obligation |
| GNRA 2010-020 SE     | 2040-02-20      | 1.7951%  | N/A     | $100095.00         | $397.57            | Agency Collateralized Mortgage Obligation |
| GNRA 2022-168 SE     | 2052-09-20      | 1.7050%  | N/A     | $100000.00         | $6793.35           | Agency Collateralized Mortgage Obligation |
| FNRM CL042IO R25F042 | 2054-11-25      | 4.5000%  | N/A     | $14208464.00       | $2024600.48        | Agency Collateralized Mortgage Obligation |
| FERM 5160IW 10/25/50 | 2050-10-25      | 3.0000%  | N/A     | $82192000.00       | $5421864.95        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-007 IN     | 2051-01-20      | 2.5000%  | N/A     | $100032.00         | $10055.51          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-041 ST     | 2053-03-20      | 1.9450%  | N/A     | $100032.00         | $5963.50           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-044 ES     | 2054-03-20      | 1.0550%  | N/A     | $100000.00         | $6058.85           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-011 SA     | 2053-01-20      | 1.2550%  | N/A     | $100000.00         | $4559.10           | Agency Collateralized Mortgage Obligation |
| GNRM 2024-021 IO     | 2054-02-20      | 6.0000%  | N/A     | $100000.00         | $16403.53          | Agency Collateralized Mortgage Obligation |
| FNRA CL004SA R23F004 | 2053-03-25      | 1.9016%  | N/A     | $159780763.00      | $5503830.43        | Agency Collateralized Mortgage Obligation |
| FERM 5171WI 12/25/51 | 2051-12-25      | 4.5000%  | N/A     | $34408546.00       | $5345705.32        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-070 SL     | 2050-05-20      | 1.5951%  | N/A     | $100000.00         | $12650.43          | Agency Collateralized Mortgage Obligation |
| FNRM CL027IO R20F027 | 2050-05-25      | 5.0000%  | N/A     | $92774734.00       | $5697451.88        | Agency Collateralized Mortgage Obligation |
| FNRA RC052SM R25F052 | 2055-07-25      | 0.8016%  | N/A     | $122212458.00      | $6086327.70        | Agency Collateralized Mortgage Obligation |
| FNRA CL003IA R22F003 | 2052-02-25      | 2.1120%  | N/A     | $162401807.00      | $4829416.43        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-183 ES     | 2053-12-20      | 2.0350%  | N/A     | $100000.00         | $6035.28           | Agency Collateralized Mortgage Obligation |
| GNRM 2020-162 JI     | 2050-10-20      | 2.5000%  | N/A     | $100000.00         | $9066.87           | Agency Collateralized Mortgage Obligation |
| FERM 5548HI 01/25/52 | 2052-01-25      | 5.0000%  | N/A     | $33209755.00       | $5995041.34        | Agency Collateralized Mortgage Obligation |
| 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  | N/A     | $100.00            | $82.31             | U.S. Treasuries (including strips)        |
| 4 NOTE AV 27         | 2027-12-15      | 4.0000%  | N/A     | $38901500.00       | $39560363.85       | U.S. Treasuries (including strips)        |
| GNRA 2023-140 ES     | 2053-09-20      | 2.1550%  | N/A     | $100000.00         | $3456.01           | Agency Collateralized Mortgage Obligation |
| FERA 05258S 09/25/52 | 2052-09-25      | 0.9516%  | N/A     | $100000000.00      | $5445684.47        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-183 AS     | 2053-12-20      | 1.5550%  | N/A     | $8814912.00        | $592904.61         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-032 SH     | 2050-03-20      | 1.1451%  | N/A     | $100096.00         | $4796.36           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-083 SK     | 2053-06-20      | 1.6750%  | N/A     | $100032.00         | $5483.61           | Agency Collateralized Mortgage Obligation |
| FERM 5387HI 11/25/51 | 2051-11-25      | 4.0000%  | N/A     | $30369525.00       | $5548702.24        | Agency Collateralized Mortgage Obligation |
| FERM 5376IO 11/25/51 | 2051-11-25      | 4.0000%  | N/A     | $32571652.00       | $5377239.61        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-41 SL      | 2046-10-20      | 1.6451%  | N/A     | $100000.00         | $3052.04           | Agency Collateralized Mortgage Obligation |
| GNRM 2021-139 IO     | 2051-08-20      | 3.0000%  | N/A     | $100000.00         | $9901.18           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-025 XC     | 2065-02-20      | 1.6050%  | N/A     | $100000.00         | $2988.53           | Agency Collateralized Mortgage Obligation |
| GNRM 2019-159 KI     | 2049-12-20      | 3.5000%  | N/A     | $100000.00         | $6074.56           | Agency Collateralized Mortgage Obligation |
| GNRM 2020-127 EI     | 2050-03-20      | 3.5000%  | N/A     | $100000.00         | $6665.31           | Agency Collateralized Mortgage Obligation |
| GNRM 2021-007 IE     | 2051-01-20      | 2.5000%  | N/A     | $101888.00         | $10187.75          | Agency Collateralized Mortgage Obligation |
| GNRM 2022-107 DI     | 2052-02-20      | 3.0000%  | N/A     | $100000.00         | $6779.30           | Agency Collateralized Mortgage Obligation |
| GNRA 2020-167 SA     | 2050-11-20      | 0.0000%  | N/A     | $100032.00         | $2055.83           | Agency Collateralized Mortgage Obligation |
| FERM 5453AI 07/25/53 | 2053-07-25      | 4.0000%  | N/A     | $34035687.00       | $4958835.93        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-176 SA     | 2053-11-20      | 0.7550%  | N/A     | $100000.00         | $1326.79           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-079 SA     | 2054-05-20      | 0.8550%  | N/A     | $100000.00         | $1980.96           | Agency Collateralized Mortgage Obligation |

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6VB9, C.4 - ISIN: US3130B6VB92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $627088009.85
- **C.18.a - Value (excl. sponsor support):** $627088009.85
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TL0, C.4 - ISIN: US3130B6TL03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $213650459.35
- **C.18.a - Value (excl. sponsor support):** $213650459.35
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Mortgage Corp. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBPD7, C.4 - ISIN: US3134HBPD74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $266769422.01
- **C.18.a - Value (excl. sponsor support):** $266769422.01
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDQMLHC9
- **C.18 - Value (incl. sponsor support):** $205000000.00
- **C.18.a - Value (excl. sponsor support):** $205000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | N/A     | $207200200.00      | $208700260.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 0.0000%  | N/A     | $999500.00         | $397364.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | N/A     | $2200.00           | $2011.55           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | N/A     | $100.00            | $86.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | N/A     | $100.00            | $97.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 0.0000%  | N/A     | $425.93            | $191.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | N/A     | $100.00            | $87.33             | U.S. Treasuries (including strips) |

### Security 25: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $110399223.67
- **C.18.a - Value (excl. sponsor support):** $110399223.67
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99636038.39
- **C.18.a - Value (excl. sponsor support):** $99636038.39
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDQMLHH8
- **C.18 - Value (incl. sponsor support):** $418000000.00
- **C.18.a - Value (excl. sponsor support):** $418000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC REMICS FHLMC_5377                                    | 2051-12-25      | 2.5000%  | N/A     | $2138912.00        | $238631.60         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-04-01      | 5.5000%  | N/A     | $8000.00           | $8086.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1009.05           | Agency Mortgage-Backed Securities         |
| FNMA_21-42G                                                      | 2046-02-25      | 2.0483%  | N/A     | $2197474.00        | $54428.62          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $623.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-06-01      | 2.5900%  | N/A     | $1089.00           | $757.85            | Agency Mortgage-Backed Securities         |
| FNMA_20-57                                                       | 2050-08-25      | 2.5000%  | N/A     | $4099999.00        | $520858.25         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2048-10-01      | 5.0000%  | N/A     | $3055000.00        | $288498.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-03-01      | 2.5000%  | N/A     | $1001.00           | $664.43            | Agency Mortgage-Backed Securities         |
| FHLMC_5548A                                                      | 2055-06-25      | 0.7016%  | N/A     | $98573562.00       | $4520115.57        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-10-01      | 3.0000%  | N/A     | $7001.00           | $4414.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-09-01      | 6.0000%  | N/A     | $7000.00           | $5936.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-05-01      | 5.5000%  | N/A     | $519437.00         | $529395.61         | Agency Mortgage-Backed Securities         |
| GNMA_24-172A                                                     | 2054-10-20      | 1.1550%  | N/A     | $5780571.00        | $296666.74         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2049-04-20      | 5.5000%  | N/A     | $1002.00           | $61.69             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2049-02-01      | 5.0000%  | N/A     | $1000.00           | $207.13            | Agency Mortgage-Backed Securities         |
| FHLMC_5475                                                       | 2054-11-25      | 5.4484%  | N/A     | $799000.00         | $610656.10         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $797.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-05-01      | 4.0000%  | N/A     | $1000.00           | $789.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2035-09-01      | 6.3000%  | N/A     | $14958.00          | $119.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2038-04-01      | 5.0000%  | N/A     | $553334.00         | $56113.72          | Agency Mortgage-Backed Securities         |
| GNMA_22-22B                                                      | 2052-02-20      | 3.0000%  | N/A     | $1000.00           | $610.33            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2038-12-01      | 4.0000%  | N/A     | $1001.00           | $184.36            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2053-02-20      | 5.5000%  | N/A     | $1056490.00        | $770845.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-06-01      | 5.0000%  | N/A     | $8751183.00        | $7168553.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2046-08-01      | 4.5000%  | N/A     | $600000.00         | $90240.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-02-01      | 5.5000%  | N/A     | $675098.00         | $652577.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2036-01-01      | 3.9100%  | N/A     | $1000.00           | $647.28            | Agency Mortgage-Backed Securities         |
| GNMA_23-18H                                                      | 2053-02-20      | 1.3550%  | N/A     | $47786580.00       | $1107487.89        | Agency Collateralized Mortgage Obligation |
| FHLMC_5359B                                                      | 2053-11-25      | 0.0000%  | N/A     | $3571429.00        | $1757522.61        | Agency Collateralized Mortgage Obligation |
| FHLMC_4454D                                                      | 2045-03-15      | 3.0000%  | N/A     | $1100.00           | $643.92            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-08-01      | 2.5000%  | N/A     | $7000.00           | $4146.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1006.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2029-03-01      | 2.3100%  | N/A     | $1000.00           | $945.82            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2050-06-20      | 3.0000%  | N/A     | $86057458.00       | $21881227.16       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-151             | 2050-10-20      | 2.5000%  | N/A     | $7015680.00        | $613110.86         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2035-02-01      | 3.0000%  | N/A     | $230000.00         | $38652.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2041-05-01      | 6.0000%  | N/A     | $7000.00           | $814.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-07-01      | 6.0000%  | N/A     | $702267.00         | $724187.83         | Agency Mortgage-Backed Securities         |
| GNMA_23-151F                                                     | 2053-10-20      | 2.6550%  | N/A     | $8152352.00        | $598518.79         | Agency Collateralized Mortgage Obligation |
| FHLMC_5537                                                       | 2055-05-25      | 0.5516%  | N/A     | $113686954.00      | $4009023.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2045-01-01      | 3.5000%  | N/A     | $1000.00           | $881.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2046-03-01      | 4.0000%  | N/A     | $1006.00           | $313.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-05-01      | 5.5000%  | N/A     | $1171.00           | $1099.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-06-01      | 5.0000%  | N/A     | $500000.00         | $466001.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1008.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $938.22            | Agency Mortgage-Backed Securities         |
| GNMA_23-189A                                                     | 2053-12-20      | 2.7050%  | N/A     | $33181206.00       | $1381669.51        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-05-01      | 2.5000%  | N/A     | $1000.00           | $732.15            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2046-05-20      | 5.5000%  | N/A     | $977985.00         | $41684.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-11-01      | 6.5000%  | N/A     | $1000.00           | $1043.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-02-01      | 6.0000%  | N/A     | $1000.00           | $753.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-11-01      | 4.0000%  | N/A     | $43995.00          | $37816.63          | Agency Mortgage-Backed Securities         |
| GNMA_22-177H                                                     | 2052-10-20      | 0.0000%  | N/A     | $11773272.00       | $7005191.09        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-12-01      | 6.5000%  | N/A     | $1000.00           | $1045.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $666.77            | Agency Mortgage-Backed Securities         |
| FNMA_20-61D                                                      | 2050-09-25      | 4.0000%  | N/A     | $47700145.00       | $3662495.13        | Agency Collateralized Mortgage Obligation |
| GNMA_15-82                                                       | 2045-06-20      | 7.0000%  | N/A     | $13999900.00       | $137398.99         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-11-01      | 5.5000%  | N/A     | $7000.00           | $5649.11           | Agency Mortgage-Backed Securities         |
| FHLMC_5561D                                                      | 2055-07-25      | 5.6984%  | N/A     | $15604374.00       | $15411829.03       | Agency Collateralized Mortgage Obligation |
| GNMA_24-59D                                                      | 2054-04-20      | 1.1050%  | N/A     | $114773.00         | $4924.11           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-04-01      | 5.5000%  | N/A     | $1001.00           | $1010.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2037-05-01      | 2.5000%  | N/A     | $880951.00         | $568421.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-01-01      | 6.0000%  | N/A     | $1000.00           | $1010.23           | Agency Mortgage-Backed Securities         |
| GNMA_23-1A                                                       | 2053-01-20      | 2.8050%  | N/A     | $20937735.00       | $1662674.54        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-10-01      | 7.0000%  | N/A     | $1000.00           | $1055.94           | Agency Mortgage-Backed Securities         |
| GNMA_25-118D                                                     | 2052-03-20      | 4.7500%  | N/A     | $4609177.00        | $4612063.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-12-01      | 2.0000%  | N/A     | $710000.00         | $436599.55         | Agency Mortgage-Backed Securities         |
| FHLMC_5474A                                                      | 2054-11-25      | 2.8516%  | N/A     | $29594802.00       | $3322523.90        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $823.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5010                | 2050-09-25      | 2.5000%  | N/A     | $100007.00         | $11956.35          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2048-03-01      | 3.5000%  | N/A     | $1000.00           | $162.75            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2054-03-20      | 5.5000%  | N/A     | $1512391.00        | $1380585.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2049-06-01      | 4.0000%  | N/A     | $1002.00           | $257.93            | Agency Mortgage-Backed Securities         |
| GNMA_22-178C                                                     | 2052-10-20      | 0.0000%  | N/A     | $11927799.00       | $6972401.02        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5085                                           | 2051-03-25      | 2.0000%  | N/A     | $1500710.00        | $142289.86         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $889.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $646.69            | Agency Mortgage-Backed Securities         |
| FHLMC_5196D                                                      | 2052-02-25      | 0.0000%  | N/A     | $163376.00         | $11.07             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2047-03-01      | 3.5000%  | N/A     | $790000.00         | $157499.37         | Agency Mortgage-Backed Securities         |
| FNMA_23-27A                                                      | 2050-08-25      | 4.0000%  | N/A     | $11424244.00       | $10969709.48       | Agency Collateralized Mortgage Obligation |
| GNMA_12-133B                                                     | 2042-10-20      | 0.0000%  | N/A     | $70076269.00       | $28497.71          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-12-01      | 3.5000%  | N/A     | $1000.00           | $651.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-08-01      | 5.0000%  | N/A     | $1000.00           | $979.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2045-08-01      | 4.0000%  | N/A     | $1001.00           | $320.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-05-01      | 6.0000%  | N/A     | $890988.00         | $631213.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-03-01      | 6.0000%  | N/A     | $1631702.00        | $1642932.26        | Agency Mortgage-Backed Securities         |
| GNMA_25-82A                                                      | 2065-05-20      | 0.6050%  | N/A     | $100003.00         | $2178.76           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-03-01      | 5.0000%  | N/A     | $191000.00         | $155343.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2041-04-01      | 4.5000%  | N/A     | $2153718.00        | $198037.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2048-09-01      | 5.0000%  | N/A     | $7120700.00        | $1019887.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2046-12-01      | 2.5000%  | N/A     | $4474616.00        | $1127499.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2049-08-01      | 5.0000%  | N/A     | $7007.00           | $1115.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $699.83            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-06-20      | 5.5000%  | N/A     | $4759400.00        | $4791164.03        | Agency Mortgage-Backed Securities         |
| GNMA_21-193E                                                     | 2050-02-20      | 3.0000%  | N/A     | $6786403.00        | $467601.20         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-08-01      | 6.0000%  | N/A     | $1186.00           | $1039.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-11-01      | 6.0000%  | N/A     | $1000.00           | $779.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2043-07-01      | 4.0000%  | N/A     | $7000.00           | $1111.82           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-05-01      | 5.0000%  | N/A     | $1000.00           | $685.66            | Agency Mortgage-Backed Securities         |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS_KL06 | 2029-12-25      | 1.4625%  | N/A     | $14300101.00       | $697774.62         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2038-03-01      | 6.5000%  | N/A     | $789999.00         | $13974.59          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-10-01      | 6.0000%  | N/A     | $7000.00           | $5880.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $734.86            | Agency Mortgage-Backed Securities         |
| GNMA_25-95C                                                      | 2055-05-20      | 0.7850%  | N/A     | $100000.00         | $5367.12           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2037-06-01      | 5.0000%  | N/A     | $1026.00           | $10.84             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-01-01      | 2.5000%  | N/A     | $89000.00          | $45100.78          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2048-01-01      | 3.5000%  | N/A     | $1001.00           | $243.99            | Agency Mortgage-Backed Securities         |
| FHLMC_4448                                                       | 2040-05-15      | 2.1346%  | N/A     | $113880121.00      | $461704.60         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-195             | 2052-11-20      | 0.0000%  | N/A     | $654740.00         | $340586.51         | Agency Collateralized Mortgage Obligation |
| GNMA_25-5K                                                       | 2055-01-20      | 0.8050%  | N/A     | $50000000.00       | $3226271.24        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2048-04-01      | 5.0000%  | N/A     | $777823.00         | $305606.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2053-05-20      | 7.5000%  | N/A     | $18000.00          | $7069.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2033-08-01      | 4.4190%  | N/A     | $1097.00           | $8.49              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-08-01      | 6.0000%  | N/A     | $8245094.00        | $8473076.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2035-11-01      | 4.0270%  | N/A     | $1001.00           | $6.50              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2049-08-01      | 4.5000%  | N/A     | $1000.00           | $324.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-09-01      | 5.0000%  | N/A     | $730000.00         | $603362.91         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-09-01      | 3.0000%  | N/A     | $1001.00           | $734.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2033-06-01      | 4.6640%  | N/A     | $1000.00           | $12.63             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2054-09-20      | 4.5000%  | N/A     | $24998900.00       | $23426197.86       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2034-01-01      | 4.1000%  | N/A     | $1000.00           | $954.81            | Agency Mortgage-Backed Securities         |
| FHLMC_5483D                                                      | 2054-12-25      | 11.9236% | N/A     | $2280334.00        | $2489144.02        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2033-02-01      | 6.0380%  | N/A     | $1000.00           | $23.14             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-07-01      | 6.0000%  | N/A     | $426445.00         | $439815.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2031-06-01      | 5.5000%  | N/A     | $14927926.00       | $38425.24          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-03-01      | 2.0000%  | N/A     | $1005.00           | $567.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-08-01      | 2.5000%  | N/A     | $1000.00           | $630.51            | Agency Mortgage-Backed Securities         |
| FNMA_22-86                                                       | 2050-05-25      | 2.5000%  | N/A     | $293333.00         | $34772.06          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2049-01-01      | 5.0000%  | N/A     | $1001.00           | $87.15             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2048-04-01      | 4.0000%  | N/A     | $1000.00           | $337.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-09-01      | 2.5000%  | N/A     | $1000.00           | $691.92            | Agency Mortgage-Backed Securities         |
| GNMA_22-197M                                                     | 2052-11-20      | 0.0000%  | N/A     | $3754644.00        | $2075126.10        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-12-01      | 5.5000%  | N/A     | $7000.00           | $5914.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-01-01      | 6.0000%  | N/A     | $739710.00         | $703355.38         | Agency Mortgage-Backed Securities         |
| FHLMC_5355A                                                      | 2053-11-25      | 0.0000%  | N/A     | $10909500.00       | $5940927.37        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-07-01      | 6.0000%  | N/A     | $1000.00           | $786.32            | Agency Mortgage-Backed Securities         |
| FHLMC_5050J                                                      | 2050-12-25      | 2.0000%  | N/A     | $2500000.00        | $225665.02         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-03-01      | 5.0000%  | N/A     | $1010.00           | $845.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-08-01      | 6.5000%  | N/A     | $1254920.00        | $1314998.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-05-01      | 6.0000%  | N/A     | $2166552.00        | $2112698.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-12-01      | 5.5000%  | N/A     | $359897.00         | $284633.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2043-06-01      | 4.0000%  | N/A     | $136000.00         | $22888.94          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-07-01      | 6.5000%  | N/A     | $1000.00           | $793.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2043-05-01      | 3.0000%  | N/A     | $1000.00           | $179.58            | Agency Mortgage-Backed Securities         |
| FHLMC_5064B                                                      | 2033-09-25      | 3.0000%  | N/A     | $29295347.00       | $751173.52         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2040-02-01      | 3.2600%  | N/A     | $1108.00           | $963.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 5.5000%  | N/A     | $6000.00           | $6043.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-02-01      | 3.0000%  | N/A     | $1000.00           | $770.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-06-01      | 4.0000%  | N/A     | $1000.00           | $89.31             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1009.33           | Agency Mortgage-Backed Securities         |
| FHLMC_5528B                                                      | 2055-04-25      | 1.6516%  | N/A     | $50558502.00       | $3259170.82        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-12-01      | 6.0000%  | N/A     | $1000.00           | $935.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2047-11-01      | 3.5000%  | N/A     | $700000.00         | $126271.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-03-01      | 6.0000%  | N/A     | $1005.00           | $914.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $923.47            | Agency Mortgage-Backed Securities         |
| FNMA_20-97A                                                      | 2051-01-25      | 2.0000%  | N/A     | $200001.00         | $22525.47          | Agency Collateralized Mortgage Obligation |
| GNMA_18-51B                                                      | 2046-11-20      | 0.3101%  | N/A     | $2029949.00        | $8790.51           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2054-10-20      | 5.5000%  | N/A     | $1001.00           | $962.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-02-01      | 6.0000%  | N/A     | $1000.00           | $889.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-10-01      | 2.0000%  | N/A     | $1000.00           | $677.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2034-04-01      | 6.0000%  | N/A     | $91523.00          | $7386.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 6.0000%  | N/A     | $708000.00         | $721646.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2038-10-01      | 5.0000%  | N/A     | $1001.00           | $685.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2036-08-01      | 6.0300%  | N/A     | $1000.00           | $21.17             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-06-01      | 3.0000%  | N/A     | $1000.00           | $489.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2049-06-01      | 3.5000%  | N/A     | $100000.00         | $41892.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-M5                 | 2034-01-01      | 2.4220%  | N/A     | $1800000.00        | $1539366.80        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25X                                                      | 2065-02-20      | 5.5450%  | N/A     | $7900000.00        | $7095242.22        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2037-08-01      | 6.5000%  | N/A     | $1311443.00        | $14516.25          | Agency Mortgage-Backed Securities         |
| GNMA_15-117D                                                     | 2039-11-16      | 3.5000%  | N/A     | $53546982.00       | $17068.12          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-11-01      | 5.0000%  | N/A     | $328077.00         | $241820.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-10-01      | 3.0000%  | N/A     | $6007.00           | $1964.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-08-01      | 6.0000%  | N/A     | $1009.00           | $1036.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2049-12-01      | 3.5000%  | N/A     | $195000.00         | $55175.09          | Agency Mortgage-Backed Securities         |
| FNMA_18-53D                                                      | 2048-07-25      | 1.8348%  | N/A     | $12691776.00       | $119907.68         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2043-06-01      | 3.5000%  | N/A     | $820000.00         | $101395.76         | Agency Mortgage-Backed Securities         |
| GNMA_24-132D                                                     | 2054-08-20      | 0.0000%  | N/A     | $12486726.00       | $7967344.09        | Agency Collateralized Mortgage Obligation |
| FHLMC_5431A                                                      | 2054-07-25      | 9.0097%  | N/A     | $4292495.00        | $4476570.39        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-08-01      | 5.5000%  | N/A     | $1043100.00        | $1060531.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2027-03-01      | 2.5000%  | N/A     | $13500000.00       | $189585.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-04-01      | 5.0000%  | N/A     | $1000.00           | $987.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2036-12-01      | 2.0000%  | N/A     | $1002.00           | $587.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2050-06-01      | 3.0000%  | N/A     | $7000.00           | $2681.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-06-01      | 6.0000%  | N/A     | $7354760.00        | $7431559.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-11-01      | 6.0000%  | N/A     | $1000.00           | $1018.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2044-02-01      | 6.5810%  | N/A     | $1000.00           | $1002.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2046-01-01      | 3.5000%  | N/A     | $88000.00          | $10458.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $1031.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-06-01      | 5.0000%  | N/A     | $1000.00           | $879.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-01-01      | 6.0000%  | N/A     | $7015.00           | $6513.09           | Agency Mortgage-Backed Securities         |
| GNMA_16-107F                                                     | 2045-06-20      | 4.0000%  | N/A     | $19735595.00       | $174435.31         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2034-02-01      | 4.7600%  | N/A     | $1000.00           | $1026.07           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2043-06-01      | 4.0000%  | N/A     | $131307.00         | $21626.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2036-02-01      | 6.0000%  | N/A     | $1088.00           | $4.16              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2039-09-01      | 6.5000%  | N/A     | $5479.00           | $331.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2050-09-01      | 2.0000%  | N/A     | $1001.00           | $489.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-03-01      | 3.0000%  | N/A     | $434174.00         | $271795.97         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-10-01      | 4.5000%  | N/A     | $1000.00           | $786.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2047-01-01      | 3.0000%  | N/A     | $1733170.00        | $327525.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-07-01      | 6.0000%  | N/A     | $558825.00         | $576361.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2042-10-01      | 3.5000%  | N/A     | $1000.00           | $177.54            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2045-01-20      | 4.5000%  | N/A     | $1890283.00        | $114497.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-04-01      | 5.0000%  | N/A     | $1012.00           | $972.31            | Agency Mortgage-Backed Securities         |
| FNMA_21-46A                                                      | 2048-12-25      | 2.5000%  | N/A     | $14049316.00       | $1576999.55        | Agency Collateralized Mortgage Obligation |
| GNMA_21-41N                                                      | 2050-10-20      | 2.0000%  | N/A     | $100000.00         | $6074.73           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2048-09-01      | 3.0000%  | N/A     | $1000.00           | $258.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2044-11-01      | 4.0000%  | N/A     | $8407378.00        | $678645.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $642.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1010.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2039-02-01      | 7.0000%  | N/A     | $8046000.00        | $589293.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-08-01      | 3.5000%  | N/A     | $1003.00           | $774.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $857.53            | Agency Mortgage-Backed Securities         |
| FHLMC_5389D                                                      | 2051-10-25      | 2.5000%  | N/A     | $129338.00         | $15312.48          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $997.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1                  | 2051-02-25      | 2.5000%  | N/A     | $400000.00         | $51553.10          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-01-01      | 3.0000%  | N/A     | $1008.00           | $648.91            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2039-08-20      | 5.8750%  | N/A     | $1591.00           | $37.02             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2040-10-01      | 2.0000%  | N/A     | $1000.00           | $533.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-06-01      | 5.0000%  | N/A     | $7000.00           | $1685.01           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-11-01      | 3.0000%  | N/A     | $202999.00         | $116441.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2047-08-01      | 3.5000%  | N/A     | $365000.00         | $34235.34          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-09-01      | 5.5000%  | N/A     | $75000.00          | $72699.93          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2046-10-01      | 2.5000%  | N/A     | $1000.00           | $198.14            | Agency Mortgage-Backed Securities         |
| GNMA_24-27B                                                      | 2054-02-20      | 5.5000%  | N/A     | $5219944.00        | $940474.98         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-11-01      | 4.0000%  | N/A     | $171220.00         | $154190.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-07-01      | 3.0000%  | N/A     | $5297296.00        | $4251470.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $998.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-08-01      | 5.5000%  | N/A     | $838322.00         | $852953.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-10-01      | 3.0000%  | N/A     | $1000.00           | $792.89            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2048-10-20      | 4.0000%  | N/A     | $1000.00           | $92.59             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2038-07-01      | 5.5000%  | N/A     | $4737988.00        | $41826.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-06-01      | 6.0000%  | N/A     | $115000.00         | $96671.16          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-07-01      | 2.0000%  | N/A     | $1000.00           | $628.43            | Agency Mortgage-Backed Securities         |
| GNMA_23-H23E                                                     | 2073-09-20      | 0.7249%  | N/A     | $16736479.00       | $948071.88         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2046-11-01      | 3.5000%  | N/A     | $1000.00           | $311.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-09-01      | 6.0000%  | N/A     | $7000.00           | $5847.95           | Agency Mortgage-Backed Securities         |
| FHLMC_3747                                                       | 2040-10-15      | 2.0428%  | N/A     | $4105955.00        | $14365.49          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-07-01      | 2.0000%  | N/A     | $1024.00           | $622.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-08-01      | 3.3820%  | N/A     | $1000.00           | $676.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $807.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $995.62            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2049-10-20      | 4.5000%  | N/A     | $481808.00         | $99561.32          | Agency Mortgage-Backed Securities         |
| GNMA_24-64L                                                      | 2054-04-20      | 1.6520%  | N/A     | $30051484.00       | $1516816.54        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2043-07-01      | 3.5000%  | N/A     | $1000.00           | $249.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-09-01      | 4.0000%  | N/A     | $84000.00          | $64013.88          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-01-01      | 2.5000%  | N/A     | $1000.00           | $531.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2047-09-01      | 4.0000%  | N/A     | $178000.00         | $33765.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $968.17            | Agency Mortgage-Backed Securities         |
| FNMA_24-94B                                                      | 2054-08-25      | 0.0000%  | N/A     | $9863480.00        | $6321452.84        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $733.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-11-01      | 2.0000%  | N/A     | $1000.00           | $595.00            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | 2043-02-15      | 2.5000%  | N/A     | $7805000.00        | $1025995.28        | Agency Mortgage-Backed Securities         |
| FANNIE MAE FNMA_20-56                                            | 2050-08-25      | 2.5000%  | N/A     | $300008.00         | $34280.39          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $776.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2046-01-01      | 3.5000%  | N/A     | $890000.00         | $161109.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $705.48            | Agency Mortgage-Backed Securities         |
| FNMA_23-49E                                                      | 2061-09-25      | 5.5000%  | N/A     | $31168862.00       | $4704045.25        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2042-05-01      | 2.0000%  | N/A     | $100000.00         | $70322.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-07-01      | 5.5000%  | N/A     | $43194.00          | $43757.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-06-01      | 3.0000%  | N/A     | $922988.00         | $548226.69         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2035-05-01      | 6.0000%  | N/A     | $281105.00         | $11812.85          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2033-08-01      | 6.0390%  | N/A     | $1169.00           | $16.49             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-08-01      | 6.5000%  | N/A     | $2341922.00        | $2451323.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2049-10-01      | 3.0000%  | N/A     | $4000000.00        | $684835.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2042-10-01      | 4.0000%  | N/A     | $7005.00           | $1246.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2033-11-01      | 6.0000%  | N/A     | $1077937.00        | $15611.97          | Agency Mortgage-Backed Securities         |
| FHLMC_5330B                                                      | 2053-08-25      | 0.0000%  | N/A     | $7613223.00        | $4477287.29        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2030-08-01      | 4.5100%  | N/A     | $1041.00           | $1061.43           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-07-01      | 5.0000%  | N/A     | $723000.00         | $714846.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-04-01      | 6.0000%  | N/A     | $1000.00           | $897.73            | Agency Mortgage-Backed Securities         |
| GNMA_24-104C                                                     | 2054-06-20      | 5.5450%  | N/A     | $1411.00           | $867.44            | Agency Collateralized Mortgage Obligation |
| FNMA_23-2                                                        | 2051-04-25      | 2.5000%  | N/A     | $5150000.00        | $707661.25         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2028-08-01      | 3.6500%  | N/A     | $1000.00           | $993.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $668.44            | Agency Mortgage-Backed Securities         |
| FNMA_21-3                                                        | 2051-02-25      | 2.5000%  | N/A     | $1100000.00        | $121601.37         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5059                                           | 2051-01-25      | 2.5000%  | N/A     | $2599947.00        | $333666.17         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-01-01      | 6.0000%  | N/A     | $113301.00         | $115648.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $826.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2039-01-01      | 5.5000%  | N/A     | $8076614.00        | $56838.99          | Agency Mortgage-Backed Securities         |
| GNMA_24-157D                                                     | 2053-08-20      | 0.0000%  | N/A     | $573517.00         | $355730.25         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2032-09-01      | 3.5000%  | N/A     | $122003.00         | $15812.34          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-01-01      | 4.5000%  | N/A     | $1033.00           | $122.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $646.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-03-01      | 6.5000%  | N/A     | $2049.00           | $2165.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $631.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2039-03-01      | 5.5000%  | N/A     | $8343392.00        | $88353.78          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2041-07-01      | 4.5000%  | N/A     | $5301007.00        | $346590.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-12-01      | 2.0000%  | N/A     | $1120593.00        | $683865.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2039-01-01      | 5.5000%  | N/A     | $242264.00         | $34598.99          | Agency Mortgage-Backed Securities         |
| FNMA_11-41                                                       | 2041-05-25      | 2.1171%  | N/A     | $31387088.00       | $95901.01          | Agency Collateralized Mortgage Obligation |
| GNMA_24-157C                                                     | 2053-06-20      | 0.0000%  | N/A     | $46906249.00       | $31736338.92       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2054-07-20      | 6.5000%  | N/A     | $2002.00           | $1313.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $837.49            | Agency Mortgage-Backed Securities         |
| GNMA_21-135D                                                     | 2051-08-20      | 1.8451%  | N/A     | $20436941.00       | $2037671.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-03-01      | 3.5000%  | N/A     | $1000.00           | $733.52            | Agency Mortgage-Backed Securities         |
| GNMA_22-51P                                                      | 2052-03-20      | 0.0000%  | N/A     | $28179454.00       | $429224.29         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-06-01      | 6.0000%  | N/A     | $125031.00         | $127199.92         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2049-08-01      | 3.0000%  | N/A     | $1000.00           | $107.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $827.70            | Agency Mortgage-Backed Securities         |
| GNMA_25-118A                                                     | 2055-07-20      | 5.5182%  | N/A     | $100000.00         | $104521.20         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-06-01      | 6.0000%  | N/A     | $130000.00         | $132357.82         | Agency Mortgage-Backed Securities         |
| FHSTR-377                                                        | 2051-01-25      | 2.0000%  | N/A     | $100148.00         | $9313.58           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-06-01      | 3.5000%  | N/A     | $29100.00          | $21024.68          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $827.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2034-08-01      | 2.5000%  | N/A     | $1000.00           | $128.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2044-09-01      | 3.5000%  | N/A     | $1000.00           | $158.74            | Agency Mortgage-Backed Securities         |
| GNMA_25-63J                                                      | 2055-04-20      | 0.8350%  | N/A     | $50000000.00       | $2249953.12        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-07-01      | 4.0000%  | N/A     | $2544188.00        | $749999.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-10-01      | 2.5000%  | N/A     | $1000.00           | $403.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2045-07-01      | 3.0000%  | N/A     | $1000.00           | $214.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-06-01      | 5.5000%  | N/A     | $70250.00          | $70935.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2042-04-01      | 3.5000%  | N/A     | $1003.00           | $86.07             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-12-01      | 2.0000%  | N/A     | $765000.00         | $408900.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $679.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-04-01      | 5.0000%  | N/A     | $9223.00           | $7644.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2040-03-01      | 3.0000%  | N/A     | $3644.00           | $1999.99           | Agency Mortgage-Backed Securities         |
| GNMA_21-76C                                                      | 2050-08-20      | 3.0000%  | N/A     | $19581008.00       | $1515947.12        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2033-04-01      | 4.6800%  | N/A     | $1000.00           | $1022.49           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1020.72           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-08-01      | 6.0000%  | N/A     | $4414431.00        | $4573693.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2028-11-01      | 1.5800%  | N/A     | $1000.00           | $860.34            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-07-20      | 6.0000%  | N/A     | $15526503.00       | $15859695.21       | Agency Mortgage-Backed Securities         |
| FHLMC_5123F                                                      | 2048-08-25      | 2.5000%  | N/A     | $5923232.00        | $570295.02         | Agency Collateralized Mortgage Obligation |
| GNMA_23-66A                                                      | 2053-05-20      | 1.8050%  | N/A     | $45000000.00       | $2699966.01        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2043-04-01      | 3.5000%  | N/A     | $257072.00         | $42605.59          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2037-11-01      | 6.0000%  | N/A     | $2571783.00        | $49981.88          | Agency Mortgage-Backed Securities         |
| FHLMC_5344C                                                      | 2053-10-25      | 0.0000%  | N/A     | $3456448.00        | $2117968.42        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_20-74                                            | 2050-10-25      | 2.5000%  | N/A     | $200011.00         | $23496.50          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2038-04-01      | 5.5000%  | N/A     | $4294000.00        | $28123.23          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2035-12-01      | 6.6050%  | N/A     | $1000.00           | $16.00             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2045-08-01      | 3.5000%  | N/A     | $275000.00         | $148794.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-09-01      | 6.0000%  | N/A     | $608500.00         | $474297.04         | Agency Mortgage-Backed Securities         |
| FHLMC_5355A                                                      | 2053-11-25      | 0.0000%  | N/A     | $8546000.00        | $4834457.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2042-10-01      | 6.7070%  | N/A     | $1820.00           | $85.67             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-03-01      | 5.0000%  | N/A     | $1000.00           | $811.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-04-01      | 6.6990%  | N/A     | $1981.00           | $1897.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-09-01      | 2.5000%  | N/A     | $1002.00           | $448.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $1010.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2045-11-01      | 4.5000%  | N/A     | $1000.00           | $78.59             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2043-06-01      | 4.0000%  | N/A     | $7011.00           | $891.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2048-11-01      | 4.0000%  | N/A     | $2000.00           | $144.69            | Agency Mortgage-Backed Securities         |
| GNMA_23-150D                                                     | 2053-10-20      | 6.0000%  | N/A     | $607406.00         | $629922.94         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $588.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-01-01      | 3.0000%  | N/A     | $52324.00          | $34089.30          | Agency Mortgage-Backed Securities         |
| GNMA_21-16G                                                      | 2051-01-20      | 2.5000%  | N/A     | $100000.00         | $8675.85           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-08-01      | 4.0000%  | N/A     | $1000.00           | $751.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $663.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2037-02-01      | 7.0000%  | N/A     | $862157.00         | $8317.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2046-08-01      | 3.0000%  | N/A     | $1000.00           | $156.54            | Agency Mortgage-Backed Securities         |
| GNMA_25-48B                                                      | 2055-03-20      | 1.7150%  | N/A     | $341802.00         | $22791.30          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2054-11-20      | 5.5000%  | N/A     | $1120.00           | $1092.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $756.28            | Agency Mortgage-Backed Securities         |
| FHLMC_5252E                                                      | 2050-10-25      | 3.5000%  | N/A     | $9479000.00        | $9094540.61        | Agency Collateralized Mortgage Obligation |
| FNMA_07-30                                                       | 2037-04-25      | 2.2771%  | N/A     | $48672317.00       | $440883.68         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $813.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2044-09-01      | 3.5000%  | N/A     | $54324.00          | $10050.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2034-05-01      | 6.0000%  | N/A     | $3792.00           | $35.88             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-08-01      | 5.0000%  | N/A     | $1000.00           | $995.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2030-03-01      | 4.0000%  | N/A     | $1000.00           | $27.90             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $719.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2050-06-01      | 4.0000%  | N/A     | $2438189.00        | $905506.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2035-10-20      | 4.7500%  | N/A     | $45714.00          | $1063.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $1037.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-11-01      | 1.5000%  | N/A     | $283955.00         | $155015.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2046-02-01      | 4.5000%  | N/A     | $1180000.00        | $123699.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2033-08-01      | 5.5000%  | N/A     | $7026.00           | $113.38            | Agency Mortgage-Backed Securities         |
| GNMA_24-186C                                                     | 2054-11-20      | 0.0000%  | N/A     | $1046.00           | $620.11            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-01-01      | 2.5000%  | N/A     | $11553600.00       | $8080062.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2043-08-01      | 3.5000%  | N/A     | $154300.00         | $31507.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $1021.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-11-01      | 4.5000%  | N/A     | $320402.00         | $262996.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-07-01      | 5.5000%  | N/A     | $1000.00           | $912.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2045-06-01      | 3.5000%  | N/A     | $413365.00         | $68490.01          | Agency Mortgage-Backed Securities         |
| FNMA_19-65                                                       | 2059-11-25      | 1.6446%  | N/A     | $32066176.00       | $394260.94         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-04-01      | 3.5000%  | N/A     | $7000.00           | $4919.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-02-01      | 4.0000%  | N/A     | $7000.00           | $1636.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-02-01      | 2.5000%  | N/A     | $38383.00          | $24959.74          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 6.0000%  | N/A     | $1665106.00        | $1713078.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2037-07-01      | 3.5000%  | N/A     | $1000.00           | $654.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 6.0000%  | N/A     | $523111.00         | $537883.45         | Agency Mortgage-Backed Securities         |
| FNMA_23-54C                                                      | 2053-11-25      | 0.0000%  | N/A     | $5231350.00        | $2976408.91        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2037-11-01      | 3.5000%  | N/A     | $7000.00           | $1984.79           | Agency Mortgage-Backed Securities         |
| FNMA_24-75C                                                      | 2054-10-25      | 1.7016%  | N/A     | $2585592.00        | $191130.98         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-10-01      | 5.5000%  | N/A     | $1002.00           | $1007.47           | Agency Mortgage-Backed Securities         |
| GNMA_23-20C                                                      | 2053-02-20      | 1.9350%  | N/A     | $43392384.00       | $4089739.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2040-06-01      | 4.5000%  | N/A     | $197945.00         | $16160.62          | Agency Mortgage-Backed Securities         |
| FNMA_24-65B                                                      | 2054-09-25      | 0.1000%  | N/A     | $100379.00         | $275.20            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-07-01      | 6.0000%  | N/A     | $568937.00         | $586564.24         | Agency Mortgage-Backed Securities         |
| GNMA_24-64T                                                      | 2054-04-20      | 5.5950%  | N/A     | $80428.00          | $63497.56          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2040-10-01      | 4.0000%  | N/A     | $1955834.00        | $182669.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | 2047-11-15      | 4.0000%  | N/A     | $38000.00          | $19561.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2029-10-01      | 2.4100%  | N/A     | $1001.00           | $941.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2033-11-01      | 4.3960%  | N/A     | $1027.00           | $9.05              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $777.55            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-05-20      | 5.0000%  | N/A     | $400000.00         | $394806.80         | Agency Mortgage-Backed Securities         |
| GNMA_25-4E                                                       | 2055-01-20      | 0.0260%  | N/A     | $190000000.00      | $23442.49          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1023.83           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-08-01      | 3.5000%  | N/A     | $1000.00           | $761.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-12-01      | 4.0000%  | N/A     | $1000.00           | $210.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $742.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2048-08-01      | 4.5000%  | N/A     | $2335.00           | $457.44            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2040-11-20      | 5.8750%  | N/A     | $2841.00           | $103.52            | Agency Mortgage-Backed Securities         |
| GNMA_20-65F                                                      | 2046-04-20      | 0.3546%  | N/A     | $78776162.00       | $674628.22         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $627.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2036-06-01      | 2.0000%  | N/A     | $1000.00           | $548.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $996.18            | Agency Mortgage-Backed Securities         |
| FHLMC_5095B                                                      | 2051-04-25      | 3.0000%  | N/A     | $2190380.00        | $260802.91         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-07-01      | 6.0000%  | N/A     | $541166.00         | $555076.84         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2044-02-01      | 3.5000%  | N/A     | $800000.00         | $63678.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-03-01      | 4.5000%  | N/A     | $7002.00           | $1355.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2040-03-01      | 3.0000%  | N/A     | $77000.00          | $45612.74          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-01-01      | 6.5000%  | N/A     | $352072.00         | $316317.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-02-01      | 5.0000%  | N/A     | $1000.00           | $972.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1015.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1028.33           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2053-12-20      | 5.5000%  | N/A     | $3098327.00        | $2645374.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2051-01-20      | 2.5000%  | N/A     | $92542.00          | $41154.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2048-03-01      | 4.0000%  | N/A     | $1736414.00        | $210483.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2048-12-01      | 4.5000%  | N/A     | $7000.00           | $1353.88           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-08-01      | 3.0000%  | N/A     | $1000.00           | $748.75            | Agency Mortgage-Backed Securities         |
| GNMA_25-4E                                                       | 2055-01-20      | 0.1168%  | N/A     | $53445523.00       | $15326.75          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2043-09-01      | 3.5000%  | N/A     | $575000.00         | $68246.40          | Agency Mortgage-Backed Securities         |
| FHLMC_5530B                                                      | 2055-04-25      | 1.0016%  | N/A     | $100188.00         | $5858.90           | Agency Collateralized Mortgage Obligation |
| FNMA_25-19A                                                      | 2055-03-25      | 1.4916%  | N/A     | $121224468.00      | $7551768.82        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2032-10-20      | 4.7500%  | N/A     | $25299.00          | $86.42             | Agency Mortgage-Backed Securities         |
| GNMA_25-118E                                                     | 2055-07-20      | 1.6050%  | N/A     | $122062302.00      | $6578495.44        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2048-12-01      | 4.5000%  | N/A     | $2885.00           | $142.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $929.14            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2039-09-20      | 5.8750%  | N/A     | $2275.00           | $19.83             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $925.69            | Agency Mortgage-Backed Securities         |
| GNMA_24-132D                                                     | 2054-08-20      | 2.2550%  | N/A     | $50000000.00       | $4114753.02        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $1040.49           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1000.48           | Agency Mortgage-Backed Securities         |
| FHLMC_5418A                                                      | 2054-06-25      | 0.0000%  | N/A     | $10996718.00       | $6450807.48        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2048-03-01      | 3.5000%  | N/A     | $300000.00         | $80338.77          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-08-01      | 6.5000%  | N/A     | $1003.00           | $1052.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $659.06            | Agency Mortgage-Backed Securities         |
| FHLMC_5069                                                       | 2051-02-25      | 2.5000%  | N/A     | $100000.00         | $10099.77          | Agency Collateralized Mortgage Obligation |
| FNMA_21-33                                                       | 2047-05-25      | 2.5000%  | N/A     | $10859303.00       | $1122540.56        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $588.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2043-11-01      | 5.0000%  | N/A     | $1000.00           | $200.07            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2043-06-20      | 6.1250%  | N/A     | $4396.00           | $59.86             | Agency Mortgage-Backed Securities         |
| FNMA_21-54F                                                      | 2049-05-25      | 2.5000%  | N/A     | $2056400.00        | $194246.85         | Agency Collateralized Mortgage Obligation |
| FHLMC_5426B                                                      | 2054-06-25      | 18.8709% | N/A     | $1884280.00        | $1758017.12        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-04-20      | 6.0000%  | N/A     | $7000.00           | $7195.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2044-09-01      | 5.0000%  | N/A     | $1000.00           | $82.28             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 6.0000%  | N/A     | $1463.00           | $1432.54           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2045-10-01      | 3.5000%  | N/A     | $1000000.00        | $144086.97         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2047-12-01      | 3.0000%  | N/A     | $1000.00           | $149.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-08-01      | 3.0000%  | N/A     | $1000.00           | $734.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-07-01      | 5.5000%  | N/A     | $1154330.00        | $1173764.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2043-08-01      | 3.0000%  | N/A     | $306000.00         | $91898.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-01-20      | 5.5000%  | N/A     | $40356748.00       | $39971514.24       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-02-01      | 3.0000%  | N/A     | $7002.00           | $1616.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2049-09-01      | 3.0000%  | N/A     | $1027.00           | $187.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-03-01      | 3.5000%  | N/A     | $1001.00           | $674.14            | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_5010                                           | 2050-09-25      | 2.5000%  | N/A     | $1400190.00        | $131874.17         | Agency Collateralized Mortgage Obligation |
| GNMA_24-39K                                                      | 2054-03-20      | 2.0550%  | N/A     | $11959744.00       | $567158.33         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2046-02-01      | 4.0000%  | N/A     | $506524.00         | $32325.33          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2028-12-01      | 1.5800%  | N/A     | $1000.00           | $925.53            | Agency Mortgage-Backed Securities         |
| FNMA_16-8                                                        | 2046-03-25      | 3.0000%  | N/A     | $1000.00           | $829.98            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-03-01      | 5.0000%  | N/A     | $87000.00          | $80424.26          | Agency Mortgage-Backed Securities         |
| FHLMC_5364A                                                      | 2053-12-25      | 0.0000%  | N/A     | $2069732.00        | $1121223.04        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-05-01      | 2.0000%  | N/A     | $236391.00         | $126493.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2049-07-01      | 4.0000%  | N/A     | $7000.00           | $2019.90           | Agency Mortgage-Backed Securities         |
| FNMA_20-67D                                                      | 2050-09-25      | 2.0000%  | N/A     | $12500000.00       | $1242487.55        | Agency Collateralized Mortgage Obligation |
| FNMA_23-58G                                                      | 2053-12-25      | 17.5709% | N/A     | $2805717.00        | $3663527.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2038-05-01      | 5.5000%  | N/A     | $6463575.00        | $57396.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-10-01      | 5.5000%  | N/A     | $1094373.00        | $1090202.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2044-05-01      | 5.5000%  | N/A     | $1000.00           | $276.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-06-01      | 3.5000%  | N/A     | $489955.00         | $369625.83         | Agency Mortgage-Backed Securities         |
| GNMA_24-4C                                                       | 2054-01-20      | 2.6050%  | N/A     | $100000000.00      | $5107404.02        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-11-01      | 3.0000%  | N/A     | $1000.00           | $308.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-06-01      | 5.5000%  | N/A     | $90000.00          | $84253.86          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2035-10-01      | 2.0000%  | N/A     | $1001.00           | $401.64            | Agency Mortgage-Backed Securities         |
| FHLMC_5069E                                                      | 2051-02-25      | 3.0000%  | N/A     | $1723550.00        | $165544.85         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-07-01      | 4.0000%  | N/A     | $150991.00         | $133641.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-06-01      | 5.0000%  | N/A     | $85000.00          | $80755.57          | Agency Mortgage-Backed Securities         |
| FHLMC_5344A                                                      | 2053-10-25      | 0.0000%  | N/A     | $199213.00         | $114033.43         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-05-01      | 6.0000%  | N/A     | $215000.00         | $163312.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-05-01      | 2.5000%  | N/A     | $1000.00           | $712.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-12-01      | 5.5000%  | N/A     | $41731.00          | $38427.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-07-01      | 2.0000%  | N/A     | $1000.00           | $588.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-22                 | 2051-10-25      | 2.5000%  | N/A     | $6589842.00        | $976449.78         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-04-01      | 3.0000%  | N/A     | $1000.00           | $625.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-07-01      | 5.0000%  | N/A     | $7000.00           | $5942.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2033-01-01      | 6.0000%  | N/A     | $2117000.00        | $24833.91          | Agency Mortgage-Backed Securities         |
| GNMA_24-64K                                                      | 2054-04-20      | 0.8550%  | N/A     | $14755154.00       | $723551.32         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2043-06-01      | 6.3790%  | N/A     | $17451.00          | $834.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2047-06-01      | 4.5000%  | N/A     | $516000.00         | $69476.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-10-01      | 3.0000%  | N/A     | $1000.00           | $359.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1012.69           | Agency Mortgage-Backed Securities         |
| GNMA_24-174A                                                     | 2054-10-20      | 0.0000%  | N/A     | $350731.00         | $0.87              | Agency Collateralized Mortgage Obligation |

### Security 28: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $360269578.13
- **C.18.a - Value (excl. sponsor support):** $360269578.13
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDQMLKC5
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: NR; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | N/A     | $57168582.00       | $53849896.16       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-01-01      | 3.0000%  | N/A     | $77771240.00       | $16762158.57       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 3.5000%  | N/A     | $57035728.00       | $52838595.51       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 7.5000%  | N/A     | $25884209.00       | $20749349.90       | Agency Mortgage-Backed Securities |

### Security 30: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDQMLJT0
- **C.18 - Value (incl. sponsor support):** $808000000.00
- **C.18.a - Value (excl. sponsor support):** $808000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | N/A     | $610165200.00      | $619200300.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | N/A     | $199022000.00      | $204959768.03      | U.S. Treasuries (including strips) |

### Security 31: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD20CSR1
- **C.18 - Value (incl. sponsor support):** $1845000000.00
- **C.18.a - Value (excl. sponsor support):** $1845000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 2.5000%  | N/A     | $1920061440.00     | $1229890880.61     | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | N/A     | $13938416.00       | $14131033.68       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | N/A     | $255047.00         | $258675.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-08-20      | 4.0000%  | N/A     | $1800000.00        | $1321644.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 788099 C                      | 2055-08-20      | 0.0000%  | N/A     | $463596032.00      | $470034350.78      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-04-20      | 5.0000%  | N/A     | $3481660.00        | $2745473.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.0000%  | N/A     | $170058752.00      | $163517943.84      | Agency Mortgage-Backed Securities |

### Security 32: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDHZDTM8
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_20-H10A                                                     | 2070-06-20      | 1.4140%  | N/A     | $82681856.00       | $2980494.94        | Agency Collateralized Mortgage Obligation |
| GNMA_20-162D                                                     | 2050-10-20      | 2.5000%  | N/A     | $62147700.00       | $5634848.21        | Agency Collateralized Mortgage Obligation |
| FNMA_25-1A                                                       | 2055-02-25      | 0.7516%  | N/A     | $200000000.00      | $5581406.91        | Agency Collateralized Mortgage Obligation |
| FNMA_25-7A                                                       | 2055-02-25      | 0.7516%  | N/A     | $101000000.00      | $3097609.32        | Agency Collateralized Mortgage Obligation |
| FNMA_19-78B                                                      | 2050-01-25      | 1.5871%  | N/A     | $108445952.00      | $2149537.00        | Agency Collateralized Mortgage Obligation |
| GNMA_19-133B                                                     | 2049-10-20      | 0.0000%  | N/A     | $50000000.00       | $318824.51         | Agency Collateralized Mortgage Obligation |
| GNMA_24-180B                                                     | 2054-11-20      | 0.2953%  | N/A     | $155000000.00      | $3327040.45        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H02A                                                     | 2068-01-20      | 2.5326%  | N/A     | $812998.00         | $15199.61          | Agency Collateralized Mortgage Obligation |
| GNMA_25-137A                                                     | 2052-04-20      | 6.0000%  | N/A     | $12500000.00       | $2089495.83        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | 2045-04-20      | 1.1451%  | N/A     | $31361664.00       | $542380.15         | Agency Collateralized Mortgage Obligation |
| FHLMC_5269B                                                      | 2052-10-25      | 0.1816%  | N/A     | $200000000.00      | $5725962.13        | Agency Collateralized Mortgage Obligation |
| FNMA_24-61D                                                      | 2053-03-25      | 1.1516%  | N/A     | $40621440.00       | $1671063.97        | Agency Collateralized Mortgage Obligation |
| FNMA_23-51C                                                      | 2053-11-25      | 1.6016%  | N/A     | $143872000.00      | $5980648.40        | Agency Collateralized Mortgage Obligation |
| FNMA_20-54C                                                      | 2050-08-25      | 1.6871%  | N/A     | $25000000.00       | $1393526.24        | Agency Collateralized Mortgage Obligation |
| FNMA_18-19C                                                      | 2048-04-25      | 1.7371%  | N/A     | $20327840.00       | $543485.17         | Agency Collateralized Mortgage Obligation |
| GNMA_25-89D                                                      | 2055-05-20      | 0.0000%  | N/A     | $722500000.00      | $11448358.05       | Agency Collateralized Mortgage Obligation |
| OVERNMENT NATIONAL MORTGAGE ASSO                                 | 2043-01-20      | 3.5000%  | N/A     | $24812768.00       | $77084.45          | Agency Collateralized Mortgage Obligation |
| GNMA_21-59D                                                      | 2051-04-20      | 0.0000%  | N/A     | $111599232.00      | $580787.64         | Agency Collateralized Mortgage Obligation |
| GNMA_18-148A                                                     | 2048-10-20      | 0.0000%  | N/A     | $50000000.00       | $177401.75         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H19F                                                     | 2070-11-20      | 1.1716%  | N/A     | $67161984.00       | $2278246.14        | Agency Collateralized Mortgage Obligation |
| FHLMC_5554C                                                      | 2055-07-25      | 2.6516%  | N/A     | $25000000.00       | $2415869.49        | Agency Collateralized Mortgage Obligation |
| GNMA_21-155G                                                     | 2051-09-20      | 1.8451%  | N/A     | $25000000.00       | $2517987.36        | Agency Collateralized Mortgage Obligation |
| GNMA_25-9C                                                       | 2055-01-20      | 1.5550%  | N/A     | $95000000.00       | $2750288.68        | Agency Collateralized Mortgage Obligation |
| GNMA_24-61Q                                                      | 2053-08-20      | 1.0000%  | N/A     | $5759608.00        | $62265.30          | Agency Collateralized Mortgage Obligation |
| GNMA_23-H17                                                      | 2073-07-20      | 0.5958%  | N/A     | $50150528.00       | $2613548.40        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H17C                                                     | 2070-10-20      | 1.5365%  | N/A     | $102990336.00      | $3775401.65        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-3               | 2059-05-16      | 0.6067%  | N/A     | $118544768.00      | $1222345.92        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499B                                                      | 2055-02-25      | 0.7016%  | N/A     | $202000000.00      | $5767277.93        | Agency Collateralized Mortgage Obligation |
| FHLMC_5192A                                                      | 2052-02-25      | 0.0000%  | N/A     | $72897408.00       | $116806.11         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H12E                                                     | 2070-07-20      | 1.0218%  | N/A     | $41936256.00       | $1187043.92        | Agency Collateralized Mortgage Obligation |
| GNMA_22-50C                                                      | 2052-03-20      | 0.0000%  | N/A     | $109150000.00      | $2129150.77        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81R                                                      | 2054-08-20      | 1.5550%  | N/A     | $10470016.00       | $585793.28         | Agency Collateralized Mortgage Obligation |
| WOTSO PENRITH PTY LTD                                            | 2046-04-20      | 1.6451%  | N/A     | $50000000.00       | $1075621.69        | Agency Collateralized Mortgage Obligation |
| GNMA_22-63G                                                      | 2050-04-20      | 0.0000%  | N/A     | $123290368.00      | $1416436.57        | Agency Collateralized Mortgage Obligation |
| FHLMC_5421E                                                      | 2054-06-25      | 0.8016%  | N/A     | $170226688.00      | $5513060.25        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H12B                                                     | 2069-07-20      | 1.1162%  | N/A     | $38004928.00       | $944933.83         | Agency Collateralized Mortgage Obligation |
| FHLMC_5499F                                                      | 2055-02-25      | 0.6016%  | N/A     | $50000000.00       | $1660295.41        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-173             | 2050-11-20      | 2.5000%  | N/A     | $90000000.00       | $8035989.06        | Agency Collateralized Mortgage Obligation |
| GNMA_12-H24                                                      | 2060-03-20      | 0.9786%  | N/A     | $52097024.00       | $37189.12          | Agency Collateralized Mortgage Obligation |
| GNMA_25-137B                                                     | 2055-08-20      | 0.8650%  | N/A     | $200000000.00      | $8542250.00        | Agency Collateralized Mortgage Obligation |
| FNMA_24-88E                                                      | 2054-12-25      | 1.4658%  | N/A     | $130500000.00      | $6399578.12        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-68              | 2040-06-20      | 2.1251%  | N/A     | $170503936.00      | $476717.00         | Agency Collateralized Mortgage Obligation |
| GNMA_22-H26A                                                     | 2072-12-20      | 0.4159%  | N/A     | $80000000.00       | $3155578.21        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H13A                                                     | 2068-07-20      | 1.1573%  | N/A     | $24596480.00       | $23250.76          | Agency Collateralized Mortgage Obligation |
| FHLMC_4750C                                                      | 2048-01-15      | 1.7428%  | N/A     | $50000000.00       | $926575.37         | Agency Collateralized Mortgage Obligation |
| FHLMC_5535                                                       | 2055-05-25      | 0.0016%  | N/A     | $100000000.00      | $2236568.08        | Agency Collateralized Mortgage Obligation |
| GNMA_24-180E                                                     | 2054-11-20      | 0.0000%  | N/A     | $250000000.00      | $3705949.47        | Agency Collateralized Mortgage Obligation |
| FHLMC_5545E                                                      | 2055-06-25      | 0.6516%  | N/A     | $101200000.00      | $3686882.12        | Agency Collateralized Mortgage Obligation |
| GNMA_24-3A                                                       | 2053-09-20      | 1.0000%  | N/A     | $5177616.00        | $51001.87          | Agency Collateralized Mortgage Obligation |
| GNMA_25-117A                                                     | 2055-07-20      | 1.5256%  | N/A     | $170000000.00      | $12183614.31       | Agency Collateralized Mortgage Obligation |
| FHLMC_5411E                                                      | 2054-05-25      | 2.2016%  | N/A     | $100000000.00      | $3700885.61        | Agency Collateralized Mortgage Obligation |
| GNMA_24-108A                                                     | 2054-07-20      | 2.2550%  | N/A     | $200000000.00      | $10258404.72       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H24             | 2067-11-20      | 1.6160%  | N/A     | $60917504.00       | $188463.15         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | 2066-06-20      | 1.6797%  | N/A     | $8296000.00        | $33685.91          | Agency Collateralized Mortgage Obligation |
| FNMA_24-103G                                                     | 2055-01-25      | 0.7050%  | N/A     | $116811648.00      | $3285671.09        | Agency Collateralized Mortgage Obligation |
| FNMA_22-49C                                                      | 2052-08-25      | 1.0016%  | N/A     | $50000000.00       | $3352251.99        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_15-66                                            | 2045-09-25      | 1.7871%  | N/A     | $110051520.00      | $841398.84         | Agency Collateralized Mortgage Obligation |
| GNMA_16-33G                                                      | 2046-03-20      | 1.5951%  | N/A     | $45319616.00       | $791936.07         | Agency Collateralized Mortgage Obligation |
| FNMA_22-70A                                                      | 2052-10-25      | 0.7916%  | N/A     | $110000000.00      | $5234253.89        | Agency Collateralized Mortgage Obligation |
| GNMA_24-61G                                                      | 2054-04-20      | 5.3211%  | N/A     | $5848704.00        | $4331077.48        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H01                                                      | 2066-12-20      | 1.9545%  | N/A     | $7914000.00        | $65869.03          | Agency Collateralized Mortgage Obligation |
| GNMA_25-81S                                                      | 2054-11-20      | 1.0000%  | N/A     | $8715536.00        | $243361.93         | Agency Collateralized Mortgage Obligation |
| FNMA_24-82A                                                      | 2054-11-25      | 0.2516%  | N/A     | $179000000.00      | $4775943.56        | Agency Collateralized Mortgage Obligation |
| GNMA_16-4                                                        | 2046-01-20      | 1.1951%  | N/A     | $206000000.00      | $2649508.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | 2035-03-20      | 1.7251%  | N/A     | $146636790.00      | $9524.17           | Agency Collateralized Mortgage Obligation |
| GNMA_22-176A                                                     | 2052-10-20      | 0.6050%  | N/A     | $50000000.00       | $1503536.11        | Agency Collateralized Mortgage Obligation |
| FNMA_25-20A                                                      | 2055-03-25      | 0.1016%  | N/A     | $135000000.00      | $2932873.03        | Agency Collateralized Mortgage Obligation |
| FHLMC_5259                                                       | 2052-09-25      | 0.9516%  | N/A     | $103908352.00      | $4857776.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499E                                                      | 2055-02-25      | 0.7016%  | N/A     | $102000000.00      | $2968472.11        | Agency Collateralized Mortgage Obligation |
| FHLMC_5409A                                                      | 2054-05-25      | 1.6016%  | N/A     | $103500000.00      | $4769205.78        | Agency Collateralized Mortgage Obligation |
| GNMA_22-22L                                                      | 2050-05-20      | 0.0000%  | N/A     | $107470208.00      | $1377653.55        | Agency Collateralized Mortgage Obligation |
| GNMA_13-106F                                                     | 2043-07-20      | 1.6951%  | N/A     | $120785664.00      | $1094778.98        | Agency Collateralized Mortgage Obligation |
| GNMA_21-161E                                                     | 2051-09-20      | 3.5000%  | N/A     | $48427328.00       | $6359949.36        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81L                                                      | 2052-05-20      | 0.5497%  | N/A     | $4693952.00        | $158809.58         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPO                                 | 2041-06-15      | 1.6428%  | N/A     | $297858048.00      | $3760627.73        | Agency Collateralized Mortgage Obligation |
| GNMA_20-176C                                                     | 2050-11-20      | 2.5000%  | N/A     | $131875000.00      | $12083816.62       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | 2045-07-20      | 1.7951%  | N/A     | $9000000.00        | $246280.89         | Agency Collateralized Mortgage Obligation |
| FHLMC_5576A                                                      | 2055-09-25      | 2.7000%  | N/A     | $21088640.00       | $1851456.06        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25G                                                      | 2055-02-20      | 1.0550%  | N/A     | $248481000.00      | $7538523.69        | Agency Collateralized Mortgage Obligation |
| FNMA_25-25                                                       | 2055-04-25      | 0.9516%  | N/A     | $50000000.00       | $2306239.49        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H06E                                                     | 2068-03-20      | 1.9522%  | N/A     | $9068080.00        | $330317.40         | Agency Collateralized Mortgage Obligation |
| FNMA_24-105H                                                     | 2055-01-25      | 0.0000%  | N/A     | $75000000.00       | $1313840.18        | Agency Collateralized Mortgage Obligation |
| FNMA_24-82B                                                      | 2054-11-25      | 0.8016%  | N/A     | $51000000.00       | $1497253.12        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H15                                                      | 2068-09-20      | 1.6624%  | N/A     | $30050784.00       | $685468.18         | Agency Collateralized Mortgage Obligation |
| FNMA_24-22L                                                      | 2054-05-25      | 2.6691%  | N/A     | $212000000.00      | $16563327.84       | Agency Collateralized Mortgage Obligation |
| FHLMC_5357D                                                      | 2053-11-25      | 1.7016%  | N/A     | $100000000.00      | $3743818.55        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3591                                           | 2039-10-15      | 1.6928%  | N/A     | $50814272.00       | $174987.68         | Agency Collateralized Mortgage Obligation |
| GNMA_21-H06C                                                     | 2071-04-20      | 0.2740%  | N/A     | $236407552.00      | $5742940.33        | Agency Collateralized Mortgage Obligation |
| FHLMC_5535                                                       | 2055-05-25      | 1.5616%  | N/A     | $50000000.00       | $3037240.33        | Agency Collateralized Mortgage Obligation |
| FHLMC_5408C                                                      | 2054-05-25      | 2.7516%  | N/A     | $150312448.00      | $11566607.82       | Agency Collateralized Mortgage Obligation |
| FHLMC_5499B                                                      | 2055-02-25      | 1.0000%  | N/A     | $5100000.00        | $95547.98          | Agency Collateralized Mortgage Obligation |
| GNMA_23-183E                                                     | 2053-12-20      | 1.4550%  | N/A     | $150000000.00      | $3865039.55        | Agency Collateralized Mortgage Obligation |
| FHLMC_5535                                                       | 2055-05-25      | 0.0000%  | N/A     | $307000000.00      | $6510572.32        | Agency Collateralized Mortgage Obligation |
| GNMA_24-164D                                                     | 2054-10-20      | 1.1050%  | N/A     | $738826240.00      | $31212044.74       | Agency Collateralized Mortgage Obligation |
| GNMA_19-128G                                                     | 2049-10-20      | 0.0451%  | N/A     | $30000000.00       | $340086.78         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | 2064-03-20      | 0.5114%  | N/A     | $20430848.00       | $3788.05           | Agency Collateralized Mortgage Obligation |
| GNMA_20-41                                                       | 2062-01-16      | 1.0042%  | N/A     | $14478272.00       | $817506.33         | Agency Collateralized Mortgage Obligation |
| GNMA_24-113G                                                     | 2054-07-20      | 1.6550%  | N/A     | $60000000.00       | $3964707.70        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H19D                                                     | 2069-11-20      | 1.6332%  | N/A     | $37495104.00       | $1390925.77        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H15H                                                     | 2069-09-20      | 1.7697%  | N/A     | $24500000.00       | $737759.17         | Agency Collateralized Mortgage Obligation |
| GNMA_25-50B                                                      | 2055-03-20      | 1.0050%  | N/A     | $150000000.00      | $7082475.70        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1Y                                                       | 2055-01-20      | 2.2050%  | N/A     | $259000000.00      | $11278782.55       | Agency Collateralized Mortgage Obligation |
| FHLMC_5499A                                                      | 2055-02-25      | 1.0000%  | N/A     | $4350000.00        | $85590.56          | Agency Collateralized Mortgage Obligation |
| GNMA_22-124C                                                     | 2052-07-20      | 0.0000%  | N/A     | $500000000.00      | $10397878.32       | Agency Collateralized Mortgage Obligation |
| GNMA_23-76B                                                      | 2053-05-20      | 1.2050%  | N/A     | $110913600.00      | $4062078.66        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81B                                                      | 2055-05-20      | 0.0000%  | N/A     | $350000000.00      | $5564651.26        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H11B                                                     | 2070-06-20      | 1.3755%  | N/A     | $50000000.00       | $1743209.33        | Agency Collateralized Mortgage Obligation |
| GNMA_24-59F                                                      | 2054-04-20      | 1.6550%  | N/A     | $114978560.00      | $3616707.54        | Agency Collateralized Mortgage Obligation |
| GNMA_22-172D                                                     | 2052-10-20      | 2.7748%  | N/A     | $9232000.00        | $6852523.99        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499H                                                      | 2055-02-25      | 1.1516%  | N/A     | $202000000.00      | $7440043.44        | Agency Collateralized Mortgage Obligation |
| FHLMC_5402D                                                      | 2051-06-25      | 4.0000%  | N/A     | $70282752.00       | $12965473.09       | Agency Collateralized Mortgage Obligation |
| FNMA_22-78K                                                      | 2052-11-25      | 0.4016%  | N/A     | $75105664.00       | $2279855.57        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81S                                                      | 2055-04-20      | 0.8550%  | N/A     | $120750848.00      | $4426293.29        | Agency Collateralized Mortgage Obligation |
| GNMA_23-40J                                                      | 2053-03-20      | 1.1550%  | N/A     | $140000000.00      | $2872864.53        | Agency Collateralized Mortgage Obligation |
| GNMA_22-207F                                                     | 2052-12-20      | 0.5550%  | N/A     | $150000000.00      | $3506042.10        | Agency Collateralized Mortgage Obligation |
| FNMA_20-1F                                                       | 2050-02-25      | 1.5371%  | N/A     | $100770944.00      | $2081587.05        | Agency Collateralized Mortgage Obligation |
| GNMA_25-9A                                                       | 2055-01-20      | 5.5273%  | N/A     | $18181791.00       | $18583310.52       | Agency Collateralized Mortgage Obligation |
| GNMA_17-H10C                                                     | 2067-04-20      | 2.3912%  | N/A     | $656000.00         | $6340.92           | Agency Collateralized Mortgage Obligation |
| GNMA_20-H16D                                                     | 2070-09-20      | 1.7600%  | N/A     | $26350400.00       | $1062187.96        | Agency Collateralized Mortgage Obligation |
| GNMA_25-32A                                                      | 2083-10-20      | 7.0000%  | N/A     | $21428544.00       | $2195509.66        | Agency Collateralized Mortgage Obligation |
| FNMA_11-97                                                       | 2041-10-25      | 2.1371%  | N/A     | $162365440.00      | $135353.20         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H13D                                                     | 2068-07-20      | 1.9083%  | N/A     | $30949888.00       | $221145.61         | Agency Collateralized Mortgage Obligation |
| FNMA_25-1C                                                       | 2055-02-25      | 0.0000%  | N/A     | $100000000.00      | $1552449.84        | Agency Collateralized Mortgage Obligation |
| GNMA_17-141G                                                     | 2047-09-20      | 1.7451%  | N/A     | $20658816.00       | $584338.26         | Agency Collateralized Mortgage Obligation |
| GNMA_24-8E                                                       | 2053-08-20      | 1.8050%  | N/A     | $28997408.00       | $1822612.29        | Agency Collateralized Mortgage Obligation |
| GNMA_22-100C                                                     | 2052-06-20      | 0.0000%  | N/A     | $200000000.00      | $1696429.63        | Agency Collateralized Mortgage Obligation |
| FHLMC_5355A                                                      | 2053-11-25      | 1.7016%  | N/A     | $125000000.00      | $6073859.17        | Agency Collateralized Mortgage Obligation |
| FHLMC_5452E                                                      | 2054-09-25      | 1.5516%  | N/A     | $57570800.00       | $3066761.24        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H01H                                                     | 2067-12-20      | 2.2507%  | N/A     | $25000000.00       | $483726.00         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H14A                                                     | 2069-08-20      | 1.6660%  | N/A     | $75000000.00       | $1963733.90        | Agency Collateralized Mortgage Obligation |
| GNMA_25-137E                                                     | 2055-08-20      | 2.2000%  | N/A     | $55555600.00       | $4752670.47        | Agency Collateralized Mortgage Obligation |
| FNMA_19-26B                                                      | 2049-06-25      | 1.5871%  | N/A     | $31982688.00       | $898663.12         | Agency Collateralized Mortgage Obligation |
| GNMA_24-66B                                                      | 2054-04-20      | 1.0250%  | N/A     | $130000000.00      | $4719796.97        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | 2041-01-16      | 1.4756%  | N/A     | $75200000.00       | $303018.91         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H20B                                                     | 2068-06-20      | 2.2384%  | N/A     | $11327000.00       | $139740.48         | Agency Collateralized Mortgage Obligation |
| GNMA_22-138A                                                     | 2052-08-20      | 0.0000%  | N/A     | $250000000.00      | $4969412.48        | Agency Collateralized Mortgage Obligation |
| GNMA_23-133A                                                     | 2053-09-20      | 2.1550%  | N/A     | $103858560.00      | $5694832.14        | Agency Collateralized Mortgage Obligation |
| GNMA_24-62A                                                      | 2054-04-20      | 1.1050%  | N/A     | $70000000.00       | $2339548.37        | Agency Collateralized Mortgage Obligation |
| GNMA_24-55A                                                      | 2054-03-20      | 1.6550%  | N/A     | $68000000.00       | $4167089.42        | Agency Collateralized Mortgage Obligation |
| GNMA_25-27A                                                      | 2055-02-20      | 0.0000%  | N/A     | $250000000.00      | $3274082.92        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499C                                                      | 2055-02-25      | 0.6516%  | N/A     | $162000000.00      | $4488103.27        | Agency Collateralized Mortgage Obligation |
| GNMA_24-164B                                                     | 2054-10-20      | 1.1050%  | N/A     | $333273088.00      | $13128448.37       | Agency Collateralized Mortgage Obligation |
| FHLMC_5545B                                                      | 2055-06-25      | 0.7020%  | N/A     | $352869376.00      | $11706786.14       | Agency Collateralized Mortgage Obligation |
| FNMA_24-54C                                                      | 2054-08-25      | 1.5516%  | N/A     | $84896640.00       | $2698881.30        | Agency Collateralized Mortgage Obligation |
| GNMA_21-104F                                                     | 2051-06-20      | 0.0000%  | N/A     | $32668672.00       | $857402.18         | Agency Collateralized Mortgage Obligation |
| GNMA_22-H01A                                                     | 2072-01-20      | 1.1856%  | N/A     | $74000000.00       | $5315153.62        | Agency Collateralized Mortgage Obligation |
| GNMA_24-131A                                                     | 2053-09-20      | 1.0000%  | N/A     | $13007760.00       | $126615.13         | Agency Collateralized Mortgage Obligation |
| GNMA_15-H06A                                                     | 2065-02-20      | 1.7333%  | N/A     | $43487680.00       | $118711.64         | Agency Collateralized Mortgage Obligation |
| GNMA_21-205D                                                     | 2051-11-20      | 0.0000%  | N/A     | $376125000.00      | $3325417.16        | Agency Collateralized Mortgage Obligation |
| FHLMC_5080A                                                      | 2051-03-25      | 0.0000%  | N/A     | $63745408.00       | $1207575.17        | Agency Collateralized Mortgage Obligation |
| FNMA_24-88B                                                      | 2054-12-25      | 2.1516%  | N/A     | $238951424.00      | $13736248.28       | Agency Collateralized Mortgage Obligation |
| GNMA_13-35                                                       | 2053-01-16      | 0.3355%  | N/A     | $391920000.00      | $691830.97         | Agency Collateralized Mortgage Obligation |
| GNMA_21-160P                                                     | 2051-09-20      | 1.8451%  | N/A     | $67568640.00       | $6436433.68        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H18K                                                     | 2069-10-20      | 1.5139%  | N/A     | $21884128.00       | $484535.18         | Agency Collateralized Mortgage Obligation |
| GNMA_24-180J                                                     | 2045-12-20      | 5.5000%  | N/A     | $2272724.00        | $317121.08         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H12                                                      | 2073-05-20      | 0.7172%  | N/A     | $100321664.00      | $6069572.95        | Agency Collateralized Mortgage Obligation |
| GNMA_23-89D                                                      | 2053-06-20      | 5.0804%  | N/A     | $20185056.00       | $16468393.17       | Agency Collateralized Mortgage Obligation |
| GNMA_11-H08                                                      | 2061-03-20      | 1.3041%  | N/A     | $62113600.00       | $70026.56          | Agency Collateralized Mortgage Obligation |
| GNMA_23-H18C                                                     | 2073-07-20      | 0.6661%  | N/A     | $60000000.00       | $3384622.87        | Agency Collateralized Mortgage Obligation |
| GNMA_24-164H                                                     | 2054-10-20      | 1.1322%  | N/A     | $512685056.00      | $26609217.17       | Agency Collateralized Mortgage Obligation |
| GNMA_04-35B                                                      | 2034-03-20      | 3.5431%  | N/A     | $100000.00         | $5266.34           | Agency Collateralized Mortgage Obligation |
| GNMA_21-1M                                                       | 2050-11-20      | 4.5000%  | N/A     | $13286640.00       | $839941.19         | Agency Collateralized Mortgage Obligation |
| FNMA_24-90B                                                      | 2053-11-25      | 1.4016%  | N/A     | $82000000.00       | $4689199.10        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H15A                                                     | 2074-07-20      | 0.9364%  | N/A     | $79780096.00       | $5609960.05        | Agency Collateralized Mortgage Obligation |
| FHLMC_5273A                                                      | 2052-11-25      | 0.4016%  | N/A     | $170645504.00      | $6769765.86        | Agency Collateralized Mortgage Obligation |
| GNMA_20-140D                                                     | 2050-09-20      | 1.8951%  | N/A     | $137805568.00      | $11310148.11       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-01O CI                                            | 2073-01-20      | 0.0000%  | N/A     | $154000000.00      | $10369877.03       | Agency Mortgage-Backed Securities         |
| GNMA_23-133C                                                     | 2053-09-20      | 1.2550%  | N/A     | $100000000.00      | $1477998.95        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H02A                                                     | 2074-12-20      | 0.7981%  | N/A     | $100000000.00      | $7948974.40        | Agency Collateralized Mortgage Obligation |
| FNMA_20-M23                                                      | 2035-03-25      | 1.5980%  | N/A     | $2000000.00        | $107850.53         | Agency Collateralized Mortgage Obligation |
| FHLMC_3792                                                       | 2041-01-15      | 0.9456%  | N/A     | $14999552.00       | $12058.98          | Agency Collateralized Mortgage Obligation |
| GNMA_19-58D                                                      | 2039-10-20      | 2.1914%  | N/A     | $3315932.00        | $34530.86          | Agency Collateralized Mortgage Obligation |
| FANNIEMAE WHOLE LOAN FNMA FNMA_06-43                             | 2036-06-25      | 2.2371%  | N/A     | $54534000.00       | $145113.05         | Agency Collateralized Mortgage Obligation |
| FHLMC_5411F                                                      | 2054-05-25      | 2.2516%  | N/A     | $179168256.00      | $6405100.33        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | 2042-04-20      | 4.0000%  | N/A     | $28828032.00       | $288283.88         | Agency Collateralized Mortgage Obligation |
| GNMA_23-141A                                                     | 2053-09-20      | 2.1550%  | N/A     | $50000000.00       | $1746606.85        | Agency Collateralized Mortgage Obligation |
| FNMA_25-1E                                                       | 2055-02-25      | 0.6016%  | N/A     | $150000000.00      | $4268233.37        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81M                                                      | 2055-04-20      | 0.2050%  | N/A     | $181870080.00      | $6346858.05        | Agency Collateralized Mortgage Obligation |
| GNMA_23-167A                                                     | 2053-11-20      | 3.0050%  | N/A     | $33333312.00       | $966194.73         | Agency Collateralized Mortgage Obligation |
| GNMA_22-1N                                                       | 2052-01-20      | 0.0000%  | N/A     | $59837376.00       | $1592098.67        | Agency Collateralized Mortgage Obligation |
| FNMA_24-9B                                                       | 2054-03-25      | 1.5016%  | N/A     | $9281008.00        | $464502.06         | Agency Collateralized Mortgage Obligation |
| FHLMC_4916C                                                      | 2049-09-25      | 1.6371%  | N/A     | $44937536.00       | $1276384.28        | Agency Collateralized Mortgage Obligation |
| GNMA_14-183                                                      | 2044-12-16      | 1.1319%  | N/A     | $32907456.00       | $307667.78         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H13H                                                     | 2068-07-20      | 1.5680%  | N/A     | $1858000.00        | $25137.85          | Agency Collateralized Mortgage Obligation |
| FNMA_23-54C                                                      | 2053-11-25      | 1.7016%  | N/A     | $275000000.00      | $11746164.25       | Agency Collateralized Mortgage Obligation |
| FNMA_24-95G                                                      | 2054-12-25      | 0.7016%  | N/A     | $216500000.00      | $6045213.57        | Agency Collateralized Mortgage Obligation |
| FHLMC_5491A                                                      | 2055-01-25      | 0.8516%  | N/A     | $276681216.00      | $9464997.65        | Agency Collateralized Mortgage Obligation |
| FHLMC_5473C                                                      | 2054-11-25      | 0.3516%  | N/A     | $236500000.00      | $7067617.36        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-5               | 2051-03-16      | 1.4500%  | N/A     | $295698393.00      | $422.62            | Agency Collateralized Mortgage Obligation |
| GNMA_20-H06B                                                     | 2069-04-20      | 1.3507%  | N/A     | $15731696.00       | $299053.70         | Agency Collateralized Mortgage Obligation |
| GNMA_25-20B                                                      | 2055-01-20      | 1.1550%  | N/A     | $35962240.00       | $2484253.30        | Agency Collateralized Mortgage Obligation |
| FHLMC_3964B                                                      | 2041-11-15      | 1.5428%  | N/A     | $56750784.00       | $335450.42         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-H19             | 2068-11-20      | 1.5445%  | N/A     | $35430272.00       | $877187.34         | Agency Collateralized Mortgage Obligation |
| FNMA_19-8C                                                       | 2049-03-25      | 1.3371%  | N/A     | $15739808.00       | $289843.98         | Agency Collateralized Mortgage Obligation |
| FNMA_25-13D                                                      | 2055-03-25      | 0.8516%  | N/A     | $358040064.00      | $14250144.26       | Agency Collateralized Mortgage Obligation |
| GNMA_24-92F                                                      | 2054-04-20      | 0.9550%  | N/A     | $99361536.00       | $3438046.44        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | 2058-08-16      | 0.5716%  | N/A     | $1765000.00        | $12405.72          | Agency Collateralized Mortgage Obligation |
| FNMA_24-76A                                                      | 2053-09-25      | 2.8516%  | N/A     | $57059840.00       | $5858674.47        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30T                                                      | 2054-02-20      | 1.4550%  | N/A     | $140000000.00      | $5095403.22        | Agency Collateralized Mortgage Obligation |
| GNMA_24-61P                                                      | 2053-10-20      | 1.0000%  | N/A     | $10487584.00       | $115190.86         | Agency Collateralized Mortgage Obligation |
| FHLMC_5535                                                       | 2055-05-25      | 2.6516%  | N/A     | $75000000.00       | $7096250.04        | Agency Collateralized Mortgage Obligation |
| FHLMC_4096                                                       | 2042-08-15      | 0.0230%  | N/A     | $690412.00         | $284009.56         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | 2062-01-20      | 0.9432%  | N/A     | $186769408.00      | $141795.17         | Agency Collateralized Mortgage Obligation |
| FNMA_24-82H                                                      | 2054-11-25      | 2.8016%  | N/A     | $83750000.00       | $7626625.28        | Agency Collateralized Mortgage Obligation |
| FNMA_24-11B                                                      | 2054-03-25      | 2.6516%  | N/A     | $50500000.00       | $3122265.72        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3631                                           | 2040-02-15      | 1.7828%  | N/A     | $76754688.00       | $168838.24         | Agency Collateralized Mortgage Obligation |
| FNMA_24-72C                                                      | 2054-10-25      | 0.5516%  | N/A     | $25000000.00       | $832136.34         | Agency Collateralized Mortgage Obligation |
| GNMA_23-147A                                                     | 2053-10-20      | 1.2550%  | N/A     | $185000000.00      | $2904175.30        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H15E                                                     | 2068-09-20      | 1.9732%  | N/A     | $518000.00         | $5205.30           | Agency Collateralized Mortgage Obligation |
| GNMA_23-136E                                                     | 2053-09-20      | 1.2050%  | N/A     | $115000000.00      | $4565272.10        | Agency Collateralized Mortgage Obligation |
| FNMA_25-1E                                                       | 2055-02-25      | 1.1516%  | N/A     | $400000000.00      | $15077560.80       | Agency Collateralized Mortgage Obligation |
| FHLMC_5479A                                                      | 2054-12-25      | 1.2183%  | N/A     | $150000000.00      | $5571457.55        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H25A                                                     | 2067-12-20      | 2.3861%  | N/A     | $1155000.00        | $7093.60           | Agency Collateralized Mortgage Obligation |
| GNMA_25-137A                                                     | 2055-08-20      | 2.7500%  | N/A     | $50000000.00       | $5034075.00        | Agency Collateralized Mortgage Obligation |
| GNMA_24-103A                                                     | 2054-06-20      | 0.8550%  | N/A     | $150000000.00      | $4836710.99        | Agency Collateralized Mortgage Obligation |
| GNMA_16-18A                                                      | 2046-02-20      | 1.6651%  | N/A     | $15669568.00       | $424313.56         | Agency Collateralized Mortgage Obligation |
| FNMA_25-1E                                                       | 2055-02-25      | 0.7516%  | N/A     | $171000000.00      | $5165531.19        | Agency Collateralized Mortgage Obligation |
| FNMA_24-82B                                                      | 2054-11-25      | 0.1016%  | N/A     | $200000000.00      | $3799797.99        | Agency Collateralized Mortgage Obligation |
| FHLMC_5535                                                       | 2055-05-25      | 0.6440%  | N/A     | $250000.00         | $3674.79           | Agency Collateralized Mortgage Obligation |
| FNMA_24-82H                                                      | 2054-11-25      | 0.8516%  | N/A     | $80000000.00       | $2919864.40        | Agency Collateralized Mortgage Obligation |
| GNMA_09-87                                                       | 2035-02-20      | 2.2951%  | N/A     | $50013056.00       | $86130.58          | Agency Collateralized Mortgage Obligation |
| GNMA_14-H12                                                      | 2064-05-20      | 1.5478%  | N/A     | $3281000.00        | $21624.49          | Agency Collateralized Mortgage Obligation |
| GNMA_19-H07A                                                     | 2069-04-20      | 1.4185%  | N/A     | $49909312.00       | $1127648.47        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H03B                                                     | 2069-03-20      | 1.2449%  | N/A     | $16319680.00       | $321718.51         | Agency Collateralized Mortgage Obligation |
| GNMA_25-H02B                                                     | 2074-11-20      | 1.6125%  | N/A     | $22864448.00       | $1329174.72        | Agency Collateralized Mortgage Obligation |
| FNMA_25-1E                                                       | 2055-02-25      | 0.7016%  | N/A     | $152000000.00      | $4465231.26        | Agency Collateralized Mortgage Obligation |
| GNMA_24-59D                                                      | 2054-04-20      | 1.1050%  | N/A     | $200000000.00      | $8580599.40        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | 2045-09-20      | 1.7951%  | N/A     | $15000000.00       | $491948.64         | Agency Collateralized Mortgage Obligation |
| FHLMC_5438H                                                      | 2054-08-25      | 0.8516%  | N/A     | $150000000.00      | $4094407.24        | Agency Collateralized Mortgage Obligation |
| GNMA_25-66C                                                      | 2055-04-20      | 0.9550%  | N/A     | $25000000.00       | $1293963.67        | Agency Collateralized Mortgage Obligation |
| FNMA_24-105F                                                     | 2055-01-25      | 2.1516%  | N/A     | $203697152.00      | $15754362.95       | Agency Collateralized Mortgage Obligation |
| FHLMC_5438G                                                      | 2054-08-25      | 1.0000%  | N/A     | $15000000.00       | $222947.68         | Agency Collateralized Mortgage Obligation |
| FNMA_22-67B                                                      | 2052-10-25      | 0.8516%  | N/A     | $250000000.00      | $11151694.70       | Agency Collateralized Mortgage Obligation |
| GNMA_23-132A                                                     | 2053-09-20      | 2.1550%  | N/A     | $125000000.00      | $4367863.83        | Agency Collateralized Mortgage Obligation |
| FHLMC_4833D                                                      | 2044-04-15      | 1.5428%  | N/A     | $46303120.00       | $1086884.44        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499A                                                      | 2055-02-25      | 1.0000%  | N/A     | $9100000.00        | $178873.59         | Agency Collateralized Mortgage Obligation |
| GNMA_24-97A                                                      | 2054-06-20      | 0.9050%  | N/A     | $180000000.00      | $3775791.99        | Agency Collateralized Mortgage Obligation |
| FHLMC_5567B                                                      | 2055-08-25      | 0.0000%  | N/A     | $135000000.00      | $2643300.00        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81B                                                      | 2055-05-20      | 0.0000%  | N/A     | $250000.00         | $7211.79           | Agency Collateralized Mortgage Obligation |
| GNMA_18-H17A                                                     | 2068-10-20      | 1.9795%  | N/A     | $30909696.00       | $891483.29         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3271                                           | 2036-08-15      | 0.0000%  | N/A     | $139460608.00      | $279.95            | Agency Collateralized Mortgage Obligation |
| FHLMC_5020D                                                      | 2050-10-25      | 2.0000%  | N/A     | $21266500.00       | $1703740.69        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H15                                                      | 2073-06-20      | 0.7544%  | N/A     | $92023680.00       | $5523812.82        | Agency Collateralized Mortgage Obligation |
| GNMA_24-7A                                                       | 2054-01-20      | 1.0550%  | N/A     | $100000000.00      | $2173626.07        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3616                                           | 2039-12-15      | 1.8428%  | N/A     | $32999999.00       | $51901.73          | Agency Collateralized Mortgage Obligation |
| GNMA_22-H02A                                                     | 2072-01-20      | 0.4754%  | N/A     | $23228128.00       | $53500.25          | Agency Collateralized Mortgage Obligation |
| GNMA_15-H28A                                                     | 2065-10-20      | 1.8977%  | N/A     | $12000000.00       | $99233.52          | Agency Collateralized Mortgage Obligation |
| FHLMC_44-94                                                      | 2045-07-15      | 1.7228%  | N/A     | $8284064.00        | $167516.42         | Agency Collateralized Mortgage Obligation |
| GNMA_21-87H                                                      | 2051-05-20      | 3.0000%  | N/A     | $115263232.00      | $9478707.69        | Agency Collateralized Mortgage Obligation |
| FNMA_24-82E                                                      | 2054-11-25      | 1.7127%  | N/A     | $113165696.00      | $5702417.25        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499K                                                      | 2055-02-25      | 1.4725%  | N/A     | $438898688.00      | $19671471.08       | Agency Collateralized Mortgage Obligation |
| GNMA_25-32A                                                      | 2083-10-20      | 1.6550%  | N/A     | $100000000.00      | $3290630.31        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H12C                                                     | 2068-07-20      | 0.3501%  | N/A     | $101000000.00      | $2291946.38        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H21A                                                     | 2069-06-01      | 0.1837%  | N/A     | $41752768.00       | $855813.53         | Agency Collateralized Mortgage Obligation |
| FNMA_24-1                                                        | 2053-11-25      | 1.0000%  | N/A     | $681165.00         | $7087.96           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-147             | 2039-12-20      | 2.1951%  | N/A     | $3488000.00        | $31104.68          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4635                                           | 2046-12-15      | 1.6428%  | N/A     | $106139904.00      | $1063645.27        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | 2065-10-20      | 1.8553%  | N/A     | $1670000.00        | $7385.43           | Agency Collateralized Mortgage Obligation |
| GNMA_25-81L                                                      | 2052-05-20      | 0.0000%  | N/A     | $78025216.00       | $3056058.35        | Agency Collateralized Mortgage Obligation |
| GNMA_25-137G                                                     | 2055-08-20      | 0.2800%  | N/A     | $80000000.00       | $2205040.00        | Agency Collateralized Mortgage Obligation |
| GNMA_22-45D                                                      | 2050-07-20      | 0.0000%  | N/A     | $213054464.00      | $2480477.86        | Agency Collateralized Mortgage Obligation |
| GNMA_25-32A                                                      | 2083-09-20      | 1.6550%  | N/A     | $100000000.00      | $3595569.94        | Agency Collateralized Mortgage Obligation |
| FHLMC_5473B                                                      | 2054-11-25      | 1.0000%  | N/A     | $100000.00         | $2073.44           | Agency Collateralized Mortgage Obligation |
| GNMA_18-H17D                                                     | 2068-10-20      | 2.2758%  | N/A     | $10914000.00       | $145328.51         | Agency Collateralized Mortgage Obligation |
| GNMA_11-H15                                                      | 2061-06-20      | 1.5426%  | N/A     | $1784000.00        | $3102.97           | Agency Collateralized Mortgage Obligation |
| FNMA_24-64G                                                      | 2054-09-25      | 0.9016%  | N/A     | $92109184.00       | $3094810.19        | Agency Collateralized Mortgage Obligation |
| FNMA_24-23A                                                      | 2054-05-25      | 1.5516%  | N/A     | $100000000.00      | $2882825.71        | Agency Collateralized Mortgage Obligation |
| FNMA_24-82C                                                      | 2054-11-25      | 0.8659%  | N/A     | $174999999.00      | $4884522.44        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H04A                                                     | 2067-05-20      | 0.1930%  | N/A     | $47214592.00       | $194808.93         | Agency Collateralized Mortgage Obligation |
| FNMA_24-54B                                                      | 2054-08-25      | 2.6816%  | N/A     | $140208640.00      | $6836052.67        | Agency Collateralized Mortgage Obligation |
| FNMA_21-41F                                                      | 2051-07-25      | 0.0000%  | N/A     | $30000000.00       | $55385.03          | Agency Collateralized Mortgage Obligation |
| GNMA_25-137C                                                     | 2055-08-20      | 14.2350% | N/A     | $11538448.00       | $15300625.31       | Agency Collateralized Mortgage Obligation |
| GNMA_25-50F                                                      | 2055-03-20      | 1.6550%  | N/A     | $100000000.00      | $3648630.77        | Agency Collateralized Mortgage Obligation |
| GNMA_25-117A                                                     | 2055-07-20      | 2.7550%  | N/A     | $40000000.00       | $4300864.63        | Agency Collateralized Mortgage Obligation |
| GNMA_22-108C                                                     | 2052-06-20      | 0.0000%  | N/A     | $338072064.00      | $2437192.17        | Agency Collateralized Mortgage Obligation |
| FNMA_24-88F                                                      | 2054-12-25      | 1.6016%  | N/A     | $25000000.00       | $1534931.61        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97DD                                                     | 2054-12-20      | 2.3050%  | N/A     | $40000000.00       | $3597796.66        | Agency Collateralized Mortgage Obligation |
| FHLMC_20-P003                                                    | 2046-09-25      | 2.7217%  | N/A     | $6475000.00        | $695488.49         | Agency Collateralized Mortgage Obligation |
| FHLMC_4716A                                                      | 2047-10-15      | 1.6928%  | N/A     | $38171760.00       | $1210339.27        | Agency Collateralized Mortgage Obligation |
| GNMA_25-9C                                                       | 2055-01-20      | 0.1550%  | N/A     | $50000000.00       | $675696.57         | Agency Collateralized Mortgage Obligation |
| FNMA_16-75                                                       | 2046-10-25      | 1.6371%  | N/A     | $37262912.00       | $613649.26         | Agency Collateralized Mortgage Obligation |
| GNMA_24-108D                                                     | 2054-07-20      | 2.2550%  | N/A     | $200000000.00      | $4965658.81        | Agency Collateralized Mortgage Obligation |
| GNMA_15-148C                                                     | 2045-10-20      | 1.2251%  | N/A     | $33333312.00       | $655765.27         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-H13             | 2064-08-20      | 2.2244%  | N/A     | $133038080.00      | $2437.60           | Agency Collateralized Mortgage Obligation |
| LIFEMED INDUSTRIAL DE EQUIPAMENTOS E ARTIGOS MEDICOS E HOSPITALA | 2064-11-20      | 1.6718%  | N/A     | $51705152.00       | $376360.13         | Agency Collateralized Mortgage Obligation |
| FHLMC_5411G                                                      | 2054-05-25      | 2.7435%  | N/A     | $50000000.00       | $4259324.44        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H08B                                                     | 2071-12-20      | 1.6950%  | N/A     | $3951360.00        | $193821.67         | Agency Collateralized Mortgage Obligation |
| FHLMC_4758D                                                      | 2048-02-15      | 1.7428%  | N/A     | $53650944.00       | $1107568.99        | Agency Collateralized Mortgage Obligation |
| FNMA_24-82B                                                      | 2054-11-25      | 1.5891%  | N/A     | $200000000.00      | $8864403.46        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51G                                                      | 2054-03-20      | 1.5550%  | N/A     | $133000000.00      | $5338967.76        | Agency Collateralized Mortgage Obligation |
| FHLMC_5355A                                                      | 2053-11-25      | 1.7016%  | N/A     | $125000000.00      | $6233418.79        | Agency Collateralized Mortgage Obligation |
| GNMA_22-103J                                                     | 2050-07-20      | 2.6479%  | N/A     | $43571392.00       | $27028781.04       | Agency Collateralized Mortgage Obligation |
| GNMA_24-190A                                                     | 2054-11-20      | 0.9050%  | N/A     | $17000000.00       | $1052359.24        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H13D                                                     | 2068-07-20      | 1.9083%  | N/A     | $30949888.00       | $221145.61         | Agency Collateralized Mortgage Obligation |
| GNMA_14-187                                                      | 2056-05-16      | 0.6157%  | N/A     | $1517148.00        | $9107.36           | Agency Collateralized Mortgage Obligation |

### Security 33: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $685445344.55
- **C.18.a - Value (excl. sponsor support):** $685445344.55
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BRTBNRY29
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_22-36J                                          | 2052-02-20      | 0.0000%  | N/A     | $150000000.00      | $1651994.12        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2046-02-20      | 1.6451%  | N/A     | $69088880.00       | $1674803.67        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81C                                          | 2055-05-20      | 2.7050%  | N/A     | $37693943.00       | $3303940.19        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H14B                                         | 2075-05-20      | 1.7170%  | N/A     | $77012223.00       | $2613855.25        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120F                                         | 2053-05-20      | 1.1550%  | N/A     | $27622735.00       | $1353397.82        | Agency Collateralized Mortgage Obligation |
| GNMA_21-96A                                          | 2051-06-20      | 1.8451%  | N/A     | $37934856.00       | $1989803.39        | Agency Collateralized Mortgage Obligation |
| GNMA_25-62G                                          | 2055-04-20      | 0.3450%  | N/A     | $101000000.00      | $3027840.00        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H12A                                         | 2075-05-20      | 1.8329%  | N/A     | $96435714.00       | $3495686.30        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H09A                                         | 2070-05-20      | 1.3891%  | N/A     | $48110000.00       | $1591167.34        | Agency Collateralized Mortgage Obligation |
| GNMA_25-80B                                          | 2055-05-20      | 0.6550%  | N/A     | $88105482.00       | $3006769.46        | Agency Collateralized Mortgage Obligation |
| GNMA_24-24C                                          | 2054-02-20      | 1.5550%  | N/A     | $50000000.00       | $1284106.88        | Agency Collateralized Mortgage Obligation |
| GNMA_25-85E                                          | 2055-05-20      | 0.8250%  | N/A     | $50000000.00       | $1946254.18        | Agency Collateralized Mortgage Obligation |
| GNMA_20-49                                           | 2062-07-16      | 1.0493%  | N/A     | $53000000.00       | $1679949.38        | Agency Collateralized Mortgage Obligation |
| GNMA_20-154E                                         | 2050-10-20      | 1.8451%  | N/A     | $20513623.00       | $1515120.25        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H05A                                         | 2070-02-20      | 1.3107%  | N/A     | $52840000.00       | $1634768.76        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-20  | 2040-02-20      | 1.7951%  | N/A     | $321777623.00      | $1278066.12        | Agency Collateralized Mortgage Obligation |
| GNMA_24-40K                                          | 2053-11-20      | 7.0000%  | N/A     | $24336223.00       | $1341153.55        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H20A                                         | 2074-10-20      | 0.3133%  | N/A     | $119121673.00      | $2737598.47        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H22B                                         | 2072-10-20      | 0.7369%  | N/A     | $58480020.00       | $3516584.03        | Agency Collateralized Mortgage Obligation |
| GNMA_23-89D                                          | 2053-06-20      | 5.0804%  | N/A     | $1672072.00        | $1364194.34        | Agency Collateralized Mortgage Obligation |
| GNMA_23-54H                                          | 2053-04-20      | 1.2550%  | N/A     | $50000000.00       | $2023748.69        | Agency Collateralized Mortgage Obligation |
| GNMA_24-29A                                          | 2064-08-16      | 0.2549%  | N/A     | $77781585.00       | $3027470.74        | Agency Collateralized Mortgage Obligation |
| GNMA_23-113B                                         | 2053-08-20      | 0.7050%  | N/A     | $85875000.00       | $2599453.94        | Agency Collateralized Mortgage Obligation |
| GNMA_23-53H                                          | 2053-04-20      | 1.2550%  | N/A     | $150000000.00      | $3199938.11        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H18B                                         | 2065-12-20      | 2.0377%  | N/A     | $54685170.00       | $1298163.47        | Agency Collateralized Mortgage Obligation |
| GNMA_23-152K                                         | 2053-10-20      | 1.8550%  | N/A     | $100000000.00      | $1837945.04        | Agency Collateralized Mortgage Obligation |
| GNMA_21-98M                                          | 2051-06-20      | 1.8451%  | N/A     | $30044597.00       | $1659039.19        | Agency Collateralized Mortgage Obligation |
| GNMA_16-17M                                          | 2046-02-20      | 1.6451%  | N/A     | $39655507.00       | $1489984.99        | Agency Collateralized Mortgage Obligation |
| GNMA_22-140E                                         | 2052-08-20      | 0.0000%  | N/A     | $100000000.00      | $2596162.10        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120E                                         | 2053-12-20      | 2.5050%  | N/A     | $27347312.00       | $1897031.22        | Agency Collateralized Mortgage Obligation |
| GNMA_24-9D                                           | 2054-01-20      | 2.7050%  | N/A     | $50114968.00       | $1981205.21        | Agency Collateralized Mortgage Obligation |
| GNMA_11-21B                                          | 2041-02-16      | 0.5512%  | N/A     | $15000000.00       | $3448706.02        | Agency Collateralized Mortgage Obligation |
| GNMA_22-26                                           | 2064-02-16      | 0.7307%  | N/A     | $50000000.00       | $2644863.89        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H15                                          | 2073-03-20      | 0.4016%  | N/A     | $60209342.00       | $2356089.96        | Agency Collateralized Mortgage Obligation |
| GNMA_22-68K                                          | 2052-04-20      | 1.3050%  | N/A     | $29507903.00       | $2090361.46        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H06C                                         | 2072-03-20      | 0.0302%  | N/A     | $49000000.00       | $1323705.18        | Agency Collateralized Mortgage Obligation |
| GNMA_19-104                                          | 2061-05-16      | 1.0292%  | N/A     | $41614760.00       | $1383527.89        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H04B                                         | 2075-01-20      | 2.2677%  | N/A     | $44721445.00       | $2075432.60        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H16A                                         | 2068-09-20      | 1.9812%  | N/A     | $122402019.00      | $2670250.66        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H07B                                         | 2074-04-20      | 0.6578%  | N/A     | $28481722.00       | $1615788.31        | Agency Collateralized Mortgage Obligation |
| GNMA_23-7C                                           | 2053-01-20      | 2.5550%  | N/A     | $59688105.00       | $2758053.49        | Agency Collateralized Mortgage Obligation |
| GNMA_25-7H                                           | 2055-01-20      | 2.1050%  | N/A     | $66857810.00       | $3582210.05        | Agency Collateralized Mortgage Obligation |
| GNMA_24-54                                           | 2065-07-16      | 0.8921%  | N/A     | $25271278.00       | $1783863.15        | Agency Collateralized Mortgage Obligation |
| GNMA_23-112C                                         | 2053-08-20      | 0.9050%  | N/A     | $100000000.00      | $2704259.19        | Agency Collateralized Mortgage Obligation |
| GNMA_21-41E                                          | 2051-03-20      | 3.0000%  | N/A     | $22099324.00       | $1478186.53        | Agency Collateralized Mortgage Obligation |
| GNMA_23-67C                                          | 2053-05-20      | 1.1550%  | N/A     | $50000000.00       | $1488532.91        | Agency Collateralized Mortgage Obligation |
| GNMA_22-88C                                          | 2052-06-20      | 0.0000%  | N/A     | $150000000.00      | $2213978.49        | Agency Collateralized Mortgage Obligation |
| GNMA_23-136C                                         | 2053-09-20      | 1.2550%  | N/A     | $100000000.00      | $1653959.63        | Agency Collateralized Mortgage Obligation |
| GNMA_21-86E                                          | 2051-05-20      | 2.5000%  | N/A     | $20178825.00       | $1850234.66        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H14C                                         | 2071-07-20      | 1.6161%  | N/A     | $48327160.00       | $3183042.40        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H20B                                         | 2069-09-20      | 2.0098%  | N/A     | $66304159.00       | $1826225.31        | Agency Collateralized Mortgage Obligation |
| GNMA_23-79F                                          | 2053-06-20      | 1.7050%  | N/A     | $51000000.00       | $1332554.14        | Agency Collateralized Mortgage Obligation |
| GNMA_23-190C                                         | 2053-12-20      | 0.9050%  | N/A     | $100000000.00      | $1532446.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-26  | 2051-02-20      | 2.0000%  | N/A     | $17375000.00       | $1551654.36        | Agency Collateralized Mortgage Obligation |
| GNMA_25-119C                                         | 2055-07-20      | 2.7550%  | N/A     | $17088670.00       | $1825428.01        | Agency Collateralized Mortgage Obligation |
| GNMA_21-105M                                         | 2051-06-20      | 2.5000%  | N/A     | $15000000.00       | $1261097.82        | Agency Collateralized Mortgage Obligation |
| GNMA_22-63E                                          | 2050-11-20      | 0.0000%  | N/A     | $143296246.00      | $2237825.03        | Agency Collateralized Mortgage Obligation |
| GNMA_24-70                                           | 2060-02-16      | 0.7606%  | N/A     | $50349118.00       | $2981481.75        | Agency Collateralized Mortgage Obligation |
| GNMA_24-144C                                         | 2054-09-20      | 0.3550%  | N/A     | $50000000.00       | $2083559.28        | Agency Collateralized Mortgage Obligation |
| GNMA_25-136E                                         | 2055-08-20      | 2.1537%  | N/A     | $32114298.00       | $2425799.02        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H17B                                         | 2070-10-20      | 1.6902%  | N/A     | $88586088.00       | $3339268.00        | Agency Collateralized Mortgage Obligation |
| GNMA_24-45H                                          | 2054-03-20      | 6.0000%  | N/A     | $13000000.00       | $2150713.27        | Agency Collateralized Mortgage Obligation |
| GNMA_23-63D                                          | 2053-05-20      | 1.1550%  | N/A     | $130000000.00      | $2528641.17        | Agency Collateralized Mortgage Obligation |
| GNMA_23-106D                                         | 2053-07-20      | 1.6550%  | N/A     | $45000000.00       | $1583501.75        | Agency Collateralized Mortgage Obligation |
| GNMA_23-184A                                         | 2063-12-20      | 0.0000%  | N/A     | $10714286.00       | $2417272.10        | Agency Collateralized Mortgage Obligation |
| GNMA_23-184E                                         | 2053-12-20      | 1.4550%  | N/A     | $50000000.00       | $1493321.40        | Agency Collateralized Mortgage Obligation |
| GNMA_25-29A                                          | 2054-12-20      | 2.3050%  | N/A     | $15293742.00       | $1243446.14        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30R                                          | 2054-02-20      | 0.8550%  | N/A     | $100000000.00      | $1625319.97        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H14E                                         | 2072-07-20      | 0.6993%  | N/A     | $33279341.00       | $1595455.37        | Agency Collateralized Mortgage Obligation |
| GNMA_23-109                                          | 2064-09-16      | 0.7311%  | N/A     | $50000000.00       | $3058110.27        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H04C                                         | 2074-03-20      | 0.9329%  | N/A     | $48510292.00       | $2774414.10        | Agency Collateralized Mortgage Obligation |
| GNMA_18-157                                          | 2060-11-16      | 0.7860%  | N/A     | $123320915.00      | $2429193.51        | Agency Collateralized Mortgage Obligation |
| GNMA_25-83A                                          | 2055-05-20      | 0.0000%  | N/A     | $100000000.00      | $1527490.45        | Agency Collateralized Mortgage Obligation |
| GNMA_23-146H                                         | 2053-10-20      | 1.3050%  | N/A     | $100000000.00      | $1613311.80        | Agency Collateralized Mortgage Obligation |
| GNMA_19-127                                          | 2058-09-16      | 0.6830%  | N/A     | $55000000.00       | $1533240.61        | Agency Mortgage-Backed Securities         |
| GNMA_25-H13A                                         | 2073-02-20      | 0.7112%  | N/A     | $45713541.00       | $1268880.11        | Agency Collateralized Mortgage Obligation |
| GNMA_24-9F                                           | 2054-01-20      | 0.7550%  | N/A     | $40000000.00       | $1498497.85        | Agency Collateralized Mortgage Obligation |
| GNMA_25-15                                           | 2066-11-16      | 0.7358%  | N/A     | $35112034.00       | $2162760.03        | Agency Collateralized Mortgage Obligation |
| GNMA_22-128B                                         | 2052-07-20      | 0.0000%  | N/A     | $100000000.00      | $1611645.82        | Agency Collateralized Mortgage Obligation |
| GNMA_24-178                                          | 2066-07-16      | 0.6755%  | N/A     | $55425770.00       | $3517528.74        | Agency Collateralized Mortgage Obligation |
| GNMA_22-146A                                         | 2052-08-20      | 1.6550%  | N/A     | $35700000.00       | $1733080.81        | Agency Collateralized Mortgage Obligation |
| GNMA_18-77D                                          | 2048-06-20      | 1.7451%  | N/A     | $34291573.00       | $1248701.60        | Agency Collateralized Mortgage Obligation |
| GNMA_18-138E                                         | 2048-10-20      | 1.7451%  | N/A     | $46351320.00       | $1511219.73        | Agency Collateralized Mortgage Obligation |
| GNMA_25-80G                                          | 2055-01-20      | 1.6050%  | N/A     | $41000000.00       | $3564037.72        | Agency Collateralized Mortgage Obligation |
| GNMA_23-175                                          | 2065-05-16      | 0.7975%  | N/A     | $41772526.00       | $2666110.14        | Agency Collateralized Mortgage Obligation |
| GNMA_22-88G                                          | 2052-06-20      | 1.1650%  | N/A     | $54862753.00       | $3677199.26        | Agency Collateralized Mortgage Obligation |
| GNMA_24-195A                                         | 2061-07-16      | 0.5939%  | N/A     | $100000000.00      | $3693552.58        | Agency Collateralized Mortgage Obligation |
| GNMA_23-135A                                         | 2053-09-20      | 1.4050%  | N/A     | $97588200.00       | $2314954.40        | Agency Collateralized Mortgage Obligation |
| GNMA_25-61C                                          | 2055-04-20      | 1.0050%  | N/A     | $78954475.00       | $3158268.76        | Agency Collateralized Mortgage Obligation |
| GNMA_22-87F                                          | 2052-05-20      | 3.6149%  | N/A     | $2899000.00        | $2078434.51        | Agency Collateralized Mortgage Obligation |
| GNMA_25-7D                                           | 2055-01-20      | 2.1050%  | N/A     | $29879841.00       | $2598829.20        | Agency Collateralized Mortgage Obligation |
| GNMA_25-62H                                          | 2055-04-20      | 0.1550%  | N/A     | $116666667.00      | $2107964.22        | Agency Collateralized Mortgage Obligation |
| GNMA_20-179                                          | 2062-09-16      | 0.2500%  | N/A     | $110300000.00      | $1315088.21        | Agency Collateralized Mortgage Obligation |
| GNMA_23-184H                                         | 2053-12-20      | 1.5050%  | N/A     | $50000000.00       | $2151110.00        | Agency Collateralized Mortgage Obligation |
| GNMA_21-124                                          | 2062-10-16      | 0.9901%  | N/A     | $45000000.00       | $2392858.73        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H17B                                         | 2073-09-20      | 0.0000%  | N/A     | $35034376.00       | $1462862.00        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64D                                          | 2054-04-20      | 1.0550%  | N/A     | $132397189.00      | $3303609.34        | Agency Collateralized Mortgage Obligation |
| GNMA_23-117A                                         | 2053-08-20      | 0.9050%  | N/A     | $100000000.00      | $2053246.85        | Agency Collateralized Mortgage Obligation |
| GNMA_24-26G                                          | 2054-02-20      | 0.9550%  | N/A     | $75000000.00       | $1314901.85        | Agency Collateralized Mortgage Obligation |
| GNMA_24-65D                                          | 2054-04-20      | 0.8550%  | N/A     | $117922779.00      | $3260116.83        | Agency Collateralized Mortgage Obligation |
| GNMA_22-114D                                         | 2052-06-20      | 0.0000%  | N/A     | $100000000.00      | $2771342.15        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H22B                                         | 2067-11-20      | 2.6331%  | N/A     | $82368698.00       | $1419246.02        | Agency Collateralized Mortgage Obligation |
| GNMA_25-84F                                          | 2055-05-20      | 0.8050%  | N/A     | $80000000.00       | $3412148.56        | Agency Collateralized Mortgage Obligation |
| GNMA_25-136A                                         | 2052-04-20      | 6.0000%  | N/A     | $12196268.00       | $1581339.65        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H06B                                         | 2068-12-20      | 1.2242%  | N/A     | $101821732.00      | $2092690.45        | Agency Collateralized Mortgage Obligation |
| GNMA_15-189                                          | 2057-01-16      | 3.0000%  | N/A     | $1537500.00        | $1660169.65        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H18A                                         | 2073-07-20      | 0.7935%  | N/A     | $50000000.00       | $3461546.69        | Agency Collateralized Mortgage Obligation |
| GNMA_25-103A                                         | 2055-06-20      | 0.0000%  | N/A     | $100000000.00      | $1430166.84        | Agency Collateralized Mortgage Obligation |
| GNMA_25-29A                                          | 2054-12-20      | 2.3050%  | N/A     | $40217423.00       | $2986049.57        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1Q                                           | 2055-01-20      | 1.6050%  | N/A     | $33800000.00       | $3240806.06        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110D                                         | 2054-07-20      | 1.3050%  | N/A     | $30000000.00       | $1761311.22        | Agency Collateralized Mortgage Obligation |
| GNMA_22-172G                                         | 2052-10-20      | 1.2450%  | N/A     | $52749312.00       | $1735570.43        | Agency Collateralized Mortgage Obligation |
| GNMA_23-123D                                         | 2053-08-20      | 1.3750%  | N/A     | $70000000.00       | $1780272.98        | Agency Collateralized Mortgage Obligation |
| GNMA_18-173                                          | 2060-07-16      | 0.8943%  | N/A     | $179111909.00      | $3719964.13        | Agency Collateralized Mortgage Obligation |
| GNMA_23-35A                                          | 2053-02-20      | 1.4550%  | N/A     | $110000000.00      | $2838631.54        | Agency Collateralized Mortgage Obligation |
| GNMA_23-85A                                          | 2053-06-20      | 0.9550%  | N/A     | $100000000.00      | $2978989.09        | Agency Collateralized Mortgage Obligation |
| GNMA_24-4A                                           | 2054-01-20      | 1.0550%  | N/A     | $100000000.00      | $2173626.02        | Agency Collateralized Mortgage Obligation |
| GNMA_23-184D                                         | 2053-12-20      | 1.4050%  | N/A     | $25585023.00       | $1049734.49        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H06D                                         | 2068-04-20      | 1.9605%  | N/A     | $52421984.00       | $1671780.81        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H26A                                         | 2071-08-20      | 0.9160%  | N/A     | $51417388.00       | $1953413.03        | Agency Collateralized Mortgage Obligation |
| GNMA_19-35A                                          | 2049-03-20      | 1.5451%  | N/A     | $173295441.00      | $1808603.98        | Agency Collateralized Mortgage Obligation |
| GNMA_25-62C                                          | 2055-04-20      | 0.0050%  | N/A     | $200000000.00      | $2846708.75        | Agency Collateralized Mortgage Obligation |
| GNMA_25-97J                                          | 2055-06-20      | 5.2500%  | N/A     | $3312512.00        | $3211917.65        | Agency Collateralized Mortgage Obligation |
| GNMA_24-23D                                          | 2054-02-20      | 1.5550%  | N/A     | $75000000.00       | $3156630.40        | Agency Collateralized Mortgage Obligation |
| GNMA_24-39A                                          | 2054-03-20      | 1.6050%  | N/A     | $63000000.00       | $1937384.14        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H18A                                         | 2069-10-20      | 1.4750%  | N/A     | $51151433.00       | $1468419.36        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H07C                                         | 2074-03-20      | 2.2384%  | N/A     | $44813108.00       | $1513449.49        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H01                                          | 2066-12-20      | 1.9545%  | N/A     | $164959989.00      | $1372978.79        | Agency Collateralized Mortgage Obligation |
| GNMA_24-67A                                          | 2065-10-16      | 0.7408%  | N/A     | $52843906.00       | $3235981.06        | Agency Collateralized Mortgage Obligation |
| GNMA_25-142C                                         | 2065-05-16      | 0.0000%  | N/A     | $30000000.00       | $2271947.10        | Agency Collateralized Mortgage Obligation |
| GNMA_25-97A                                          | 2055-06-20      | 6.5000%  | N/A     | $4425559.00        | $1742325.19        | Agency Collateralized Mortgage Obligation |
| GNMA_21-57                                           | 2051-03-20      | 3.0000%  | N/A     | $15224171.00       | $1506739.87        | Agency Collateralized Mortgage Obligation |
| GNMA_24-134J                                         | 2053-12-20      | 1.4050%  | N/A     | $107227777.00      | $2259003.29        | Agency Collateralized Mortgage Obligation |
| GNMA_22-114E                                         | 2052-06-20      | 1.7050%  | N/A     | $42307692.00       | $2719941.23        | Agency Collateralized Mortgage Obligation |
| GNMA_25-115E                                         | 2052-03-20      | 6.0000%  | N/A     | $11547520.00       | $1495121.70        | Agency Collateralized Mortgage Obligation |
| GNMA_21-96E                                          | 2051-06-20      | 1.8451%  | N/A     | $36797806.00       | $1575351.81        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64X                                          | 2054-04-20      | 0.9050%  | N/A     | $48772317.00       | $1483861.05        | Agency Collateralized Mortgage Obligation |
| GNMA_22-136A                                         | 2052-08-20      | 1.6550%  | N/A     | $34894270.00       | $2511515.97        | Agency Collateralized Mortgage Obligation |
| GNMA_24-162F                                         | 2054-10-20      | 7.0000%  | N/A     | $14454550.00       | $3223038.33        | Agency Collateralized Mortgage Obligation |
| GNMA_23-137E                                         | 2053-09-20      | 1.3550%  | N/A     | $150000000.00      | $2415527.71        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H20D                                         | 2067-10-20      | 2.5671%  | N/A     | $61491000.00       | $1423766.59        | Agency Collateralized Mortgage Obligation |
| GNMA_23-68H                                          | 2053-05-20      | 1.1550%  | N/A     | $125000000.00      | $2431554.37        | Agency Collateralized Mortgage Obligation |
| GNMA_20-195                                          | 2062-12-16      | 0.2500%  | N/A     | $164409580.00      | $1269578.04        | Agency Collateralized Mortgage Obligation |
| GNMA_25-90C                                          | 2055-05-20      | 0.0000%  | N/A     | $100000000.00      | $1472838.49        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1Z                                           | 2055-01-20      | 2.2050%  | N/A     | $70000000.00       | $2963304.95        | Agency Collateralized Mortgage Obligation |
| GNMA_22-12E                                          | 2052-01-20      | 3.0000%  | N/A     | $43048333.00       | $3531815.47        | Agency Collateralized Mortgage Obligation |
| GNMA_25-30B                                          | 2055-02-20      | 0.0050%  | N/A     | $160349095.00      | $2666917.37        | Agency Collateralized Mortgage Obligation |
| GNMA_23-148B                                         | 2053-10-20      | 1.2050%  | N/A     | $100000000.00      | $2420005.59        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H14                                          | 2069-08-20      | 1.3193%  | N/A     | $86681134.00       | $2423905.26        | Agency Collateralized Mortgage Obligation |
| GNMA_21-160N                                         | 2051-09-20      | 0.0000%  | N/A     | $127754768.00      | $1584343.34        | Agency Collateralized Mortgage Obligation |
| GNMA_23-79C                                          | 2053-06-20      | 1.6550%  | N/A     | $125000000.00      | $2966302.90        | Agency Collateralized Mortgage Obligation |
| GNMA_24-187E                                         | 2051-10-20      | 2.5000%  | N/A     | $21978059.00       | $2752674.13        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H01A                                         | 2069-12-20      | 1.3416%  | N/A     | $78800583.00       | $3035242.54        | Agency Collateralized Mortgage Obligation |
| GNMA_20-129                                          | 2050-09-20      | 3.0000%  | N/A     | $40337355.00       | $3193078.37        | Agency Collateralized Mortgage Obligation |
| GNMA_23-114E                                         | 2053-08-20      | 1.6550%  | N/A     | $150000000.00      | $2769296.89        | Agency Collateralized Mortgage Obligation |
| GNMA_23-43C                                          | 2053-03-20      | 1.9250%  | N/A     | $86905000.00       | $2559441.82        | Agency Collateralized Mortgage Obligation |
| GNMA_25-27F                                          | 2055-02-20      | 7.0000%  | N/A     | $16850242.00       | $2959339.28        | Agency Collateralized Mortgage Obligation |
| GNMA_23-76A                                          | 2053-05-20      | 1.1050%  | N/A     | $100000000.00      | $1900703.05        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H04A                                         | 2071-02-01      | 0.6421%  | N/A     | $49584253.00       | $1501281.11        | Agency Collateralized Mortgage Obligation |
| GNMA_24-187D                                         | 2051-11-20      | 2.0000%  | N/A     | $27337372.00       | $3219419.21        | Agency Collateralized Mortgage Obligation |
| GNMA_24-84S                                          | 2054-05-20      | 1.1050%  | N/A     | $50000000.00       | $1904469.80        | Agency Collateralized Mortgage Obligation |
| GNMA_22-205L                                         | 2052-12-20      | 1.5550%  | N/A     | $100000000.00      | $2855394.39        | Agency Collateralized Mortgage Obligation |
| GNMA_24-109E                                         | 2054-07-20      | 1.5550%  | N/A     | $95000000.00       | $2334211.32        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H15C                                         | 2074-04-20      | 0.5558%  | N/A     | $26098475.00       | $1495155.52        | Agency Collateralized Mortgage Obligation |
| GNMA_24-187K                                         | 2054-11-20      | 1.0050%  | N/A     | $25000000.00       | $1574757.53        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H18                                          | 2069-10-20      | 2.3419%  | N/A     | $49857711.00       | $2375019.64        | Agency Collateralized Mortgage Obligation |
| GNMA_24-28F                                          | 2052-02-20      | 3.5000%  | N/A     | $31300538.00       | $3522879.82        | Agency Collateralized Mortgage Obligation |
| GNMA_25-7G                                           | 2055-01-20      | 7.0000%  | N/A     | $13059209.00       | $1933950.95        | Agency Collateralized Mortgage Obligation |
| GNMA_24-104A                                         | 2054-06-20      | 1.6550%  | N/A     | $100000000.00      | $2910864.96        | Agency Collateralized Mortgage Obligation |
| GNMA_24-180M                                         | 2054-11-20      | 6.5000%  | N/A     | $12187703.00       | $2413098.81        | Agency Collateralized Mortgage Obligation |
| GNMA_24-58J                                          | 2054-04-20      | 0.9750%  | N/A     | $90000000.00       | $3128169.38        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H19A                                         | 2069-12-20      | 1.0538%  | N/A     | $59276595.00       | $1772526.42        | Agency Collateralized Mortgage Obligation |
| GNMA_22-82                                           | 2064-02-16      | 0.5398%  | N/A     | $88552213.00       | $3509094.56        | Agency Collateralized Mortgage Obligation |
| GNMA_24-35                                           | 2063-11-16      | 0.9849%  | N/A     | $25223457.00       | $1845158.89        | Agency Collateralized Mortgage Obligation |
| GNMA_25-84E                                          | 2055-05-20      | 0.0000%  | N/A     | $100000000.00      | $1430921.17        | Agency Collateralized Mortgage Obligation |
| GNMA_25-80C                                          | 2055-05-20      | 0.7550%  | N/A     | $100000000.00      | $2705027.94        | Agency Collateralized Mortgage Obligation |
| GNMA_23-169C                                         | 2053-11-20      | 2.0550%  | N/A     | $50000000.00       | $1839343.87        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H12C                                         | 2072-06-20      | 2.4153%  | N/A     | $88435676.00       | $2490383.21        | Agency Collateralized Mortgage Obligation |
| GNMA_23-113D                                         | 2053-08-20      | 1.4050%  | N/A     | $100000000.00      | $2574504.12        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H12E                                         | 2070-07-20      | 1.0218%  | N/A     | $45898210.00       | $1299190.63        | Agency Collateralized Mortgage Obligation |
| GNMA_24-25P                                          | 2054-02-20      | 6.0000%  | N/A     | $11248897.00       | $2048774.35        | Agency Collateralized Mortgage Obligation |
| GNMA_19-123                                          | 2049-10-20      | 1.6951%  | N/A     | $72453000.00       | $1829847.03        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H10B                                         | 2066-12-20      | 2.0217%  | N/A     | $125129269.00      | $3691805.38        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H13C                                         | 2075-06-20      | 0.7526%  | N/A     | $30144219.00       | $2405037.79        | Agency Collateralized Mortgage Obligation |
| GNMA_25-63M                                          | 2055-04-20      | 0.9050%  | N/A     | $87160912.00       | $2818839.69        | Agency Collateralized Mortgage Obligation |
| GNMA_23-165A                                         | 2053-11-20      | 1.1550%  | N/A     | $100000000.00      | $1491178.84        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H15E                                         | 2069-09-20      | 1.7059%  | N/A     | $40349673.00       | $1240040.49        | Agency Collateralized Mortgage Obligation |
| GNMA_24-178                                          | 2066-07-16      | 1.0442%  | N/A     | $30515462.00       | $2545910.91        | Agency Collateralized Mortgage Obligation |
| GNMA_16-49                                           | 2046-04-20      | 1.5951%  | N/A     | $60000000.00       | $1438296.75        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H06E                                         | 2068-04-20      | 1.7535%  | N/A     | $75000000.00       | $1571772.24        | Agency Collateralized Mortgage Obligation |
| GNMA_21-193F                                         | 2051-11-20      | 0.0000%  | N/A     | $74747961.00       | $1478544.20        | Agency Collateralized Mortgage Obligation |
| GNMA_24-144A                                         | 2054-09-20      | 1.0050%  | N/A     | $100000000.00      | $2979470.86        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H13A                                         | 2067-06-20      | 2.3300%  | N/A     | $136346184.00      | $1349404.03        | Agency Collateralized Mortgage Obligation |
| GNMA_24-91B                                          | 2064-05-20      | 0.8050%  | N/A     | $106613707.00      | $1407669.74        | Agency Collateralized Mortgage Obligation |
| GNMA_25-136D                                         | 2055-08-20      | 0.2940%  | N/A     | $80000000.00       | $2405239.80        | Agency Collateralized Mortgage Obligation |
| GNMA_24-58N                                          | 2054-04-20      | 0.9550%  | N/A     | $75000000.00       | $2610068.42        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H13B                                         | 2068-06-20      | 0.4961%  | N/A     | $76072526.00       | $1721947.67        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H03A                                         | 2074-12-20      | 0.8256%  | N/A     | $39344744.00       | $2519702.37        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H07A                                         | 2068-05-20      | 1.8665%  | N/A     | $50000000.00       | $1290135.82        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-162 | 2058-09-16      | 0.7869%  | N/A     | $190495167.00      | $1477637.04        | Agency Collateralized Mortgage Obligation |
| GNMA_19-7                                            | 2061-01-16      | 0.9013%  | N/A     | $208030459.00      | $2077956.14        | Agency Collateralized Mortgage Obligation |
| GNMA_22-118                                          | 2064-06-16      | 0.6360%  | N/A     | $50000000.00       | $2304873.33        | Agency Collateralized Mortgage Obligation |
| GNMA_22-108B                                         | 2052-06-20      | 0.0000%  | N/A     | $78000000.00       | $1496303.77        | Agency Collateralized Mortgage Obligation |
| GNMA_24-100B                                         | 2065-10-16      | 0.7422%  | N/A     | $57431784.00       | $3417511.37        | Agency Collateralized Mortgage Obligation |
| GNMA_23-173H                                         | 2053-11-20      | 1.1550%  | N/A     | $100000000.00      | $1491178.84        | Agency Collateralized Mortgage Obligation |
| GNMA_24-109K                                         | 2054-07-20      | 0.9550%  | N/A     | $80000000.00       | $2872942.11        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-26  | 2040-02-20      | 1.7951%  | N/A     | $297074000.00      | $1318049.08        | Agency Collateralized Mortgage Obligation |
| GNMA_23-152J                                         | 2053-10-20      | 1.1050%  | N/A     | $85714288.00       | $1284893.78        | Agency Collateralized Mortgage Obligation |
| GNMA_23-184C                                         | 2053-12-20      | 2.0550%  | N/A     | $75000000.00       | $2791103.24        | Agency Collateralized Mortgage Obligation |
| GNMA_24-108H                                         | 2054-07-20      | 1.5550%  | N/A     | $38726229.00       | $2192702.73        | Agency Collateralized Mortgage Obligation |
| GNMA_23-184C                                         | 2053-12-20      | 2.7050%  | N/A     | $60000000.00       | $2940658.38        | Agency Collateralized Mortgage Obligation |
| GNMA_23-135G                                         | 2053-09-20      | 2.2050%  | N/A     | $65000000.00       | $1492286.78        | Agency Collateralized Mortgage Obligation |
| GNMA_19-42D                                          | 2049-04-20      | 5.0000%  | N/A     | $67500450.00       | $1632743.38        | Agency Collateralized Mortgage Obligation |
| GNMA_20-115B                                         | 2050-08-20      | 0.0000%  | N/A     | $90437500.00       | $2456851.99        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H15                                          | 2069-09-20      | 1.7558%  | N/A     | $50427236.00       | $1355866.37        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H05A                                         | 2068-02-20      | 2.3895%  | N/A     | $146045000.00      | $2873689.66        | Agency Collateralized Mortgage Obligation |
| GNMA_25-38                                           | 2062-01-16      | 0.6433%  | N/A     | $50000000.00       | $1920476.08        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-9   | 2060-01-16      | 0.4436%  | N/A     | $100000000.00      | $1494501.98        | Agency Collateralized Mortgage Obligation |
| GNMA_15-118                                          | 2045-08-20      | 1.1951%  | N/A     | $107142857.00      | $2232274.99        | Agency Collateralized Mortgage Obligation |
| GNMA_25-118B                                         | 2055-07-20      | 0.0000%  | N/A     | $100000000.00      | $2099250.52        | Agency Collateralized Mortgage Obligation |
| GNMA_24-39C                                          | 2054-03-20      | 0.9750%  | N/A     | $50000000.00       | $1916062.00        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H20                                          | 2067-10-20      | 2.6108%  | N/A     | $115090218.00      | $1827989.56        | Agency Collateralized Mortgage Obligation |
| GNMA_23-67D                                          | 2053-05-20      | 1.1050%  | N/A     | $100000000.00      | $1930187.06        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H11A                                         | 2074-05-20      | 0.7182%  | N/A     | $45294920.00       | $2784004.86        | Agency Collateralized Mortgage Obligation |
| GNMA_23-40L                                          | 2047-03-20      | 4.0000%  | N/A     | $19907536.00       | $2163363.07        | Agency Collateralized Mortgage Obligation |
| GNMA_24-144F                                         | 2047-02-16      | 1.6256%  | N/A     | $36876188.00       | $3475069.22        | Agency Collateralized Mortgage Obligation |
| GNMA_23-84R                                          | 2053-06-20      | 1.7550%  | N/A     | $38833331.00       | $1754571.09        | Agency Collateralized Mortgage Obligation |
| GNMA_24-23D                                          | 2054-02-20      | 1.4050%  | N/A     | $50000000.00       | $2014600.26        | Agency Collateralized Mortgage Obligation |
| GNMA_25-97C                                          | 2055-06-20      | 0.8550%  | N/A     | $50000000.00       | $3203209.81        | Agency Collateralized Mortgage Obligation |
| GNMA_24-186C                                         | 2054-11-20      | 1.7050%  | N/A     | $79858328.00       | $2849254.46        | Agency Collateralized Mortgage Obligation |
| GNMA_19-151M                                         | 2049-11-20      | 4.5000%  | N/A     | $26325333.00       | $1289612.71        | Agency Collateralized Mortgage Obligation |
| GNMA_24-77H                                          | 2054-05-20      | 2.8050%  | N/A     | $40000000.00       | $1942013.76        | Agency Collateralized Mortgage Obligation |
| GNMA_18-136                                          | 2060-04-16      | 1.2086%  | N/A     | $143848293.00      | $1747866.56        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H23A                                         | 2073-09-20      | 0.6016%  | N/A     | $57054461.00       | $2943069.20        | Agency Collateralized Mortgage Obligation |
| GNMA_23-151G                                         | 2063-10-20      | 0.0000%  | N/A     | $7631983.00        | $1640800.38        | Agency Collateralized Mortgage Obligation |
| GNMA_23-67D                                          | 2053-05-20      | 1.1050%  | N/A     | $100000000.00      | $1872013.74        | Agency Collateralized Mortgage Obligation |
| GNMA_24-184H                                         | 2054-11-20      | 1.6550%  | N/A     | $100000000.00      | $2758960.65        | Agency Collateralized Mortgage Obligation |
| GNMA_24-58P                                          | 2054-04-20      | 1.5550%  | N/A     | $100000000.00      | $2894221.62        | Agency Collateralized Mortgage Obligation |
| GNMA_23-131J                                         | 2053-09-20      | 1.3050%  | N/A     | $95000000.00       | $2175168.65        | Agency Collateralized Mortgage Obligation |
| GNMA_24-144L                                         | 2054-09-20      | 0.0000%  | N/A     | $46978723.00       | $1240198.26        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-25  | 2060-02-16      | 0.4696%  | N/A     | $150000000.00      | $2160171.65        | Agency Collateralized Mortgage Obligation |
| GNMA_23-64H                                          | 2053-05-20      | 1.0250%  | N/A     | $40000000.00       | $1365196.23        | Agency Collateralized Mortgage Obligation |
| GNMA_25-115A                                         | 2055-07-20      | 0.0000%  | N/A     | $150000000.00      | $3154230.31        | Agency Collateralized Mortgage Obligation |
| GNMA_21-51                                           | 2062-10-16      | 1.0186%  | N/A     | $40000000.00       | $2270579.63        | Agency Collateralized Mortgage Obligation |
| GNMA_25-119C                                         | 2055-07-20      | 2.7550%  | N/A     | $18136909.00       | $1953322.40        | Agency Collateralized Mortgage Obligation |
| GNMA_24-192A                                         | 2026-07-16      | 0.7548%  | N/A     | $20375642.00       | $1381024.69        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H21B                                         | 2069-12-20      | 2.1575%  | N/A     | $93975285.00       | $2976387.48        | Agency Collateralized Mortgage Obligation |
| GNMA_15-H33A                                         | 2065-12-20      | 1.9385%  | N/A     | $168998474.00      | $1554956.37        | Agency Collateralized Mortgage Obligation |

### Security 35: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BRSM2LNW8
- **C.18 - Value (incl. sponsor support):** $286000000.00
- **C.18.a - Value (excl. sponsor support):** $286000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: NR; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2027-01-20      | 4.0000%  | N/A     | $1086658.00        | $11064.79          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $1822380.00        | $1900182.06        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-07-01      | 5.5000%  | N/A     | $2309756.00        | $2206318.96        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | N/A     | $3188744.00        | $3289810.18        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2037-08-01      | 5.5000%  | N/A     | $7167376.00        | $249999.80         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-07-01      | 2.5000%  | N/A     | $14000.00          | $8392.61           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.0000%  | N/A     | $2092920.00        | $1052452.26        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2031-02-01      | 3.0000%  | N/A     | $200000.00         | $26065.94          | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASURY                     | 2026-08-15      | 0.0000%  | N/A     | $19724969.66       | $19040690.74       | U.S. Treasuries (including strips)  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 7.0000%  | N/A     | $10555216.00       | $11148804.85       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | N/A     | $8609890.00        | $8871655.56        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-11-20      | 3.5000%  | N/A     | $1000000.00        | $20509.48          | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2046-08-24      | 2.3500%  | N/A     | $3480000.00        | $2149785.27        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-01-01      | 6.5000%  | N/A     | $78529.00          | $51263.28          | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASURY                     | 2046-11-15      | 0.0000%  | N/A     | $489600.00         | $167613.09         | U.S. Treasuries (including strips)  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-09-20      | 7.0000%  | N/A     | $1499980.00        | $1571821.66        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2036-01-01      | 5.5000%  | N/A     | $3800000.00        | $62621.62          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 7.0000%  | N/A     | $1330994.00        | $902298.82         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 2.0000%  | N/A     | $6746000.00        | $3690790.54        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.0000%  | N/A     | $41581056.00       | $35602389.89       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.5000%  | N/A     | $2561412.00        | $1628944.13        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 7.0000%  | N/A     | $4577624.00        | $4856443.81        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-12-01      | 7.0000%  | N/A     | $3872476.00        | $2971802.45        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 5.5000%  | N/A     | $3441840.00        | $3472677.77        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-01-01      | 2.0000%  | N/A     | $1601692.00        | $835703.68         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 2.5000%  | N/A     | $8686000.00        | $5197354.61        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $2236156.00        | $2305595.99        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-06-01      | 5.5000%  | N/A     | $100000.00         | $84495.03          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2039-11-01      | 3.5000%  | N/A     | $70000.00          | $9263.21           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2042-02-01      | 4.0000%  | N/A     | $22621248.00       | $1688031.16        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-10-01      | 6.0000%  | N/A     | $7001.00           | $6141.47           | Agency Mortgage-Backed Securities   |
| FREDDIE MAC GOLD                           | 2032-02-01      | 2.5000%  | N/A     | $4477000.00        | $767538.89         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $2288260.00        | $2389894.34        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-10-20      | 3.0000%  | N/A     | $1093494.00        | $56358.09          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-04-20      | 4.5000%  | N/A     | $587476.00         | $118779.96         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN BANKS                    | 2036-02-25      | 2.0000%  | N/A     | $2035000.00        | $1580509.66        | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.0000%  | N/A     | $3404096.00        | $2820713.37        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-04-15      | 6.5000%  | N/A     | $8436816.00        | $8495448.17        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.5000%  | N/A     | $1055082.00        | $811350.06         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2025-12-11      | 0.0000%  | N/A     | $6506000.00        | $6432176.42        | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $3287084.00        | $3427424.59        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-01-01      | 5.0000%  | N/A     | $1121318.00        | $1094970.58        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-08-01      | 4.5000%  | N/A     | $1326000.00        | $217823.52         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-10-20      | 3.0000%  | N/A     | $12194304.00       | $8317277.85        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-10-01      | 5.5000%  | N/A     | $1100000.00        | $922012.48         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.0000%  | N/A     | $1001426.00        | $623152.83         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $3667660.00        | $3803904.85        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.5000%  | N/A     | $4785000.00        | $2908706.97        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.5000%  | N/A     | $2242064.00        | $1386206.58        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-05-20      | 3.0000%  | N/A     | $1352636.00        | $67926.63          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.0000%  | N/A     | $13080064.00       | $13494632.27       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2047-11-01      | 3.5000%  | N/A     | $63850000.00       | $7895026.20        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.0000%  | N/A     | $7264408.00        | $6959125.37        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-01-01      | 2.5000%  | N/A     | $7591530.00        | $4464394.89        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-07-01      | 5.0000%  | N/A     | $363211.00         | $358535.61         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-06-20      | 3.5000%  | N/A     | $2786292.00        | $2105235.77        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 7.0000%  | N/A     | $2569272.00        | $2687739.48        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN BANKS                    | 2030-05-14      | 1.6000%  | N/A     | $10000000.00       | $8346503.61        | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 7.0000%  | N/A     | $1236166.00        | $1105343.63        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 6.5000%  | N/A     | $1757576.00        | $1837054.27        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-05-01      | 5.0000%  | N/A     | $2760164.00        | $2654717.98        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-11-01      | 6.0000%  | N/A     | $363099.00         | $320162.99         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $1136392.00        | $1178572.94        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-06-20      | 4.5000%  | N/A     | $1878404.00        | $147792.92         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-06-01      | 3.5000%  | N/A     | $8840000.00        | $6351008.59        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.0000%  | N/A     | $11648992.00       | $11222625.54       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | N/A     | $1298306.00        | $1339816.69        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-11-15      | 7.5000%  | N/A     | $4534264.00        | $4662886.54        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-07-20      | 3.5000%  | N/A     | $50000.00          | $6182.86           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-02-01      | 4.0000%  | N/A     | $6921160.00        | $6610137.68        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-06-20      | 4.0000%  | N/A     | $1000000.00        | $91051.14          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.0000%  | N/A     | $2581832.00        | $2709482.20        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-12-15      | 8.0000%  | N/A     | $2198932.00        | $2285063.15        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-08-01      | 5.5000%  | N/A     | $1873698.00        | $1456265.75        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.0000%  | N/A     | $41023744.00       | $34343454.81       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-09-20      | 3.5000%  | N/A     | $250000.00         | $149528.87         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-09-20      | 7.0000%  | N/A     | $3512560.00        | $2902873.61        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2030-07-01      | 3.0000%  | N/A     | $266649.00         | $40143.12          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $2855324.00        | $3011226.28        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2031-10-01      | 2.5000%  | N/A     | $387262.00         | $62344.84          | Agency Mortgage-Backed Securities   |

### Security 36: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2779502278.36
- **C.18.a - Value (excl. sponsor support):** $2779502278.36
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4XY2, C.4 - ISIN: US3130B4XY20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99762933.59
- **C.18.a - Value (excl. sponsor support):** $99762933.59
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $201973317.82
- **C.18.a - Value (excl. sponsor support):** $201973317.82
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BRWP0DCM0
- **C.18 - Value (incl. sponsor support):** $1114500000.00
- **C.18.a - Value (excl. sponsor support):** $1114500000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-11-20      | 5.0000%  | N/A     | $124963840.00      | $98283819.90       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-11-20      | 3.5000%  | N/A     | $1663086.00        | $168031.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-10-20      | 4.0000%  | N/A     | $1045400.00        | $810084.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-08-20      | 4.0000%  | N/A     | $25000.00          | $6770.85           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 3.5000%  | N/A     | $225000000.00      | $86289244.74       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 5.0000%  | N/A     | $304371712.00      | $296870177.01      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2058-07-15      | 5.3500%  | N/A     | $2000000.00        | $2032931.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-10-15      | 3.6400%  | N/A     | $5666000.00        | $5130427.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-10-15      | 4.0000%  | N/A     | $600000.00         | $8217.56           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | N/A     | $227840512.00      | $232173734.01      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-12-20      | 4.5000%  | N/A     | $14165879.00       | $974162.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-11-20      | 4.0000%  | N/A     | $250000000.00      | $79536982.44       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-05-20      | 3.0000%  | N/A     | $3350000.00        | $315988.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2063-10-20      | 4.0000%  | N/A     | $195465.00         | $179004.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-10-15      | 2.7500%  | N/A     | $150000.00         | $128943.16         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-06-20      | 3.7400%  | N/A     | $210000.00         | $27111.10          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 5.0000%  | N/A     | $1906748.00        | $1877277.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | N/A     | $16753600.00       | $17224633.16       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $1415740.00        | $1478062.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-06-15      | 4.7400%  | N/A     | $14668640.00       | $14489450.41       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-06-20      | 3.0000%  | N/A     | $360392704.00      | $182806859.11      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $995796.00         | $1047613.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $4759744.00        | $4733667.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-05-15      | 2.8000%  | N/A     | $3013369.00        | $2568574.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-03-20      | 4.0000%  | N/A     | $180000.00         | $31659.10          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-05-20      | 5.5000%  | N/A     | $60000000.00       | $47755057.54       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 4.0000%  | N/A     | $50000000.00       | $34211672.82       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-11-20      | 6.5000%  | N/A     | $4560000.00        | $66020.02          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-05-15      | 2.6400%  | N/A     | $12565696.00       | $10390081.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | N/A     | $1604348.00        | $1629111.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $1392664.00        | $1407668.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-04-20      | 6.0000%  | N/A     | $700000.00         | $8939.77           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 5.5000%  | N/A     | $609892.00         | $612806.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-08-15      | 5.0000%  | N/A     | $1001476.00        | $13235.95          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-06-20      | 2.0000%  | N/A     | $153000.00         | $73950.58          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2043-06-15      | 3.0000%  | N/A     | $272000.00         | $33222.94          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-10-20      | 5.0000%  | N/A     | $1488710.00        | $215667.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 5.5000%  | N/A     | $8868688.00        | $8943308.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-07-15      | 4.2300%  | N/A     | $2379200.00        | $2235828.71        | Agency Mortgage-Backed Securities |

### Security 40: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1342381462.23
- **C.18.a - Value (excl. sponsor support):** $1342381462.23
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6MX1, C.4 - ISIN: US3130B6MX14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $213998140.34
- **C.18.a - Value (excl. sponsor support):** $213998140.34
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4H20, C.4 - ISIN: US3130B4H200, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999694.00
- **C.18.a - Value (excl. sponsor support):** $99999694.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 5.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6T71, C.4 - ISIN: US3130B6T713, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $214657782.56
- **C.18.a - Value (excl. sponsor support):** $214657782.56
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Bank of Montreal

- **C.1 - Title:** Bank of Montreal
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BYDQKHHZ9
- **C.18 - Value (incl. sponsor support):** $160000000.00
- **C.18.a - Value (excl. sponsor support):** $160000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | N/A     | $5075288.00        | $5295191.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-08-20      | 6.5000%  | N/A     | $5239331.00        | $5339777.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 5.5000%  | N/A     | $5106928.00        | $5178308.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.0000%  | N/A     | $5708345.00        | $5914014.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | N/A     | $5243992.00        | $5463419.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.0000%  | N/A     | $5737656.00        | $5980259.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 4.5000%  | N/A     | $6268945.00        | $5938293.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 7.0000%  | N/A     | $6038792.00        | $5933508.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.5000%  | N/A     | $5585840.00        | $5664291.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 7.5000%  | N/A     | $5521888.00        | $5667083.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | N/A     | $5223380.00        | $5441584.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.0000%  | N/A     | $5081257.00        | $5289438.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.0000%  | N/A     | $4997922.00        | $5202144.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 7.0000%  | N/A     | $4948286.00        | $5180687.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-07-20      | 6.0000%  | N/A     | $6688000.00        | $5551230.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 7.0000%  | N/A     | $14231647.00       | $5986925.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.0000%  | N/A     | $5193188.00        | $5375477.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $5034211.00        | $5249139.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | N/A     | $5109663.00        | $5353781.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | N/A     | $5110003.00        | $5287782.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 5.5000%  | N/A     | $5909577.00        | $5992848.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | N/A     | $3749263.00        | $3898775.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.0000%  | N/A     | $5417046.00        | $5592274.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $5126892.00        | $5327699.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | N/A     | $4354140.00        | $4599962.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.0000%  | N/A     | $5695685.00        | $5688667.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $5185138.00        | $5355669.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 5.5000%  | N/A     | $5224731.00        | $5332815.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 7.0000%  | N/A     | $5229692.00        | $5507689.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | N/A     | $5438826.00        | $5611257.18        | Agency Mortgage-Backed Securities |

### Security 45: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $424949344.76
- **C.18.a - Value (excl. sponsor support):** $424949344.76
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286S4, C.4 - ISIN: US9128286S43, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99324442.06
- **C.18.a - Value (excl. sponsor support):** $99324442.06
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2245375218.40
- **C.18.a - Value (excl. sponsor support):** $2245375218.40
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $333042996.78
- **C.18.a - Value (excl. sponsor support):** $333042996.78
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QV2, C.4 - ISIN: US912797QV24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1696842793.99
- **C.18.a - Value (excl. sponsor support):** $1696842793.99
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAU1, C.4 - ISIN: US3133ETAU17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $157186133.13
- **C.18.a - Value (excl. sponsor support):** $157186133.13
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5173592.68
- **C.18.a - Value (excl. sponsor support):** $5173592.68
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDQMLHS4
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 5.5000%  | N/A     | $185044334.00      | $182455846.49      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-10-20      | 4.0000%  | N/A     | $417729359.00      | $320246913.95      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.5000%  | N/A     | $360000000.00      | $364297240.08      | Agency Mortgage-Backed Securities |

### Security 53: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75U4, C.4 - ISIN: US3130B75U42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $426506973.28
- **C.18.a - Value (excl. sponsor support):** $426506973.28
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDQMLKF8
- **C.18 - Value (incl. sponsor support):** $739000000.00
- **C.18.a - Value (excl. sponsor support):** $739000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNPL PN DD2268   | 2060-03-15      | 5.8500%  | N/A     | $260770.00         | $277618.33         | Agency Mortgage-Backed Securities |
| GNPL PN DE7033   | 2060-04-15      | 5.5600%  | N/A     | $3923300.00        | $4070734.22        | Agency Mortgage-Backed Securities |
| GNPL PN DD2264   | 2060-02-15      | 5.9000%  | N/A     | $122756.00         | $131066.14         | Agency Mortgage-Backed Securities |
| GNPL PN DH1752   | 2060-03-15      | 5.7400%  | N/A     | $1807762.00        | $1908568.36        | Agency Mortgage-Backed Securities |
| GNII SF DJ3024 C | 2055-08-20      | 6.0000%  | N/A     | $20208787.00       | $20849297.77       | Agency Mortgage-Backed Securities |
| GNPL PN DA8509   | 2060-06-15      | 5.3400%  | N/A     | $5840000.00        | $6010372.22        | Agency Mortgage-Backed Securities |
| GNPL PN DE5554   | 2059-12-15      | 5.4600%  | N/A     | $213511.00         | $220890.75         | Agency Mortgage-Backed Securities |
| GNPL PN DA8501   | 2060-03-15      | 5.7200%  | N/A     | $773000.00         | $814313.38         | Agency Mortgage-Backed Securities |
| GNCL CL CR4174   | 2067-02-15      | 5.7200%  | N/A     | $15604326.00       | $15859969.94       | Agency Mortgage-Backed Securities |
| GNCL CL CP2694   | 2066-07-15      | 5.4500%  | N/A     | $4410227.00        | $4479489.13        | Agency Mortgage-Backed Securities |
| GNPL PN DH1771   | 2060-05-15      | 5.6400%  | N/A     | $785000.00         | $823122.00         | Agency Mortgage-Backed Securities |
| GNPL PN DA8503   | 2060-03-15      | 5.7200%  | N/A     | $713400.00         | $751528.02         | Agency Mortgage-Backed Securities |
| GNPL PN DJ5978   | 2060-09-15      | 5.6500%  | N/A     | $13350567.00       | $13971828.21       | Agency Mortgage-Backed Securities |
| GNPL PN DA8504   | 2060-05-15      | 5.9500%  | N/A     | $1632000.00        | $1746741.68        | Agency Mortgage-Backed Securities |
| GNCL CL DJ4702   | 2067-12-15      | 5.1600%  | N/A     | $4862592.00        | $4728123.50        | Agency Mortgage-Backed Securities |
| GNPL PN CK5789   | 2057-05-15      | 2.4400%  | N/A     | $4194700.00        | $3489259.39        | Agency Mortgage-Backed Securities |
| GNCL CS DJ2713   | 2067-01-15      | 11.7000% | N/A     | $7496246.00        | $7747047.90        | Agency Mortgage-Backed Securities |
| GNCL CL CR4184   | 2067-08-15      | 5.4100%  | N/A     | $7720129.00        | $7655803.17        | Agency Mortgage-Backed Securities |
| GNII SF MA5398 M | 2048-08-20      | 4.0000%  | N/A     | $59077412.00       | $5598274.58        | Agency Mortgage-Backed Securities |
| GNCL CL CS6533   | 2065-02-15      | 5.2300%  | N/A     | $80341.00          | $81879.43          | Agency Mortgage-Backed Securities |
| GNCL CL CP1226   | 2066-09-15      | 5.4700%  | N/A     | $1007643.00        | $1028183.24        | Agency Mortgage-Backed Securities |
| GNII SF BD5492 C | 2047-11-20      | 3.5000%  | N/A     | $373648.00         | $102453.23         | Agency Mortgage-Backed Securities |
| GNPL PN DH1748   | 2060-02-15      | 5.8500%  | N/A     | $108400.00         | $115255.43         | Agency Mortgage-Backed Securities |
| GNII SF 004145 M | 2038-05-20      | 6.0000%  | N/A     | $459994.00         | $6304.32           | Agency Mortgage-Backed Securities |
| GNPL PN DJ6453   | 2060-06-15      | 4.7400%  | N/A     | $14668650.00       | $14489460.29       | Agency Mortgage-Backed Securities |
| GNPL PN DH1770   | 2060-05-15      | 5.6400%  | N/A     | $825000.00         | $865064.52         | Agency Mortgage-Backed Securities |
| GNII SF CJ9136 C | 2051-12-20      | 2.5000%  | N/A     | $4365690.00        | $2611654.70        | Agency Mortgage-Backed Securities |
| GNPL PN DJ8026   | 2060-07-15      | 6.1300%  | N/A     | $920000.00         | $998397.70         | Agency Mortgage-Backed Securities |
| GNCL CL CN0548   | 2066-07-15      | 5.5900%  | N/A     | $3772282.00        | $3848964.11        | Agency Mortgage-Backed Securities |
| GNPL PN DE5558   | 2059-12-15      | 5.7300%  | N/A     | $675000.00         | $705380.52         | Agency Mortgage-Backed Securities |
| GNPL PN DE5569   | 2060-02-15      | 5.3600%  | N/A     | $2627083.00        | $2702759.99        | Agency Mortgage-Backed Securities |
| GNPL PN DK6736   | 2060-06-15      | 5.8400%  | N/A     | $620000.00         | $658819.11         | Agency Mortgage-Backed Securities |
| GNPL PN DH1773   | 2060-05-15      | 5.6400%  | N/A     | $1490000.00        | $1562358.95        | Agency Mortgage-Backed Securities |
| GNCL CL DE0034   | 2067-03-15      | 5.7600%  | N/A     | $321266.00         | $334527.54         | Agency Mortgage-Backed Securities |
| GNII SF MB0529 M | 2040-08-20      | 5.5000%  | N/A     | $185293.00         | $190106.32         | Agency Mortgage-Backed Securities |
| GNPL PN DL7503   | 2055-09-15      | 5.8800%  | N/A     | $4000000.00        | $4256637.33        | Agency Mortgage-Backed Securities |
| GNPL PN DH1750   | 2060-03-15      | 5.7600%  | N/A     | $712980.00         | $752148.14         | Agency Mortgage-Backed Securities |
| GNPL PN DC7254   | 2060-07-15      | 5.9500%  | N/A     | $11329600.00       | $12139578.19       | Agency Mortgage-Backed Securities |
| GNPL PN DF8947   | 2060-02-15      | 4.6300%  | N/A     | $6489050.00        | $6348788.78        | Agency Mortgage-Backed Securities |
| GNCL CL DC7194   | 2067-02-15      | 5.3200%  | N/A     | $3634024.00        | $3707379.60        | Agency Mortgage-Backed Securities |
| GNPL PN DJ6850   | 2060-08-15      | 5.8000%  | N/A     | $10400000.00       | $10993487.55       | Agency Mortgage-Backed Securities |
| GNPL PN DJ7949   | 2060-07-15      | 5.6800%  | N/A     | $15421925.00       | $16209607.69       | Agency Mortgage-Backed Securities |
| GNPL PN CQ7223   | 2064-12-15      | 4.2500%  | N/A     | $5647393.00        | $5355049.77        | Agency Mortgage-Backed Securities |
| GNPL PN DF3010   | 2060-01-15      | 5.3800%  | N/A     | $1134000.00        | $1167556.14        | Agency Mortgage-Backed Securities |
| GNCL CL DC7249   | 2067-03-15      | 5.4500%  | N/A     | $8367227.00        | $8575009.42        | Agency Mortgage-Backed Securities |
| GNCL CL CP3703   | 2065-06-15      | 5.3000%  | N/A     | $544553.00         | $546127.97         | Agency Mortgage-Backed Securities |
| GNCL CL CP1224   | 2066-09-15      | 5.3900%  | N/A     | $1002081.00        | $1013940.85        | Agency Mortgage-Backed Securities |
| GNPL PN DA8502   | 2060-03-15      | 5.7200%  | N/A     | $918300.00         | $967379.01         | Agency Mortgage-Backed Securities |
| GNPL PN DJ4685   | 2055-09-15      | 5.8800%  | N/A     | $2652633.00        | $2812903.32        | Agency Mortgage-Backed Securities |
| GNPL PN DI7404   | 2060-05-15      | 5.4900%  | N/A     | $2136000.00        | $2220545.06        | Agency Mortgage-Backed Securities |
| GNPL PN CP3708   | 2058-05-15      | 4.8500%  | N/A     | $101542.00         | $100038.56         | Agency Mortgage-Backed Securities |
| GNPL PN DJ7959   | 2060-08-15      | 5.9300%  | N/A     | $5320000.00        | $5675717.66        | Agency Mortgage-Backed Securities |
| GNPL PN DA8500   | 2060-03-15      | 5.7200%  | N/A     | $904500.00         | $952841.46         | Agency Mortgage-Backed Securities |
| GNPL PN DJ6457   | 2058-07-15      | 4.9500%  | N/A     | $7207900.00        | $7212358.06        | Agency Mortgage-Backed Securities |
| GNII SF MA7940 M | 2052-03-20      | 4.5000%  | N/A     | $710000.00         | $464511.53         | Agency Mortgage-Backed Securities |
| GNPL PN DH1759   | 2060-03-15      | 5.6000%  | N/A     | $1247203.00        | $1304588.62        | Agency Mortgage-Backed Securities |
| GNII SF DG3818 C | 2055-06-20      | 6.0000%  | N/A     | $1015689.00        | $1046891.11        | Agency Mortgage-Backed Securities |
| GNII SF DB0044 C | 2054-05-20      | 6.5000%  | N/A     | $1018655.00        | $803617.25         | Agency Mortgage-Backed Securities |
| GNII SF DI1938 C | 2055-05-20      | 7.0000%  | N/A     | $2519337.00        | $2664290.18        | Agency Mortgage-Backed Securities |
| GNPL PN DD2267   | 2060-06-15      | 5.7900%  | N/A     | $3262100.00        | $3442434.74        | Agency Mortgage-Backed Securities |
| GNCL CL CU4605   | 2065-12-15      | 5.5000%  | N/A     | $4781515.00        | $4843281.55        | Agency Mortgage-Backed Securities |
| GNPL PN DA8511   | 2060-06-15      | 5.8400%  | N/A     | $1378500.00        | $1464809.92        | Agency Mortgage-Backed Securities |
| GNPL PN DD2260   | 2059-12-15      | 5.5000%  | N/A     | $190368.00         | $197559.48         | Agency Mortgage-Backed Securities |
| GNPL PN DD4712   | 2060-06-15      | 5.1300%  | N/A     | $7105850.00        | $7190132.09        | Agency Mortgage-Backed Securities |
| GNCL CL CP3616   | 2064-06-15      | 3.7900%  | N/A     | $57488.00          | $54661.93          | Agency Mortgage-Backed Securities |
| GNCL CL DC7252   | 2067-10-15      | 5.3000%  | N/A     | $2062653.00        | $2065130.70        | Agency Mortgage-Backed Securities |
| GNCL CL DC7201   | 2067-03-15      | 5.0000%  | N/A     | $2961745.00        | $2972969.68        | Agency Mortgage-Backed Securities |
| GNII SF MB0144 M | 2055-01-20      | 4.0000%  | N/A     | $281550638.00      | $259922713.95      | Agency Mortgage-Backed Securities |
| GNPL PN DK6734   | 2060-06-15      | 5.8400%  | N/A     | $940750.00         | $999651.75         | Agency Mortgage-Backed Securities |
| GNPL PN CP3674   | 2063-11-15      | 4.3500%  | N/A     | $581746.00         | $552145.18         | Agency Mortgage-Backed Securities |
| GNCL CL CX6390   | 2066-10-15      | 5.6400%  | N/A     | $3309807.00        | $3387649.25        | Agency Mortgage-Backed Securities |
| GNPL PN DJ4686   | 2055-09-15      | 5.8800%  | N/A     | $4015233.00        | $4257830.70        | Agency Mortgage-Backed Securities |
| GNCL CS DB6910   | 2066-03-15      | 11.2500% | N/A     | $8808908.00        | $9150843.38        | Agency Mortgage-Backed Securities |
| GNPL PN DH1760   | 2060-03-15      | 5.6000%  | N/A     | $1886224.00        | $1970232.41        | Agency Mortgage-Backed Securities |
| GNCL CL DC1787   | 2066-12-15      | 5.5500%  | N/A     | $1904590.00        | $1936165.56        | Agency Mortgage-Backed Securities |
| GNPL PN DG0404   | 2060-06-15      | 5.5500%  | N/A     | $2304000.00        | $2401495.41        | Agency Mortgage-Backed Securities |
| GNCL CL CQ8778   | 2065-07-15      | 6.6500%  | N/A     | $553371.00         | $582004.20         | Agency Mortgage-Backed Securities |
| GNPL PN CP3641   | 2064-04-15      | 4.1000%  | N/A     | $12684.00          | $11913.31          | Agency Mortgage-Backed Securities |
| GNPL PN CG6831   | 2064-11-15      | 5.4000%  | N/A     | $70318.00          | $72175.80          | Agency Mortgage-Backed Securities |
| GNPL PN DJ7966   | 2060-08-15      | 6.0700%  | N/A     | $16013700.00       | $17192262.06       | Agency Mortgage-Backed Securities |
| GNCL CL CN7579   | 2066-11-15      | 5.9100%  | N/A     | $268563.00         | $287380.58         | Agency Mortgage-Backed Securities |
| GNPL PN DA8510   | 2060-06-15      | 5.8400%  | N/A     | $1101250.00        | $1170200.89        | Agency Mortgage-Backed Securities |
| GNPL PN DC7235   | 2060-03-15      | 5.8200%  | N/A     | $102845.00         | $109336.59         | Agency Mortgage-Backed Securities |
| GNPL PN CY9781   | 2060-04-15      | 5.5800%  | N/A     | $1221475.00        | $1274695.93        | Agency Mortgage-Backed Securities |
| GNPL PN CP3684   | 2064-04-15      | 5.7500%  | N/A     | $41637.00          | $44003.99          | Agency Mortgage-Backed Securities |
| GNPL PN DF6560   | 2060-07-15      | 5.6200%  | N/A     | $2950100.00        | $3092664.80        | Agency Mortgage-Backed Securities |
| GNII SF 003555 M | 2034-05-20      | 5.0000%  | N/A     | $90000.00          | $1442.81           | Agency Mortgage-Backed Securities |
| GNPL PN DI7409   | 2060-06-15      | 5.3000%  | N/A     | $2613750.00        | $2682220.68        | Agency Mortgage-Backed Securities |
| GNII SF DA2087 C | 2054-03-20      | 6.5000%  | N/A     | $2449293.00        | $1964203.42        | Agency Mortgage-Backed Securities |
| GNPL PN DJ7958   | 2060-08-15      | 5.9300%  | N/A     | $4640000.00        | $4950249.99        | Agency Mortgage-Backed Securities |
| GNPL PN DA8512   | 2060-06-15      | 5.8400%  | N/A     | $1473250.00        | $1543324.02        | Agency Mortgage-Backed Securities |
| GNPL PN DA8508   | 2060-05-15      | 5.9500%  | N/A     | $2680000.00        | $2838136.85        | Agency Mortgage-Backed Securities |
| GNCL CL DJ4699   | 2066-10-15      | 5.9400%  | N/A     | $20090000.00       | $21118547.73       | Agency Mortgage-Backed Securities |
| GNPL PN CJ3158   | 2057-03-15      | 1.9400%  | N/A     | $10440000.00       | $8014958.58        | Agency Mortgage-Backed Securities |
| GNPL PN DJ5976   | 2060-08-15      | 5.7000%  | N/A     | $15000000.00       | $15743179.99       | Agency Mortgage-Backed Securities |
| GNPL PN DJ4708   | 2055-09-15      | 5.8800%  | N/A     | $3749833.00        | $3990419.79        | Agency Mortgage-Backed Securities |
| GNCL CL DA4276   | 2067-11-15      | 5.5000%  | N/A     | $2128685.00        | $2214730.23        | Agency Mortgage-Backed Securities |
| GNPL PN DH1758   | 2060-03-15      | 5.6000%  | N/A     | $1889225.00        | $1976150.98        | Agency Mortgage-Backed Securities |
| GNII SF MA8768 M | 2038-04-20      | 4.0000%  | N/A     | $286649.00         | $190840.93         | Agency Mortgage-Backed Securities |
| GNPL PN DK6737   | 2060-06-15      | 5.8400%  | N/A     | $799750.00         | $849823.53         | Agency Mortgage-Backed Securities |
| GNCL CL CW0779   | 2067-06-15      | 5.0600%  | N/A     | $769279.00         | $775605.21         | Agency Mortgage-Backed Securities |
| GNCL CL CP1222   | 2066-07-15      | 5.3900%  | N/A     | $4068471.00        | $4101857.78        | Agency Mortgage-Backed Securities |
| GNPL PN DB4197   | 2059-10-15      | 5.3700%  | N/A     | $218420.00         | $224107.10         | Agency Mortgage-Backed Securities |
| GNPL PN DH1772   | 2060-05-15      | 5.6400%  | N/A     | $1325000.00        | $1389346.04        | Agency Mortgage-Backed Securities |
| GNPL PN DJ7942   | 2060-06-15      | 5.9400%  | N/A     | $3022010.00        | $3199646.72        | Agency Mortgage-Backed Securities |
| GNPL PN DK6735   | 2060-06-15      | 5.8400%  | N/A     | $1186500.00        | $1260788.52        | Agency Mortgage-Backed Securities |
| GNII SF MA7705 M | 2051-11-20      | 2.5000%  | N/A     | $37346993.00       | $23025401.92       | Agency Mortgage-Backed Securities |
| GNCL CL CR5671   | 2064-03-15      | 6.0100%  | N/A     | $5574843.00        | $5894808.01        | Agency Mortgage-Backed Securities |
| GNPL PN DJ4709   | 2055-09-15      | 5.8800%  | N/A     | $5226666.00        | $5456541.74        | Agency Mortgage-Backed Securities |
| GNPL PN DA4302   | 2059-12-15      | 5.0100%  | N/A     | $748835.00         | $750354.90         | Agency Mortgage-Backed Securities |
| GNCL CL CP3649   | 2065-01-15      | 4.3500%  | N/A     | $4613499.00        | $4417182.31        | Agency Mortgage-Backed Securities |
| GNPL PN DC7234   | 2060-03-15      | 5.8200%  | N/A     | $96058.00          | $102121.19         | Agency Mortgage-Backed Securities |
| GNPL PN CV7746   | 2060-02-15      | 5.3200%  | N/A     | $2512221.00        | $2576390.72        | Agency Mortgage-Backed Securities |
| GNPL PN DC7232   | 2060-03-15      | 5.8200%  | N/A     | $135986.00         | $144569.46         | Agency Mortgage-Backed Securities |
| GNPL PN DI7402   | 2060-05-15      | 5.7400%  | N/A     | $522625.00         | $551242.09         | Agency Mortgage-Backed Securities |
| GNPL PN DC7233   | 2060-03-15      | 5.8200%  | N/A     | $143738.00         | $152810.76         | Agency Mortgage-Backed Securities |
| GNPL PN DJ4687   | 2058-09-15      | 5.8800%  | N/A     | $2467200.00        | $2615679.38        | Agency Mortgage-Backed Securities |
| GNPL PN CW2329   | 2059-06-15      | 5.5500%  | N/A     | $230871.00         | $239175.58         | Agency Mortgage-Backed Securities |
| GNII SF DM1632 C | 2055-08-20      | 6.0000%  | N/A     | $7134874.00        | $7361018.59        | Agency Mortgage-Backed Securities |
| GNPL PN DF8938   | 2059-12-15      | 5.4800%  | N/A     | $273000.00         | $282840.84         | Agency Mortgage-Backed Securities |
| GNPL PN DL7504   | 2055-09-15      | 5.8800%  | N/A     | $814766.00         | $850600.50         | Agency Mortgage-Backed Securities |
| GNPL PN DJ4692   | 2060-06-15      | 4.9200%  | N/A     | $7350375.00        | $6953278.99        | Agency Mortgage-Backed Securities |
| GNPL PN DH1749   | 2060-02-15      | 5.8800%  | N/A     | $412000.00         | $436533.89         | Agency Mortgage-Backed Securities |
| GNCL CL DC7183   | 2066-11-15      | 5.6000%  | N/A     | $3026299.00        | $3152660.77        | Agency Mortgage-Backed Securities |
| GNII SF DA7208 C | 2054-05-20      | 5.5000%  | N/A     | $1042597.00        | $1044409.96        | Agency Mortgage-Backed Securities |
| GNPL PN DJ7960   | 2060-08-15      | 5.9300%  | N/A     | $5520000.00        | $5889090.51        | Agency Mortgage-Backed Securities |
| GNPL PN CY6541   | 2059-12-15      | 5.1100%  | N/A     | $128031.00         | $128928.85         | Agency Mortgage-Backed Securities |
| GNII SF 004049 M | 2037-11-20      | 6.0000%  | N/A     | $575000.00         | $6283.50           | Agency Mortgage-Backed Securities |
| GNPL PN DB6908   | 2060-08-15      | 5.9300%  | N/A     | $7631100.00        | $8147185.36        | Agency Mortgage-Backed Securities |
| GNII SF MA4067 M | 2046-11-20      | 2.5000%  | N/A     | $3034945.00        | $512632.70         | Agency Mortgage-Backed Securities |
| GNPL PN CS2707   | 2065-06-15      | 5.5400%  | N/A     | $2710613.00        | $2821108.13        | Agency Mortgage-Backed Securities |
| GNPL PN DJ6849   | 2060-08-15      | 5.8000%  | N/A     | $13600000.00       | $13737592.71       | Agency Mortgage-Backed Securities |
| GNPL PN DB6909   | 2060-06-15      | 5.4200%  | N/A     | $5875000.00        | $6079506.99        | Agency Mortgage-Backed Securities |
| GNII SF DJ2998 C | 2055-07-20      | 5.5000%  | N/A     | $8077761.00        | $8266823.26        | Agency Mortgage-Backed Securities |
| GNPL PN CY9780   | 2060-04-15      | 5.5000%  | N/A     | $935000.00         | $971187.95         | Agency Mortgage-Backed Securities |
| GNCL CL DF1282   | 2064-09-15      | 5.6500%  | N/A     | $703301.00         | $740005.89         | Agency Mortgage-Backed Securities |
| GNPL PN CQ9718   | 2060-01-15      | 5.5300%  | N/A     | $2000000.00        | $2069494.47        | Agency Mortgage-Backed Securities |

### Security 55: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4WF4, C.4 - ISIN: US3130B4WF40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500132625.00
- **C.18.a - Value (excl. sponsor support):** $500132625.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2121496652.09
- **C.18.a - Value (excl. sponsor support):** $2121496652.09
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 57: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YX8, C.4 - ISIN: US3130B6YX85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $856676412.90
- **C.18.a - Value (excl. sponsor support):** $856676412.90
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Fixed Income Clearing Corporation - JPM

- **C.1 - Title:** Fixed Income Clearing Corporation - JPM
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDQMLJH6
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 2.4300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  | N/A     | $2590307200.00     | $2617971414.09     | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  | N/A     | $1664934000.00     | $1635797818.16     | U.S. Treasuries (including strips) |
| BILL 10/28/25    | 2025-10-28      | 0.0000%  | N/A     | $158640900.00      | $157618142.12      | U.S. Treasuries (including strips) |
| BILL 02/05/26    | 2026-02-05      | 0.0000%  | N/A     | $181665000.00      | $178612664.67      | U.S. Treasuries (including strips) |

### Security 59: Fixed Income Clearing Corporation - CITI

- **C.1 - Title:** Fixed Income Clearing Corporation - CITI
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDQMLJC7
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | N/A     | $1000.00           | $1018.16           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | N/A     | $600.00            | $584.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | N/A     | $100.00            | $93.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | N/A     | $300.00            | $304.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | N/A     | $3200.00           | $3283.32           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | N/A     | $1800.00           | $1824.32           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | N/A     | $5245000.00        | $5235238.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | N/A     | $100.00            | $80.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | N/A     | $5200.00           | $3210.36           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | N/A     | $100.00            | $98.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | N/A     | $100.00            | $104.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | N/A     | $44964800.00       | $39140027.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | N/A     | $200.00            | $194.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | N/A     | $234270200.00      | $237925886.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | N/A     | $10000.00          | $10194.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 4.3034%  | N/A     | $100.00            | $100.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | N/A     | $1000.00           | $810.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | N/A     | $100.00            | $100.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | N/A     | $1200.00           | $1214.87           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | N/A     | $600.00            | $613.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | N/A     | $200.00            | $94.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | N/A     | $19674100.00       | $13569090.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | N/A     | $3000.00           | $3009.23           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | N/A     | $128500.00         | $129514.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | N/A     | $2100.00           | $1462.80           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | N/A     | $125392000.00      | $123197652.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-09      | 0.0000%  | N/A     | $2500.00           | $2472.63           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | N/A     | $25000000.00       | $26596957.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | N/A     | $900.00            | $964.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | N/A     | $167800.00         | $156867.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-23      | 0.0000%  | N/A     | $800.00            | $795.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | N/A     | $700.00            | $488.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | N/A     | $100.00            | $74.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | N/A     | $100.00            | $80.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | N/A     | $700.00            | $680.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | N/A     | $39927900.00       | $38658267.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | N/A     | $14117900.00       | $9677807.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | N/A     | $100.00            | $102.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | N/A     | $300.00            | $290.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 2.6250%  | N/A     | $2700.00           | $2697.89           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | N/A     | $300.00            | $300.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | N/A     | $400.00            | $391.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | N/A     | $1500.00           | $1109.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.3884%  | N/A     | $200.00            | $200.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | N/A     | $300.00            | $292.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | N/A     | $300.00            | $295.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | N/A     | $6000.00           | $3295.67           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | N/A     | $68222200.00       | $71063178.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | N/A     | $24999900.00       | $18379907.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | N/A     | $2500.00           | $2492.96           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | N/A     | $100.00            | $103.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | N/A     | $800.00            | $788.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | N/A     | $432211200.00      | $445859522.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | N/A     | $100.00            | $98.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | N/A     | $63538400.00       | $62640733.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | N/A     | $100.00            | $98.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | N/A     | $2331900.00        | $1126750.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | N/A     | $100.00            | $101.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | N/A     | $100.00            | $76.12             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.3484%  | N/A     | $1800.00           | $1806.83           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | N/A     | $100.00            | $101.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | N/A     | $400.00            | $396.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | N/A     | $100.00            | $98.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 5.0000%  | N/A     | $300.00            | $305.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | N/A     | $200.00            | $188.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | N/A     | $100.00            | $98.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | N/A     | $57937000.00       | $55085631.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.2414%  | N/A     | $100.00            | $100.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | N/A     | $349900.00         | $359973.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | N/A     | $300.00            | $268.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | N/A     | $1900.00           | $1337.98           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | N/A     | $2100.00           | $2160.05           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | N/A     | $165664600.00      | $171489061.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | N/A     | $400.00            | $418.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | N/A     | $1600.00           | $1639.39           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | N/A     | $1400.00           | $1431.56           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | N/A     | $200.00            | $196.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | N/A     | $1400.00           | $1414.95           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | N/A     | $100.00            | $102.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | N/A     | $500.00            | $330.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | N/A     | $5100.00           | $5021.56           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | N/A     | $58160200.00       | $58881180.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | N/A     | $100.00            | $101.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | N/A     | $300.00            | $314.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | N/A     | $2000.00           | $1514.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | N/A     | $84300000.00       | $82473156.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | N/A     | $999800.00         | $1017088.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | N/A     | $103491000.00      | $71064611.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | N/A     | $100.00            | $63.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | N/A     | $1300.00           | $1343.95           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | N/A     | $100.00            | $102.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | N/A     | $1000.00           | $969.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | N/A     | $15321000.00       | $15537515.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | N/A     | $87252300.00       | $89287552.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | N/A     | $400.00            | $371.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | N/A     | $9100000.00        | $9037109.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-16      | 0.0000%  | N/A     | $200.00            | $197.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | N/A     | $22768800.00       | $22431453.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | N/A     | $1300.00           | $798.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | N/A     | $400.00            | $388.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | N/A     | $100.00            | $97.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | N/A     | $153620400.00      | $151888010.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | N/A     | $50000000.00       | $51498658.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | N/A     | $1009400.00        | $993854.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | N/A     | $100.00            | $105.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-15      | 4.2500%  | N/A     | $1600.00           | $1625.49           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | N/A     | $1600.00           | $1501.35           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | N/A     | $800.00            | $658.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | N/A     | $100.00            | $97.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | N/A     | $400.00            | $389.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | N/A     | $100.00            | $103.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | N/A     | $100.00            | $62.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | N/A     | $100.00            | $100.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | N/A     | $2400.00           | $2333.77           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | N/A     | $100.00            | $95.25             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | N/A     | $100.00            | $98.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-19      | 0.0000%  | N/A     | $100.00            | $98.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | N/A     | $16746100.00       | $16007991.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | N/A     | $800.00            | $813.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | N/A     | $100.00            | $96.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | N/A     | $2400.00           | $2408.33           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | N/A     | $1200.00           | $1127.24           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-25      | 0.0000%  | N/A     | $100.00            | $99.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-28      | 0.0000%  | N/A     | $1999600.00        | $1986708.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | N/A     | $2800.00           | $3155.29           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | N/A     | $157767800.00      | $147516684.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | N/A     | $100.00            | $100.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | N/A     | $200.00            | $187.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | N/A     | $700.00            | $728.75            | U.S. Treasuries (including strips) |

### Security 60: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1802444719.54
- **C.18.a - Value (excl. sponsor support):** $1802444719.54
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: Societe Generale SA

- **C.1 - Title:** Societe Generale SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BYDQMLKB7
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.000 CLCA7682 | 2050-11-01      | 2.0000%  | N/A     | $154845184.00      | $92878615.40       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8596 | 2051-01-01      | 2.5000%  | N/A     | $173312256.00      | $94559022.89       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC2323 | 2036-11-01      | 2.0000%  | N/A     | $159217759.00      | $92712247.74       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  | N/A     | $4691149.00        | $3619853.86        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ2998 | 2050-10-01      | 2.0000%  | N/A     | $47138264.00       | $25230260.59       | Agency Mortgage-Backed Securities |

### Security 62: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BYDQMLJN3
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: NR; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2028-03-01      | 3.2660%  | N/A     | $4737.00           | $473.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.5000%  | N/A     | $34251387.00       | $34660238.20       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 5.5000%  | N/A     | $25000.00          | $24805.71          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-02-20      | 6.5000%  | N/A     | $629833.00         | $347530.36         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-02-20      | 3.5000%  | N/A     | $716453.00         | $328313.09         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2054-11-15      | 4.5000%  | N/A     | $400.00            | $378.35            | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2064-08-15      | 6.1400%  | N/A     | $11851.00          | $12629.40          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-01-20      | 3.5000%  | N/A     | $2434505.00        | $789204.02         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2030-04-15      | 1.6250%  | N/A     | $100.00            | $104.05            | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2066-09-15      | 6.0900%  | N/A     | $7603666.00        | $7905278.08        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-03-20      | 3.5000%  | N/A     | $1690622.00        | $418729.86         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-06-20      | 5.5000%  | N/A     | $25000.00          | $23025.36          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2029-10-15      | 1.6250%  | N/A     | $2789600.00        | $2949863.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2051-11-15      | 1.8750%  | N/A     | $100.00            | $54.93             | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-03-20      | 6.5000%  | N/A     | $35518.00          | $36491.21          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-10-20      | 7.0000%  | N/A     | $30548.00          | $24325.67          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 6.0000%  | N/A     | $14104.00          | $12629.77          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 3.5000%  | N/A     | $21835.00          | $19957.20          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2075-05-20      | 6.5590%  | N/A     | $673668.00         | $710326.62         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2050-02-15      | 2.0000%  | N/A     | $300.00            | $173.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2027-06-30      | 3.7500%  | N/A     | $52944800.00       | $53358041.05       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 6.0000%  | N/A     | $40397.00          | $40272.77          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2043-05-15      | 2.8750%  | N/A     | $100.00            | $77.15             | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-12-20      | 5.0000%  | N/A     | $43497555.00       | $37816026.28       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-05-01      | 6.0000%  | N/A     | $13143102.00       | $12871307.36       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2066-09-15      | 5.7000%  | N/A     | $730596.00         | $774711.83         | Agency Mortgage-Backed Securities  |

### Security 63: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3114520528.81
- **C.18.a - Value (excl. sponsor support):** $3114520528.81
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 64: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TK2, C.4 - ISIN: US3130B6TK20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $598200757.66
- **C.18.a - Value (excl. sponsor support):** $598200757.66
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Societe Generale SA

- **C.1 - Title:** Societe Generale SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BYDQMLK84
- **C.18 - Value (incl. sponsor support):** $470000000.00
- **C.18.a - Value (excl. sponsor support):** $470000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | N/A     | $206313800.00      | $202749560.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | N/A     | $270975900.00      | $276650451.85      | U.S. Treasuries (including strips) |

### Security 66: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62Z8, C.4 - ISIN: US3130B62Z83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $421300000.00
- **C.18.a - Value (excl. sponsor support):** $421300000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 5.9100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QM2, C.4 - ISIN: US912797QM25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2269867000.00
- **C.18.a - Value (excl. sponsor support):** $2269867000.00
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDQMLJS2
- **C.18 - Value (incl. sponsor support):** $22000000.00
- **C.18.a - Value (excl. sponsor support):** $22000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 5.0000%  | N/A     | $22786227.00       | $22440001.44       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B54M7, C.4 - ISIN: US3130B54M70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499995520.00
- **C.18.a - Value (excl. sponsor support):** $499995520.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $185584264.48
- **C.18.a - Value (excl. sponsor support):** $185584264.48
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3G4, C.4 - ISIN: US3133ER3G49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $430114921.80
- **C.18.a - Value (excl. sponsor support):** $430114921.80
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6DW3, C.4 - ISIN: US3130B6DW32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499436545.00
- **C.18.a - Value (excl. sponsor support):** $499436545.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRWXLLU75
- **C.18 - Value (incl. sponsor support):** $2100000000.00
- **C.18.a - Value (excl. sponsor support):** $2100000000.00
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC REMIC SERIES K-760       X3     20570325 FLT     | 2057-03-25      | 5.2119%  | N/A     | $24396000.00       | $6482839.88        | Agency Collateralized Mortgage Obligation |
| FGRA 5121TC 09/15/41                                   | 2044-03-15      | 0.0200%  | N/A     | $9834426.00        | $2767.76           | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB58         B      20381125 FLT     | 2038-11-25      | 4.9456%  | N/A     | $62248000.00       | $25748038.80       | Agency Collateralized Mortgage Obligation |
| FNRA RC042AS R22F042                                   | 2050-06-25      | 1.6516%  | N/A     | $26210120.00       | $1750486.16        | Agency Collateralized Mortgage Obligation |
| FGRA 5331TH 08/15/44                                   | 2044-08-15      | 0.0500%  | N/A     | $11538316.00       | $17598.48          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB52         X1-SA  20380725 FLT     | 2038-07-25      | 0.0000%  | N/A     | $96789390.00       | $97686.76          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-151 SA                                       | 2053-10-20      | 2.1050%  | N/A     | $75000000.00       | $5176671.96        | Agency Collateralized Mortgage Obligation |
| FGRM 4783JI 07/15/33                                   | 2033-07-15      | 3.5000%  | N/A     | $124269272.00      | $322293.57         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 SC                                       | 2055-05-20      | 0.8050%  | N/A     | $163449087.00      | $8051419.99        | Agency Collateralized Mortgage Obligation |
| FGRA 4161SP 02/15/43                                   | 2043-02-15      | 1.6928%  | N/A     | $20500000.00       | $542033.18         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB70         B      20391025 FLT     | 2039-10-25      | 9.1424%  | N/A     | $41272141.00       | $24507123.91       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 ID                                       | 2055-02-20      | 0.0550%  | N/A     | $50000000.00       | $90170.15          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-143       X3     20500425 FLT     | 2050-04-25      | 3.2478%  | N/A     | $7000000.00        | $1193178.66        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-034       A-PT2  20540725 FLT     | 2054-07-25      | 2.8708%  | N/A     | $500000.00         | $478536.63         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FB                                       | 2052-01-20      | 2.5000%  | N/A     | $300000000.00      | $185540186.96      | Agency Collateralized Mortgage Obligation |
| FNST TR0427 C55 RC                                     | 2037-08-25      | 1.5000%  | N/A     | $106000000.00      | $4098841.01        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-113       X3     20480525 FLT     | 2048-05-25      | 3.0782%  | N/A     | $108643404.00      | $13681701.03       | Agency Collateralized Mortgage Obligation |
| FNRM RC091IK R20F091                                   | 2043-11-25      | 4.0000%  | N/A     | $22639231.00       | $764526.56         | Agency Collateralized Mortgage Obligation |
| GNRA 2010-116 AS                                       | 2040-09-20      | 2.1551%  | N/A     | $43058548.00       | $735165.48         | Agency Collateralized Mortgage Obligation |
| FGRA 4091ES 08/15/42                                   | 2042-08-15      | 2.0928%  | N/A     | $22372053.00       | $478027.03         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB75         X1     20400425 FLT     | 2040-04-25      | 0.0000%  | N/A     | $444201323.00      | $12688220.54       | Agency Collateralized Mortgage Obligation |
| FGRA 4351AS 06/15/44                                   | 2044-06-15      | 1.7428%  | N/A     | $50000000.00       | $295899.48         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 FB                                       | 2055-02-20      | 6.0000%  | N/A     | $100000000.00      | $83584332.92       | Agency Collateralized Mortgage Obligation |
| FNRA CL043FI R12F043                                   | 2041-07-25      | 4.4629%  | N/A     | $7000000.00        | $8019.87           | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-X04       X-FX   20340125 FLT     | 2034-01-25      | 1.6984%  | N/A     | $19940000.00       | $642263.47         | Agency Collateralized Mortgage Obligation |
| FNRM CL076LI R21F076                                   | 2051-11-25      | 4.5000%  | N/A     | $17000000.00       | $2057849.13        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 S                                        | 2055-02-20      | 1.6050%  | N/A     | $100000000.00      | $6435887.74        | Agency Collateralized Mortgage Obligation |
| FNRA CL006BI R24F006                                   | 2043-07-25      | 2.1109%  | N/A     | $6098639.00        | $896424.08         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES T-042       A6     20420225 9.50000 | 2042-02-25      | 9.5000%  | N/A     | $128000.00         | $3731.72           | Agency Collateralized Mortgage Obligation |
| FGRM 4010QI 01/15/42                                   | 2042-01-15      | 4.5000%  | N/A     | $92501111.00       | $332658.68         | Agency Collateralized Mortgage Obligation |
| FESB MTG TR 2018-SB56          X1-SA  20381125 FLT     | 2038-11-25      | 0.4152%  | N/A     | $143846917.00      | $415029.51         | Agency Collateralized Mortgage Obligation |
| FNRA CL099IA R24F099                                   | 2055-01-25      | 0.0700%  | N/A     | $41742981.00       | $79709.33          | Agency Collateralized Mortgage Obligation |
| FGRM 4733GI 07/15/38                                   | 2038-07-15      | 5.5000%  | N/A     | $6761737.00        | $218716.86         | Agency Collateralized Mortgage Obligation |
| FNRA CL064TI R23F064                                   | 2048-07-25      | 0.0500%  | N/A     | $5118934.00        | $9144.69           | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB45         X1-RC  20371125 FLT     | 2037-11-25      | 0.6011%  | N/A     | $66534907.00       | $114871.06         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2016-K59          D      20491125 0.00000 | 2049-11-25      | 0.0000%  | N/A     | $7000000.00        | $4324040.00        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 SD                                       | 2054-09-20      | 2.3050%  | N/A     | $80000000.00       | $7202401.85        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB45         X1-AR  20371225 FLT     | 2037-12-25      | 0.0000%  | N/A     | $108859383.00      | $60058.61          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-022 BS                                       | 2051-07-20      | 1.8451%  | N/A     | $132338141.00      | $16465268.20       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-025       X      20340227 FLT     | 2034-02-27      | 0.3660%  | N/A     | $324636000.00      | $9875320.64        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 BS                                       | 2052-01-20      | 0.0000%  | N/A     | $98438929.00       | $168234.41         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-169       X3     20570325 FLT     | 2057-03-25      | 5.4868%  | N/A     | $42900147.00       | $15489419.18       | Agency Collateralized Mortgage Obligation |
| FNRM CL078KI R17F078                                   | 2047-10-25      | 3.5000%  | N/A     | $13304714.00       | $199638.07         | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB92 X1     20410825 FLT     | 2041-08-25      | 0.6628%  | N/A     | $101474124.00      | $2253602.99        | Agency Collateralized Mortgage Obligation |
| GNST 0764-GT PO                                        | 2034-07-20      | 0.0000%  | N/A     | $1671972.00        | $20239.55          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-094 YS                                       | 2054-06-20      | 1.0050%  | N/A     | $67567336.00       | $2900704.94        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB79         X1     20400725 FLT     | 2040-07-25      | 0.4088%  | N/A     | $23692000.00       | $866880.15         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-027 SA                                       | 2044-02-16      | 1.6256%  | N/A     | $57270053.00       | $755967.07         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB49         X1-AR  20380325 FLT     | 2038-03-25      | 0.7360%  | N/A     | $168448788.00      | $429572.28         | Agency Collateralized Mortgage Obligation |
| FGRA 4698ES 07/15/47                                   | 2047-07-15      | 0.0000%  | N/A     | $50000000.00       | $374558.02         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2016-SB11         B      20360125 FLT     | 2036-01-25      | 12.2692% | N/A     | $4242000.00        | $949052.77         | Agency Collateralized Mortgage Obligation |
| FNRA CL057NS R22F057                                   | 2052-09-25      | 0.9516%  | N/A     | $46689625.00       | $2176158.21        | Agency Collateralized Mortgage Obligation |
| FGRM 4046IM 05/15/42                                   | 2042-05-15      | 4.5000%  | N/A     | $33346994.00       | $297209.33         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-081 SD                                       | 2054-05-20      | 1.2550%  | N/A     | $50000000.00       | $1825883.06        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 SD                                       | 2055-01-20      | 1.6050%  | N/A     | $83109805.00       | $4064592.74        | Agency Collateralized Mortgage Obligation |
| FNRA CL026TI R16F026                                   | 2043-01-25      | 0.0000%  | N/A     | $5220322.00        | $26434.65          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-192 AF                                       | 2053-12-20      | 5.6450%  | N/A     | $29128798.00       | $15489459.71       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB67         X1     20390825 FLT     | 2039-08-25      | 0.0000%  | N/A     | $529411508.00      | $6921008.70        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 FC                                       | 2055-07-20      | 5.8150%  | N/A     | $100000000.00      | $100094969.89      | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KF60         C      20260225 FLT     | 2026-02-25      | 10.4555% | N/A     | $75693532.00       | $13021576.73       | Agency Collateralized Mortgage Obligation |
| FNRM CL009PZ R16F009                                   | 2046-03-25      | 3.5000%  | N/A     | $580734.00         | $670312.03         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TL                                       | 2052-04-20      | 0.0000%  | N/A     | $264071553.00      | $271958.28         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 ES                                       | 2054-09-20      | 1.0750%  | N/A     | $100000000.00      | $3709559.50        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KF81         C      20270625 FLT     | 2027-06-25      | 13.4555% | N/A     | $67165464.00       | $15538663.88       | Agency Collateralized Mortgage Obligation |
| FNRA CL006TS R24F006                                   | 2042-07-25      | 0.5000%  | N/A     | $15645496.00       | $267527.47         | Agency Collateralized Mortgage Obligation |
| FNRA CL024JS R12F024                                   | 2042-03-25      | 1.9871%  | N/A     | $13150872.00       | $233038.37         | Agency Collateralized Mortgage Obligation |
| FGRM 4299JI 07/15/43                                   | 2043-07-15      | 4.0000%  | N/A     | $28735375.00       | $28478.93          | Agency Collateralized Mortgage Obligation |
| FNRA CL064SB R25F064                                   | 2055-08-25      | 0.7516%  | N/A     | $102844085.00      | $4040059.17        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-138       X3     20500125 FLT     | 2050-01-25      | 3.0824%  | N/A     | $4493000.00        | $689304.60         | Agency Collateralized Mortgage Obligation |
| FNRA CL096TD R24F096                                   | 2054-12-25      | 0.2500%  | N/A     | $100617472.00      | $353961.84         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-10 W                                         | 2039-07-20      | 6.3367%  | N/A     | $6195173.00        | $756630.28         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 SA                                       | 2055-01-20      | 2.2050%  | N/A     | $50000000.00       | $3458029.22        | Agency Collateralized Mortgage Obligation |
| FNRA CL103SD R12F103                                   | 2042-09-25      | 1.5871%  | N/A     | $82285920.00       | $1224011.97        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 CI                                       | 2054-09-20      | 0.0500%  | N/A     | $5000000.00        | $4298.09           | Agency Collateralized Mortgage Obligation |
| FNRA CL042CS R24F042                                   | 2054-07-25      | 2.7316%  | N/A     | $30000000.00       | $1827088.79        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEREIS K-114       X3     20480825 FLT     | 2048-08-25      | 2.8296%  | N/A     | $10500000.00       | $1169393.11        | Agency Collateralized Mortgage Obligation |
| FNRA CL064SA R25F064                                   | 2055-08-25      | 2.1516%  | N/A     | $97987347.00       | $10644246.67       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2021-SB87         X1     20410425 FLT     | 2041-04-25      | 0.7211%  | N/A     | $209249861.00      | $4609081.85        | Agency Collateralized Mortgage Obligation |
| FNRA CL061SA R19F061                                   | 2059-11-25      | 1.5871%  | N/A     | $14507222.00       | $717877.72         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-053       X3     20440325 FLT     | 2044-03-25      | 1.7089%  | N/A     | $24717000.00       | $175420.45         | Agency Collateralized Mortgage Obligation |
| FNRA CL032SA R17F032                                   | 2047-05-25      | 1.6871%  | N/A     | $114000000.00      | $2416884.22        | Agency Collateralized Mortgage Obligation |
| FNRM CL006PO R24F006                                   | 2045-04-25      | 0.0000%  | N/A     | $10816174.00       | $6133975.54        | Agency Collateralized Mortgage Obligation |
| FESB MTG TR 2018-SB56          X1-RC  20380825 FLT     | 2038-08-25      | 0.4367%  | N/A     | $76718426.00       | $393368.23         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-152       X3     20551125 FLT     | 2055-11-25      | 4.4814%  | N/A     | $9800000.00        | $2433894.39        | Agency Collateralized Mortgage Obligation |
| FNRA CL099SL R24F099                                   | 2055-01-25      | 1.5716%  | N/A     | $58257019.00       | $4329666.32        | Agency Collateralized Mortgage Obligation |
| FNRM CL024CI R24F024                                   | 2054-05-25      | 6.5000%  | N/A     | $69000000.00       | $9511071.11        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2015-K51          D      20481025 0.00000 | 2048-10-25      | 0.0000%  | N/A     | $89686280.00       | $82701858.54       | Agency Collateralized Mortgage Obligation |
| FGRM 4215EI 07/15/32                                   | 2032-07-15      | 3.0000%  | N/A     | $62500000.00       | $90564.38          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-059 LS                                       | 2052-01-20      | 0.0000%  | N/A     | $819363159.00      | $1577668.91        | Agency Collateralized Mortgage Obligation |
| FNRA CL062IA R24F062                                   | 2054-09-25      | 0.0200%  | N/A     | $92941546.00       | $55345.44          | Agency Collateralized Mortgage Obligation |
| FGRA 4584SI 05/15/44                                   | 2044-05-15      | 0.0428%  | N/A     | $4814646.00        | $40376.41          | Agency Collateralized Mortgage Obligation |
| FNRM RC080EI R20F080                                   | 2050-11-25      | 4.0000%  | N/A     | $64192200.00       | $6056873.34        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-144       A-2    20320425 FLT     | 2032-04-25      | 2.4500%  | N/A     | $54902674.00       | $49335189.01       | Agency Collateralized Mortgage Obligation |
| FGRM 4472WI 05/15/45                                   | 2045-05-15      | 5.0000%  | N/A     | $45430594.00       | $593064.32         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB52         X1-RC  20380625 FLT     | 2038-06-25      | 0.4320%  | N/A     | $148083821.00      | $344193.43         | Agency Collateralized Mortgage Obligation |
| FGRA 5352LI 10/15/46                                   | 2046-10-15      | 0.9897%  | N/A     | $14260417.00       | $1611025.41        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-S07       X      20250925 FLT     | 2025-09-25      | 0.7090%  | N/A     | $13609000.00       | $7534.55           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-060 SA                                       | 2055-03-20      | 1.6050%  | N/A     | $33000000.00       | $2816968.08        | Agency Collateralized Mortgage Obligation |
| FNRA CL055SB R21F055                                   | 2061-08-25      | 0.0000%  | N/A     | $184283299.00      | $1954351.41        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KF80         C      20300625 FLT     | 2030-06-25      | 13.4555% | N/A     | $75910000.00       | $15306685.78       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB49         X1-SA  20380425 FLT     | 2038-04-25      | 0.4251%  | N/A     | $79334227.00       | $428301.97         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-167       X3     20561225 FLT     | 2056-12-25      | 5.4901%  | N/A     | $15000000.00       | $5431215.71        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 DS                                       | 2055-05-20      | 0.0000%  | N/A     | $100000000.00      | $1404756.66        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-163       X3     20570225 FLT     | 2057-02-25      | 5.8801%  | N/A     | $15327418.00       | $5604430.36        | Agency Collateralized Mortgage Obligation |
| FREM MTG TR 2019-KC06          C      20260925 FLT     | 2026-09-25      | 3.9628%  | N/A     | $45627000.00       | $43877257.20       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-122       X3     20490125 FLT     | 2049-01-25      | 2.7208%  | N/A     | $9700000.00        | $1121419.02        | Agency Collateralized Mortgage Obligation |
| FNST TR0440 C46 RC                                     | 2053-10-01      | 4.0000%  | N/A     | $25945000.00       | $5135517.85        | Agency Collateralized Mortgage Obligation |
| FNRA CL015SC R13F015                                   | 2033-03-25      | 0.1082%  | N/A     | $18391622.00       | $3531116.45        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 IB                                       | 2054-03-20      | 0.0600%  | N/A     | $50000000.00       | $77213.09          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2022-MN4   M-2    20520528 FLT     | 2052-05-28      | 10.8484% | N/A     | $12000000.00       | $13597996.52       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-116 SB                                       | 2054-07-20      | 2.2550%  | N/A     | $90000000.00       | $6361968.82        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 FC                                       | 2054-09-20      | 5.5050%  | N/A     | $200000000.00      | $126941288.95      | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB73         X1     20400225 FLT     | 2040-02-25      | 0.9770%  | N/A     | $299054265.00      | $14842885.96       | Agency Collateralized Mortgage Obligation |
| FNRA CL105SJ R24F105                                   | 2055-01-25      | 0.6516%  | N/A     | $213060287.00      | $6438364.06        | Agency Collateralized Mortgage Obligation |
| GNRA 2012-134 PS                                       | 2042-11-20      | 0.5451%  | N/A     | $132412992.00      | $206884.17         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-3      MA     20581025 3.50000 | 2058-10-25      | 3.5000%  | N/A     | $35605000.00       | $9374251.94        | Agency Collateralized Mortgage Obligation |
| FREM MTG TR 2017-KF40          C      20271225 FLT     | 2027-12-25      | 13.4555% | N/A     | $39927982.00       | $12194564.10       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-G05       X3     20340125 FLT     | 2034-01-25      | 2.7020%  | N/A     | $1625000.00        | $186498.90         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-197 FD                                       | 2051-11-20      | 2.5000%  | N/A     | $150000000.00      | $89011179.15       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 SD                                       | 2055-05-20      | 0.0000%  | N/A     | $200000000.00      | $3359017.17        | Agency Collateralized Mortgage Obligation |
| FNRA CL007SA R24F007                                   | 2053-09-25      | 2.6516%  | N/A     | $29000000.00       | $1801553.97        | Agency Collateralized Mortgage Obligation |
| FNRM RC075IO R21F075                                   | 2051-11-25      | 3.0000%  | N/A     | $78463000.00       | $7487951.25        | Agency Collateralized Mortgage Obligation |
| FNRM CL035IC R13F035                                   | 2033-04-25      | 3.0000%  | N/A     | $24015467.00       | $225759.43         | Agency Collateralized Mortgage Obligation |
| FGRM 5343IO 10/15/42                                   | 2042-10-15      | 3.5000%  | N/A     | $13993688.00       | $1188035.14        | Agency Collateralized Mortgage Obligation |
| FGRA 04104S 09/15/42                                   | 2042-09-15      | 1.6428%  | N/A     | $21428571.00       | $385342.79         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-KHG3         B-FL   20280925 FLT     | 2028-09-25      | 6.6410%  | N/A     | $8048000.00        | $6849016.10        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-KF108        CS     20310225 FLT     | 2031-02-25      | 10.5910% | N/A     | $76047000.00       | $14119539.42       | Agency Collateralized Mortgage Obligation |
| GNRA 2020-047 SA                                       | 2044-05-20      | 1.5451%  | N/A     | $23898589.00       | $902799.55         | Agency Collateralized Mortgage Obligation |
| FREM MTG TR 2019-KF72          C      20261125 FLT     | 2026-11-25      | 10.4555% | N/A     | $58664060.00       | $28151153.36       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 TB                                       | 2053-06-20      | 0.2000%  | N/A     | $50422056.00       | $183791.49         | Agency Collateralized Mortgage Obligation |
| FNRA CL022S R21F022                                    | 2051-04-25      | 0.0000%  | N/A     | $10000000.00       | $5617.35           | Agency Collateralized Mortgage Obligation |
| FREMF 2022-KF140 MORTGAGE TR   CS     20290725 FLT     | 2029-07-25      | 9.5910%  | N/A     | $70480000.00       | $52810008.40       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-131       X3     20490925 FLT     | 2049-09-25      | 3.0480%  | N/A     | $20902000.00       | $3045958.56        | Agency Collateralized Mortgage Obligation |
| FNRA CL006SB R24F006                                   | 2054-03-25      | 2.6716%  | N/A     | $63668669.00       | $4580680.82        | Agency Collateralized Mortgage Obligation |
| FNRA CL050ST R23F050                                   | 2049-07-25      | 0.1000%  | N/A     | $20341106.00       | $58084.13          | Agency Collateralized Mortgage Obligation |
| FNST TR0428 C27 RC                                     | 2037-11-01      | 1.5000%  | N/A     | $93699597.00       | $3448796.97        | Agency Collateralized Mortgage Obligation |
| FNRA CL006SB R13F006                                   | 2043-02-25      | 1.6371%  | N/A     | $201419720.00      | $2301281.00        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB53         X1     20380625 FLT     | 2038-06-25      | 0.3135%  | N/A     | $256952913.00      | $384787.67         | Agency Collateralized Mortgage Obligation |
| FNRA CL059TB R20F059                                   | 2044-01-25      | 0.6000%  | N/A     | $10176126.00       | $74350.32          | Agency Collateralized Mortgage Obligation |
| FNRA CL023SC R13F023                                   | 2033-03-25      | 0.1082%  | N/A     | $7025000.00        | $1955523.93        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-046 SB                                       | 2055-03-20      | 0.9850%  | N/A     | $115000000.00      | $5560533.72        | Agency Collateralized Mortgage Obligation |
| FNRA CL064SA R23F064                                   | 2048-07-25      | 1.6871%  | N/A     | $19429077.00       | $1767641.40        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-164       X-3    20570525 FLT     | 2057-05-25      | 5.8613%  | N/A     | $15000000.00       | $5748762.18        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-748       X3     20500225 FLT     | 2050-02-25      | 2.7846%  | N/A     | $14432000.00       | $1148134.37        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TR 2019-SB64    B      20390625 FLT     | 2039-06-25      | 6.2640%  | N/A     | $44262383.00       | $28812972.11       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2017-K62          D      20500125 0.00000 | 2050-01-25      | 0.0000%  | N/A     | $108305106.00      | $76695523.51       | Agency Collateralized Mortgage Obligation |
| FNRA CL052PS R12F052                                   | 2042-05-25      | 2.1171%  | N/A     | $104663303.00      | $1140725.78        | Agency Collateralized Mortgage Obligation |
| FGRA 4795WS 03/15/48                                   | 2048-03-15      | 1.6928%  | N/A     | $21176438.00       | $397168.43         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB55         X1     20380825 FLT     | 2038-08-25      | 0.7732%  | N/A     | $177390777.00      | $724620.08         | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB91 X1     20410825 FLT     | 2041-08-25      | 0.6707%  | N/A     | $72000000.00       | $1692899.47        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2021-MN2   M-2    20410725 FLT     | 2041-07-25      | 7.6984%  | N/A     | $27750000.00       | $24567483.75       | Agency Collateralized Mortgage Obligation |
| FNRA CL059TA R20F059                                   | 2042-09-25      | 0.1000%  | N/A     | $10240264.00       | $11863.13          | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KLU2         B-FX   20290825 0.00000 | 2029-08-25      | 0.0000%  | N/A     | $28913000.00       | $20263095.57       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IA                                       | 2054-02-20      | 0.0500%  | N/A     | $43135364.00       | $41910.46          | Agency Collateralized Mortgage Obligation |
| GNRA 2021-130 GS                                       | 2051-07-20      | 0.0000%  | N/A     | $39142904.00       | $780015.86         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-155 SA                                       | 2054-09-20      | 1.6550%  | N/A     | $82459203.00       | $5997516.71        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-089 SA                                       | 2054-05-20      | 2.8550%  | N/A     | $68104006.00       | $5951181.10        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-033       X      20350325 FLT     | 2035-03-25      | 0.4421%  | N/A     | $373283616.00      | $10213460.42       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB57         X1     20380925 FLT     | 2038-09-25      | 0.6307%  | N/A     | $251299455.00      | $632036.47         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-150       X3     20541025 FLT     | 2054-10-25      | 4.5714%  | N/A     | $15000000.00       | $3727943.28        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TR 2019-SB64    XI     20390625 FLT     | 2039-06-25      | 1.8550%  | N/A     | $155000000.00      | $2145504.76        | Agency Collateralized Mortgage Obligation |
| FNRA RC109QS R10F109                                   | 2040-10-25      | 5.9421%  | N/A     | $18305750.00       | $616074.20         | Agency Collateralized Mortgage Obligation |
| FGRA 4707SB 08/15/47                                   | 2047-08-15      | 0.0000%  | N/A     | $103816691.00      | $692955.51         | Agency Collateralized Mortgage Obligation |
| FNRA CL096SC R17F096                                   | 2057-12-25      | 1.6371%  | N/A     | $28519741.00       | $1045475.97        | Agency Collateralized Mortgage Obligation |
| FGRA 4935BI 08/15/41                                   | 2041-08-15      | 0.5300%  | N/A     | $8997993.00        | $62944.75          | Agency Collateralized Mortgage Obligation |
| FGRM 5394PO 02/15/43                                   | 2043-02-15      | 0.0000%  | N/A     | $5454332.00        | $3460263.93        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB78         X1     20400625 FLT     | 2040-06-25      | 0.4416%  | N/A     | $21411000.00       | $550829.30         | Agency Collateralized Mortgage Obligation |
| FNRM CL063MZ R20F063                                   | 2050-09-25      | 2.0000%  | N/A     | $1168359.00        | $846408.02         | Agency Collateralized Mortgage Obligation |
| FNRA RC061SE R21F061                                   | 2051-09-25      | 0.0000%  | N/A     | $46500000.00       | $13051.21          | Agency Collateralized Mortgage Obligation |
| FNRA CL071SA R25F071                                   | 2055-09-25      | 1.5526%  | N/A     | $50000000.00       | $3633325.67        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-105       X3     20480325 FLT     | 2048-03-25      | 2.0406%  | N/A     | $34625000.00       | $2758230.96        | Agency Collateralized Mortgage Obligation |
| FGRM 4544AI 11/15/44                                   | 2044-11-15      | 4.0000%  | N/A     | $10062114.00       | $2030568.69        | Agency Collateralized Mortgage Obligation |
| GNRA 2011-080 SK                                       | 2041-06-20      | 1.6251%  | N/A     | $167610000.00      | $462774.51         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-094 DI                                       | 2054-06-20      | 0.0500%  | N/A     | $50000000.00       | $49334.23          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-109       X3     20480525 FLT     | 2048-05-25      | 3.4992%  | N/A     | $20000000.00       | $2739851.26        | Agency Collateralized Mortgage Obligation |
| FGRM 4701DI 01/15/36                                   | 2036-01-15      | 5.0000%  | N/A     | $30122470.00       | $734101.38         | Agency Collateralized Mortgage Obligation |
| FNRA CL050TS R23F050                                   | 2044-04-25      | 0.0500%  | N/A     | $1254090.00        | $1852.95           | Agency Collateralized Mortgage Obligation |
| FNRM CL035IE R13F035                                   | 2033-04-25      | 3.0000%  | N/A     | $24874298.00       | $242274.77         | Agency Collateralized Mortgage Obligation |
| FNRA CL070DS R16F070                                   | 2046-10-25      | 1.6371%  | N/A     | $176880174.00      | $3100208.16        | Agency Collateralized Mortgage Obligation |
| FGRA 4564SI 04/15/43                                   | 2043-04-15      | 0.0000%  | N/A     | $26456473.00       | $95435.47          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 LS                                       | 2052-04-20      | 0.0000%  | N/A     | $281702770.00      | $950763.31         | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2002-26B      A1     20480125 7.00000 | 2048-01-25      | 7.0000%  | N/A     | $49841000.00       | $1043732.75        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2023-MN6   M-2    20430526 FLT     | 2043-05-26      | 11.0984% | N/A     | $11000000.00       | $12278454.71       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB62         X1     20390325 FLT     | 2039-03-25      | 1.1782%  | N/A     | $623416713.00      | $8764830.87        | Agency Collateralized Mortgage Obligation |
| FNRA CL062SQ R19F062                                   | 2059-11-25      | 1.5371%  | N/A     | $10012996.00       | $659315.96         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 IB                                       | 2055-02-20      | 0.0000%  | N/A     | $100000000.00      | $48345.22          | Agency Collateralized Mortgage Obligation |
| FNRM RC002KO R07W002                                   | 2037-03-25      | 0.0000%  | N/A     | $19777901.00       | $235455.91         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-130       X-3    20480825 FLT     | 2048-08-25      | 3.2028%  | N/A     | $13487621.00       | $2049916.98        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TC                                       | 2048-12-20      | 0.1000%  | N/A     | $17641475.00       | $68839.93          | Agency Collateralized Mortgage Obligation |
| FNRM CL099UI R12F099                                   | 2042-09-25      | 4.0000%  | N/A     | $23159229.00       | $190479.71         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 CF                                       | 2055-07-20      | 5.4950%  | N/A     | $50000000.00       | $49962404.62       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-110       X3     20480625 FLT     | 2048-06-25      | 3.4904%  | N/A     | $9600000.00        | $1311232.68        | Agency Collateralized Mortgage Obligation |
| FGRA 5121TA 09/15/40                                   | 2042-04-15      | 0.4000%  | N/A     | $16135008.00       | $113721.79         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB45         B-RC   20371125 FLT     | 2037-11-25      | 4.5085%  | N/A     | $5886000.00        | $2032182.04        | Agency Collateralized Mortgage Obligation |
| FNST TR0440 C59 RC                                     | 2053-11-01      | 6.5000%  | N/A     | $49796960.00       | $7187442.20        | Agency Collateralized Mortgage Obligation |
| FLMC REMIC SERIES K-085        X3     20451225 FLT     | 2045-12-25      | 2.3914%  | N/A     | $4265750.00        | $288309.14         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-056       X3     20440625 FLT     | 2044-06-25      | 2.1955%  | N/A     | $1916000.00        | $32732.21          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FA                                       | 2052-01-20      | 2.5000%  | N/A     | $100000000.00      | $63062507.74       | Agency Collateralized Mortgage Obligation |
| FGRA 4833IM 04/15/44                                   | 2044-04-15      | 0.0500%  | N/A     | $34129268.00       | $12489.92          | Agency Collateralized Mortgage Obligation |
| FNRA RC150SL R10F150                                   | 2040-10-25      | 1.9871%  | N/A     | $135801587.00      | $3284.37           | Agency Collateralized Mortgage Obligation |
| FGRA 4935AI 03/15/43                                   | 2043-03-15      | 0.0600%  | N/A     | $13906717.00       | $7583.34           | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2016-KS07         B      20250925 FLT     | 2025-09-25      | 4.2792%  | N/A     | $36468000.00       | $36286763.63       | Agency Collateralized Mortgage Obligation |
| FNRM CL112ZC R17F112                                   | 2048-01-25      | 3.0000%  | N/A     | $6462361.00        | $6590522.04        | Agency Collateralized Mortgage Obligation |
| FNRA CL086IC R24F086                                   | 2054-12-25      | 0.0500%  | N/A     | $93100000.00       | $112335.71         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 FG                                       | 2054-07-20      | 5.2950%  | N/A     | $17559082.00       | $14230723.88       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-743       X3     20490625 FLT     | 2049-06-25      | 3.0553%  | N/A     | $9500000.00        | $694900.11         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-097       X3     20460925 FLT     | 2046-09-25      | 2.0874%  | N/A     | $17926832.00       | $1291925.26        | Agency Collateralized Mortgage Obligation |
| GNRA 2009-106 SC                                       | 2039-11-20      | 1.8951%  | N/A     | $142784000.00      | $460170.04         | Agency Collateralized Mortgage Obligation |
| FGRM 5060DI 04/15/41                                   | 2041-04-15      | 5.0000%  | N/A     | $7685360.00        | $272665.83         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-102 SN                                       | 2050-07-20      | 1.7451%  | N/A     | $3328000.00        | $161108.72         | Agency Collateralized Mortgage Obligation |
| FNRA CL055SG R18F055                                   | 2048-08-25      | 1.7871%  | N/A     | $58135875.00       | $1273668.60        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-758       X3     20561125 FLT     | 2056-11-25      | 5.3497%  | N/A     | $6400000.00        | $1659941.56        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB90 X1     20410625 FLT     | 2041-06-25      | 0.7074%  | N/A     | $145462875.00      | $3227045.94        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-86 FP                                        | 2049-07-20      | 4.5000%  | N/A     | $20000000.00       | $4620083.95        | Agency Collateralized Mortgage Obligation |
| FGRA 03451S 02/15/37                                   | 2037-02-15      | 1.5728%  | N/A     | $2000000.00        | $542.55            | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KF65         C      20290725 FLT     | 2029-07-25      | 10.4555% | N/A     | $62395000.00       | $28790235.56       | Agency Collateralized Mortgage Obligation |
| FNRM CL012NI R22F012                                   | 2045-05-25      | 4.0000%  | N/A     | $22088980.00       | $2665405.94        | Agency Collateralized Mortgage Obligation |
| FGRA 5121TD 10/15/41                                   | 2044-08-15      | 0.0500%  | N/A     | $14302766.00       | $13518.83          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB58         X1     20381125 FLT     | 2038-11-25      | 0.8276%  | N/A     | $271423788.00      | $2096860.13        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB76         X1     20400425 FLT     | 2040-04-25      | 0.0000%  | N/A     | $72733000.00       | $1764274.64        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-129 FB                                       | 2052-07-20      | 5.0000%  | N/A     | $20000000.00       | $14205841.04       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-110 SB                                       | 2055-06-20      | 0.0000%  | N/A     | $100000000.00      | $1426686.64        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 SE                                       | 2054-08-20      | 1.6050%  | N/A     | $75000000.00       | $4896315.20        | Agency Collateralized Mortgage Obligation |
| FNRM WL003PO R07W003                                   | 2037-04-25      | 0.0000%  | N/A     | $8074073.00        | $70153.28          | Agency Collateralized Mortgage Obligation |
| FNRA CL071SC R25F071                                   | 2055-09-25      | 0.8026%  | N/A     | $100000000.00      | $4258618.00        | Agency Collateralized Mortgage Obligation |
| FNRM RC006YI R13F006                                   | 2033-02-25      | 3.0000%  | N/A     | $27672262.00       | $184064.63         | Agency Collateralized Mortgage Obligation |
| FNRA CL131PS R12F131                                   | 2041-05-25      | 1.1871%  | N/A     | $59814291.00       | $91.05             | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-148       X3     20540825 FLT     | 2054-08-25      | 4.2877%  | N/A     | $5300000.00        | $1227118.87        | Agency Collateralized Mortgage Obligation |
| FRESB 2023-SB107 MTG TR        X1     20430625 FLT     | 2043-06-25      | 0.3329%  | N/A     | $242892125.00      | $4842689.86        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-055 SB                                       | 2050-04-20      | 0.0000%  | N/A     | $30000000.00       | $209040.07         | Agency Collateralized Mortgage Obligation |
| FGRM 4524CI 05/15/41                                   | 2041-05-15      | 5.0000%  | N/A     | $33500000.00       | $520851.83         | Agency Collateralized Mortgage Obligation |
| FNRM CL096AI R17F096                                   | 2041-08-25      | 4.5000%  | N/A     | $44518053.00       | $814173.59         | Agency Collateralized Mortgage Obligation |
| FGRA S17020 11/15/52                                   | 2052-11-15      | 4.5620%  | N/A     | $2624331.00        | $373138.70         | Agency Collateralized Mortgage Obligation |
| FNRA CL034LS R15F034                                   | 2045-06-25      | 1.6371%  | N/A     | $120580856.00      | $1914929.16        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-071 SH                                       | 2055-04-20      | 0.9050%  | N/A     | $50000000.00       | $2697123.47        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2016-SB18         B      20360625 FLT     | 2036-06-25      | 12.2692% | N/A     | $4553000.00        | $869886.71         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-071 SC                                       | 2055-04-20      | 0.9050%  | N/A     | $80000000.00       | $3077064.91        | Agency Collateralized Mortgage Obligation |
| FGRA 4301SD 07/15/37                                   | 2037-07-15      | 1.6428%  | N/A     | $77000000.00       | $541857.05         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-107       X1     20300125 FLT     | 2030-01-25      | 1.7031%  | N/A     | $65000000.00       | $3756792.94        | Agency Collateralized Mortgage Obligation |
| FNRA CL058S R22F058                                    | 2052-09-25      | 0.9516%  | N/A     | $65225362.00       | $2360706.87        | Agency Collateralized Mortgage Obligation |
| FGRA 5444TI 08/15/44                                   | 2044-08-15      | 0.0500%  | N/A     | $29762511.00       | $41339.07          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 TC                                       | 2053-07-20      | 0.0500%  | N/A     | $18475546.00       | $17742.47          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-152 SE                                       | 2052-09-20      | 1.0050%  | N/A     | $50000000.00       | $2402650.70        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-165       X3     20561025 FLT     | 2056-10-25      | 5.6798%  | N/A     | $12000000.00       | $4430143.66        | Agency Collateralized Mortgage Obligation |
| FRESB MTG 2018-SB54            X1     20380825 FLT     | 2038-08-25      | 0.0000%  | N/A     | $234440144.00      | $262541.37         | Agency Collateralized Mortgage Obligation |
| FNRA CL006ST R24F006                                   | 2047-09-25      | 0.1000%  | N/A     | $17892014.00       | $68484.31          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC  SERIES K-1516     X3     20381025 FLT     | 2038-10-25      | 3.5755%  | N/A     | $7800000.00        | $1965536.89        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TB                                       | 2051-05-20      | 0.0000%  | N/A     | $10766919.00       | $1467.80           | Agency Collateralized Mortgage Obligation |
| FNRA CL009SC R24F009                                   | 2054-03-25      | 1.7575%  | N/A     | $85000000.00       | $4378801.00        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-140 ST                                       | 2053-09-20      | 0.0300%  | N/A     | $72401620.00       | $72035.37          | Agency Collateralized Mortgage Obligation |
| FGRA 4935CI 06/15/42                                   | 2042-06-15      | 0.6500%  | N/A     | $5451206.00        | $44547.97          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB48         X1     20380225 FLT     | 2038-02-25      | 0.4035%  | N/A     | $243903642.00      | $576194.85         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-G03       X3     20330725 FLT     | 2033-07-25      | 3.0680%  | N/A     | $7733000.00        | $888832.66         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-04 S                                         | 2046-01-20      | 1.1951%  | N/A     | $30081589.00       | $320706.64         | Agency Collateralized Mortgage Obligation |
| FGRA 5444IT 11/15/48                                   | 2048-11-15      | 0.1000%  | N/A     | $6237243.00        | $24381.82          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 IE                                       | 2055-02-20      | 0.0050%  | N/A     | $100000000.00      | $50355.57          | Agency Collateralized Mortgage Obligation |
| FGRA 4639HZ 04/15/53                                   | 2053-04-15      | 3.2500%  | N/A     | $580000.00         | $593985.33         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB80         X1     20400925 FLT     | 2040-09-25      | 1.2810%  | N/A     | $89500000.00       | $3073734.55        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-071 SA                                       | 2055-04-20      | 0.8050%  | N/A     | $150000000.00      | $6727830.99        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES             X3     20570225 FLT     | 2057-02-25      | 5.4351%  | N/A     | $9000000.00        | $2502047.91        | Agency Collateralized Mortgage Obligation |
| FNRA CL041T R22F041                                    | 2049-05-25      | 0.0500%  | N/A     | $7193861.00        | $9170.15           | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-KF107        CS     20280327 FLT     | 2028-03-27      | 10.5910% | N/A     | $78177000.00       | $37791851.28       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 CI                                       | 2054-04-20      | 0.1200%  | N/A     | $27306893.00       | $85861.92          | Agency Collateralized Mortgage Obligation |
| GNRA 2014-003 ST                                       | 2039-07-20      | 1.5451%  | N/A     | $41202319.00       | $119392.14         | Agency Collateralized Mortgage Obligation |
| FGRM 4701EI 04/15/40                                   | 2040-04-15      | 5.0000%  | N/A     | $25803798.00       | $651776.27         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IQ                                       | 2053-08-20      | 0.1500%  | N/A     | $64701191.00       | $134463.22         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB52         B-RC   20380625 FLT     | 2038-06-25      | 3.7717%  | N/A     | $4062000.00        | $1854034.38        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEREIES K-102      X3     20461225 FLT     | 2046-12-25      | 1.9556%  | N/A     | $25000000.00       | $1754949.98        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES 5083        BX     20501125 FLT     | 2050-11-25      | 5.0033%  | N/A     | $4100000.00        | $2614363.93        | Agency Collateralized Mortgage Obligation |
| FGRA 5444SJ 11/15/48                                   | 2048-11-15      | 1.5428%  | N/A     | $58554444.00       | $5488880.45        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEIRES K-142       X3     20490425 FLT     | 2049-04-25      | 3.2033%  | N/A     | $23700000.00       | $3856119.35        | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2014-2        AI     20440225 FLT     | 2044-02-25      | 6.0000%  | N/A     | $21709187.00       | $301230.32         | Agency Collateralized Mortgage Obligation |
| FNRA CL099SB R24F099                                   | 2055-01-25      | 1.5016%  | N/A     | $70000000.00       | $3854954.73        | Agency Collateralized Mortgage Obligation |
| FNRA CL105SB R24F105                                   | 2055-01-25      | 0.9516%  | N/A     | $50000000.00       | $2268379.29        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-140 TS                                       | 2053-09-20      | 0.0300%  | N/A     | $27598380.00       | $13501.03          | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2018-KF53         C      20251027 FLT     | 2025-10-27      | 10.4555% | N/A     | $54431987.00       | $13363160.95       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-070       X3     20271225 FLT     | 2027-12-25      | 2.1117%  | N/A     | $13000000.00       | $576023.02         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-170       X3     20580225 FLT     | 2058-02-25      | 5.7786%  | N/A     | $14073972.00       | $5504478.09        | Agency Collateralized Mortgage Obligation |
| FESB MTG TR 2018-SB56          X1-AR  20380825 FLT     | 2038-08-25      | 0.4461%  | N/A     | $68497124.00       | $193233.29         | Agency Collateralized Mortgage Obligation |
| FNRA CL037SA R24F037                                   | 2054-06-25      | 2.6716%  | N/A     | $50000000.00       | $4132332.33        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-124       A-1    20300825 0.96400 | 2030-08-25      | 0.9640%  | N/A     | $500000.00         | $414691.46         | Agency Collateralized Mortgage Obligation |
| FGRA 3667SB 05/15/40                                   | 2040-05-15      | 1.9928%  | N/A     | $5000000.00        | $1778.62           | Agency Collateralized Mortgage Obligation |
| FGRA 4417NS 12/15/43                                   | 2043-12-15      | 0.0402%  | N/A     | $22473927.00       | $73154.52          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-154       X3     20560325 FLT     | 2056-03-25      | 5.2770%  | N/A     | $12000000.00       | $3541840.20        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-168 BS                                       | 2054-10-20      | 1.1050%  | N/A     | $50000000.00       | $3282724.40        | Agency Collateralized Mortgage Obligation |
| FNST TR0440 C56 RC                                     | 2053-11-01      | 5.5000%  | N/A     | $189204201.00      | $37290348.23       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 FA                                       | 2055-02-20      | 6.0000%  | N/A     | $100000000.00      | $83611117.66       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 SA                                       | 2055-07-20      | 1.5550%  | N/A     | $50000000.00       | $3583033.00        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB50         X1     20380525 FLT     | 2038-05-25      | 0.0000%  | N/A     | $220277834.00      | $271763.39         | Agency Collateralized Mortgage Obligation |
| FNRA CL030SA R25F030                                   | 2055-05-25      | 0.7016%  | N/A     | $200000000.00      | $7059988.04        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-756       X3     20570725 FLT     | 2057-07-25      | 5.8053%  | N/A     | $5000000.00        | $1370506.29        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2016-K56          D      20490625 0.00000 | 2049-06-25      | 0.0000%  | N/A     | $61470190.00       | $54226727.22       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2021-SB85         X-1    20410225 FLT     | 2041-02-25      | 0.4769%  | N/A     | $150000000.00      | $3485746.65        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-128       X3     20490425 FLT     | 2049-04-25      | 2.8766%  | N/A     | $13400000.00       | $1729811.24        | Agency Collateralized Mortgage Obligation |
| FNRM CL075IB R21F075                                   | 2051-11-25      | 3.5000%  | N/A     | $24439250.00       | $2614982.25        | Agency Collateralized Mortgage Obligation |
| FNRA RC062SA R24F062                                   | 2054-09-25      | 0.9016%  | N/A     | $172071737.00      | $5572029.10        | Agency Collateralized Mortgage Obligation |
| FNRM CL051PZ R01F051                                   | 2031-10-25      | 6.5000%  | N/A     | $500000.00         | $4757.44           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 FA                                       | 2055-07-20      | 5.4450%  | N/A     | $50000000.00       | $50043577.08       | Agency Collateralized Mortgage Obligation |

### Security 74: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2035755914.63
- **C.18.a - Value (excl. sponsor support):** $2035755914.63
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYXTQ6Z9
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | N/A     | $267145600.00      | $291373131.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | N/A     | $376994000.00      | $480521467.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | N/A     | $400803200.00      | $531431153.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | N/A     | $634293500.00      | $614066195.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | N/A     | $881574400.00      | $1142608091.05     | U.S. Treasuries (including strips) |

### Security 76: Nomura Securities International Ltd.

- **C.1 - Title:** Nomura Securities International Ltd.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYDQMLK43
- **C.18 - Value (incl. sponsor support):** $7000000.00
- **C.18.a - Value (excl. sponsor support):** $7000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's: NR; Standard & Poor's: NR; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | N/A     | $5392500.00        | $4781267.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | N/A     | $1649800.00        | $1623860.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | N/A     | $305000.00         | $297765.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | N/A     | $449100.00         | $443714.13         | U.S. Treasuries (including strips) |

### Security 77: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $427838238.00
- **C.18.a - Value (excl. sponsor support):** $427838238.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1TL1, C.4 - ISIN: US3130B1TL16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $631656441.78
- **C.18.a - Value (excl. sponsor support):** $631656441.78
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1813624134.29
- **C.18.a - Value (excl. sponsor support):** $1813624134.29
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $161425604.40
- **C.18.a - Value (excl. sponsor support):** $161425604.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYDQMLJY9
- **C.18 - Value (incl. sponsor support):** $845500000.00
- **C.18.a - Value (excl. sponsor support):** $845500000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-12-20      | 2.5000%  | N/A     | $3500000.00        | $1813853.90        | Agency Mortgage-Backed Securities         |
| GNMA_24-185B                                        | 2054-11-20      | 1.5950%  | N/A     | $100000000.00      | $6256423.18        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2046-02-20      | 3.0000%  | N/A     | $79539.00          | $9865.37           | Agency Mortgage-Backed Securities         |
| FHLMC_5504B                                         | 2055-02-25      | 0.1300%  | N/A     | $30000000.00       | $82255.57          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2047-04-20      | 5.0000%  | N/A     | $230000.00         | $21518.04          | Agency Mortgage-Backed Securities         |
| GNMA_24-22H                                         | 2054-02-20      | 6.5000%  | N/A     | $4615384.00        | $334631.17         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2053-04-20      | 3.0000%  | N/A     | $300000.00         | $203285.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2032-09-20      | 5.5000%  | N/A     | $46143654.00       | $170778.76         | Agency Mortgage-Backed Securities         |
| GNMA_25-110D                                        | 2049-12-20      | 3.0000%  | N/A     | $5473270.00        | $944497.20         | Agency Collateralized Mortgage Obligation |
| GNMA_11-69                                          | 2041-05-20      | 0.9251%  | N/A     | $2855000.00        | $8553.46           | Agency Collateralized Mortgage Obligation |
| GNMA_25-5F                                          | 2053-08-20      | 1.6050%  | N/A     | $146894968.00      | $8333287.05        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1          | 2039-07-15      | 5.0000%  | N/A     | $75000.00          | $2246.86           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2054-12-20      | 5.5000%  | N/A     | $50466617.00       | $50488480.55       | Agency Mortgage-Backed Securities         |
| GNMA_16-116H                                        | 2046-09-20      | 3.0000%  | N/A     | $4724414.00        | $4691172.22        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-08-20      | 6.0000%  | N/A     | $1063492.00        | $1105028.45        | Agency Mortgage-Backed Securities         |
| GNMA_20-1E                                          | 2050-01-20      | 1.5951%  | N/A     | $19880943.00       | $1720429.50        | Agency Collateralized Mortgage Obligation |
| FHLMC_5551A                                         | 2055-06-25      | 2.1016%  | N/A     | $50000000.00       | $4832575.56        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-07-20      | 6.0000%  | N/A     | $12313754.00       | $12692380.42       | Agency Mortgage-Backed Securities         |
| GNMA_25-46A                                         | 2055-03-20      | 1.0050%  | N/A     | $50000000.00       | $1556946.38        | Agency Collateralized Mortgage Obligation |
| GNMA_23-168C                                        | 2051-06-20      | 2.5000%  | N/A     | $94219428.00       | $9396664.10        | Agency Collateralized Mortgage Obligation |
| FHLMC_4899C                                         | 2044-09-25      | 1.6371%  | N/A     | $42418596.00       | $1225704.11        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5138   | 2050-02-25      | 3.5000%  | N/A     | $28341313.00       | $3979715.98        | Agency Collateralized Mortgage Obligation |
| GNMA_15-20                                          | 2045-02-20      | 1.1451%  | N/A     | $57578855.00       | $579329.71         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2042-10-20      | 3.0000%  | N/A     | $70000.00          | $7536.67           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-04-20      | 6.5000%  | N/A     | $3822634.00        | $3967626.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-07-20      | 3.0000%  | N/A     | $5719000.00        | $1562393.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4950   | 2048-03-25      | 0.1000%  | N/A     | $18495700.00       | $16872.26          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-04-20      | 6.5000%  | N/A     | $10537304.00       | $10746488.46       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-03-20      | 3.5000%  | N/A     | $155000.00         | $113795.30         | Agency Mortgage-Backed Securities         |
| GNMA_24-168D                                        | 2054-10-20      | 0.0300%  | N/A     | $25000000.00       | $15005.75          | Agency Collateralized Mortgage Obligation |
| GNMA_19-20C                                         | 2049-02-20      | 3.2500%  | N/A     | $564430.00         | $569882.54         | Agency Collateralized Mortgage Obligation |
| FHLMC_4950F                                         | 2048-09-25      | 0.1000%  | N/A     | $6406947.00        | $5113.22           | Agency Collateralized Mortgage Obligation |
| GNMA_24-134F                                        | 2050-08-20      | 3.0000%  | N/A     | $115191544.00      | $17797003.50       | Agency Collateralized Mortgage Obligation |
| GNMA_24-22E                                         | 2050-09-20      | 0.0500%  | N/A     | $38974879.00       | $74108.93          | Agency Collateralized Mortgage Obligation |
| FHLMC_5504E                                         | 2054-02-25      | 2.0516%  | N/A     | $109076657.00      | $5742918.82        | Agency Collateralized Mortgage Obligation |
| GNMA_25-46F                                         | 2055-03-20      | 1.7050%  | N/A     | $37500000.00       | $3440016.17        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-04-20      | 5.5000%  | N/A     | $1405530.00        | $1422730.65        | Agency Mortgage-Backed Securities         |
| GNMA_24-142Q                                        | 2053-10-20      | 1.1250%  | N/A     | $250000000.00      | $6591239.15        | Agency Collateralized Mortgage Obligation |
| GNMA_25-71B                                         | 2055-04-20      | 0.8050%  | N/A     | $125000000.00      | $5659683.36        | Agency Collateralized Mortgage Obligation |
| GNMA_25-110F                                        | 2051-05-20      | 2.5000%  | N/A     | $11153542.00       | $1759935.98        | Agency Collateralized Mortgage Obligation |
| GNMA_25-83H                                         | 2055-05-20      | 1.4050%  | N/A     | $20000000.00       | $1525996.05        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1          | 2035-06-15      | 7.0000%  | N/A     | $350000.00         | $10825.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-04-20      | 5.5000%  | N/A     | $8011742.00        | $8091619.81        | Agency Mortgage-Backed Securities         |
| GNMA_21-197C                                        | 2051-11-20      | 3.0000%  | N/A     | $100000000.00      | $5914903.81        | Agency Collateralized Mortgage Obligation |
| GNMA_13-34                                          | 2039-12-16      | 0.3500%  | N/A     | $18588118.00       | $2778.48           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2044-12-20      | 3.5000%  | N/A     | $1046065.00        | $530877.51         | Agency Mortgage-Backed Securities         |
| GNMA_21-91C                                         | 2051-05-20      | 3.0000%  | N/A     | $66375000.00       | $5205931.88        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-01-20      | 6.5000%  | N/A     | $1077990.00        | $1067491.82        | Agency Mortgage-Backed Securities         |
| FHLMC_5297B                                         | 2053-03-25      | 6.0000%  | N/A     | $9044966.00        | $1123861.77        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2036-03-20      | 5.0000%  | N/A     | $58000.00          | $783.46            | Agency Mortgage-Backed Securities         |
| GNMA_15-165                                         | 2045-11-20      | 3.0000%  | N/A     | $6500656.00        | $7607439.52        | Agency Collateralized Mortgage Obligation |
| GNMA_24-22B                                         | 2051-12-20      | 3.0000%  | N/A     | $70000000.00       | $5922354.49        | Agency Collateralized Mortgage Obligation |
| GNMA_16-1C                                          | 2046-01-20      | 1.7451%  | N/A     | $64912745.00       | $1381878.14        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30H                                         | 2054-02-20      | 1.5050%  | N/A     | $30000000.00       | $1700676.21        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-02-20      | 7.0000%  | N/A     | $44304.00          | $44333.27          | Agency Mortgage-Backed Securities         |
| FHLMC_5138E                                         | 2047-09-25      | 0.0500%  | N/A     | $13991131.00       | $16763.45          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1          | 2038-09-15      | 6.5000%  | N/A     | $678168.00         | $22127.57          | Agency Mortgage-Backed Securities         |
| GNMA_24-203A                                        | 2054-12-20      | 1.0550%  | N/A     | $75000000.00       | $2410601.59        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2051-08-20      | 2.5000%  | N/A     | $4055161.00        | $2369457.73        | Agency Mortgage-Backed Securities         |
| GNMA_23-168D                                        | 2051-03-20      | 2.5000%  | N/A     | $52213847.00       | $5008489.14        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-01-20      | 7.0000%  | N/A     | $981081.00         | $955973.04         | Agency Mortgage-Backed Securities         |
| GNMA_24-46G                                         | 2054-03-20      | 0.9150%  | N/A     | $80000000.00       | $2714853.22        | Agency Collateralized Mortgage Obligation |
| GNMA_24-168B                                        | 2054-10-20      | 1.0650%  | N/A     | $100000000.00      | $4842784.79        | Agency Collateralized Mortgage Obligation |
| GNMA_12-113                                         | 2042-01-20      | 2.2951%  | N/A     | $22004881.00       | $1647.44           | Agency Collateralized Mortgage Obligation |
| GNMA_25-122B                                        | 2055-07-20      | 2.1550%  | N/A     | $53342121.00       | $5318285.01        | Agency Collateralized Mortgage Obligation |
| GNMA_20-101B                                        | 2050-07-20      | 1.7451%  | N/A     | $75209809.00       | $4417806.04        | Agency Collateralized Mortgage Obligation |
| GNMA_21-187E                                        | 2051-10-20      | 3.0000%  | N/A     | $1000.00           | $843.89            | Agency Collateralized Mortgage Obligation |
| GNMA_20-79H                                         | 2050-06-16      | 4.0000%  | N/A     | $70586435.00       | $5460468.57        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2051-01-20      | 2.0000%  | N/A     | $1196624.00        | $630032.75         | Agency Mortgage-Backed Securities         |
| GNMA_23-140C                                        | 2048-06-20      | 1.0494%  | N/A     | $9914899.00        | $1029932.32        | Agency Collateralized Mortgage Obligation |
| GNMA_19-110                                         | 2049-09-20      | 3.5000%  | N/A     | $127000000.00      | $3536291.23        | Agency Collateralized Mortgage Obligation |
| GNMA_24-69B                                         | 2054-04-20      | 0.0500%  | N/A     | $24744000.00       | $30531.21          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2043-05-20      | 3.0000%  | N/A     | $1845464.00        | $201759.64         | Agency Mortgage-Backed Securities         |
| GNMA_14-94                                          | 2038-02-20      | 0.2000%  | N/A     | $20173198.00       | $5625.96           | Agency Collateralized Mortgage Obligation |
| GNMA_23-149H                                        | 2052-03-20      | 3.0000%  | N/A     | $50074480.00       | $5630945.93        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2036-03-20      | 5.5000%  | N/A     | $3300000.00        | $1376569.55        | Agency Mortgage-Backed Securities         |
| GNMA_25-110A                                        | 2055-06-20      | 0.8550%  | N/A     | $80000000.00       | $4923262.17        | Agency Collateralized Mortgage Obligation |
| GNMA_24-69B                                         | 2054-04-20      | 0.0500%  | N/A     | $24744000.00       | $30511.34          | Agency Collateralized Mortgage Obligation |
| FHLMC_5522A                                         | 2055-03-25      | 1.6016%  | N/A     | $202044975.00      | $11862503.08       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-04-20      | 6.5000%  | N/A     | $1486459.00        | $1541746.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2035-12-20      | 5.5000%  | N/A     | $55075.00          | $843.03            | Agency Mortgage-Backed Securities         |
| GNMA_21-78S                                         | 2051-05-20      | 5.0000%  | N/A     | $13020665.00       | $1376120.98        | Agency Collateralized Mortgage Obligation |
| FHLMC_5352D                                         | 2053-11-25      | 0.0000%  | N/A     | $7142858.00        | $3540701.81        | Agency Collateralized Mortgage Obligation |
| GNMA_25-90J                                         | 2055-05-20      | 1.5550%  | N/A     | $50000000.00       | $3653629.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-78 | 2051-08-20      | 3.0000%  | N/A     | $100000000.00      | $11605163.66       | Agency Collateralized Mortgage Obligation |
| GNMA_15-152E                                        | 2045-08-20      | 0.0000%  | N/A     | $26566916.00       | $28105.56          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2031-05-20      | 6.5000%  | N/A     | $27000.00          | $48.94             | Agency Mortgage-Backed Securities         |
| GNMA_25-140A                                        | 2051-04-20      | 5.5000%  | N/A     | $6363636.00        | $949943.08         | Agency Collateralized Mortgage Obligation |
| GNMA_16-33G                                         | 2046-03-20      | 1.6451%  | N/A     | $86172451.00       | $2246188.88        | Agency Collateralized Mortgage Obligation |
| GNMA_24-203C                                        | 2054-10-20      | 6.0000%  | N/A     | $3161608.00        | $927968.83         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2053-03-20      | 5.5000%  | N/A     | $2298000.00        | $1713825.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2049-02-20      | 4.5000%  | N/A     | $5000000.00        | $372753.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-26 | 2040-02-20      | 1.7951%  | N/A     | $100000.00         | $443.68            | Agency Collateralized Mortgage Obligation |
| GNMA_24-203B                                        | 2054-12-20      | 1.7550%  | N/A     | $50000000.00       | $3738783.45        | Agency Collateralized Mortgage Obligation |
| GNMA_25-110C                                        | 2055-06-20      | 0.0000%  | N/A     | $100000000.00      | $1487938.31        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2052-03-20      | 4.5000%  | N/A     | $140000.00         | $91593.83          | Agency Mortgage-Backed Securities         |
| GNMA_23-59C                                         | 2051-12-20      | 0.0000%  | N/A     | $33039521.00       | $914792.12         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2029-02-20      | 6.0000%  | N/A     | $25000.00          | $34.34             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-08-20      | 6.0000%  | N/A     | $3265665.00        | $3369165.90        | Agency Mortgage-Backed Securities         |
| FHLMC_5394B                                         | 2054-03-25      | 2.6516%  | N/A     | $78809211.00       | $5255363.03        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-03-20      | 6.5000%  | N/A     | $2243823.00        | $2329746.55        | Agency Mortgage-Backed Securities         |
| GNMA_21-225C                                        | 2050-03-20      | 0.0000%  | N/A     | $133302452.00      | $369219.76         | Agency Collateralized Mortgage Obligation |
| GNMA_25-122B                                        | 2052-03-20      | 6.0000%  | N/A     | $9984613.00        | $1223357.78        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1          | 2038-10-15      | 6.0000%  | N/A     | $11000000.00       | $30292.52          | Agency Mortgage-Backed Securities         |
| GNMA_24-92A                                         | 2054-05-20      | 0.9050%  | N/A     | $70000000.00       | $2355390.21        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2052-06-20      | 2.5000%  | N/A     | $2958324.00        | $1911376.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-03-20      | 5.5000%  | N/A     | $105814519.00      | $105704624.41      | Agency Mortgage-Backed Securities         |
| GNMA_20-86H                                         | 2050-06-20      | 1.1500%  | N/A     | $27169811.00       | $598183.51         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2046-10-20      | 3.0000%  | N/A     | $1990000.00        | $260499.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2033-11-20      | 6.0000%  | N/A     | $900000.00         | $8246.16           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-09-20      | 3.5000%  | N/A     | $11760.00          | $5806.29           | Agency Mortgage-Backed Securities         |
| FHLMC_5192C                                         | 2051-11-25      | 3.0000%  | N/A     | $38179206.00       | $2822108.73        | Agency Collateralized Mortgage Obligation |
| GNMA_19-38E                                         | 2049-03-20      | 1.5951%  | N/A     | $38282717.00       | $502045.86         | Agency Collateralized Mortgage Obligation |
| FHLMC_5171B                                         | 2051-12-25      | 3.0000%  | N/A     | $28028479.00       | $3772179.29        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46G                                         | 2054-03-20      | 0.0300%  | N/A     | $25000000.00       | $19386.88          | Agency Collateralized Mortgage Obligation |
| GNMA_09-121                                         | 2039-12-16      | 4.5000%  | N/A     | $269500000.00      | $1009479.88        | Agency Collateralized Mortgage Obligation |
| GNMA_17-162F                                        | 2047-10-20      | 0.0000%  | N/A     | $125000000.00      | $661349.46         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1          | 2051-08-15      | 3.5000%  | N/A     | $870188.00         | $737038.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1          | 2033-03-15      | 6.0000%  | N/A     | $308503.00         | $1559.53           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2047-03-20      | 5.0000%  | N/A     | $347077.00         | $31179.82          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2042-05-20      | 3.0000%  | N/A     | $90000.00          | $7509.72           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-07-20      | 5.0000%  | N/A     | $1184968.00        | $1179956.05        | Agency Mortgage-Backed Securities         |
| GNMA_25-90J                                         | 2055-05-20      | 0.8550%  | N/A     | $50000000.00       | $2747134.68        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1          | 2049-02-15      | 4.5000%  | N/A     | $1601348.00        | $126789.05         | Agency Mortgage-Backed Securities         |
| GNMA_25-122J                                        | 2055-07-20      | 1.5050%  | N/A     | $50000000.00       | $3810013.92        | Agency Collateralized Mortgage Obligation |
| FHLMC_5491C                                         | 2055-01-25      | 0.8210%  | N/A     | $72226975.00       | $2970172.64        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5018                              | 2050-10-25      | 5.5000%  | N/A     | $25754366.00       | $1650494.36        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2051-09-20      | 2.5000%  | N/A     | $900000.00         | $679827.02         | Agency Mortgage-Backed Securities         |
| FHLMC_5380                                          | 2054-02-25      | 0.6000%  | N/A     | $22562578.00       | $184569.26         | Agency Collateralized Mortgage Obligation |
| GNMA_24-203B                                        | 2054-12-20      | 1.7550%  | N/A     | $50000000.00       | $3377478.44        | Agency Collateralized Mortgage Obligation |
| GNMA_25-140B                                        | 2055-08-20      | 5.0000%  | N/A     | $12788000.00       | $12682510.36       | Agency Collateralized Mortgage Obligation |
| GNMA_21-194K                                        | 2051-11-20      | 2.5000%  | N/A     | $25500000.00       | $2134776.76        | Agency Collateralized Mortgage Obligation |
| GNMA_25-46B                                         | 2055-03-20      | 0.0700%  | N/A     | $50000000.00       | $94136.61          | Agency Collateralized Mortgage Obligation |
| GNMA_25-122C                                        | 2055-07-20      | 2.1550%  | N/A     | $84318800.00       | $8843321.85        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2031-12-20      | 5.5000%  | N/A     | $17527922.00       | $80709.76          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2042-09-20      | 3.0000%  | N/A     | $653292.00         | $68768.11          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2048-06-20      | 4.0000%  | N/A     | $1800000.00        | $162205.81         | Agency Mortgage-Backed Securities         |
| FHLMC_5441H                                         | 2054-06-25      | 5.5000%  | N/A     | $4313993.00        | $4497408.09        | Agency Collateralized Mortgage Obligation |
| GNMA_24-168A                                        | 2054-10-20      | 1.1350%  | N/A     | $175000000.00      | $9131568.01        | Agency Collateralized Mortgage Obligation |
| GNMA_21-42E                                         | 2051-03-20      | 3.0000%  | N/A     | $40000000.00       | $2798411.97        | Agency Collateralized Mortgage Obligation |
| GNMA_14-66                                          | 2044-05-16      | 1.1256%  | N/A     | $90187500.00       | $345035.11         | Agency Collateralized Mortgage Obligation |
| GNMA_24-142D                                        | 2053-10-20      | 1.0750%  | N/A     | $250000000.00      | $6441082.93        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2051-01-20      | 2.0000%  | N/A     | $1877366.00        | $1219424.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2053-11-20      | 5.0000%  | N/A     | $190000.00         | $171728.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-04-20      | 6.5000%  | N/A     | $2557632.00        | $2656939.53        | Agency Mortgage-Backed Securities         |
| GNMA_24-167T                                        | 2051-06-20      | 2.3550%  | N/A     | $103667052.00      | $16351339.29       | Agency Collateralized Mortgage Obligation |
| GNMA_24-134P                                        | 2054-07-20      | 0.1500%  | N/A     | $33174082.00       | $85838.01          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5337   | 2053-09-25      | 1.5516%  | N/A     | $100000000.00      | $4026241.28        | Agency Collateralized Mortgage Obligation |
| GNMA_25-90A                                         | 2055-05-20      | 0.0500%  | N/A     | $35000000.00       | $56176.89          | Agency Collateralized Mortgage Obligation |
| GNMA_21-177C                                        | 2051-10-20      | 3.0000%  | N/A     | $84166666.00       | $6852666.94        | Agency Collateralized Mortgage Obligation |
| GNMA_25-140C                                        | 2055-08-20      | 0.2636%  | N/A     | $200000000.00      | $5511982.60        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2049-12-20      | 4.5000%  | N/A     | $1152396.00        | $151549.45         | Agency Mortgage-Backed Securities         |
| FHLMC_5412D                                         | 2054-05-25      | 0.0200%  | N/A     | $50000000.00       | $14311.77          | Agency Collateralized Mortgage Obligation |
| GNMA_23-183D                                        | 2053-12-20      | 1.6050%  | N/A     | $75000000.00       | $3402832.65        | Agency Collateralized Mortgage Obligation |
| FHLMC_5136                                          | 2051-02-25      | 2.5000%  | N/A     | $43508000.00       | $3909617.23        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46A                                         | 2052-07-20      | 0.0000%  | N/A     | $80698946.00       | $657532.98         | Agency Collateralized Mortgage Obligation |
| GNMA_24-44A                                         | 2054-03-20      | 1.6550%  | N/A     | $50000000.00       | $3699261.42        | Agency Collateralized Mortgage Obligation |
| FHLMC_5581A                                         | 2054-05-25      | 1.4516%  | N/A     | $61422874.00       | $3080682.06        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2046-05-20      | 2.5000%  | N/A     | $581568.00         | $101227.48         | Agency Mortgage-Backed Securities         |
| GNMA_15-1                                           | 2045-01-20      | 1.1451%  | N/A     | $65131833.00       | $668484.62         | Agency Collateralized Mortgage Obligation |
| GNMA_25-140A                                        | 2055-08-20      | 0.1290%  | N/A     | $100000000.00      | $3003025.50        | Agency Collateralized Mortgage Obligation |
| GNMA_24-168E                                        | 2051-06-20      | 3.0000%  | N/A     | $150990857.00      | $24048578.36       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2046-07-20      | 3.0000%  | N/A     | $4900000.00        | $588082.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-07-20      | 6.0000%  | N/A     | $1079052.00        | $1112239.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-8  | 2039-02-16      | 1.6256%  | N/A     | $128571429.00      | $329142.87         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-06-20      | 3.0000%  | N/A     | $33348000.00       | $8479162.42        | Agency Mortgage-Backed Securities         |
| GNMA_24-142B                                        | 2054-09-20      | 0.0100%  | N/A     | $35000000.00       | $5928.68           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-04-20      | 5.5000%  | N/A     | $10098755.00       | $10197524.71       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-08-20      | 3.0000%  | N/A     | $145384.00         | $42865.19          | Agency Mortgage-Backed Securities         |
| GNMA_25-5C                                          | 2055-01-20      | 1.6550%  | N/A     | $50000000.00       | $3757559.84        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2048-05-20      | 4.5000%  | N/A     | $27545.00          | $3308.51           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2039-04-20      | 4.0000%  | N/A     | $164000.00         | $5473.62           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-08-20      | 6.0000%  | N/A     | $2160382.00        | $2228852.42        | Agency Mortgage-Backed Securities         |
| GNMA_23-122C                                        | 2053-08-20      | 0.0500%  | N/A     | $40000000.00       | $31966.53          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2051-05-20      | 2.0000%  | N/A     | $2675064.00        | $1446710.42        | Agency Mortgage-Backed Securities         |
| GNMA_24-22L                                         | 2043-02-16      | 0.2500%  | N/A     | $9801437.00        | $6793329.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-08-20      | 5.5000%  | N/A     | $22260248.00       | $22624309.42       | Agency Mortgage-Backed Securities         |
| GNMA_24-30H                                         | 2054-02-20      | 1.5050%  | N/A     | $31000000.00       | $1757365.42        | Agency Collateralized Mortgage Obligation |
| GNMA_13-76                                          | 2043-05-20      | 3.5000%  | N/A     | $195884000.00      | $1222532.12        | Agency Collateralized Mortgage Obligation |
| GNMA_25-5B                                          | 2055-01-20      | 0.9050%  | N/A     | $77306893.00       | $3773423.00        | Agency Collateralized Mortgage Obligation |
| GNMA_20-167H                                        | 2050-11-20      | 2.5000%  | N/A     | $88686154.00       | $6741051.73        | Agency Collateralized Mortgage Obligation |
| GNMA_13-34                                          | 2038-04-20      | 0.3500%  | N/A     | $22733674.00       | $2114.13           | Agency Collateralized Mortgage Obligation |
| FHLMC_5581A                                         | 2054-04-25      | 0.1000%  | N/A     | $35896991.00       | $89782.37          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5322   | 2051-10-25      | 3.0000%  | N/A     | $19000000.00       | $2297904.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5134   | 2051-08-25      | 4.5000%  | N/A     | $30804477.00       | $3364072.86        | Agency Collateralized Mortgage Obligation |
| FHLMC_5358A                                         | 2053-11-25      | 2.0516%  | N/A     | $26923076.00       | $1758135.03        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2049-04-20      | 4.5000%  | N/A     | $2617000.00        | $226855.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2043-03-20      | 2.5000%  | N/A     | $307119.00         | $42951.89          | Agency Mortgage-Backed Securities         |
| GNMA_22-137G                                        | 2052-08-20      | 1.6550%  | N/A     | $33333333.00       | $2298902.87        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5215   | 2052-04-25      | 0.0000%  | N/A     | $49872778.00       | $178925.95         | Agency Collateralized Mortgage Obligation |
| GNMA_21-116H                                        | 2051-07-20      | 3.5000%  | N/A     | $29374570.00       | $3822596.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2046-10-20      | 3.5000%  | N/A     | $3525334.00        | $442294.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2047-09-20      | 5.0000%  | N/A     | $570000.00         | $51276.11          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2040-04-20      | 5.0000%  | N/A     | $95000.00          | $3135.83           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2054-12-20      | 7.0000%  | N/A     | $1000.00           | $864.27            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1          | 2028-06-15      | 6.5000%  | N/A     | $475000.00         | $190.80            | Agency Mortgage-Backed Securities         |
| GNMA_24-46E                                         | 2049-02-20      | 1.5951%  | N/A     | $32705658.00       | $3064038.82        | Agency Collateralized Mortgage Obligation |
| GNMA_17-57B                                         | 2047-04-20      | 5.0000%  | N/A     | $25000000.00       | $575112.00         | Agency Collateralized Mortgage Obligation |
| GNMA_24-22H                                         | 2054-02-20      | 0.0200%  | N/A     | $50000000.00       | $15148.84          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5337   | 2053-09-25      | 0.0500%  | N/A     | $36666667.00       | $26105.58          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2052-03-20      | 2.5000%  | N/A     | $50000.00          | $37580.45          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-04-20      | 5.0000%  | N/A     | $764956.00         | $753332.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2039-10-20      | 6.5000%  | N/A     | $1000000.00        | $67823.70          | Agency Mortgage-Backed Securities         |
| FHLMC_5331B                                         | 2053-07-25      | 1.6516%  | N/A     | $100000000.00      | $4195441.30        | Agency Collateralized Mortgage Obligation |
| FHLMC_5444C                                         | 2054-08-25      | 1.5316%  | N/A     | $110180020.00      | $5849282.81        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1          | 2039-01-15      | 6.0000%  | N/A     | $42017.00          | $1230.96           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2048-10-20      | 4.5000%  | N/A     | $4000000.00        | $312542.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-08-20      | 5.5000%  | N/A     | $1432496.00        | $1458346.50        | Agency Mortgage-Backed Securities         |
| GNMA_21-193M                                        | 2050-09-20      | 2.5000%  | N/A     | $6609621.00        | $685779.74         | Agency Collateralized Mortgage Obligation |
| GNMA_24-134J                                        | 2053-12-20      | 0.2500%  | N/A     | $80188113.00       | $233119.57         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2054-07-20      | 4.5000%  | N/A     | $689000.00         | $646534.40         | Agency Mortgage-Backed Securities         |
| FHLMC_5551B                                         | 2055-06-25      | 0.7516%  | N/A     | $150000000.00      | $6671578.93        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5007   | 2050-08-25      | 5.0000%  | N/A     | $70732979.00       | $4167336.69        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2035-07-20      | 5.5000%  | N/A     | $35000.00          | $552.89            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-07-20      | 6.0000%  | N/A     | $36660239.00       | $37694730.93       | Agency Mortgage-Backed Securities         |
| GNMA_12-84F                                         | 2042-07-16      | 1.5756%  | N/A     | $83772143.00       | $2929686.27        | Agency Collateralized Mortgage Obligation |
| GNMA_14-41                                          | 2044-03-16      | 2.2756%  | N/A     | $30000000.00       | $289080.39         | Agency Collateralized Mortgage Obligation |
| FHLMC_5338E                                         | 2053-09-25      | 1.5816%  | N/A     | $100000000.00      | $5197508.24        | Agency Collateralized Mortgage Obligation |
| GNMA_24-134C                                        | 2054-02-20      | 0.0100%  | N/A     | $24379061.00       | $6515.60           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2046-10-20      | 3.0000%  | N/A     | $1225067.00        | $108559.76         | Agency Mortgage-Backed Securities         |
| GNMA_23-165D                                        | 2053-06-20      | 1.0050%  | N/A     | $19863396.00       | $1260061.34        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2042-11-20      | 2.5000%  | N/A     | $77566.00          | $10185.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-08-20      | 6.0000%  | N/A     | $1398944.00        | $1450147.69        | Agency Mortgage-Backed Securities         |
| GNMA_24-203C                                        | 2054-10-20      | 5.0000%  | N/A     | $2000000.00        | $1928206.74        | Agency Collateralized Mortgage Obligation |
| GNMA_25-110G                                        | 2050-02-20      | 3.0000%  | N/A     | $13488571.00       | $2021190.54        | Agency Collateralized Mortgage Obligation |
| GNMA_24-22D                                         | 2051-08-20      | 0.2500%  | N/A     | $31792013.00       | $307738.77         | Agency Collateralized Mortgage Obligation |
| GNMA_23-82G                                         | 2053-06-20      | 1.6550%  | N/A     | $70000000.00       | $2838174.18        | Agency Collateralized Mortgage Obligation |
| FHLMC_5395A                                         | 2054-03-25      | 6.0000%  | N/A     | $10410354.00       | $1901190.17        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2040-12-20      | 4.0000%  | N/A     | $1459492.00        | $182205.84         | Agency Mortgage-Backed Securities         |
| FHLMC_5171F                                         | 2051-12-25      | 3.0000%  | N/A     | $62936833.00       | $6103485.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2032-01-20      | 5.5000%  | N/A     | $1864168.00        | $8550.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4989   | 2050-07-25      | 6.0000%  | N/A     | $23045957.00       | $1629797.01        | Agency Collateralized Mortgage Obligation |
| GNMA_18-122A                                        | 2043-05-20      | 3.5000%  | N/A     | $46259539.00       | $2180245.10        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2045-08-20      | 4.0000%  | N/A     | $1625000.00        | $114203.46         | Agency Mortgage-Backed Securities         |
| GNMA_19-153B                                        | 2049-12-20      | 1.5951%  | N/A     | $11185079.00       | $509830.79         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2053-10-20      | 4.5000%  | N/A     | $315162.00         | $281040.57         | Agency Mortgage-Backed Securities         |
| GNMA_25-5F                                          | 2053-06-20      | 0.1000%  | N/A     | $54300345.00       | $110010.94         | Agency Collateralized Mortgage Obligation |
| GNMA_23-19A                                         | 2053-02-20      | 6.0000%  | N/A     | $28500000.00       | $2917932.32        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46A                                         | 2052-04-20      | 0.0000%  | N/A     | $17441727.00       | $154507.14         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5097                              | 2051-04-25      | 0.5000%  | N/A     | $20408166.00       | $275389.80         | Agency Collateralized Mortgage Obligation |
| GNMA_25-110E                                        | 2050-01-20      | 3.5000%  | N/A     | $7915951.00        | $3142001.03        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-09-20      | 2.5000%  | N/A     | $7115.00           | $4241.00           | Agency Mortgage-Backed Securities         |
| FHLMC_5098D                                         | 2051-04-25      | 0.0000%  | N/A     | $52000000.00       | $11024.11          | Agency Collateralized Mortgage Obligation |
| GNMA_23-168E                                        | 2051-10-20      | 3.0000%  | N/A     | $125328801.00      | $18284560.69       | Agency Collateralized Mortgage Obligation |
| GNMA_25-110P                                        | 2055-06-20      | 0.1050%  | N/A     | $100000000.00      | $1903499.37        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2051-01-20      | 2.0000%  | N/A     | $2061547.00        | $1367281.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-08-20      | 2.5000%  | N/A     | $155000.00         | $54370.78          | Agency Mortgage-Backed Securities         |
| GNMA_16-75H                                         | 2040-09-20      | 6.0000%  | N/A     | $25825640.00       | $336587.51         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1          | 2038-09-15      | 6.5000%  | N/A     | $497597.00         | $4103.33           | Agency Mortgage-Backed Securities         |
| FHLMC_5433A                                         | 2054-07-25      | 0.8516%  | N/A     | $50000000.00       | $2515836.89        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2034-09-20      | 5.5000%  | N/A     | $77000.00          | $909.22            | Agency Mortgage-Backed Securities         |
| FHLMC_5436                                          | 2054-07-25      | 2.7016%  | N/A     | $87500000.00       | $7262905.55        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46F                                         | 2049-06-20      | 4.5000%  | N/A     | $30005441.00       | $7549109.91        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5069                              | 2041-02-25      | 3.5000%  | N/A     | $11377822.00       | $763909.90         | Agency Collateralized Mortgage Obligation |
| GNMA_24-142B                                        | 2054-09-20      | 0.9950%  | N/A     | $135000000.00      | $3353031.91        | Agency Collateralized Mortgage Obligation |
| GNMA_24-168D                                        | 2054-10-20      | 1.0750%  | N/A     | $125000000.00      | $4602898.51        | Agency Collateralized Mortgage Obligation |
| FHLMC_5422C                                         | 2049-10-25      | 1.5871%  | N/A     | $30403981.00       | $3334358.30        | Agency Collateralized Mortgage Obligation |
| GNMA_23-168F                                        | 2051-11-20      | 3.0000%  | N/A     | $50000000.00       | $6896940.27        | Agency Collateralized Mortgage Obligation |
| FHLMC_5487C                                         | 2054-12-25      | 2.7516%  | N/A     | $50000000.00       | $4429965.83        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-08-20      | 5.0000%  | N/A     | $1354246.00        | $1346552.38        | Agency Mortgage-Backed Securities         |
| GNMA_03-41A                                         | 2033-05-20      | 3.2451%  | N/A     | $25000000.00       | $801.17            | Agency Collateralized Mortgage Obligation |
| GNMA_23-69D                                         | 2053-05-20      | 0.1100%  | N/A     | $25000000.00       | $28081.99          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2046-05-20      | 3.0000%  | N/A     | $180000.00         | $20282.07          | Agency Mortgage-Backed Securities         |
| GNMA_24-134P                                        | 2054-07-20      | 1.5550%  | N/A     | $57668708.00       | $2731215.71        | Agency Collateralized Mortgage Obligation |
| GNMA_25-140B                                        | 2055-08-20      | 1.5843%  | N/A     | $100000000.00      | $7539008.00        | Agency Collateralized Mortgage Obligation |
| GNMA_14-100                                         | 2044-07-20      | 0.0000%  | N/A     | $2626210.00        | $158613.66         | Agency Collateralized Mortgage Obligation |
| GNMA_23-168A                                        | 2053-11-20      | 0.0100%  | N/A     | $50000000.00       | $5964.45           | Agency Collateralized Mortgage Obligation |
| GNMA_22-23H                                         | 2051-04-20      | 3.0000%  | N/A     | $63488195.00       | $6950529.52        | Agency Collateralized Mortgage Obligation |
| GNMA_14-37                                          | 2044-03-20      | 1.1551%  | N/A     | $90727657.00       | $510299.55         | Agency Collateralized Mortgage Obligation |
| GNMA_25-122A                                        | 2055-07-20      | 0.1850%  | N/A     | $100000000.00      | $1702816.82        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-02-20      | 6.5000%  | N/A     | $1189380.00        | $1233232.22        | Agency Mortgage-Backed Securities         |
| GNMA_24-142E                                        | 2054-09-20      | 1.6350%  | N/A     | $100000000.00      | $4487350.33        | Agency Collateralized Mortgage Obligation |
| GNMA_16-42                                          | 2045-11-20      | 0.0000%  | N/A     | $32147304.00       | $329189.12         | Agency Collateralized Mortgage Obligation |
| GNMA_24-46A                                         | 2052-06-20      | 0.0000%  | N/A     | $26949694.00       | $75075.71          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2044-03-20      | 3.0000%  | N/A     | $1750000.00        | $213271.30         | Agency Mortgage-Backed Securities         |
| GNMA_24-134C                                        | 2054-08-20      | 1.5950%  | N/A     | $224379061.00      | $11418914.04       | Agency Collateralized Mortgage Obligation |
| GNMA_24-168D                                        | 2054-10-20      | 0.0300%  | N/A     | $50000000.00       | $31085.78          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2053-02-20      | 5.5000%  | N/A     | $150000.00         | $109444.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2043-07-20      | 4.0000%  | N/A     | $1106832.00        | $98931.13          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2047-01-20      | 2.5000%  | N/A     | $1828000.00        | $302795.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2035-03-20      | 5.5000%  | N/A     | $77000.00          | $1251.71           | Agency Mortgage-Backed Securities         |
| GNMA_24-134H                                        | 2053-12-20      | 0.0700%  | N/A     | $42683741.00       | $57999.01          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-07-20      | 6.0000%  | N/A     | $2418478.00        | $2492946.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5138   | 2047-07-25      | 0.0500%  | N/A     | $15533447.00       | $19514.97          | Agency Collateralized Mortgage Obligation |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1267358665.69
- **C.18.a - Value (excl. sponsor support):** $1267358665.69
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: Bank of Nova Scotia (The)

- **C.1 - Title:** Bank of Nova Scotia (The)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BYDQMLHM7
- **C.18 - Value (incl. sponsor support):** $113000000.00
- **C.18.a - Value (excl. sponsor support):** $113000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | N/A     | $100.00            | $104.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | N/A     | $24999800.00       | $25364089.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | N/A     | $31711200.00       | $29462274.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-15      | 4.2500%  | N/A     | $1705500.00        | $1732450.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | N/A     | $100.00            | $97.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | N/A     | $100.00            | $99.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | N/A     | $100.00            | $96.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | N/A     | $4583600.00        | $5170481.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | N/A     | $36868400.00       | $37434498.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | N/A     | $4504000.00        | $6092342.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | N/A     | $49800.00          | $48406.13          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | N/A     | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | N/A     | $1000.00           | $934.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | N/A     | $100.00            | $98.84             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | N/A     | $11460100.00       | $10009216.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | N/A     | $200.00            | $202.08            | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $207724791.68
- **C.18.a - Value (excl. sponsor support):** $207724791.68
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUZ8, C.4 - ISIN: US3133ETUZ83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $164926363.38
- **C.18.a - Value (excl. sponsor support):** $164926363.38
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERES6, C.4 - ISIN: US3133ERES68, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $219136749.64
- **C.18.a - Value (excl. sponsor support):** $219136749.64
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $593883939.22
- **C.18.a - Value (excl. sponsor support):** $593883939.22
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BYDQMLK68
- **C.18 - Value (incl. sponsor support):** $8500000.00
- **C.18.a - Value (excl. sponsor support):** $8500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | N/A     | $8805500.00        | $8670061.46        | U.S. Treasuries (including strips) |

### Security 89: Fixed Income Clearing Corporation - WF

- **C.1 - Title:** Fixed Income Clearing Corporation - WF
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDQMLJL7
- **C.18 - Value (incl. sponsor support):** $6525000000.00
- **C.18.a - Value (excl. sponsor support):** $6525000000.00
- **C.19 - Percentage of Net Assets:** 3.5200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| BILL 10/21/25    | 2025-10-21      | 0.0000%  | N/A     | $311800.00         | $310040.82         | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  | N/A     | $9800.00           | $9238.67           | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  | N/A     | $5130000.00        | $3516610.32        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  | N/A     | $900.00            | $907.02            | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  | N/A     | $373000000.00      | $262667046.11      | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  | N/A     | $100.00            | $61.74             | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  | N/A     | $47455000.00       | $29644687.16       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  | N/A     | $500000000.00      | $447060853.50      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  | N/A     | $219800.00         | $225193.11         | U.S. Treasuries (including strips) |
| BILL 10/30/25    | 2025-10-30      | 0.0000%  | N/A     | $154800.00         | $153766.25         | U.S. Treasuries (including strips) |
| 2 BOND 50        | 2050-02-15      | 2.0000%  | N/A     | $202991000.00      | $117206977.01      | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  | N/A     | $52380000.00       | $32191961.72       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | N/A     | $287800.00         | $290343.83         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  | N/A     | $37668000.00       | $38950301.48       | U.S. Treasuries (including strips) |
| 4 BOND 42        | 2042-11-15      | 4.0000%  | N/A     | $186201000.00      | $170543495.51      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  | N/A     | $100.00            | $100.25            | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  | N/A     | $100.00            | $78.97             | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  | N/A     | $322800.00         | $306082.35         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  | N/A     | $169370000.00      | $166393662.85      | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Y 26  | 2026-04-30      | 0.7500%  | N/A     | $546500.00         | $536294.13         | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  | N/A     | $125000000.00      | $95277149.50       | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  | N/A     | $365100000.00      | $241552263.34      | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  | N/A     | $94135000.00       | $72626964.60       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  | N/A     | $50648200.00       | $36637263.48       | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-11-15      | 3.0000%  | N/A     | $26498000.00       | $20172352.50       | U.S. Treasuries (including strips) |
| 2 BOND 41        | 2041-11-15      | 2.0000%  | N/A     | $98600000.00       | $68036550.78       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  | N/A     | $300.00            | $290.38            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  | N/A     | $3000.00           | $3067.00           | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  | N/A     | $223300000.00      | $200039921.56      | U.S. Treasuries (including strips) |
| BILL 12/11/25    | 2025-12-11      | 0.0000%  | N/A     | $600.00            | $593.35            | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | N/A     | $14790000.00       | $13107154.09       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  | N/A     | $398170000.00      | $399394796.80      | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | N/A     | $529128000.00      | $255669410.17      | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  | N/A     | $92000000.00       | $63174036.98       | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  | N/A     | $14000000.00       | $12254236.82       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  | N/A     | $349994000.00      | $361865381.74      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  | N/A     | $2700.00           | $2728.84           | U.S. Treasuries (including strips) |
| 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | N/A     | $100.00            | $102.33            | U.S. Treasuries (including strips) |
| 3 BOND 49        | 2049-02-15      | 3.0000%  | N/A     | $135856000.00      | $98750914.72       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  | N/A     | $1000.00           | $1012.17           | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  | N/A     | $25000000.00       | $19927721.48       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  | N/A     | $11823200.00       | $12501191.96       | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-08-15      | 3.0000%  | N/A     | $50385000.00       | $36787564.98       | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  | N/A     | $100.00            | $97.67             | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  | N/A     | $65000000.00       | $53503740.35       | U.S. Treasuries (including strips) |
| 2 BOND 51        | 2051-08-15      | 2.0000%  | N/A     | $104000000.00      | $58741994.48       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  | N/A     | $13418000.00       | $13457983.60       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  | N/A     | $2000.00           | $2051.53           | U.S. Treasuries (including strips) |
| 4 1/2 BOND 36    | 2036-02-15      | 4.5000%  | N/A     | $7600000.00        | $7797888.47        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  | N/A     | $152000000.00      | $90942508.66       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  | N/A     | $18708700.00       | $16759250.62       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  | N/A     | $20000000.00       | $19761338.04       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  | N/A     | $700.00            | $721.72            | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  | N/A     | $100.00            | $93.71             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  | N/A     | $765721000.00      | $787616292.74      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | N/A     | $6953600.00        | $7062107.97        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  | N/A     | $204000000.00      | $132106723.51      | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | N/A     | $1100.00           | $1136.79           | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | N/A     | $48000100.00       | $48166690.59       | U.S. Treasuries (including strips) |
| 3 BOND 44        | 2044-11-15      | 3.0000%  | N/A     | $35000000.00       | $26966460.64       | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  | N/A     | $42000000.00       | $37655170.77       | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  | N/A     | $168861600.00      | $87822842.34       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  | N/A     | $31200.00          | $25660.14          | U.S. Treasuries (including strips) |
| 4 NOTE W 30      | 2030-03-31      | 4.0000%  | N/A     | $577710000.00      | $594945823.02      | U.S. Treasuries (including strips) |
| 3 1/2 BOND 39    | 2039-02-15      | 3.5000%  | N/A     | $29000000.00       | $26138991.14       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AL 27 | 2027-03-15      | 4.2500%  | N/A     | $1000.00           | $1027.13           | U.S. Treasuries (including strips) |
| 5 BOND 45        | 2045-05-15      | 5.0000%  | N/A     | $5421000.00        | $5583484.58        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  | N/A     | $763370000.00      | $479235314.12      | U.S. Treasuries (including strips) |
| 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  | N/A     | $50800000.00       | $49536649.82       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  | N/A     | $846539800.00      | $833878113.52      | U.S. Treasuries (including strips) |

### Security 90: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6AK2, C.4 - ISIN: US3130B6AK21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $216699681.45
- **C.18.a - Value (excl. sponsor support):** $216699681.45
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 5.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYDQMLK01
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | N/A     | $174489600.00      | $175896104.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | N/A     | $33369200.00       | $33484595.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | N/A     | $5763000.00        | $5701245.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | N/A     | $341789800.00      | $345918091.35      | U.S. Treasuries (including strips) |

### Security 92: Fixed Income Clearing Corporation - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation - SSB
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDQMLJB9
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  | N/A     | $340999.00         | $208411.34         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4791 | 2045-04-01      | 3.5000%  | N/A     | $1000.00           | $185.93            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1269 | 2054-04-01      | 6.0000%  | N/A     | $832475.00         | $738984.42         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7411 | 2051-05-01      | 2.0000%  | N/A     | $9794195.00        | $6237471.93        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV2615 | 2052-07-01      | 4.5000%  | N/A     | $44000.00          | $29683.96          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  | N/A     | $1970656.00        | $1498024.64        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0334 | 2055-02-01      | 5.5000%  | N/A     | $1024.00           | $1018.60           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8040 | 2055-05-01      | 6.0000%  | N/A     | $1008.00           | $915.24            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CKAJ9329 | 2042-01-01      | 4.0000%  | N/A     | $1106.00           | $25.65             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2919 | 2054-12-01      | 6.0000%  | N/A     | $7966945.00        | $7785198.70        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD5388 | 2054-04-01      | 5.0000%  | N/A     | $10764192.00       | $9724867.71        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8268 | 2052-11-01      | 5.5000%  | N/A     | $24998.00          | $19546.52          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4251 | 2053-11-01      | 6.5000%  | N/A     | $1004.00           | $766.78            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5540 | 2044-11-01      | 5.5000%  | N/A     | $946963.00         | $841156.70         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY2259 | 2045-04-01      | 3.0000%  | N/A     | $10997900.00       | $1957447.64        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8314 | 2054-04-01      | 5.0000%  | N/A     | $675034.00         | $615660.31         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7559 | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $788.40            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7351 | 2050-10-01      | 2.0000%  | N/A     | $33134685.00       | $17702567.99       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  | N/A     | $32594662.00       | $25328910.46       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7587 | 2052-06-01      | 3.5000%  | N/A     | $527000.00         | $371861.40         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ0862 | 2045-07-01      | 3.5000%  | N/A     | $250000.00         | $32639.82          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB8773 | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $480.95            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ3452 | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $869.42            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4667 | 2055-07-01      | 5.5000%  | N/A     | $1008.00           | $1028.60           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9345 | 2054-10-01      | 5.0000%  | N/A     | $2152519.00        | $1971553.40        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6871 | 2054-01-01      | 6.5000%  | N/A     | $22109952.00       | $18005402.53       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1355 | 2054-04-01      | 6.5000%  | N/A     | $5475088.00        | $5375110.52        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  | N/A     | $9099518.00        | $6193560.36        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2923 | 2054-11-01      | 6.0000%  | N/A     | $16923474.00       | $15881208.71       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5324 | 2052-12-01      | 6.5000%  | N/A     | $3004148.00        | $1607514.75        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4464 | 2051-11-01      | 1.5000%  | N/A     | $21126464.00       | $13262354.85       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0248 | 2054-01-01      | 5.0000%  | N/A     | $6673830.00        | $6229966.10        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8501 | 2035-08-01      | 2.0000%  | N/A     | $71000.00          | $29931.17          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7321 | 2052-08-01      | 5.0000%  | N/A     | $7052457.00        | $4543406.88        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFM7184 | 2034-01-01      | 4.5000%  | N/A     | $1492180.00        | $514769.51         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  | N/A     | $5000.00           | $4346.66           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9434 | 2054-11-01      | 5.0000%  | N/A     | $39414720.00       | $36973324.48       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5197 | 2050-03-01      | 3.5000%  | N/A     | $1000.00           | $280.55            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD2530 | 2052-10-01      | 4.0000%  | N/A     | $1000.00           | $746.00            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6085 | 2053-04-01      | 6.0000%  | N/A     | $3967712.00        | $3345491.90        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CNRD5260 | 2035-08-01      | 5.0000%  | N/A     | $1000.00           | $1017.29           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW0048 | 2052-07-01      | 5.0000%  | N/A     | $157000.00         | $105462.14         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0181 | 2057-02-01      | 3.5000%  | N/A     | $1000.00           | $299.16            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4595 | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $1018.18           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0608 | 2055-02-01      | 5.5000%  | N/A     | $1032.00           | $997.57            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV5922 | 2055-08-01      | 6.0000%  | N/A     | $1008.00           | $1036.34           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH0188 | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $888.56            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9432 | 2053-07-01      | 5.5000%  | N/A     | $1024.00           | $907.99            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0775 | 2055-03-01      | 5.5000%  | N/A     | $1186618.00        | $1085261.46        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  | N/A     | $478013.00         | $130519.75         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS8931 | 2052-03-01      | 2.5000%  | N/A     | $11000.00          | $8596.12           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1219 | 2054-04-01      | 5.5000%  | N/A     | $19213080.00       | $17680318.95       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CT257536 | 2029-01-01      | 5.0000%  | N/A     | $28143.00          | $105.25            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 U4BF0195 | 2051-05-01      | 4.0000%  | N/A     | $146379.00         | $43477.11          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7340 | 2050-10-01      | 2.0000%  | N/A     | $22323904.00       | $11722627.30       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD6284 | 2054-01-01      | 2.0000%  | N/A     | $1000.00           | $747.74            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8055 | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $931.52            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  | N/A     | $12760997.00       | $10881100.32       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4694 | 2055-04-01      | 5.5000%  | N/A     | $3634256.00        | $3640736.51        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC9131 | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $1015.84           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV4148 | 2052-03-01      | 3.0000%  | N/A     | $1414.00           | $874.62            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX5135 | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $1003.39           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9375 | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1030.29           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA1390 | 2048-03-01      | 4.5000%  | N/A     | $18509376.00       | $2327272.68        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1873 | 2052-11-01      | 5.5000%  | N/A     | $1008.00           | $809.75            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1524 | 2052-08-01      | 4.0000%  | N/A     | $2000.00           | $1487.61           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0542 | 2055-03-01      | 5.5000%  | N/A     | $24447494.00       | $24415845.02       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1352 | 2052-07-01      | 3.5000%  | N/A     | $3004.00           | $2134.44           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3213 | 2052-07-01      | 3.5000%  | N/A     | $2000.00           | $1465.22           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4920 | 2045-05-01      | 3.5000%  | N/A     | $1024.00           | $90.20             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CTZA2178 | 2030-09-01      | 4.5000%  | N/A     | $1437.00           | $33.55             | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q54960 G | 2048-03-01      | 4.5000%  | N/A     | $11419635.00       | $2890255.31        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY6383 | 2053-07-01      | 6.5000%  | N/A     | $1372143.00        | $1262028.97        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9957 | 2052-09-01      | 5.0000%  | N/A     | $1979320.00        | $1567747.76        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4728 | 2054-06-01      | 6.5000%  | N/A     | $3219147.00        | $2907596.78        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8508 | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $907.95            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP8095 | 2050-08-01      | 2.0000%  | N/A     | $43645335.00       | $20552677.23       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7227 | 2055-05-01      | 5.5000%  | N/A     | $1008.00           | $990.83            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  | N/A     | $12946.00          | $10090.80          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO1345 | 2049-08-01      | 3.5000%  | N/A     | $1000.00           | $167.94            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC U80234 G | 2033-03-01      | 3.0000%  | N/A     | $1000.00           | $98.97             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7823 | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $921.07            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8234 | 2052-08-01      | 2.5000%  | N/A     | $15000.00          | $10773.48          | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G60552 G | 2031-12-01      | 7.0000%  | N/A     | $3750011.00        | $307882.62         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4226 | 2050-09-01      | 2.5000%  | N/A     | $1000.00           | $491.22            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  | N/A     | $1131.00           | $1044.40           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0999 | 2051-05-01      | 2.5000%  | N/A     | $1000.00           | $648.69            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAL3160 | 2043-02-01      | 3.0000%  | N/A     | $60386304.00       | $13915815.66       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI6279 | 2054-05-01      | 6.0000%  | N/A     | $1000.00           | $920.01            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAB6194 | 2027-09-01      | 2.5000%  | N/A     | $1000.00           | $26.04             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5363 | 2045-08-01      | 5.0000%  | N/A     | $5000.00           | $5039.59           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ0962 | 2054-02-01      | 7.0000%  | N/A     | $11493404.00       | $5837265.47        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF4924 | 2052-12-01      | 6.0000%  | N/A     | $99000.00          | $59060.86          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2279 | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1034.93           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5002 | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $997.26            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA0598 | 2053-11-01      | 6.5000%  | N/A     | $3882674.00        | $3525234.44        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1335 | 2054-04-01      | 5.5000%  | N/A     | $1676886.00        | $1547362.57        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ9991 | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $941.56            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4301 | 2055-02-01      | 5.5000%  | N/A     | $1000.00           | $1005.39           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4770 | 2045-04-01      | 3.5000%  | N/A     | $16468407.00       | $1460889.12        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8955 | 2051-02-01      | 2.5000%  | N/A     | $1001.00           | $486.27            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CKBM6359 | 2050-02-01      | 3.5000%  | N/A     | $6117413.00        | $2432410.76        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  | N/A     | $1006.00           | $105.12            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7587 | 2046-07-01      | 3.5000%  | N/A     | $4647295.00        | $1114930.62        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4180 | 2053-01-01      | 3.5000%  | N/A     | $6000000.00        | $4715973.86        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ1260 | 2054-04-01      | 5.0000%  | N/A     | $8105216.00        | $7837704.48        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8694 | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $609.06            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1053 | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $746.30            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q08394 G | 2042-05-01      | 3.5000%  | N/A     | $1000.00           | $146.79            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1003.88           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7466 | 2055-01-01      | 5.5000%  | N/A     | $7132934.00        | $7063885.49        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0449 | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $901.86            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE9398 | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1049.29           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2503 | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1008.68           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS2961 | 2052-10-01      | 5.5000%  | N/A     | $12734332.00       | $9122313.99        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3502 | 2055-02-01      | 5.5000%  | N/A     | $2348740.00        | $2224239.50        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9212 | 2054-09-01      | 5.5000%  | N/A     | $1024.00           | $998.24            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8317 | 2053-04-01      | 6.0000%  | N/A     | $1040.00           | $786.10            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5969 | 2054-07-01      | 6.5000%  | N/A     | $100000.00         | $90631.84          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS6840 | 2052-01-01      | 2.0000%  | N/A     | $2000.00           | $1401.30           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA5682 | 2050-05-01      | 2.5000%  | N/A     | $13267131.00       | $6267248.65        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH5821 | 2053-12-01      | 7.0000%  | N/A     | $142809.00         | $124655.25         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | N/A     | $5000.00           | $4159.36           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI8011 | 2054-06-01      | 6.0000%  | N/A     | $20003803.00       | $17579853.37       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB4843 | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $1036.19           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8504 | 2051-01-01      | 2.0000%  | N/A     | $30533344.00       | $19105430.42       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1640 | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $1057.86           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1757 | 2055-07-01      | 5.5000%  | N/A     | $21408490.00       | $21719803.02       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4746 | 2054-07-01      | 6.0000%  | N/A     | $1024.00           | $917.43            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  | N/A     | $14591131.00       | $10947518.27       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2295 | 2052-03-01      | 3.5000%  | N/A     | $187695.00         | $120259.12         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV0811 | 2052-01-01      | 3.5000%  | N/A     | $2190013.00        | $1858777.03        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1872 | 2052-11-01      | 5.5000%  | N/A     | $4072912.00        | $3268278.52        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0409 | 2055-05-01      | 6.0000%  | N/A     | $175626.00         | $180581.90         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8168 | 2051-09-01      | 3.0000%  | N/A     | $8000.00           | $4532.37           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1505 | 2052-07-01      | 4.5000%  | N/A     | $5573371.00        | $4393047.46        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 REBX9387 | 2053-04-01      | 5.0000%  | N/A     | $124878.00         | $83970.21          | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLBU4787 | 2054-06-01      | 7.5000%  | N/A     | $2575651.00        | $1884093.73        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  | N/A     | $118500.00         | $111233.25         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I3BF0328 | 2048-07-01      | 4.5000%  | N/A     | $225000.00         | $90816.97          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL890125 | 2039-04-01      | 5.5000%  | N/A     | $130326818.00      | $2157059.32        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0943 | 2054-02-01      | 6.0000%  | N/A     | $8745561.00        | $7311683.80        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3060 | 2054-12-01      | 5.0000%  | N/A     | $13961128.00       | $13304682.87       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA1839 | 2049-08-01      | 4.0000%  | N/A     | $1000.00           | $240.66            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4186 | 2053-07-01      | 5.5000%  | N/A     | $1024.00           | $878.72            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX7702 | 2053-02-01      | 6.5000%  | N/A     | $100000.00         | $65680.07          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX8694 | 2055-03-01      | 6.5000%  | N/A     | $287498.00         | $300283.32         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 U3BF0307 | 2043-01-01      | 3.0000%  | N/A     | $111999.00         | $34582.56          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3173 | 2053-07-01      | 5.5000%  | N/A     | $11401794.00       | $9562706.55        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7879 | 2046-09-01      | 3.0000%  | N/A     | $55732672.00       | $15311933.83       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0623 | 2054-09-01      | 6.0000%  | N/A     | $16741106.00       | $16129206.94       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8473 | 2054-11-01      | 4.5000%  | N/A     | $16813643.00       | $15601478.54       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR9279 | 2043-04-01      | 3.5000%  | N/A     | $138552832.00      | $15345232.66       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7422 | 2054-03-01      | 5.5000%  | N/A     | $42141312.00       | $38530863.53       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1314 | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $1021.80           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 ZLZT2230 | 2048-07-01      | 4.0000%  | N/A     | $1000.00           | $423.85            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4517 | 2048-09-01      | 4.0000%  | N/A     | $14588656.00       | $1332615.34        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN5411 | 2049-04-01      | 4.5000%  | N/A     | $17913316.00       | $4246922.07        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3909 | 2052-06-01      | 4.0000%  | N/A     | $45000.00          | $34922.34          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX3814 | 2053-02-01      | 6.0000%  | N/A     | $3063420.00        | $2252705.44        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1099 | 2052-05-01      | 2.5000%  | N/A     | $39029.00          | $26917.41          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM8310 | 2048-09-01      | 4.5000%  | N/A     | $1225.00           | $331.99            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7343 | 2046-06-01      | 3.0000%  | N/A     | $36130721.00       | $5233794.29        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1985 | 2054-07-01      | 6.5000%  | N/A     | $28045258.00       | $25047541.04       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1491 | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $749.03            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3914 | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $734.86            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ8594 | 2054-11-01      | 5.0000%  | N/A     | $6439033.00        | $6319394.70        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBU4740 | 2054-06-01      | 7.0000%  | N/A     | $2608268.00        | $1644030.38        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  | N/A     | $984702.00         | $600112.31         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5489 | 2053-01-01      | 6.0000%  | N/A     | $7543697.00        | $6036642.49        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1262 | 2054-04-01      | 5.5000%  | N/A     | $12884295.00       | $11814120.59       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  | N/A     | $56000.00          | $52282.85          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5914 | 2053-03-01      | 6.0000%  | N/A     | $1024.00           | $766.07            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7290 | 2050-10-01      | 2.0000%  | N/A     | $1094440.00        | $554356.65         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF0486 | 2052-09-01      | 5.5000%  | N/A     | $4558889.00        | $3099074.53        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3072 | 2054-12-01      | 5.5000%  | N/A     | $2130423.00        | $2042888.70        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB9290 | 2051-03-01      | 2.0000%  | N/A     | $1000.00           | $564.08            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2472 | 2054-09-01      | 6.5000%  | N/A     | $17753115.00       | $16012007.76       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD6794 | 2055-05-01      | 5.5000%  | N/A     | $3414605.00        | $3465386.12        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5823 | 2055-08-01      | 6.0000%  | N/A     | $5962384.00        | $6118858.82        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2030 | 2055-08-01      | 5.5000%  | N/A     | $1024.00           | $1039.70           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ6514 | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $929.27            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0540 | 2055-02-01      | 5.5000%  | N/A     | $1024.00           | $987.56            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0243 | 2054-12-01      | 5.5000%  | N/A     | $6405816.00        | $6206899.68        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX8204 | 2055-03-01      | 5.5000%  | N/A     | $1115806.00        | $1131863.91        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAQ9089 | 2042-12-01      | 3.5000%  | N/A     | $50046238.00       | $7079978.05        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA8030 | 2054-02-01      | 6.0000%  | N/A     | $4120496.00        | $3856453.79        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU5883 | 2043-09-01      | 4.0000%  | N/A     | $13793671.00       | $2278881.04        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 REAL8405 | 2041-05-01      | 4.5000%  | N/A     | $6030475.00        | $391292.93         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6520 | 2053-01-01      | 5.5000%  | N/A     | $1008.00           | $730.13            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1590 | 2054-09-01      | 6.0000%  | N/A     | $899831.00         | $936520.81         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8579 | 2051-01-01      | 2.0000%  | N/A     | $13885595.00       | $7315642.22        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2892 | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $774.77            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5468 | 2053-01-01      | 5.5000%  | N/A     | $4180470.00        | $3614396.30        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7507 | 2055-07-01      | 6.0000%  | N/A     | $1143214.00        | $1186997.51        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1938 | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $713.56            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD4211 | 2055-02-01      | 6.0000%  | N/A     | $3785951.00        | $3651230.06        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5298 | 2054-04-01      | 6.0000%  | N/A     | $4709424.00        | $4362471.55        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5480 | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $980.41            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG7696 | 2053-08-01      | 5.5000%  | N/A     | $2000.00           | $1669.84           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2028 | 2055-08-01      | 5.5000%  | N/A     | $29010502.00       | $29469789.83       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8840 | 2043-04-01      | 3.5000%  | N/A     | $1331673.00        | $73755.05          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG7742 | 2053-07-01      | 6.0000%  | N/A     | $1000.00           | $744.08            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5127 | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $768.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9775 | 2055-01-01      | 5.0000%  | N/A     | $5830024.00        | $5603305.78        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC T65393 G | 2046-09-01      | 4.0000%  | N/A     | $1100000.00        | $94515.78          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4628 | 2037-06-01      | 2.5000%  | N/A     | $3000.00           | $1963.28           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6502 | 2055-06-01      | 6.0000%  | N/A     | $543542.00         | $563176.35         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8512 | 2036-05-01      | 2.0000%  | N/A     | $7000.00           | $3678.63           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7160 | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $1010.82           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB6704 | 2054-06-01      | 6.5000%  | N/A     | $170642.00         | $150148.62         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2284 | 2052-12-01      | 6.0000%  | N/A     | $9000.00           | $6950.31           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5732 | 2055-06-01      | 4.0000%  | N/A     | $1543586.00        | $1427589.41        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5758 | 2055-07-01      | 4.5000%  | N/A     | $4159259.00        | $3969807.81        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9082 | 2052-08-01      | 5.0000%  | N/A     | $1003.00           | $766.90            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFS1327 | 2036-06-01      | 1.5000%  | N/A     | $5120.00           | $3071.12           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5013 | 2053-11-01      | 6.5000%  | N/A     | $76000.00          | $50991.92          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2735 | 2051-02-01      | 3.5000%  | N/A     | $4421409.00        | $3030013.70        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5561 | 2055-06-01      | 6.0000%  | N/A     | $12000.00          | $11341.83          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4348 | 2053-12-01      | 6.5000%  | N/A     | $443182.00         | $349468.43         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX6838 | 2055-02-01      | 6.5000%  | N/A     | $1722661.00        | $1808857.12        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  | N/A     | $3000.00           | $2701.72           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2660 | 2055-09-01      | 6.0000%  | N/A     | $1252.00           | $1285.24           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1523 | 2050-07-01      | 3.5000%  | N/A     | $1000.00           | $903.20            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA1009 | 2052-05-01      | 2.5000%  | N/A     | $14155489.00       | $11584267.40       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9969 | 2055-02-01      | 5.5000%  | N/A     | $12739390.00       | $12541741.95       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2086 | 2055-09-01      | 6.0000%  | N/A     | $1126784.00        | $1171596.95        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4512 | 2050-04-01      | 3.5000%  | N/A     | $239848.00         | $94078.04          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3008 | 2054-12-01      | 5.0000%  | N/A     | $41040558.00       | $38820228.03       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7502 | 2049-07-01      | 3.5000%  | N/A     | $1000.00           | $200.53            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9349 | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $1015.54           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4030 | 2053-10-01      | 6.5000%  | N/A     | $210000.00         | $168241.73         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL6715 | 2045-02-01      | 4.0000%  | N/A     | $2250000.00        | $163858.78         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC5779 | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $1039.10           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS3464 | 2035-06-01      | 3.0000%  | N/A     | $1679.00           | $720.09            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY8280 | 2055-07-01      | 5.0000%  | N/A     | $1024.00           | $1011.60           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB4475 | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $899.10            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0660 | 2055-04-01      | 6.0000%  | N/A     | $1024.00           | $1032.81           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA1353 | 2050-03-01      | 3.5000%  | N/A     | $6898714.00        | $6135066.81        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR3391 | 2043-01-01      | 3.0000%  | N/A     | $1000.00           | $181.70            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1750 | 2052-04-01      | 2.5000%  | N/A     | $1388534.00        | $935349.51         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM6887 | 2051-05-01      | 2.5000%  | N/A     | $75000.00          | $42184.42          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5133 | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $1054.98           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8301 | 2053-02-01      | 6.0000%  | N/A     | $39362.00          | $27994.42          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX3766 | 2055-01-01      | 6.0000%  | N/A     | $8561541.00        | $8769627.71        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY9529 | 2055-08-01      | 5.5000%  | N/A     | $4380493.00        | $4438494.86        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4658 | 2054-06-01      | 6.0000%  | N/A     | $3470342.00        | $2876589.48        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | N/A     | $5360000.00        | $1155025.60        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7192 | 2055-08-01      | 6.0000%  | N/A     | $2001.00           | $2088.87           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0858 | 2051-06-01      | 3.0000%  | N/A     | $1617374.00        | $1123694.69        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL6348 | 2045-02-01      | 3.5000%  | N/A     | $1605376.00        | $281092.37         | Agency Mortgage-Backed Securities  |
| 02.500 FGPC G18631 G | 2032-02-01      | 2.5000%  | N/A     | $1000.00           | $171.44            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3239 | 2055-01-01      | 5.5000%  | N/A     | $36874680.00       | $36343682.75       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1837 | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $839.25            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5080 | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $690.42            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLFS8372 | 2054-06-01      | 7.5000%  | N/A     | $3991390.00        | $2717226.67        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  | N/A     | $1205.00           | $221.59            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP2133 | 2042-08-01      | 3.5000%  | N/A     | $1000.00           | $105.85            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4903 | 2055-03-01      | 5.5000%  | N/A     | $2000.00           | $2010.17           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE5860 | 2052-07-01      | 4.0000%  | N/A     | $9677968.00        | $7255393.46        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4751 | 2048-01-01      | 3.5000%  | N/A     | $9284000.00        | $1179748.66        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5733 | 2055-06-01      | 4.5000%  | N/A     | $1690214.00        | $1605537.10        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ0691 | 2055-08-01      | 5.5000%  | N/A     | $1110696.00        | $1130938.19        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2390 | 2053-03-01      | 5.0000%  | N/A     | $11000.00          | $8926.26           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  | N/A     | $1001.00           | $149.10            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1842 | 2055-07-01      | 6.0000%  | N/A     | $10240.00          | $10509.91          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8160 | 2051-08-01      | 2.0000%  | N/A     | $1000.00           | $617.04            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1027 | 2051-11-01      | 2.0000%  | N/A     | $5000.00           | $3240.50           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC4697 | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $982.23            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAP9633 | 2042-10-01      | 2.5000%  | N/A     | $200000.00         | $32877.67          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2913 | 2053-05-01      | 5.5000%  | N/A     | $125000.00         | $97525.09          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7713 | 2050-11-01      | 2.0000%  | N/A     | $13571903.00       | $7040236.60        | Agency Mortgage-Backed Securities  |
| 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  | N/A     | $100.00            | $98.24             | U.S. Treasuries (including strips) |
| FNMS 04.000 CLBE3702 | 2047-06-01      | 4.0000%  | N/A     | $110765298.00      | $12420340.24       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS0854 | 2036-10-01      | 2.0000%  | N/A     | $1000.00           | $583.28            | Agency Mortgage-Backed Securities  |
| 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  | N/A     | $400.00            | $414.15            | U.S. Treasuries (including strips) |
| FNMS 05.500 CLFA2127 | 2055-06-01      | 5.5000%  | N/A     | $35873925.00       | $34750646.43       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5297 | 2054-03-01      | 6.5000%  | N/A     | $1000.00           | $671.20            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1374 | 2052-11-01      | 4.5000%  | N/A     | $45318.00          | $37419.42          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1447 | 2052-06-01      | 5.0000%  | N/A     | $1008.00           | $652.00            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1373 | 2051-11-01      | 3.0000%  | N/A     | $8610544.00        | $6197742.14        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1749 | 2052-04-01      | 2.5000%  | N/A     | $1897000.00        | $1294497.68        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD3984 | 2051-05-01      | 2.0000%  | N/A     | $2000.00           | $1440.75           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 REBQ5447 | 2050-10-01      | 2.0000%  | N/A     | $100000.00         | $56438.23          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3080 | 2054-12-01      | 5.5000%  | N/A     | $18999726.00       | $17580962.76       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  | N/A     | $2757000.00        | $1117973.08        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS7161 | 2054-02-01      | 6.5000%  | N/A     | $1106.00           | $904.45            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU6701 | 2051-12-01      | 2.5000%  | N/A     | $2000.00           | $1255.17           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5892 | 2053-03-01      | 4.5000%  | N/A     | $99000.00          | $84585.64          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8501 | 2054-05-01      | 6.0000%  | N/A     | $6144.00           | $6018.51           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY8780 | 2055-07-01      | 6.0000%  | N/A     | $1008.00           | $1035.72           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA0878 | 2031-10-01      | 4.0000%  | N/A     | $1000.00           | $46.07             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1469 | 2054-12-01      | 5.0000%  | N/A     | $4408872.00        | $4247001.46        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I3BF0154 | 2046-11-01      | 3.5000%  | N/A     | $1000.00           | $170.67            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | N/A     | $1453294.00        | $1233472.31        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1630 | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1013.50           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE9394 | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1045.62           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7570 | 2050-11-01      | 2.0000%  | N/A     | $119566829.00      | $64400171.39       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBU5021 | 2054-09-01      | 4.5000%  | N/A     | $2654013.00        | $2520581.83        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4996 | 2045-05-01      | 3.5000%  | N/A     | $11432446.00       | $992941.73         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1442 | 2052-06-01      | 4.5000%  | N/A     | $7777408.00        | $5466214.95        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY8457 | 2055-07-01      | 5.5000%  | N/A     | $10000.00          | $10170.99          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ6682 | 2051-08-01      | 2.0000%  | N/A     | $1000.00           | $565.48            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6901 | 2054-12-01      | 4.5000%  | N/A     | $1000.00           | $932.69            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP8713 | 2050-08-01      | 3.0000%  | N/A     | $100000.00         | $38089.83          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF1972 | 2052-10-01      | 5.5000%  | N/A     | $17978.00          | $12973.39          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL1192 | 2055-05-01      | 4.5000%  | N/A     | $19921173.00       | $18816598.84       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1186 | 2050-01-01      | 3.5000%  | N/A     | $200000.00         | $129843.70         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1514 | 2052-08-01      | 5.0000%  | N/A     | $1024.00           | $760.41            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4682 | 2045-01-01      | 4.0000%  | N/A     | $36100941.00       | $7998054.20        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS5349 | 2052-10-01      | 4.0000%  | N/A     | $147000.00         | $111975.32         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY8022 | 2055-07-01      | 6.0000%  | N/A     | $1141346.00        | $1184872.97        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1180 | 2055-05-01      | 6.0000%  | N/A     | $13894450.00       | $14076144.33       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1604 | 2055-06-01      | 5.5000%  | N/A     | $7511.00           | $7581.13           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3175 | 2052-03-01      | 3.5000%  | N/A     | $1000.00           | $673.47            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $982.39            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6481 | 2053-01-01      | 5.5000%  | N/A     | $5000.00           | $3397.15           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6214 | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1042.95           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE3306 | 2052-06-01      | 4.0000%  | N/A     | $1011.00           | $805.16            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0594 | 2055-01-01      | 5.5000%  | N/A     | $1465075.00        | $1468890.34        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSL2026 | 2052-03-01      | 2.0000%  | N/A     | $1002.00           | $809.03            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQC0161 | 2051-03-01      | 2.0000%  | N/A     | $1000.00           | $541.95            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9452 | 2053-07-01      | 6.0000%  | N/A     | $423948.00         | $369852.73         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  | N/A     | $2568167.00        | $1265057.08        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT3487 | 2043-04-01      | 3.5000%  | N/A     | $6491000.00        | $776804.11         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8505 | 2055-02-01      | 5.0000%  | N/A     | $5000.00           | $4768.81           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD4231 | 2052-08-01      | 4.5000%  | N/A     | $8586386.00        | $7165401.17        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4637 | 2055-03-01      | 5.5000%  | N/A     | $2265106.00        | $2275343.89        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1272 | 2052-07-01      | 4.5000%  | N/A     | $498000.00         | $354413.12         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA1224 | 2042-06-01      | 3.5000%  | N/A     | $40405689.00       | $4241982.91        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS9842 | 2054-01-01      | 6.5000%  | N/A     | $7384198.00        | $7047664.72        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  | N/A     | $2013.00           | $1055.59           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG5386 | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $715.10            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU3058 | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $686.24            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3468 | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1016.96           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6336 | 2053-05-01      | 6.5000%  | N/A     | $1467718.00        | $1031102.46        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8393 | 2054-01-01      | 4.5000%  | N/A     | $7000.00           | $6159.06           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7382 | 2052-05-01      | 3.5000%  | N/A     | $5200.00           | $3541.89           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS3256 | 2052-11-01      | 6.0000%  | N/A     | $50000.00          | $34716.64          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS9404 | 2047-04-01      | 3.5000%  | N/A     | $15022496.00       | $4568749.69        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW0790 | 2052-09-01      | 5.0000%  | N/A     | $1008.00           | $783.52            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3250 | 2055-01-01      | 5.0000%  | N/A     | $28557659.00       | $28085083.76       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $697.74            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6780 | 2054-10-01      | 5.5000%  | N/A     | $1024.00           | $961.05            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  | N/A     | $1000.00           | $300.63            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0106 | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $958.78            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD5189 | 2055-04-01      | 5.0000%  | N/A     | $1285166.00        | $1143816.87        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8045 | 2050-02-01      | 3.5000%  | N/A     | $1000.00           | $144.98            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA1723 | 2053-10-01      | 6.0000%  | N/A     | $7834712.00        | $7491569.36        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  | N/A     | $2001.00           | $1498.21           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5353 | 2054-05-01      | 5.5000%  | N/A     | $11290059.00       | $9934007.36        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4698 | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $1002.06           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5420 | 2054-07-01      | 5.5000%  | N/A     | $35079.00          | $31537.97          | Agency Mortgage-Backed Securities  |
| BILL 10/28/25        | 2025-10-28      | 0.0000%  | N/A     | $100.00            | $99.36             | U.S. Treasuries (including strips) |
| FNMS 03.500 CLAQ0973 | 2042-12-01      | 3.5000%  | N/A     | $1352618.00        | $155517.05         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9358 | 2054-10-01      | 6.5000%  | N/A     | $8301324.00        | $7577338.73        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8946 | 2047-03-01      | 3.5000%  | N/A     | $620000.00         | $126468.51         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ7866 | 2054-11-01      | 5.5000%  | N/A     | $1159342.00        | $1172438.14        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9300 | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $924.82            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4444 | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $1018.87           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA0525 | 2047-10-01      | 3.0000%  | N/A     | $14851200.00       | $2970788.30        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD3632 | 2052-07-01      | 2.5000%  | N/A     | $1000.00           | $745.13            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG1464 | 2053-04-01      | 5.5000%  | N/A     | $1024.00           | $829.20            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ2863 | 2054-11-01      | 5.0000%  | N/A     | $7963598.00        | $7401596.05        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | N/A     | $44869765.00       | $37235617.52       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  | N/A     | $1008.00           | $607.56            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  | N/A     | $1264.00           | $992.01            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9570 | 2053-08-01      | 6.0000%  | N/A     | $14024120.00       | $11495503.31       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX9745 | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $996.59            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6333 | 2052-10-01      | 4.0000%  | N/A     | $132000.00         | $106350.94         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4338 | 2045-01-01      | 3.5000%  | N/A     | $24698752.00       | $3996554.00        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2420 | 2054-09-01      | 5.5000%  | N/A     | $5120.00           | $4795.95           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I6BF0665 | 2061-11-01      | 4.0000%  | N/A     | $2312952.00        | $1767275.48        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA8272 | 2053-01-01      | 6.0000%  | N/A     | $14673494.00       | $12506078.39       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  | N/A     | $100000.00         | $76187.38          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  | N/A     | $4010.00           | $3309.43           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q22339 G | 2043-10-01      | 4.5000%  | N/A     | $24724985.00       | $1239940.78        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6239 | 2053-01-01      | 5.5000%  | N/A     | $1008.00           | $758.48            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5420 | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $846.60            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | N/A     | $3000.00           | $2372.63           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0497 | 2055-02-01      | 6.0000%  | N/A     | $2941896.00        | $2746527.91        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5166 | 2053-10-01      | 6.0000%  | N/A     | $2000.00           | $1550.29           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | N/A     | $9649696.00        | $5998875.76        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  | N/A     | $11552284.00       | $9195064.02        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1891 | 2050-01-01      | 4.0000%  | N/A     | $1000.00           | $655.27            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  | N/A     | $2210.00           | $2029.84           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9646 | 2054-12-01      | 5.0000%  | N/A     | $5481856.00        | $5243505.79        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ2165 | 2054-08-01      | 6.0000%  | N/A     | $112842.00         | $101895.07         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA5622 | 2048-08-01      | 4.5000%  | N/A     | $1079.00           | $271.84            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ5120 | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $905.37            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2087 | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $1041.24           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3652 | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $982.48            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CTSC0321 | 2042-10-01      | 3.5000%  | N/A     | $90000.00          | $66113.56          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6203 | 2053-05-01      | 5.5000%  | N/A     | $7974116.00        | $7007596.56        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2910 | 2054-11-01      | 5.5000%  | N/A     | $8237056.00        | $7537993.79        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  | N/A     | $1024.00           | $915.11            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD3243 | 2051-12-01      | 3.0000%  | N/A     | $1000.00           | $762.60            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6580 | 2050-08-01      | 2.0000%  | N/A     | $22536272.00       | $11673007.51       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC4701 | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $1036.04           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7378 | 2052-05-01      | 3.5000%  | N/A     | $98999.00          | $74020.11          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7683 | 2050-11-01      | 2.0000%  | N/A     | $24816128.00       | $13257264.28       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  | N/A     | $2000.00           | $1603.10           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQD9463 | 2052-04-01      | 3.5000%  | N/A     | $146000.00         | $103269.23         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4495 | 2052-03-01      | 3.5000%  | N/A     | $10490384.00       | $7449366.86        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0807 | 2051-03-01      | 2.5000%  | N/A     | $1000.00           | $609.35            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4125 | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $788.74            | Agency Mortgage-Backed Securities  |
| 02.500 FGPC V60885 G | 2030-07-01      | 2.5000%  | N/A     | $1000.00           | $112.00            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9453 | 2047-04-01      | 4.0000%  | N/A     | $1299.00           | $205.88            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4070 | 2050-11-01      | 2.5000%  | N/A     | $1000.00           | $478.19            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  | N/A     | $15000.00          | $5355.07           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6522 | 2053-01-01      | 5.5000%  | N/A     | $6206696.00        | $4047033.65        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6760 | 2054-11-01      | 5.0000%  | N/A     | $2540232.00        | $2413371.85        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA1674 | 2053-10-01      | 6.0000%  | N/A     | $14624299.00       | $13962581.94       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX5080 | 2053-01-01      | 6.0000%  | N/A     | $2228076.00        | $1597322.12        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8578 | 2051-01-01      | 2.0000%  | N/A     | $1157.00           | $603.68            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH9215 | 2048-01-01      | 3.5000%  | N/A     | $168008.00         | $25751.18          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL1403 | 2054-12-01      | 4.5000%  | N/A     | $1026.00           | $985.42            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8496 | 2055-01-01      | 6.0000%  | N/A     | $38949680.00       | $36152413.07       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  | N/A     | $35011.00          | $31118.93          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CKBV2554 | 2052-06-01      | 5.0000%  | N/A     | $50000.00          | $41593.67          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $661.91            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8235 | 2052-08-01      | 3.0000%  | N/A     | $3860.00           | $2828.85           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM5074 | 2047-12-01      | 3.5000%  | N/A     | $1003.00           | $200.48            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM7847 | 2036-06-01      | 2.0000%  | N/A     | $46504011.00       | $25454454.47       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV9888 | 2052-05-01      | 3.5000%  | N/A     | $10891840.00       | $7239471.40        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  | N/A     | $23000.00          | $16523.20          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4807 | 2052-11-01      | 5.5000%  | N/A     | $2000.00           | $1564.72           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW3918 | 2052-08-01      | 4.5000%  | N/A     | $3916736.00        | $3031877.52        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB1216 | 2036-07-01      | 2.5000%  | N/A     | $1000.00           | $528.08            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7033 | 2050-09-01      | 2.5000%  | N/A     | $62006735.00       | $30890898.70       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6307 | 2052-08-01      | 5.0000%  | N/A     | $291000.00         | $191393.96         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3727 | 2055-03-01      | 6.0000%  | N/A     | $1000.00           | $1005.86           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5352 | 2054-05-01      | 5.0000%  | N/A     | $80000.00          | $72783.53          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CISB8377 | 2040-04-01      | 4.5000%  | N/A     | $5120.00           | $4857.31           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 3PQU7914 | 2051-07-01      | 2.5000%  | N/A     | $99000.00          | $69706.50          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF2777 | 2052-11-01      | 6.0000%  | N/A     | $959503.00         | $519710.07         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8114 | 2050-12-01      | 2.5000%  | N/A     | $1000.00           | $456.09            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY8734 | 2055-07-01      | 5.5000%  | N/A     | $1008.00           | $966.97            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8089 | 2046-10-01      | 3.5000%  | N/A     | $16941324.00       | $4438865.26        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1767 | 2054-06-01      | 5.5000%  | N/A     | $1690083.00        | $1589600.06        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1842 | 2052-01-01      | 2.0000%  | N/A     | $45599.00          | $27254.07          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN4257 | 2049-03-01      | 4.5000%  | N/A     | $1843.00           | $408.37            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3057 | 2047-07-01      | 3.5000%  | N/A     | $3002.00           | $326.55            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3059 | 2054-12-01      | 5.0000%  | N/A     | $14307951.00       | $13156025.27       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  | N/A     | $721000.00         | $63895.66          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7774 | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $769.99            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0240 | 2052-01-01      | 3.0000%  | N/A     | $200000.00         | $124747.55         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY8752 | 2055-07-01      | 5.0000%  | N/A     | $1000.00           | $990.39            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM3873 | 2035-08-01      | 2.5000%  | N/A     | $1001.00           | $326.97            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE8727 | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1013.41           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE2057 | 2052-05-01      | 3.5000%  | N/A     | $58999.00          | $45093.06          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5598 | 2045-01-01      | 5.5000%  | N/A     | $5000.00           | $4414.73           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5762 | 2045-09-01      | 3.5000%  | N/A     | $28324640.00       | $5382106.04        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0942 | 2054-02-01      | 6.0000%  | N/A     | $14123144.00       | $11182422.19       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0000 | 2055-02-01      | 6.0000%  | N/A     | $1024.00           | $995.82            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6221 | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1039.30           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD3925 | 2055-03-01      | 7.0000%  | N/A     | $1149383.00        | $1212833.47        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0179 | 2057-01-01      | 3.5000%  | N/A     | $1008.00           | $351.31            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2927 | 2052-02-01      | 2.0000%  | N/A     | $5000.00           | $3392.63           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0543 | 2048-08-01      | 4.5000%  | N/A     | $944300.00         | $205170.93         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2459 | 2054-09-01      | 6.0000%  | N/A     | $6772918.00        | $6308258.76        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7918 | 2050-11-01      | 2.0000%  | N/A     | $1024.00           | $548.23            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO2994 | 2049-09-01      | 4.0000%  | N/A     | $2000.00           | $325.94            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI5568 | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $922.17            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU1421 | 2052-01-01      | 3.0000%  | N/A     | $50000.00          | $33716.27          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN1389 | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $132.47            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP3050 | 2050-03-01      | 2.5000%  | N/A     | $1000.00           | $229.53            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7289 | 2050-10-01      | 2.0000%  | N/A     | $50009048.00       | $25375608.58       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  | N/A     | $2001.00           | $1275.56           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL735676 | 2035-07-01      | 5.0000%  | N/A     | $1019.00           | $10.40             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9846 | 2053-09-01      | 5.5000%  | N/A     | $44449854.00       | $39955676.39       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0263 | 2055-02-01      | 5.0000%  | N/A     | $10546991.00       | $10076999.30       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA0438 | 2052-09-01      | 3.5000%  | N/A     | $17000.00          | $14712.04          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5122 | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1036.62           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  | N/A     | $2975872.00        | $613442.38         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL890131 | 2038-12-01      | 6.5000%  | N/A     | $30000000.00       | $1082344.95        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U91254 G | 2043-04-01      | 4.0000%  | N/A     | $1006.00           | $181.47            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ0858 | 2045-07-01      | 3.5000%  | N/A     | $82513876.00       | $15944206.32       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $678.30            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5487 | 2053-01-01      | 6.0000%  | N/A     | $1633790.00        | $1387820.77        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE9341 | 2052-09-01      | 4.5000%  | N/A     | $7465818.00        | $6020040.73        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5012 | 2048-03-01      | 3.5000%  | N/A     | $18059478.00       | $5323568.30        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8582 | 2043-06-01      | 3.5000%  | N/A     | $1024.00           | $190.16            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I4BF0503 | 2060-09-01      | 3.0000%  | N/A     | $750000.00         | $307274.80         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4730 | 2047-08-01      | 3.5000%  | N/A     | $2320.00           | $252.93            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5778 | 2045-09-01      | 3.5000%  | N/A     | $850000.00         | $74161.49          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1141 | 2055-03-01      | 5.5000%  | N/A     | $1024.00           | $1028.26           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9378 | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1030.80           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7332 | 2050-10-01      | 2.0000%  | N/A     | $34169017.00       | $19018532.61       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAP8072 | 2042-09-01      | 3.0000%  | N/A     | $249000.00         | $36746.88          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH9277 | 2048-02-01      | 3.5000%  | N/A     | $1000.00           | $152.86            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4387 | 2055-06-01      | 6.0000%  | N/A     | $6259440.00        | $6265038.54        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7986 | 2050-12-01      | 2.0000%  | N/A     | $20637310.00       | $11115104.86       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0389 | 2055-05-01      | 5.5000%  | N/A     | $3667.00           | $3702.98           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5271 | 2054-02-01      | 5.5000%  | N/A     | $1024.00           | $895.76            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF5828 | 2053-01-01      | 6.0000%  | N/A     | $8924669.00        | $6753699.55        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1218 | 2054-04-01      | 5.5000%  | N/A     | $6564319.00        | $6387692.91        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT9653 | 2043-07-01      | 4.0000%  | N/A     | $1998.00           | $366.03            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CTSC0595 | 2044-12-01      | 5.5000%  | N/A     | $5120.00           | $4376.57           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY8124 | 2045-06-01      | 3.5000%  | N/A     | $11749536.00       | $3381440.14        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR4756 | 2051-03-01      | 2.0000%  | N/A     | $300000.00         | $151503.83         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Z40117 G | 2045-04-01      | 3.0000%  | N/A     | $1000.00           | $212.57            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQI2213 | 2054-03-01      | 5.0000%  | N/A     | $55620.00          | $51032.71          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC1158 | 2046-02-01      | 3.5000%  | N/A     | $1696000.00        | $195674.70         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1921 | 2052-12-01      | 4.5000%  | N/A     | $36000.00          | $28388.82          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC4569 | 2054-11-01      | 5.0000%  | N/A     | $47101632.00       | $43830105.55       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7672 | 2052-07-01      | 4.5000%  | N/A     | $37010.00          | $29400.48          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1665 | 2052-09-01      | 4.5000%  | N/A     | $1024.00           | $736.08            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8233 | 2052-07-01      | 5.0000%  | N/A     | $1080.00           | $809.36            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX9009 | 2055-03-01      | 6.5000%  | N/A     | $9832736.00        | $9351634.85        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4119 | 2053-07-01      | 5.0000%  | N/A     | $1008.00           | $776.17            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG7693 | 2053-07-01      | 4.5000%  | N/A     | $2000.00           | $1766.98           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  | N/A     | $43001.00          | $27763.81          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS7927 | 2054-05-01      | 6.5000%  | N/A     | $805374.00         | $700270.80         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAQ6238 | 2042-12-01      | 3.5000%  | N/A     | $60000000.00       | $9052302.74        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  | N/A     | $55603886.00       | $42236309.56       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2503 | 2052-07-01      | 5.0000%  | N/A     | $1005.00           | $1014.41           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8361 | 2053-09-01      | 5.0000%  | N/A     | $285000.00         | $248299.61         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD2603 | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $722.69            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6778 | 2053-02-01      | 5.5000%  | N/A     | $1008.00           | $863.21            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0463 | 2047-09-01      | 4.0000%  | N/A     | $1000.00           | $250.79            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7185 | 2052-04-01      | 4.0000%  | N/A     | $9127549.00        | $6423309.16        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIQN7488 | 2036-09-01      | 2.5000%  | N/A     | $93000.00          | $36313.43          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX6312 | 2055-02-01      | 6.0000%  | N/A     | $1079328.00        | $1114862.86        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3887 | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $994.25            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0012 | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $981.46            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9229 | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1025.62           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7987 | 2050-12-01      | 2.0000%  | N/A     | $1325372.00        | $677784.87         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8350 | 2053-08-01      | 6.0000%  | N/A     | $34128.00          | $27073.41          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZT1725 | 2034-01-01      | 3.5000%  | N/A     | $1000.00           | $129.45            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA4687 | 2042-06-01      | 4.0000%  | N/A     | $1000.00           | $676.47            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD5573 | 2052-08-01      | 3.0000%  | N/A     | $1000.00           | $779.59            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2227 | 2054-08-01      | 6.5000%  | N/A     | $10682897.00       | $9410395.11        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD4299 | 2055-02-01      | 6.0000%  | N/A     | $1125538.00        | $1150318.59        | Agency Mortgage-Backed Securities  |
| 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  | N/A     | $200.00            | $204.47            | U.S. Treasuries (including strips) |
| FNMS 03.000 CLBP5487 | 2050-06-01      | 3.0000%  | N/A     | $399000.00         | $103241.22         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8019 | 2050-12-01      | 2.0000%  | N/A     | $46599018.00       | $28764771.53       | Agency Mortgage-Backed Securities  |
| 04.000 FGPC A93990 G | 2040-09-01      | 4.0000%  | N/A     | $1000.00           | $26.39             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFM8547 | 2034-07-01      | 4.5000%  | N/A     | $1319043.00        | $514141.54         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD2440 | 2047-01-01      | 3.5000%  | N/A     | $4003.00           | $687.56            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW0022 | 2052-07-01      | 4.0000%  | N/A     | $670000.00         | $409914.84         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8774 | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1026.36           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA1024 | 2051-05-01      | 2.5000%  | N/A     | $14611428.00       | $11872665.70       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6687 | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1031.62           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3185 | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $974.68            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4601 | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $877.23            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7338 | 2050-10-01      | 2.0000%  | N/A     | $9202109.00        | $4818581.67        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ2857 | 2054-12-01      | 5.0000%  | N/A     | $14340664.00       | $13673798.45       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7452 | 2050-10-01      | 2.0000%  | N/A     | $53567118.00       | $28879926.68       | Agency Mortgage-Backed Securities  |
| FEPC 05.850 6GZM9113 | 2037-11-01      | 5.8500%  | N/A     | $2805472.00        | $68533.73          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS3154 | 2044-08-01      | 4.0000%  | N/A     | $1196189.00        | $70255.10          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT0139 | 2051-06-01      | 2.5000%  | N/A     | $2393721.00        | $1259068.06        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL0454 | 2054-11-01      | 4.5000%  | N/A     | $430160.00         | $405723.45         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4352 | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1026.67           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9349 | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $918.48            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  | N/A     | $1000.00           | $823.14            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6402 | 2045-07-01      | 2.5000%  | N/A     | $35365185.00       | $12940195.12       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8057 | 2046-10-01      | 3.5000%  | N/A     | $50112832.00       | $11879596.87       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL7225 | 2030-08-01      | 3.0000%  | N/A     | $302812.00         | $31983.54          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1561 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $745.68            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8511 | 2036-05-01      | 2.0000%  | N/A     | $4000.00           | $2063.95           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5790 | 2055-08-01      | 4.5000%  | N/A     | $1000.00           | $962.02            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV5963 | 2055-07-01      | 5.5000%  | N/A     | $1024.00           | $1036.22           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ7037 | 2048-08-01      | 4.0000%  | N/A     | $19824736.00       | $4420762.36        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CNRD5241 | 2035-04-01      | 5.5000%  | N/A     | $40007.00          | $38401.03          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF7057 | 2053-02-01      | 6.0000%  | N/A     | $2000.00           | $1314.79           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1987 | 2054-07-01      | 6.5000%  | N/A     | $12098416.00       | $11878302.27       | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q38680 G | 2046-02-01      | 4.0000%  | N/A     | $16775267.00       | $3318374.52        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9906 | 2055-07-01      | 6.0000%  | N/A     | $6978465.00        | $7284597.39        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8583 | 2051-01-01      | 2.0000%  | N/A     | $27802524.00       | $15603011.24       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  | N/A     | $1138.00           | $950.40            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQBM7117 | 2045-09-01      | 4.0000%  | N/A     | $4014552.00        | $2835309.05        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2095 | 2051-11-01      | 3.0000%  | N/A     | $3808185.00        | $2579284.02        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9715 | 2054-11-01      | 5.5000%  | N/A     | $2725.00           | $2668.28           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7513 | 2050-04-01      | 3.5000%  | N/A     | $15999.00          | $5744.15           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4091 | 2052-07-01      | 4.0000%  | N/A     | $1024.00           | $792.67            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY8681 | 2055-07-01      | 6.0000%  | N/A     | $9072.00           | $9321.03           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBE0084 | 2046-12-01      | 3.0000%  | N/A     | $2000.00           | $617.91            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1953 | 2053-11-01      | 5.0000%  | N/A     | $1000.00           | $954.72            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4090 | 2055-05-01      | 5.5000%  | N/A     | $1147414.00        | $1162950.16        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1931 | 2051-11-01      | 3.5000%  | N/A     | $1000.00           | $689.32            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB7737 | 2054-06-01      | 6.5000%  | N/A     | $1613758.00        | $1335457.29        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA5529 | 2049-12-01      | 3.0000%  | N/A     | $22517472.00       | $8610151.41        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  | N/A     | $3000.00           | $1980.74           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8523 | 2055-04-01      | 5.0000%  | N/A     | $1000.00           | $959.72            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61595 G | 2048-07-01      | 3.5000%  | N/A     | $16849442.00       | $3522932.95        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8804 | 2051-02-01      | 2.0000%  | N/A     | $9204590.00        | $5053303.46        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV1539 | 2055-04-01      | 5.5000%  | N/A     | $1008.00           | $977.48            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS3619 | 2042-11-01      | 3.5000%  | N/A     | $2112.00           | $262.89            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0589 | 2055-02-01      | 5.0000%  | N/A     | $1000.00           | $958.54            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY6150 | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $1012.73           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4679 | 2052-09-01      | 5.0000%  | N/A     | $54564877.00       | $41141372.43       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7632 | 2050-11-01      | 2.0000%  | N/A     | $17056000.00       | $8851234.62        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC2779 | 2054-09-01      | 5.5000%  | N/A     | $678521.00         | $679982.01         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2542 | 2051-09-01      | 3.5000%  | N/A     | $1000.00           | $773.56            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX0213 | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $1001.98           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD5204 | 2052-01-01      | 2.5000%  | N/A     | $1729284.00        | $1155140.69        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1064 | 2054-03-01      | 5.5000%  | N/A     | $6713368.00        | $6066176.37        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7544 | 2051-07-01      | 3.0000%  | N/A     | $206744.00         | $121435.70         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5576 | 2051-07-01      | 2.5000%  | N/A     | $1000.00           | $597.49            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7334 | 2050-10-01      | 2.0000%  | N/A     | $54088343.00       | $29167512.05       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF4946 | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $803.56            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4417 | 2036-09-01      | 1.5000%  | N/A     | $16737760.00       | $9730940.90        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 3JRE0019 | 2050-11-01      | 2.0000%  | N/A     | $98999.00          | $50796.58          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9482 | 2051-11-01      | 3.0000%  | N/A     | $89537.00          | $58230.73          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7557 | 2052-06-01      | 4.5000%  | N/A     | $299929.00         | $235190.59         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7341 | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $538.53            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  | N/A     | $3000.00           | $2073.62           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4565 | 2052-03-01      | 3.5000%  | N/A     | $1000.00           | $647.58            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7917 | 2046-09-01      | 3.5000%  | N/A     | $12985380.00       | $3442093.62        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8929 | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $564.68            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX1438 | 2054-12-01      | 5.5000%  | N/A     | $1008.00           | $1010.41           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1594 | 2055-07-01      | 6.0000%  | N/A     | $1008.00           | $1035.56           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2108 | 2055-07-01      | 6.0000%  | N/A     | $13104.00          | $13424.30          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT7909 | 2052-10-01      | 5.0000%  | N/A     | $9859523.00        | $8840507.24        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2984 | 2045-08-01      | 4.0000%  | N/A     | $11106188.00       | $3255551.62        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDD3749 | 2055-02-01      | 4.5000%  | N/A     | $1000.00           | $960.32            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4663 | 2046-05-01      | 3.5000%  | N/A     | $1000.00           | $105.44            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA1558 | 2048-04-01      | 4.5000%  | N/A     | $10781500.00       | $2157730.12        | Agency Mortgage-Backed Securities  |
| 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  | N/A     | $200.00            | $124.94            | U.S. Treasuries (including strips) |
| FEPC 04.500 CLSD8489 | 2054-12-01      | 4.5000%  | N/A     | $1000.00           | $934.39            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | N/A     | $1488.00           | $14.89             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  | N/A     | $53000.00          | $47571.87          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 R3BF0138 | 2041-07-01      | 6.0000%  | N/A     | $2869.00           | $584.31            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1538 | 2054-05-01      | 6.5000%  | N/A     | $5042.00           | $4242.35           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $756.44            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7923 | 2052-09-01      | 4.5000%  | N/A     | $2000.00           | $1525.29           | Agency Mortgage-Backed Securities  |
| 3 BOND 48            | 2048-08-15      | 3.0000%  | N/A     | $100.00            | $73.01             | U.S. Treasuries (including strips) |
| FNMS 05.000 CLFA0624 | 2054-11-01      | 5.0000%  | N/A     | $6991713.00        | $6837508.01        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5503 | 2044-10-01      | 5.5000%  | N/A     | $303436.00         | $263143.80         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  | N/A     | $563000.00         | $499171.85         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4158 | 2050-10-01      | 2.0000%  | N/A     | $4084135.00        | $2090444.01        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC1795 | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $1007.38           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD1881 | 2052-10-01      | 6.0000%  | N/A     | $1024.00           | $684.81            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1087 | 2052-06-01      | 3.5000%  | N/A     | $19000.00          | $13958.72          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1068 | 2054-03-01      | 5.5000%  | N/A     | $34878998.00       | $33424311.88       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4141 | 2049-09-01      | 3.0000%  | N/A     | $600000.00         | $181505.06         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1100 | 2054-03-01      | 5.5000%  | N/A     | $7890649.00        | $6994697.27        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8720 | 2053-03-01      | 6.0000%  | N/A     | $3519958.00        | $2948458.15        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7116 | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $861.75            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4281 | 2051-03-01      | 2.0000%  | N/A     | $2000.00           | $1131.22           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1997 | 2050-08-01      | 5.5000%  | N/A     | $1000.00           | $1015.24           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8689 | 2047-01-01      | 3.5000%  | N/A     | $21510854.00       | $4903739.32        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD5662 | 2055-03-01      | 6.5000%  | N/A     | $6238560.00        | $6251345.17        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q52158 G | 2047-11-01      | 4.0000%  | N/A     | $2027.00           | $597.92            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0050 | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1026.24           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8153 | 2037-05-01      | 2.0000%  | N/A     | $1540.00           | $989.72            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9621 | 2053-08-01      | 5.5000%  | N/A     | $7125798.00        | $6182640.49        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4928 | 2050-06-01      | 3.5000%  | N/A     | $3982211.00        | $3035130.50        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4471 | 2036-11-01      | 2.5000%  | N/A     | $1000.00           | $530.20            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0184 | 2053-05-01      | 5.0000%  | N/A     | $2000.00           | $1463.72           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7434 | 2053-11-01      | 5.5000%  | N/A     | $4775994.00        | $4317941.37        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0483 | 2047-10-01      | 3.5000%  | N/A     | $800000.00         | $180671.47         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2231 | 2051-08-01      | 2.0000%  | N/A     | $1001.00           | $634.59            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE7123 | 2052-08-01      | 4.0000%  | N/A     | $1590603.00        | $1338054.39        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2629 | 2052-01-01      | 2.5000%  | N/A     | $200000.00         | $127278.73         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8195 | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $654.70            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q58645 G | 2048-09-01      | 4.5000%  | N/A     | $16535864.00       | $2494305.25        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAB8464 | 2043-02-01      | 2.5000%  | N/A     | $3000.00           | $613.30            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU5158 | 2054-10-01      | 6.0000%  | N/A     | $2016.00           | $1918.40           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0737 | 2054-05-01      | 6.0000%  | N/A     | $4045757.00        | $4018919.81        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4591 | 2055-08-01      | 6.0000%  | N/A     | $1024.00           | $1053.66           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61430 G | 2044-02-01      | 3.5000%  | N/A     | $69330000.00       | $20344149.77       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8214 | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $725.63            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8254 | 2052-10-01      | 3.0000%  | N/A     | $5000.00           | $3712.33           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAS9144 | 2043-06-01      | 4.0000%  | N/A     | $5183560.00        | $387596.07         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7333 | 2050-10-01      | 2.0000%  | N/A     | $48135284.00       | $26432322.97       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7562 | 2053-04-01      | 5.5000%  | N/A     | $13235929.00       | $10733830.13       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3474 | 2055-07-01      | 6.0000%  | N/A     | $12005.00          | $12336.92          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM4751 | 2043-03-01      | 3.5000%  | N/A     | $200000.00         | $54765.68          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA8530 | 2053-02-01      | 4.5000%  | N/A     | $1024.00           | $852.02            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4759 | 2048-03-01      | 3.5000%  | N/A     | $1000.00           | $117.79            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5297 | 2055-03-01      | 6.0000%  | N/A     | $5196805.00        | $5346431.39        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $644.44            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1101 | 2054-03-01      | 6.0000%  | N/A     | $1000.00           | $944.95            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5134 | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $1052.55           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD7566 | 2054-01-01      | 6.5000%  | N/A     | $1000.00           | $850.68            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  | N/A     | $1001.00           | $734.17            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8507 | 2055-02-01      | 6.0000%  | N/A     | $1941893.00        | $1832932.30        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2087 | 2054-08-01      | 5.5000%  | N/A     | $1024.00           | $931.78            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0454 | 2054-11-01      | 5.0000%  | N/A     | $24378617.00       | $22841639.38       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3010 | 2053-06-01      | 5.5000%  | N/A     | $30000.00          | $25412.08          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV7948 | 2052-08-01      | 5.0000%  | N/A     | $15423577.00       | $11613666.26       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1045 | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $711.27            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8750 | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1034.88           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5130 | 2045-06-01      | 3.5000%  | N/A     | $10150752.00       | $1775605.58        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA9081 | 2053-05-01      | 6.5000%  | N/A     | $358000.00         | $272288.28         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7328 | 2052-09-01      | 5.0000%  | N/A     | $2000.00           | $1296.72           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7504 | 2049-08-01      | 3.5000%  | N/A     | $1007.00           | $187.25            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4018 | 2052-07-01      | 3.0000%  | N/A     | $1000.00           | $725.00            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0933 | 2054-02-01      | 6.0000%  | N/A     | $28307280.00       | $24854550.72       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6607 | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $917.01            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9611 | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $875.51            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1856 | 2054-06-01      | 5.5000%  | N/A     | $4870984.00        | $4647979.82        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0115 | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $816.13            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP9657 | 2050-07-01      | 2.0000%  | N/A     | $5995686.00        | $2929189.13        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | N/A     | $2000.00           | $1711.42           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 U4BF0247 | 2051-06-01      | 4.5000%  | N/A     | $3000.00           | $879.68            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0222 | 2057-09-01      | 4.5000%  | N/A     | $1000.00           | $293.48            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1356 | 2043-02-01      | 3.5000%  | N/A     | $16125853.00       | $2361616.38        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG6275 | 2053-07-01      | 6.0000%  | N/A     | $1000.00           | $826.74            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY8150 | 2055-07-01      | 7.0000%  | N/A     | $1107834.00        | $1179008.80        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC3207 | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $904.31            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB1997 | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $1039.32           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0096 | 2054-11-01      | 5.0000%  | N/A     | $6543439.00        | $6211644.88        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7015 | 2055-07-01      | 5.5000%  | N/A     | $2450499.00        | $2484002.24        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  | N/A     | $8028170.00        | $6388875.45        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH8790 | 2054-02-01      | 5.5000%  | N/A     | $1128030.00        | $1082644.39        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY1106 | 2045-04-01      | 3.0000%  | N/A     | $87899008.00       | $14177699.33       | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLBU4846 | 2054-04-01      | 7.5000%  | N/A     | $691914.00         | $482494.97         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  | N/A     | $536000.00         | $116131.94         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3266 | 2055-02-01      | 5.5000%  | N/A     | $11526515.00       | $11462695.39       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4163 | 2055-05-01      | 6.0000%  | N/A     | $6005121.00        | $6180000.68        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS0440 | 2037-01-01      | 2.0000%  | N/A     | $37813941.00       | $21309930.79       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ2291 | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1015.95           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4437 | 2051-10-01      | 2.0000%  | N/A     | $2001.00           | $1258.70           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6600 | 2052-09-01      | 3.5000%  | N/A     | $8191259.00        | $6453286.58        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1031 | 2048-01-01      | 3.5000%  | N/A     | $1000.00           | $613.05            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3083 | 2054-12-01      | 5.5000%  | N/A     | $5148.00           | $4727.76           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH6108 | 2053-12-01      | 6.5000%  | N/A     | $1000.00           | $510.04            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7122 | 2052-04-01      | 3.5000%  | N/A     | $40999.00          | $28097.08          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN8876 | 2049-05-01      | 4.0000%  | N/A     | $21614806.00       | $4371767.50        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1051 | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $760.71            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1779 | 2052-10-01      | 5.5000%  | N/A     | $15437597.00       | $12219350.06       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM6764 | 2051-03-01      | 2.5000%  | N/A     | $1000.00           | $563.53            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8219 | 2052-06-01      | 2.5000%  | N/A     | $7000.00           | $4877.22           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX6119 | 2053-01-01      | 6.0000%  | N/A     | $1000.00           | $558.47            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1734 | 2052-05-01      | 3.5000%  | N/A     | $25750592.00       | $17647800.45       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0375 | 2054-12-01      | 6.0000%  | N/A     | $11601428.00       | $11530033.74       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1482 | 2055-05-01      | 5.5000%  | N/A     | $19828748.00       | $19645882.20       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7967 | 2050-12-01      | 2.0000%  | N/A     | $1024.00           | $550.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9651 | 2054-12-01      | 5.0000%  | N/A     | $28379288.00       | $26814586.50       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD4558 | 2052-10-01      | 4.0000%  | N/A     | $1000.00           | $816.76            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL2226 | 2042-08-01      | 3.5000%  | N/A     | $74745472.00       | $9732280.76        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV5391 | 2047-04-01      | 3.0000%  | N/A     | $7935088.00        | $4807995.22        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  | N/A     | $98000.00          | $68583.60          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8421 | 2054-04-01      | 6.0000%  | N/A     | $2069784.00        | $1686049.74        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ3003 | 2054-09-01      | 7.0000%  | N/A     | $7761553.00        | $7538114.06        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC0013 | 2054-08-01      | 6.0000%  | N/A     | $1349546.00        | $1379173.41        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK5338 | 2048-07-01      | 4.5000%  | N/A     | $1069.00           | $198.71            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS8955 | 2047-03-01      | 4.0000%  | N/A     | $8552051.00        | $2060237.92        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW1139 | 2052-09-01      | 4.0000%  | N/A     | $8546144.00        | $6877803.68        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1630 | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $696.25            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9211 | 2054-09-01      | 5.5000%  | N/A     | $2546518.00        | $2469958.19        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS9495 | 2045-10-01      | 3.5000%  | N/A     | $415000.00         | $76623.60          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7449 | 2050-10-01      | 2.0000%  | N/A     | $1119.00           | $595.56            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  | N/A     | $28119581.00       | $26960480.10       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9998 | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $904.00            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0792 | 2054-09-01      | 5.0000%  | N/A     | $1024.00           | $969.44            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9011 | 2054-08-01      | 6.0000%  | N/A     | $1024.00           | $975.92            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5881 | 2054-07-01      | 6.0000%  | N/A     | $3116450.00        | $2894578.13        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE5811 | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $729.13            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1150 | 2055-01-01      | 6.0000%  | N/A     | $47033.00          | $46940.27          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4160 | 2050-10-01      | 3.0000%  | N/A     | $1021.00           | $333.96            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  | N/A     | $799000.00         | $140043.74         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS7010 | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $911.80            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8135 | 2052-10-01      | 5.5000%  | N/A     | $41000.00          | $31139.70          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ2078 | 2045-09-01      | 3.5000%  | N/A     | $29364704.00       | $9506589.54        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL2082 | 2055-06-01      | 5.0000%  | N/A     | $1024.00           | $1023.47           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  | N/A     | $20085.00          | $15381.87          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTCA9358 | 2041-03-01      | 2.5000%  | N/A     | $100000.00         | $57157.26          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8928 | 2051-02-01      | 2.0000%  | N/A     | $12080000.00       | $6915756.71        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q02014 G | 2041-07-01      | 4.5000%  | N/A     | $19614892.00       | $1719776.82        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 RIBH9343 | 2032-09-01      | 2.5000%  | N/A     | $1500000.00        | $111155.55         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL3532 | 2042-09-01      | 3.5000%  | N/A     | $92608113.00       | $11834368.90       | Agency Mortgage-Backed Securities  |

### Security 93: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6BV7, C.4 - ISIN: US3130B6BV76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $634762163.21
- **C.18.a - Value (excl. sponsor support):** $634762163.21
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYDQMLHZ8
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | N/A     | $5000.00           | $5285.22           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | N/A     | $81638400.00       | $82356006.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | N/A     | $600.00            | $391.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | N/A     | $6000.00           | $4597.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | N/A     | $48223100.00       | $48541541.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | N/A     | $6987000.00        | $5786566.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | N/A     | $5000.00           | $5279.41           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 6.1250%  | N/A     | $5000.00           | $5463.65           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | N/A     | $50000000.00       | $35061854.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | N/A     | $5100.00           | $2677.41           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | N/A     | $1100.00           | $874.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | N/A     | $5000.00           | $5318.61           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | N/A     | $7100.00           | $5199.92           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | N/A     | $50000000.00       | $31130298.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | N/A     | $40000000.00       | $25334441.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | N/A     | $38977200.00       | $40884713.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | N/A     | $130300000.00      | $129040521.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | N/A     | $150000000.00      | $131474510.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | N/A     | $100.00            | $74.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | N/A     | $1200.00           | $1285.30           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | N/A     | $25000000.00       | $22579096.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | N/A     | $50000000.00       | $49859047.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | N/A     | $10000000.00       | $9914970.65        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAZ4, C.4 - ISIN: US91282CAZ41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $83321746.17
- **C.18.a - Value (excl. sponsor support):** $83321746.17
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Fixed Income Clearing Corporation - BNP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDQMLJ60
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | N/A     | $1690900.00        | $1159110.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | N/A     | $5378100.00        | $5040914.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | N/A     | $2389700.00        | $2153943.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | N/A     | $70419000.00       | $34025763.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | N/A     | $400.00            | $396.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | N/A     | $3000.00           | $3062.63           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | N/A     | $13967000.00       | $13590995.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | N/A     | $2000.00           | $2070.76           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | N/A     | $200.00            | $147.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | N/A     | $2642200.00        | $2551184.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | N/A     | $1775900.00        | $1534620.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | N/A     | $2000.00           | $2031.71           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3254%  | N/A     | $900.00            | $903.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | N/A     | $51498500.00       | $32170623.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | N/A     | $300.00            | $296.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | N/A     | $1000.00           | $1008.30           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | N/A     | $14118100.00       | $12381719.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | N/A     | $595488000.00      | $584376304.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | N/A     | $2866000.00        | $2883145.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | N/A     | $14295400.00       | $11767036.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | N/A     | $1000.00           | $895.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | N/A     | $3300.00           | $3324.02           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | N/A     | $1600.00           | $1512.22           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | N/A     | $3470000.00        | $3522229.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.2934%  | N/A     | $100.00            | $100.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.3484%  | N/A     | $308687200.00      | $309858245.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | N/A     | $8000.00           | $8070.71           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | N/A     | $2791900.00        | $2960146.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | N/A     | $100.00            | $98.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | N/A     | $100.00            | $107.52            | U.S. Treasuries (including strips) |

### Security 97: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDQMLKE1
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-02-28      | 2.5000%  | N/A     | $13580700.00       | $13641461.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 4.3134%  | N/A     | $55683000.00       | $55885376.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | N/A     | $18894200.00       | $19139638.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | N/A     | $47555900.00       | $47274623.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | N/A     | $35508100.00       | $34538091.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 2.6250%  | N/A     | $10118100.00       | $10073515.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | N/A     | $167700.00         | $169067.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-23      | 0.0000%  | N/A     | $1900.00           | $1875.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | N/A     | $43099700.00       | $43352841.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | N/A     | $8346900.00        | $8563626.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | N/A     | $19976800.00       | $19592690.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | N/A     | $2720700.00        | $2767245.71        | U.S. Treasuries (including strips) |

### Security 98: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNT0, C.4 - ISIN: US3133ETNT07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $422174141.93
- **C.18.a - Value (excl. sponsor support):** $422174141.93
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-02-01
- **C.13 - Final Legal Maturity Date:** 2027-02-01
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERP21, C.4 - ISIN: US3133ERP211, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $115001630.20
- **C.18.a - Value (excl. sponsor support):** $115001630.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6UT1, C.4 - ISIN: US3130B6UT10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $430109365.49
- **C.18.a - Value (excl. sponsor support):** $430109365.49
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-24
- **C.13 - Final Legal Maturity Date:** 2025-12-24
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BYD952M08
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA_24-39D                                               | 2054-06-25      | 7.8830%  | N/A     | $11539017.00       | $11035972.90       | Agency Collateralized Mortgage Obligation |
| GNMA_23-152B                                              | 2051-04-20      | 6.5000%  | N/A     | $1998594.00        | $149052.26         | Agency Collateralized Mortgage Obligation |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_19-SB63     | 2039-03-25      | 2.8900%  | N/A     | $10000.00          | $2768.32           | Agency Collateralized Mortgage Obligation |
| GNMA_23-47M                                               | 2053-03-20      | 6.0000%  | N/A     | $3333333.00        | $313185.20         | Agency Collateralized Mortgage Obligation |
| GNMA_19-119E                                              | 2049-09-20      | 5.5000%  | N/A     | $69974180.00       | $3111613.17        | Agency Collateralized Mortgage Obligation |
| FHLMC_3658C                                               | 2040-04-15      | 5.5000%  | N/A     | $30396.00          | $42880.95          | Agency Collateralized Mortgage Obligation |
| FHLMC_5250B                                               | 2052-08-25      | 4.0000%  | N/A     | $2180131.00        | $1454179.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                          | 2045-11-20      | 3.0000%  | N/A     | $516617.00         | $462879.19         | Agency Collateralized Mortgage Obligation |
| GNMA_22-198                                               | 2064-10-16      | 0.5110%  | N/A     | $47148730.00       | $2373595.57        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97Z                                               | 2054-06-20      | 2.3050%  | N/A     | $59447369.00       | $2572003.49        | Agency Collateralized Mortgage Obligation |
| GNMA_25-41G                                               | 2035-12-20      | 5.5000%  | N/A     | $1180189.00        | $237337.90         | Agency Collateralized Mortgage Obligation |
| GNMA_21-116K                                              | 2047-11-20      | 3.5000%  | N/A     | $10564485.00       | $930824.24         | Agency Collateralized Mortgage Obligation |
| GNMA_22-159S                                              | 2052-09-20      | 5.5000%  | N/A     | $9234390.00        | $506867.24         | Agency Collateralized Mortgage Obligation |
| GNMA_24-64U                                               | 2054-04-20      | 1.5550%  | N/A     | $30000000.00       | $1823200.93        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97G                                               | 2051-05-20      | 3.0000%  | N/A     | $421351.00         | $379359.72         | Agency Collateralized Mortgage Obligation |
| FNMA_01-M1                                                | 2031-02-25      | 1.3500%  | N/A     | $115413355.00      | $756.07            | Agency Collateralized Mortgage Obligation |
| GNMA_21-119L                                              | 2050-02-20      | 4.0000%  | N/A     | $415090.00         | $163435.51         | Agency Collateralized Mortgage Obligation |
| GNMA_25-1V                                                | 2051-03-20      | 5.5000%  | N/A     | $1818182.00        | $244446.18         | Agency Collateralized Mortgage Obligation |
| GNMA_24-64BB                                              | 2054-04-20      | 2.8050%  | N/A     | $21605608.00       | $2070552.48        | Agency Collateralized Mortgage Obligation |
| GNMA_21-50G                                               | 2051-03-20      | 2.0000%  | N/A     | $3750000.00        | $285567.65         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-109      | 2043-11-16      | 0.0000%  | N/A     | $667669.00         | $68.66             | Agency Collateralized Mortgage Obligation |
| GNMA_20-029                                               | 2060-01-16      | 0.9318%  | N/A     | $33100000.00       | $1407714.80        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1A                                                | 2054-09-20      | 6.5000%  | N/A     | $826923.00         | $68793.92          | Agency Collateralized Mortgage Obligation |
| GNMA_25-69H                                               | 2055-04-20      | 0.7500%  | N/A     | $27111106.00       | $606965.93         | Agency Collateralized Mortgage Obligation |
| GNMA_24-4L                                                | 2054-01-20      | 2.6550%  | N/A     | $50000000.00       | $1622778.93        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79X                                               | 2064-05-20      | 2.3050%  | N/A     | $82236891.00       | $2765719.31        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79C                                               | 2054-05-20      | 2.9050%  | N/A     | $50000000.00       | $3728318.69        | Agency Collateralized Mortgage Obligation |
| FNMA_19-M21                                               | 2031-02-25      | 1.4020%  | N/A     | $11140460.00       | $470508.03         | Agency Collateralized Mortgage Obligation |
| GNMA_25-89D                                               | 2055-05-20      | 0.0000%  | N/A     | $122500000.00      | $186141.75         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                          | 2058-08-16      | 0.7676%  | N/A     | $7960000.00        | $121622.34         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K736       | 2026-07-25      | 1.3816%  | N/A     | $1100000.00        | $7814.51           | Agency Collateralized Mortgage Obligation |
| GNMA_24-184A                                              | 2054-11-20      | 1.5550%  | N/A     | $60000000.00       | $2072102.36        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H09A                                              | 2072-04-20      | 5.0150%  | N/A     | $279000.00         | $280073.61         | Agency Collateralized Mortgage Obligation |
| GNMA_23-173D                                              | 2051-05-20      | 6.5000%  | N/A     | $1615385.00        | $48976.08          | Agency Collateralized Mortgage Obligation |
| GNMA_20-48                                                | 2061-11-16      | 0.7825%  | N/A     | $125000000.00      | $3121202.64        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H15D                                              | 2075-07-20      | 0.8182%  | N/A     | $11560000.00       | $789679.80         | Agency Collateralized Mortgage Obligation |
| GNMA_24-110T                                              | 2054-07-20      | 5.5000%  | N/A     | $909090.00         | $160814.17         | Agency Collateralized Mortgage Obligation |
| GNMA_21-194S                                              | 2051-11-20      | 2.5000%  | N/A     | $6921797.00        | $1004581.79        | Agency Collateralized Mortgage Obligation |
| GNMA_20-35D                                               | 2050-03-20      | 3.0000%  | N/A     | $8333333.00        | $115076.42         | Agency Collateralized Mortgage Obligation |
| GNMA_21-66M                                               | 2051-04-20      | 2.0000%  | N/A     | $12984250.00       | $539816.43         | Agency Collateralized Mortgage Obligation |
| GNMA_24-30J                                               | 2064-02-20      | 3.7050%  | N/A     | $125000000.00      | $2690297.70        | Agency Collateralized Mortgage Obligation |
| GNMA_23-173K                                              | 2053-11-20      | 2.5350%  | N/A     | $25000000.00       | $1603734.62        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25Q                                               | 2055-02-20      | 1.5050%  | N/A     | $80000000.00       | $3408890.59        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-H28      | 2060-12-20      | 4.8417%  | N/A     | $2450000.00        | $139369.36         | Agency Collateralized Mortgage Obligation |
| GNMA_41-97CC                                              | 2035-11-20      | 5.5000%  | N/A     | $1485455.00        | $270359.62         | Agency Collateralized Mortgage Obligation |
| GNMA_25-62R                                               | 2065-04-20      | 1.4550%  | N/A     | $75000000.00       | $2409043.96        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H08D                                              | 2074-05-20      | 5.1980%  | N/A     | $150000.00         | $146596.36         | Agency Collateralized Mortgage Obligation |
| GNMA_13-165M                                              | 2041-03-20      | 2.7500%  | N/A     | $11041104.00       | $928100.77         | Agency Collateralized Mortgage Obligation |
| GNMA_25-41A                                               | 2036-02-20      | 6.0000%  | N/A     | $1383375.00        | $301619.10         | Agency Collateralized Mortgage Obligation |
| GNMA_13-H08                                               | 2063-03-20      | 4.8417%  | N/A     | $1150000.00        | $99956.19          | Agency Collateralized Mortgage Obligation |
| GNMA_17-123C                                              | 2041-05-16      | 5.0000%  | N/A     | $7153283.00        | $59583.86          | Agency Collateralized Mortgage Obligation |
| GNMA_22-213T                                              | 2052-12-20      | 6.0000%  | N/A     | $5926325.00        | $809981.24         | Agency Collateralized Mortgage Obligation |
| GNMA_25-89G                                               | 2055-05-20      | 6.0000%  | N/A     | $321274.00         | $68991.24          | Agency Collateralized Mortgage Obligation |
| GNMA_25-89B                                               | 2055-05-20      | 0.0500%  | N/A     | $350000000.00      | $569821.67         | Agency Collateralized Mortgage Obligation |
| GNMA_25-124N                                              | 2055-07-20      | 0.8050%  | N/A     | $110812108.00      | $5290957.43        | Agency Collateralized Mortgage Obligation |
| GNMA_21-116H                                              | 2051-07-20      | 3.5000%  | N/A     | $2119357.00        | $156039.41         | Agency Collateralized Mortgage Obligation |
| FNMA_10-156C                                              | 2041-01-25      | 4.0000%  | N/A     | $263919.00         | $390533.76         | Agency Collateralized Mortgage Obligation |
| GNMA_12-102A                                              | 2042-08-20      | 2.0000%  | N/A     | $400000.00         | $323285.02         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H16D                                              | 2066-06-20      | 5.1607%  | N/A     | $7000000.00        | $1020173.60        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69N                                               | 2055-04-20      | 0.0900%  | N/A     | $11144118.00       | $23905.05          | Agency Collateralized Mortgage Obligation |
| GNMA_17-80                                                | 2047-05-20      | 2.5000%  | N/A     | $14500000.00       | $731251.05         | Agency Collateralized Mortgage Obligation |
| GNMA_23-43G                                               | 2053-03-20      | 1.2550%  | N/A     | $89834624.00       | $3580359.45        | Agency Collateralized Mortgage Obligation |
| GNMA_20-68                                                | 2060-05-16      | 1.6148%  | N/A     | $28200000.00       | $2585456.08        | Agency Collateralized Mortgage Obligation |
| FHLMC_5261                                                | 2051-09-25      | 2.5000%  | N/A     | $6105000.00        | $4493649.76        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97S                                               | 2064-06-20      | 5.0000%  | N/A     | $250000.00         | $247142.97         | Agency Collateralized Mortgage Obligation |
| GNMA_18-120C                                              | 2048-09-20      | 3.5000%  | N/A     | $600000.00         | $461513.53         | Agency Collateralized Mortgage Obligation |
| GNMA_25-69H                                               | 2055-04-20      | 10.0000% | N/A     | $1600000.00        | $1641636.34        | Agency Collateralized Mortgage Obligation |
| GNMA_20-1G                                                | 2049-05-20      | 3.5000%  | N/A     | $11428571.00       | $144974.18         | Agency Collateralized Mortgage Obligation |
| GNMA_13-183                                               | 2043-05-16      | 4.5000%  | N/A     | $31800000.00       | $19447.80          | Agency Collateralized Mortgage Obligation |
| GNMA_21-148                                               | 2063-10-16      | 1.0668%  | N/A     | $19000000.00       | $1482621.68        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                          | 2039-10-20      | 4.0000%  | N/A     | $2797100.00        | $15043.75          | Agency Collateralized Mortgage Obligation |
| GNMA_18-H06                                               | 2068-02-20      | 4.7417%  | N/A     | $900000.00         | $72291.77          | Agency Collateralized Mortgage Obligation |
| GNMA_25-69H                                               | 2055-04-20      | 10.0000% | N/A     | $3000000.00        | $2964123.42        | Agency Collateralized Mortgage Obligation |
| GNMA_24-151E                                              | 2054-07-20      | 4.5000%  | N/A     | $1125335.00        | $1020724.98        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110L                                              | 2054-07-20      | 2.3050%  | N/A     | $90000000.00       | $3555784.49        | Agency Collateralized Mortgage Obligation |
| GNMA_24-159X                                              | 2054-10-20      | 1.0850%  | N/A     | $75000000.00       | $3290948.78        | Agency Collateralized Mortgage Obligation |
| GNMA_20-155                                               | 2060-09-16      | 1.2710%  | N/A     | $10504630.00       | $838949.52         | Agency Collateralized Mortgage Obligation |
| GNMA_21-65                                                | 2062-12-16      | 1.6500%  | N/A     | $80000.00          | $49446.37          | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST FRESB_21-SB87                        | 2031-04-25      | 1.4600%  | N/A     | $10000.00          | $7100.18           | Agency Collateralized Mortgage Obligation |
| GNMA_21-66M                                               | 2051-04-20      | 2.0000%  | N/A     | $15440000.00       | $615314.67         | Agency Collateralized Mortgage Obligation |
| GNMA_12-103                                               | 2042-08-16      | 3.5000%  | N/A     | $13322551.00       | $520274.15         | Agency Collateralized Mortgage Obligation |
| FNMA_22-M02B                                              | 2031-12-25      | 0.2910%  | N/A     | $68961600.00       | $662118.04         | Agency Collateralized Mortgage Obligation |
| GNMA_23-24N                                               | 2052-07-20      | 3.0000%  | N/A     | $5000000.00        | $211101.85         | Agency Collateralized Mortgage Obligation |
| GNMA_22-60K                                               | 2052-02-20      | 3.0000%  | N/A     | $1450000.00        | $139022.08         | Agency Collateralized Mortgage Obligation |
| GNMA_25-89A                                               | 2055-05-20      | 0.0500%  | N/A     | $4000000.00        | $7775.07           | Agency Collateralized Mortgage Obligation |
| FHMS_K072                                                 | 2027-12-25      | 0.4862%  | N/A     | $7384000.00        | $52020.17          | Agency Collateralized Mortgage Obligation |
| GNMA_23-43G                                               | 2053-03-20      | 1.2550%  | N/A     | $115000000.00      | $2589924.10        | Agency Collateralized Mortgage Obligation |
| GNMA_25-89A                                               | 2055-05-20      | 5.0000%  | N/A     | $12471448.00       | $11689075.27       | Agency Collateralized Mortgage Obligation |
| GNMA_21-209F                                              | 2051-11-20      | 2.0000%  | N/A     | $18539500.00       | $572849.67         | Agency Collateralized Mortgage Obligation |
| FHLMC_36-31                                               | 2039-08-15      | 4.0000%  | N/A     | $13502.00          | $187.16            | Agency Collateralized Mortgage Obligation |
| GNMA_22-90C                                               | 2051-12-20      | 2.0000%  | N/A     | $361925.00         | $70486.90          | Agency Collateralized Mortgage Obligation |
| GNMA_25-124C                                              | 2055-07-20      | 6.0000%  | N/A     | $833333.00         | $68362.81          | Agency Collateralized Mortgage Obligation |
| GNMA_19-93                                                | 2060-08-16      | 0.5000%  | N/A     | $40000000.00       | $50809.68          | Agency Collateralized Mortgage Obligation |
| GNMA_19-52L                                               | 2043-02-16      | 4.5000%  | N/A     | $3666666.00        | $69028.94          | Agency Collateralized Mortgage Obligation |
| GNMA_21-134                                               | 2061-06-16      | 1.4325%  | N/A     | $22500000.00       | $1633563.29        | Agency Collateralized Mortgage Obligation |
| GNMA_21-209F                                              | 2051-11-20      | 6.0000%  | N/A     | $1088328.00        | $83783.52          | Agency Collateralized Mortgage Obligation |
| GNMA_21-133                                               | 2063-07-16      | 0.8822%  | N/A     | $39000000.00       | $2228075.79        | Agency Collateralized Mortgage Obligation |
| GNMA_21-83K                                               | 2051-05-20      | 1.5000%  | N/A     | $583333.00         | $29496.03          | Agency Collateralized Mortgage Obligation |
| GNMA_25-25S                                               | 2055-02-20      | 0.9050%  | N/A     | $64166296.00       | $2109799.28        | Agency Collateralized Mortgage Obligation |
| GNMA_16-4                                                 | 2046-01-20      | 3.0000%  | N/A     | $3428603.00        | $533243.88         | Agency Collateralized Mortgage Obligation |
| GNMA_20-165L                                              | 2050-01-20      | 4.5000%  | N/A     | $21421581.00       | $1216559.11        | Agency Collateralized Mortgage Obligation |
| GNMA_21-98D                                               | 2051-06-20      | 2.5000%  | N/A     | $250000.00         | $139303.19         | Agency Collateralized Mortgage Obligation |
| GNMA_25-105M                                              | 2055-06-20      | 5.0000%  | N/A     | $1083580.00        | $1008325.25        | Agency Collateralized Mortgage Obligation |
| GNMA_22-112A                                              | 2052-06-20      | 1.7750%  | N/A     | $34256500.00       | $1754521.58        | Agency Collateralized Mortgage Obligation |
| GNMA_25-31                                                | 2067-08-16      | 0.9073%  | N/A     | $35000000.00       | $1923324.86        | Agency Collateralized Mortgage Obligation |
| GNMA_21-119M                                              | 2051-06-20      | 2.5000%  | N/A     | $376108.00         | $88103.09          | Agency Collateralized Mortgage Obligation |
| GNMA_19-34                                                | 2061-03-16      | 0.7185%  | N/A     | $115000000.00      | $1309218.55        | Agency Collateralized Mortgage Obligation |
| GNMA_20-62D                                               | 2050-05-20      | 4.5000%  | N/A     | $4569062.00        | $199914.18         | Agency Collateralized Mortgage Obligation |
| GNMA_22-78G                                               | 2051-12-20      | 4.5000%  | N/A     | $1523506.00        | $137823.34         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H10C                                              | 2073-04-20      | 2.0046%  | N/A     | $115485865.00      | $3134921.10        | Agency Collateralized Mortgage Obligation |
| GNMA_25-89N                                               | 2055-05-20      | 3.0000%  | N/A     | $699366.00         | $487883.55         | Agency Collateralized Mortgage Obligation |
| GNMA_10-H10                                               | 2060-05-20      | 5.4360%  | N/A     | $1900000.00        | $70102.27          | Agency Collateralized Mortgage Obligation |
| GNMA_24-97W                                               | 2054-06-20      | 5.4950%  | N/A     | $275000.00         | $209339.63         | Agency Collateralized Mortgage Obligation |
| GNMA_20-191M                                              | 2050-06-20      | 2.5000%  | N/A     | $5373900.00        | $426639.69         | Agency Collateralized Mortgage Obligation |
| GNMA_25-69W                                               | 2055-04-20      | 4.5000%  | N/A     | $338000.00         | $297330.15         | Agency Collateralized Mortgage Obligation |
| GNMA_16-68M                                               | 2046-05-20      | 4.0000%  | N/A     | $9625875.00        | $136138.35         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_11-87                                     | 2040-04-25      | 2.0871%  | N/A     | $2026388.00        | $57.12             | Agency Collateralized Mortgage Obligation |
| GNMA_17-18D                                               | 2044-01-20      | 3.5000%  | N/A     | $30259364.00       | $172188.66         | Agency Collateralized Mortgage Obligation |
| GNMA_19-18                                                | 2049-02-20      | 3.5000%  | N/A     | $100000.00         | $72930.18          | Agency Collateralized Mortgage Obligation |
| GNMA_24-126B                                              | 2054-08-20      | 2.3050%  | N/A     | $50000000.00       | $2195852.53        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4415                                    | 2041-04-15      | 2.0520%  | N/A     | $501316.00         | $1344.01           | Agency Collateralized Mortgage Obligation |
| GNMA_22-H11D                                              | 2072-05-20      | 1.6612%  | N/A     | $69689319.00       | $3300464.19        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H16B                                              | 2072-04-20      | 0.2906%  | N/A     | $70000000.00       | $2467694.01        | Agency Collateralized Mortgage Obligation |
| GNMA_25-105F                                              | 2055-06-20      | 0.7550%  | N/A     | $170000000.00      | $2693286.19        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97S                                               | 2064-06-20      | 1.5450%  | N/A     | $160000000.00      | $2013176.69        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1Y                                                | 2055-01-20      | 1.5750%  | N/A     | $100000000.00      | $3454041.69        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_2326                                    | 2031-06-15      | 6.5000%  | N/A     | $10.00             | $0.12              | Agency Collateralized Mortgage Obligation |
| GNMA_25-144A                                              | 2067-09-16      | 0.0000%  | N/A     | $124200.00         | $9261.72           | Agency Collateralized Mortgage Obligation |
| GNMA_24-64W                                               | 2054-04-20      | 2.3050%  | N/A     | $50000000.00       | $1435167.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-32       | 2045-11-16      | 0.1207%  | N/A     | $305195.00         | $0.18              | Agency Collateralized Mortgage Obligation |
| GM_03-17                                                  | 2043-03-16      | 0.0000%  | N/A     | $20803447.00       | $0.04              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-179      | 2062-09-16      | 1.0108%  | N/A     | $31860000.00       | $1929561.29        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H17E                                              | 2072-07-20      | 1.7205%  | N/A     | $40279544.00       | $2291284.73        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H14D                                              | 2071-09-20      | 0.1046%  | N/A     | $126421699.00      | $3373207.27        | Agency Collateralized Mortgage Obligation |
| GNMA_24-56                                                | 2065-11-16      | 4.5000%  | N/A     | $298733.00         | $244554.19         | Agency Collateralized Mortgage Obligation |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_20-SB81     | 2040-10-25      | 1.2600%  | N/A     | $10000.00          | $5597.71           | Agency Collateralized Mortgage Obligation |
| GNMA_24-64N                                               | 2054-04-20      | 2.8550%  | N/A     | $53333333.00       | $3338480.63        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_17-190       | 2060-03-16      | 0.6182%  | N/A     | $7440000.00        | $52515.16          | Agency Collateralized Mortgage Obligation |
| GNMA_25-69H                                               | 2055-04-20      | 0.0000%  | N/A     | $20000000.00       | $87983.77          | Agency Collateralized Mortgage Obligation |
| GNMA_23-66B                                               | 2052-07-20      | 0.0000%  | N/A     | $1000000.00        | $316098.00         | Agency Collateralized Mortgage Obligation |
| FNMA_25-16C                                               | 2055-01-25      | 5.2984%  | N/A     | $10777335.00       | $10037350.02       | Agency Collateralized Mortgage Obligation |
| GNMA_23-183D                                              | 2053-12-20      | 1.3550%  | N/A     | $50342430.00       | $2637039.75        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H06                                               | 2069-01-20      | 5.1617%  | N/A     | $800000.00         | $326486.23         | Agency Collateralized Mortgage Obligation |
| GNMA_24-151E                                              | 2054-07-20      | 4.5000%  | N/A     | $753000.00         | $680743.63         | Agency Collateralized Mortgage Obligation |
| FNMA_25-35H                                               | 2055-05-25      | 0.6016%  | N/A     | $55043060.00       | $2351980.70        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H17C                                              | 2072-08-20      | 0.7292%  | N/A     | $35000000.00       | $2003075.92        | Agency Collateralized Mortgage Obligation |
| FRESB_20-SB76                                             | 2040-03-25      | 1.1900%  | N/A     | $10000.00          | $7901.57           | Agency Collateralized Mortgage Obligation |
| GNMA_21-176G                                              | 2051-10-20      | 5.5000%  | N/A     | $3689000.00        | $362161.12         | Agency Collateralized Mortgage Obligation |
| GNMA_24-126X                                              | 2054-03-20      | 6.0000%  | N/A     | $689583.00         | $44977.93          | Agency Collateralized Mortgage Obligation |
| GNMA_21-116H                                              | 2051-07-20      | 3.5000%  | N/A     | $4995428.00        | $438413.07         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-167F     | 2045-04-16      | 4.0000%  | N/A     | $300000.00         | $9553.94           | Agency Collateralized Mortgage Obligation |
| GNMA_22-213U                                              | 2052-02-20      | 5.5000%  | N/A     | $5151659.00        | $560815.52         | Agency Collateralized Mortgage Obligation |
| GNMA_25-41F                                               | 2053-06-20      | 6.5000%  | N/A     | $1611586.00        | $296386.46         | Agency Collateralized Mortgage Obligation |
| GNMA_24-79C                                               | 2053-07-20      | 7.0000%  | N/A     | $1107143.00        | $133022.85         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H04                                               | 2073-01-20      | 5.1950%  | N/A     | $615000.00         | $608828.10         | Agency Collateralized Mortgage Obligation |
| FRESB_21-SB85                                             | 2041-02-25      | 1.3200%  | N/A     | $10000.00          | $8467.06           | Agency Collateralized Mortgage Obligation |
| GNMA_22-44E                                               | 2051-01-20      | 3.0000%  | N/A     | $8333333.00        | $654837.19         | Agency Collateralized Mortgage Obligation |
| GNMA_22-60L                                               | 2052-03-20      | 5.0000%  | N/A     | $17412196.00       | $1613270.70        | Agency Collateralized Mortgage Obligation |
| GNMA_22-10M                                               | 2052-01-20      | 3.0000%  | N/A     | $1904166.00        | $187714.41         | Agency Collateralized Mortgage Obligation |
| GNMA_24-30D                                               | 2064-02-20      | 2.5050%  | N/A     | $90000000.00       | $1697268.85        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25H                                               | 2050-01-20      | 5.2500%  | N/A     | $570000.00         | $556892.07         | Agency Collateralized Mortgage Obligation |
| GNMA_23-173D                                              | 2053-11-20      | 6.5000%  | N/A     | $1346154.00        | $111417.64         | Agency Collateralized Mortgage Obligation |
| GNMA_25-69M                                               | 2055-04-20      | 0.0500%  | N/A     | $21000000.00       | $38011.94          | Agency Collateralized Mortgage Obligation |
| GNMA_22-78                                                | 2052-04-20      | 0.0000%  | N/A     | $9428323.00        | $3421970.82        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69A                                               | 2055-04-20      | 1.6550%  | N/A     | $60000000.00       | $2242947.49        | Agency Collateralized Mortgage Obligation |
| GNMA_12-H11                                               | 2062-02-20      | 5.1417%  | N/A     | $1500000.00        | $75846.97          | Agency Collateralized Mortgage Obligation |
| GNMA_19-92D                                               | 2049-07-20      | 4.5000%  | N/A     | $5371079.00        | $279766.45         | Agency Collateralized Mortgage Obligation |
| GNMA_25-41V                                               | 2055-02-20      | 6.0000%  | N/A     | $293750.00         | $42516.70          | Agency Collateralized Mortgage Obligation |
| GNMA_24-79F                                               | 2049-10-20      | 6.5000%  | N/A     | $1892021.00        | $129012.00         | Agency Collateralized Mortgage Obligation |
| GNMA_24-64S                                               | 2050-11-20      | 5.0000%  | N/A     | $1881711.00        | $147007.43         | Agency Collateralized Mortgage Obligation |
| GNMA_25-69L                                               | 2055-04-20      | 0.1350%  | N/A     | $40000000.00       | $865770.62         | Agency Collateralized Mortgage Obligation |
| FHMS_K106                                                 | 2030-01-25      | 1.4376%  | N/A     | $3500000.00        | $163703.36         | Agency Collateralized Mortgage Obligation |
| GNMA_25-89G                                               | 2055-05-20      | 2.7050%  | N/A     | $45801545.00       | $3830364.55        | Agency Collateralized Mortgage Obligation |
| GNMA_21-117                                               | 2051-07-20      | 3.5000%  | N/A     | $21428571.00       | $1326887.16        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H11A                                              | 2072-05-20      | 0.5504%  | N/A     | $29320000.00       | $1479520.48        | Agency Collateralized Mortgage Obligation |
| GNMA_21-161E                                              | 2051-09-20      | 2.5000%  | N/A     | $28024384.00       | $2464725.05        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69C                                               | 2055-04-20      | 1.0550%  | N/A     | $2263148.00        | $118352.05         | Agency Collateralized Mortgage Obligation |
| GNMA_20-98E                                               | 2050-04-20      | 2.6000%  | N/A     | $750000.00         | $93059.18          | Agency Collateralized Mortgage Obligation |
| GNMA_24-160A                                              | 2054-10-20      | 1.7050%  | N/A     | $43658507.00       | $2534604.75        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64S                                               | 2052-04-20      | 5.0000%  | N/A     | $325000.00         | $33931.83          | Agency Collateralized Mortgage Obligation |
| FHLMC_5143B                                               | 2051-05-25      | 2.5000%  | N/A     | $28649.00          | $6678.71           | Agency Collateralized Mortgage Obligation |
| GNMA_18-65H                                               | 2048-05-20      | 7.0000%  | N/A     | $6255189.00        | $106252.55         | Agency Collateralized Mortgage Obligation |
| GNMA_21-H17C                                              | 2071-11-20      | 1.6620%  | N/A     | $49862267.00       | $2043728.15        | Agency Collateralized Mortgage Obligation |
| GNMA_23-101B                                              | 2053-07-20      | 1.8550%  | N/A     | $62627718.00       | $1317469.93        | Agency Collateralized Mortgage Obligation |
| GNMA_25-89B                                               | 2055-05-20      | 0.0500%  | N/A     | $175000000.00      | $284910.84         | Agency Collateralized Mortgage Obligation |
| GNMA_25-124D                                              | 2055-07-20      | 0.0500%  | N/A     | $58494493.00       | $87024.21          | Agency Collateralized Mortgage Obligation |
| GNMA_25-1Q                                                | 2055-01-20      | 1.6050%  | N/A     | $22500000.00       | $1558217.59        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H14A                                              | 2074-08-20      | 0.8125%  | N/A     | $61418182.00       | $3962923.77        | Agency Collateralized Mortgage Obligation |
| GNMA_24-126F                                              | 2038-12-20      | 5.5000%  | N/A     | $2581364.00        | $90500.00          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                          | 2059-02-16      | 0.5442%  | N/A     | $125765018.00      | $1402913.47        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4434         | 2045-02-15      | 3.0000%  | N/A     | $1771381.00        | $2203826.10        | Agency Collateralized Mortgage Obligation |
| GNMA_23-173F                                              | 2052-02-20      | 7.0000%  | N/A     | $5853856.00        | $213866.74         | Agency Collateralized Mortgage Obligation |
| FHLMC_40-99                                               | 2042-08-15      | 1.5428%  | N/A     | $469984.00         | $6274.50           | Agency Collateralized Mortgage Obligation |
| GNMA_10-35E                                               | 2040-03-20      | 4.5000%  | N/A     | $9820000.00        | $74574.60          | Agency Collateralized Mortgage Obligation |
| GNMA_24-159D                                              | 2054-10-20      | 6.0000%  | N/A     | $3750000.00        | $168597.48         | Agency Collateralized Mortgage Obligation |
| GNMA_14-62                                                | 2043-09-20      | 4.5000%  | N/A     | $25616000.00       | $90667.13          | Agency Collateralized Mortgage Obligation |
| GNMA_21-116L                                              | 2047-10-20      | 2.5000%  | N/A     | $64804661.00       | $3419370.05        | Agency Collateralized Mortgage Obligation |
| GNMA_25-89B                                               | 2055-05-20      | 0.0500%  | N/A     | $199356000.00      | $324366.32         | Agency Collateralized Mortgage Obligation |
| GNMA_24-95L                                               | 2054-06-20      | 5.4450%  | N/A     | $340000.00         | $296754.70         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K101       | 2029-10-25      | 0.9403%  | N/A     | $4700000.00        | $135808.83         | Agency Collateralized Mortgage Obligation |
| GNMA_25-69V                                               | 2055-04-20      | 6.0000%  | N/A     | $125000.00         | $20034.64          | Agency Collateralized Mortgage Obligation |
| GNMA_18-H07E                                              | 2068-04-20      | 2.8063%  | N/A     | $16658048.00       | $394415.12         | Agency Collateralized Mortgage Obligation |
| FHLMC_5534F                                               | 2055-05-25      | 0.0000%  | N/A     | $2243024.00        | $1704630.49        | Agency Collateralized Mortgage Obligation |
| GNMA_21-200                                               | 2063-11-16      | 0.8859%  | N/A     | $26700000.00       | $1525226.56        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69N                                               | 2055-04-20      | 0.3500%  | N/A     | $80000000.00       | $868073.44         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H02C                                              | 2072-11-20      | 0.5299%  | N/A     | $27740513.00       | $1510640.73        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64L                                               | 2054-04-20      | 1.0550%  | N/A     | $125000000.00      | $3770194.98        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H20C                                              | 2074-11-20      | 5.1450%  | N/A     | $777777.00         | $787903.95         | Agency Collateralized Mortgage Obligation |
| GNMA_24-H03F                                              | 2066-12-20      | 2.1982%  | N/A     | $124065942.00      | $2523139.70        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K143 | 2032-03-25      | 0.4506%  | N/A     | $7000000.00        | $146830.68         | Agency Collateralized Mortgage Obligation |
| GNMA_22-60L                                               | 2052-03-20      | 6.0000%  | N/A     | $3691254.00        | $306490.65         | Agency Collateralized Mortgage Obligation |
| GNMA_18-21D                                               | 2048-02-20      | 2.5000%  | N/A     | $1000000.00        | $430586.96         | Agency Collateralized Mortgage Obligation |
| GNMA_24-151J                                              | 2064-09-20      | 1.0850%  | N/A     | $90000000.00       | $1937103.37        | Agency Collateralized Mortgage Obligation |
| GNMA_25-89A                                               | 2055-05-20      | 0.0500%  | N/A     | $40000000.00       | $74840.19          | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K168       | 2034-10-25      | 4.1300%  | N/A     | $1000.00           | $971.56            | Agency Collateralized Mortgage Obligation |
| GNMA_24-79C                                               | 2054-05-20      | 1.6550%  | N/A     | $50000000.00       | $2166043.99        | Agency Collateralized Mortgage Obligation |
| GNMA_21-14                                                | 2063-06-16      | 1.3303%  | N/A     | $37000000.00       | $2383453.70        | Agency Collateralized Mortgage Obligation |
| GNMA_21-209F                                              | 2051-11-20      | 2.0000%  | N/A     | $15052750.00       | $431606.83         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H13E                                              | 2072-12-20      | 1.0180%  | N/A     | $41547073.00       | $1506278.90        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97S                                               | 2053-09-20      | 4.5000%  | N/A     | $315000.00         | $307974.55         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                          | 2043-02-16      | 2.2500%  | N/A     | $7035000.00        | $645043.39         | Agency Collateralized Mortgage Obligation |
| GNMA_25-1S                                                | 2055-01-20      | 0.9050%  | N/A     | $30000000.00       | $2217588.34        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                          | 2026-12-25      | 0.3999%  | N/A     | $32110000.00       | $93815.43          | Agency Collateralized Mortgage Obligation |
| GNMA_22-60L                                               | 2052-03-20      | 5.5000%  | N/A     | $2144825.00        | $93741.90          | Agency Collateralized Mortgage Obligation |
| GNMA_24-64F                                               | 2064-04-20      | 2.7550%  | N/A     | $45000000.00       | $2355565.09        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25H                                               | 2055-02-20      | 6.0000%  | N/A     | $1400000.00        | $1257340.17        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1T                                                | 2053-07-20      | 0.1550%  | N/A     | $50000000.00       | $1617957.32        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1B                                                | 2054-11-20      | 1.5050%  | N/A     | $39024835.00       | $2092115.23        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-53       | 2061-06-16      | 0.7701%  | N/A     | $130000000.00      | $1608639.38        | Agency Collateralized Mortgage Obligation |
| GNMA_25-124D                                              | 2055-07-20      | 0.0500%  | N/A     | $20000000.00       | $29711.83          | Agency Collateralized Mortgage Obligation |
| GNMA_24-64C                                               | 2052-02-20      | 6.0000%  | N/A     | $1468520.00        | $152012.79         | Agency Collateralized Mortgage Obligation |
| GNMA_25-25M                                               | 2051-09-20      | 3.5000%  | N/A     | $16878656.00       | $2597601.75        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K093       | 2029-05-25      | 1.0782%  | N/A     | $2360000.00        | $64802.41          | Agency Collateralized Mortgage Obligation |
| FHLMC_5534                                                | 2055-05-25      | 5.0000%  | N/A     | $704608.00         | $658006.26         | Agency Collateralized Mortgage Obligation |
| GNMA_41-97V                                               | 2054-12-20      | 0.4050%  | N/A     | $75000000.00       | $2196675.93        | Agency Collateralized Mortgage Obligation |
| GNMA_22-18L                                               | 2052-01-20      | 3.0000%  | N/A     | $8083332.00        | $536161.00         | Agency Collateralized Mortgage Obligation |
| GNMA_22-60L                                               | 2052-03-20      | 5.5000%  | N/A     | $4206831.00        | $342252.69         | Agency Collateralized Mortgage Obligation |
| GNMA_24-4Q                                                | 2054-01-20      | 6.0000%  | N/A     | $1666666.00        | $39146.38          | Agency Collateralized Mortgage Obligation |
| GNMA_21-58D                                               | 2051-04-20      | 3.5000%  | N/A     | $16127441.00       | $919298.03         | Agency Collateralized Mortgage Obligation |
| GNMA_24-4G                                                | 2054-01-20      | 1.4050%  | N/A     | $35000000.00       | $2121779.12        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79C                                               | 2054-05-20      | 2.9050%  | N/A     | $50000000.00       | $2401515.90        | Agency Collateralized Mortgage Obligation |
| GNMA_22-136C                                              | 2042-03-20      | 4.0000%  | N/A     | $1275000.00        | $417287.70         | Agency Collateralized Mortgage Obligation |
| GNMA_22-18H                                               | 2052-01-20      | 2.5000%  | N/A     | $350000.00         | $22152.87          | Agency Collateralized Mortgage Obligation |
| GNMA_24-159Q                                              | 2054-10-20      | 1.0750%  | N/A     | $36364697.00       | $1450328.94        | Agency Collateralized Mortgage Obligation |
| GNMA_25-124A                                              | 2055-07-20      | 0.1550%  | N/A     | $10000000.00       | $165287.83         | Agency Collateralized Mortgage Obligation |
| GNMA_25-89M                                               | 2053-06-20      | 5.0000%  | N/A     | $11797696.00       | $11553871.71       | Agency Collateralized Mortgage Obligation |
| GNMA_22-60L                                               | 2052-03-20      | 5.5000%  | N/A     | $8472220.00        | $710770.58         | Agency Collateralized Mortgage Obligation |
| GNMA_23-173D                                              | 2049-12-20      | 6.5000%  | N/A     | $3822995.00        | $59810.96          | Agency Collateralized Mortgage Obligation |
| GNMA_25-105R                                              | 2036-02-20      | 6.5000%  | N/A     | $615301.00         | $109130.08         | Agency Collateralized Mortgage Obligation |
| GNMA_20-81                                                | 2062-07-16      | 0.8706%  | N/A     | $54617000.00       | $2598688.92        | Agency Collateralized Mortgage Obligation |
| GNMA_20-183M                                              | 2037-01-20      | 6.0000%  | N/A     | $9536654.00        | $474982.80         | Agency Collateralized Mortgage Obligation |
| GNMA_20-158                                               | 2062-09-16      | 0.7841%  | N/A     | $33000000.00       | $1540122.76        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-90       | 2066-07-16      | 2.0000%  | N/A     | $413132.00         | $312898.15         | Agency Collateralized Mortgage Obligation |
| GNMA_22-218C                                              | 2050-12-20      | 5.5000%  | N/A     | $11292000.00       | $1155411.91        | Agency Collateralized Mortgage Obligation |
| GNMA_21-116K                                              | 2051-07-20      | 3.5000%  | N/A     | $18895076.00       | $1525838.08        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H25E                                              | 2067-12-20      | 5.0662%  | N/A     | $9195.00           | $3717.36           | Agency Collateralized Mortgage Obligation |
| GNMA_21-H09J                                              | 2071-06-20      | 0.0155%  | N/A     | $56804590.00       | $1322643.68        | Agency Collateralized Mortgage Obligation |
| GNMA_15-165F                                              | 2041-07-16      | 3.5000%  | N/A     | $25579804.00       | $15115.29          | Agency Collateralized Mortgage Obligation |
| GNMA_24-126E                                              | 2054-08-20      | 6.0000%  | N/A     | $250000.00         | $43309.17          | Agency Collateralized Mortgage Obligation |
| GNMA_25-69C                                               | 2055-04-20      | 0.8550%  | N/A     | $45885646.00       | $2168972.03        | Agency Collateralized Mortgage Obligation |
| GNMA_24-126P                                              | 2054-08-20      | 3.0000%  | N/A     | $147964.00         | $112822.16         | Agency Collateralized Mortgage Obligation |
| GNMA_24-64M                                               | 2054-04-20      | 1.6550%  | N/A     | $90000000.00       | $3054895.85        | Agency Collateralized Mortgage Obligation |
| GNMA_14-93                                                | 2055-11-16      | 0.6841%  | N/A     | $8940010.00        | $24771.89          | Agency Collateralized Mortgage Obligation |
| GNMA_24-184S                                              | 2054-11-20      | 1.6550%  | N/A     | $55464420.00       | $3713710.29        | Agency Collateralized Mortgage Obligation |
| GNMA_17-133C                                              | 2047-09-16      | 3.0000%  | N/A     | $3747733.00        | $548637.23         | Agency Collateralized Mortgage Obligation |
| GNMA_20-162L                                              | 2048-08-20      | 3.5000%  | N/A     | $7706025.00        | $164470.89         | Agency Collateralized Mortgage Obligation |
| GNMA_23-103G                                              | 2053-07-20      | 1.6050%  | N/A     | $105000000.00      | $1758345.29        | Agency Collateralized Mortgage Obligation |
| GNMA_13-107                                               | 2047-11-16      | 2.7843%  | N/A     | $2400000.00        | $331904.15         | Agency Collateralized Mortgage Obligation |
| GNMA_19-6                                                 | 2048-12-20      | 3.5000%  | N/A     | $700000.00         | $190062.58         | Agency Collateralized Mortgage Obligation |
| GNMA_21-161E                                              | 2051-09-20      | 2.0000%  | N/A     | $5630000.00        | $371994.18         | Agency Collateralized Mortgage Obligation |
| GNMA_25-69R                                               | 2054-01-20      | 5.0000%  | N/A     | $2487322.00        | $2496702.41        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51U                                               | 2054-03-20      | 2.8350%  | N/A     | $50000000.00       | $2726283.43        | Agency Collateralized Mortgage Obligation |
| GNMA_18-65H                                               | 2048-05-20      | 5.5000%  | N/A     | $2186345.00        | $38208.45          | Agency Collateralized Mortgage Obligation |
| GNMA_21-57F                                               | 2051-02-20      | 2.0000%  | N/A     | $4175000.00        | $334775.65         | Agency Collateralized Mortgage Obligation |
| GNMA_23-182H                                              | 2053-12-20      | 2.8050%  | N/A     | $60000000.00       | $3304960.63        | Agency Collateralized Mortgage Obligation |
| GNMA_24-165                                               | 2064-08-16      | 3.2500%  | N/A     | $202356.00         | $126436.84         | Agency Collateralized Mortgage Obligation |
| GNMA_21-82                                                | 2061-04-16      | 0.2500%  | N/A     | $20000000.00       | $186417.25         | Agency Collateralized Mortgage Obligation |
| GNMA_24-64C                                               | 2054-04-20      | 6.0000%  | N/A     | $416666.00         | $9707.58           | Agency Collateralized Mortgage Obligation |
| GNMA_24-51L                                               | 2052-02-20      | 3.0000%  | N/A     | $11966168.00       | $1628740.07        | Agency Collateralized Mortgage Obligation |
| GNMA_21-95                                                | 2061-06-16      | 4.0000%  | N/A     | $510731.00         | $395010.75         | Agency Collateralized Mortgage Obligation |
| GNMA_23-183H                                              | 2053-12-20      | 2.1550%  | N/A     | $35244908.00       | $1876585.94        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                          | 2045-03-20      | 5.5000%  | N/A     | $1900000.00        | $30276.67          | Agency Collateralized Mortgage Obligation |
| FHLMC_3626C                                               | 2036-08-15      | 5.5000%  | N/A     | $500000.00         | $36153.83          | Agency Collateralized Mortgage Obligation |
| GNMA_19-157                                               | 2062-01-16      | 0.4000%  | N/A     | $120483604.00      | $297728.75         | Agency Collateralized Mortgage Obligation |
| GNMA_25-69X                                               | 2065-04-20      | 0.9050%  | N/A     | $85000000.00       | $2358086.75        | Agency Collateralized Mortgage Obligation |
| GNMA_25-41A                                               | 2036-02-20      | 6.0000%  | N/A     | $479833.00         | $88934.94          | Agency Collateralized Mortgage Obligation |
| FHLMC_4523B                                               | 2045-10-15      | 3.5000%  | N/A     | $1237207.00        | $1533458.45        | Agency Collateralized Mortgage Obligation |
| GNMA_23-113J                                              | 2053-08-20      | 1.4550%  | N/A     | $113819457.00      | $2046611.27        | Agency Collateralized Mortgage Obligation |
| GNMA_13-53                                                | 2043-04-20      | 3.5000%  | N/A     | $3200000.00        | $22063.56          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-H04      | 2072-02-20      | 5.1650%  | N/A     | $245000.00         | $181456.45         | Agency Collateralized Mortgage Obligation |
| GNMA_13-185                                               | 2043-12-20      | 3.0000%  | N/A     | $5500000.00        | $48578.23          | Agency Collateralized Mortgage Obligation |
| GNMA_24-64G                                               | 2064-04-20      | 6.5000%  | N/A     | $14548768.00       | $864230.18         | Agency Collateralized Mortgage Obligation |
| GNMA_19-4B                                                | 2049-01-20      | 1.5451%  | N/A     | $115772153.00      | $2919882.70        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79Y                                               | 2064-05-20      | 1.5550%  | N/A     | $100000000.00      | $1514567.23        | Agency Collateralized Mortgage Obligation |
| GNMA_20-105                                               | 2062-03-16      | 0.7635%  | N/A     | $43000000.00       | $1618802.28        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H11E                                              | 2069-05-20      | 2.2227%  | N/A     | $28607880.00       | $1255553.36        | Agency Collateralized Mortgage Obligation |
| GNMA_23-66C                                               | 2053-05-20      | 1.8050%  | N/A     | $30000000.00       | $1351722.23        | Agency Collateralized Mortgage Obligation |
| GNMA_19-119F                                              | 2043-10-16      | 4.0000%  | N/A     | $4155500.00        | $162805.09         | Agency Collateralized Mortgage Obligation |
| GNMA_23-182C                                              | 2053-12-20      | 2.0550%  | N/A     | $48888889.00       | $1431372.81        | Agency Collateralized Mortgage Obligation |
| GNMA_22-216A                                              | 2065-07-16      | 0.7497%  | N/A     | $26300000.00       | $1534456.83        | Agency Collateralized Mortgage Obligation |
| FNMA_19-M32                                               | 2029-10-25      | 1.2430%  | N/A     | $3340084.00        | $96272.15          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-168      | 2048-08-20      | 4.0000%  | N/A     | $200000.00         | $67229.38          | Agency Collateralized Mortgage Obligation |
| GNMA_25-124E                                              | 2051-07-20      | 6.0000%  | N/A     | $7028280.00        | $929893.10         | Agency Collateralized Mortgage Obligation |
| GNMA_25-69C                                               | 2055-04-20      | 0.9550%  | N/A     | $30000000.00       | $1493153.22        | Agency Collateralized Mortgage Obligation |
| GNMA_24-184J                                              | 2054-11-20      | 0.5050%  | N/A     | $60000000.00       | $1545052.18        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1Y                                                | 2053-09-20      | 6.5000%  | N/A     | $673077.00         | $39017.76          | Agency Collateralized Mortgage Obligation |
| GNMA_20-H13H                                              | 2070-08-20      | 4.8417%  | N/A     | $600000.00         | $118153.20         | Agency Collateralized Mortgage Obligation |
| GNMA_24-30Z                                               | 2054-02-20      | 2.6550%  | N/A     | $50000000.00       | $2942416.71        | Agency Collateralized Mortgage Obligation |
| FREMF_17-SB36                                             | 2037-06-25      | 5.1337%  | N/A     | $10000.00          | $2335.27           | Agency Collateralized Mortgage Obligation |
| GNMA_19-16C                                               | 2049-02-20      | 1.5951%  | N/A     | $48182959.00       | $1910530.38        | Agency Collateralized Mortgage Obligation |
| GNMA_21-161E                                              | 2051-09-20      | 2.5000%  | N/A     | $1000000.00        | $60657.78          | Agency Collateralized Mortgage Obligation |
| GNMA_25-89D                                               | 2055-05-20      | 0.0000%  | N/A     | $200000000.00      | $181986.10         | Agency Collateralized Mortgage Obligation |
| GNMA_19-15C                                               | 2048-07-20      | 0.1636%  | N/A     | $264000.00         | $150339.36         | Agency Collateralized Mortgage Obligation |
| GNH_16-H23                                                | 2066-10-20      | 5.1917%  | N/A     | $570000.00         | $108062.89         | Agency Collateralized Mortgage Obligation |
| GNMA_24-151V                                              | 2052-05-20      | 5.5000%  | N/A     | $3750545.00        | $344893.49         | Agency Collateralized Mortgage Obligation |
| FRESB MULTIFAMILY MORTGAGE PASS-                          | 2036-10-25      | 2.5700%  | N/A     | $10000.00          | $4804.21           | Agency Collateralized Mortgage Obligation |
| GNMA_25-124E                                              | 2055-07-20      | 2.7550%  | N/A     | $15000000.00       | $1340660.07        | Agency Collateralized Mortgage Obligation |
| GNMA_23-83B                                               | 2053-06-20      | 0.9550%  | N/A     | $50000000.00       | $1383243.95        | Agency Collateralized Mortgage Obligation |
| GNMA_24-159P                                              | 2054-10-20      | 0.4550%  | N/A     | $100000000.00      | $3439229.87        | Agency Collateralized Mortgage Obligation |
| FNMA_25-55B                                               | 2055-07-25      | 5.0000%  | N/A     | $245738.00         | $227779.67         | Agency Collateralized Mortgage Obligation |
| GNMA_23-173F                                              | 2053-11-20      | 1.9050%  | N/A     | $30000000.00       | $1997289.22        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30Q                                               | 2054-02-20      | 2.0550%  | N/A     | $60000000.00       | $3618313.78        | Agency Collateralized Mortgage Obligation |
| GNMA_16-164                                               | 2046-12-20      | 6.5000%  | N/A     | $34438384.00       | $526946.79         | Agency Collateralized Mortgage Obligation |
| GNMA_25-89G                                               | 2055-05-20      | 2.7050%  | N/A     | $7843217.00        | $638125.70         | Agency Collateralized Mortgage Obligation |
| GNMA_24-151V                                              | 2054-09-20      | 5.5000%  | N/A     | $794909.00         | $274548.67         | Agency Collateralized Mortgage Obligation |
| FRESB_20-SB81                                             | 2030-10-25      | 1.1100%  | N/A     | $10000.00          | $7247.46           | Agency Collateralized Mortgage Obligation |
| FNMA_20-M43                                               | 2034-08-25      | 1.9850%  | N/A     | $23867706.00       | $991490.48         | Agency Collateralized Mortgage Obligation |
| FHLMC_2909B                                               | 2034-12-15      | 5.0000%  | N/A     | $500000.00         | $50722.65          | Agency Collateralized Mortgage Obligation |
| GNMA_24-30L                                               | 2054-02-20      | 5.5950%  | N/A     | $105000.00         | $84690.38          | Agency Collateralized Mortgage Obligation |
| GNMA_19-151M                                              | 2049-12-20      | 4.5000%  | N/A     | $28907790.00       | $1394624.52        | Agency Collateralized Mortgage Obligation |
| FNMA_01-M2                                                | 2031-06-25      | 6.3000%  | N/A     | $3000000.00        | $41218.80          | Agency Collateralized Mortgage Obligation |
| GNMA_25-69E                                               | 2065-04-20      | 1.6050%  | N/A     | $100000000.00      | $3160720.71        | Agency Collateralized Mortgage Obligation |
| GNMA_20-191M                                              | 2050-12-20      | 4.5000%  | N/A     | $1142799.00        | $85931.49          | Agency Collateralized Mortgage Obligation |
| FHLMC_3568                                                | 2039-08-15      | 6.0000%  | N/A     | $10855.00          | $29682.39          | Agency Collateralized Mortgage Obligation |
| GNMA_24-110V                                              | 2054-07-20      | 2.3550%  | N/A     | $50000000.00       | $1441828.60        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69D                                               | 2065-04-20      | 0.5550%  | N/A     | $9587106.00        | $365014.68         | Agency Collateralized Mortgage Obligation |
| GNMA_25-69R                                               | 2055-04-20      | 0.0000%  | N/A     | $7746172.00        | $306338.23         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H02                                               | 2068-02-20      | 4.9775%  | N/A     | $395000.00         | $166244.57         | Agency Collateralized Mortgage Obligation |
| GNMA_20-65D                                               | 2050-05-20      | 1.6451%  | N/A     | $46753246.00       | $2635845.95        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97S                                               | 2064-06-20      | 2.8850%  | N/A     | $50000000.00       | $1336497.79        | Agency Collateralized Mortgage Obligation |
| GNMA_21-49C                                               | 2051-03-20      | 2.0000%  | N/A     | $1750000.00        | $106137.20         | Agency Collateralized Mortgage Obligation |
| GNMA_25-1Z                                                | 2052-11-20      | 6.5000%  | N/A     | $1534615.00        | $60164.19          | Agency Collateralized Mortgage Obligation |
| GNMA_25-69M                                               | 2055-04-20      | 0.1000%  | N/A     | $20000000.00       | $72205.07          | Agency Collateralized Mortgage Obligation |
| GNMA_25-1N                                                | 2055-01-20      | 0.8550%  | N/A     | $50000000.00       | $1345238.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSSOCIATION GNMA_20-H13     | 2070-07-20      | 4.8917%  | N/A     | $600000.00         | $359522.55         | Agency Collateralized Mortgage Obligation |
| GNMA_25-1A                                                | 2055-01-20      | 5.7500%  | N/A     | $79429.00          | $76498.64          | Agency Collateralized Mortgage Obligation |
| GNMA_24-97Y                                               | 2049-10-20      | 6.5000%  | N/A     | $3846154.00        | $235359.81         | Agency Collateralized Mortgage Obligation |
| GNMA_24-159C                                              | 2054-10-20      | 4.5000%  | N/A     | $852722.00         | $767773.84         | Agency Collateralized Mortgage Obligation |
| GNMA_25-25E                                               | 2055-02-20      | 6.0000%  | N/A     | $2500000.00        | $503477.59         | Agency Collateralized Mortgage Obligation |
| GNMA_25-89K                                               | 2055-05-20      | 0.0550%  | N/A     | $68259877.00       | $1675287.77        | Agency Collateralized Mortgage Obligation |
| GNMA_24-151E                                              | 2054-07-20      | 6.5000%  | N/A     | $649436.00         | $127068.70         | Agency Collateralized Mortgage Obligation |
| GNMA_24-30K                                               | 2054-02-20      | 6.0000%  | N/A     | $2291666.00        | $70234.37          | Agency Collateralized Mortgage Obligation |
| GNMA_25-124M                                              | 2055-07-20      | 0.1550%  | N/A     | $80000000.00       | $2022109.07        | Agency Collateralized Mortgage Obligation |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_21-SB84     | 2041-01-25      | 1.0776%  | N/A     | $96663000.00       | $1789294.62        | Agency Collateralized Mortgage Obligation |
| GNMA_21-161E                                              | 2051-09-20      | 4.5000%  | N/A     | $29599559.00       | $1631941.17        | Agency Collateralized Mortgage Obligation |
| GNMA_25-124E                                              | 2051-07-20      | 6.0000%  | N/A     | $3749999.00        | $496519.20         | Agency Collateralized Mortgage Obligation |
| GNMA_21-180                                               | 2063-11-16      | 0.9149%  | N/A     | $26100000.00       | $1583131.22        | Agency Collateralized Mortgage Obligation |
| GNMA_21-63                                                | 2061-04-16      | 0.8155%  | N/A     | $3800000.00        | $198829.39         | Agency Collateralized Mortgage Obligation |
| GNMA_24-64Q                                               | 2054-04-20      | 1.7050%  | N/A     | $40000000.00       | $2188718.23        | Agency Collateralized Mortgage Obligation |
| FRESB_19-SB64                                             | 2039-04-25      | 5.1555%  | N/A     | $10000.00          | $4604.29           | Agency Collateralized Mortgage Obligation |
| GNMA_24-79E                                               | 2054-05-20      | 0.9050%  | N/A     | $50000000.00       | $1987540.67        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64V                                               | 2054-04-20      | 0.8550%  | N/A     | $50000000.00       | $2659169.57        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25T                                               | 2055-02-20      | 5.5000%  | N/A     | $9090909.00        | $1793944.02        | Agency Collateralized Mortgage Obligation |
| GNMA_22-197P                                              | 2052-11-20      | 2.4550%  | N/A     | $32000000.00       | $2553347.23        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H08D                                              | 2072-03-20      | 5.0950%  | N/A     | $288000.00         | $268098.63         | Agency Collateralized Mortgage Obligation |
| GNMA_13-69                                                | 2043-05-20      | 3.5000%  | N/A     | $1200000.00        | $27393.03          | Agency Collateralized Mortgage Obligation |
| GNMA_22-78G                                               | 2052-04-20      | 0.0000%  | N/A     | $4000000.00        | $1403938.89        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1Z                                                | 2055-01-20      | 6.5000%  | N/A     | $1353846.00        | $109463.05         | Agency Collateralized Mortgage Obligation |
| GNMA_25-128A                                              | 2067-04-16      | 0.6826%  | N/A     | $17793089.00       | $1283471.04        | Agency Collateralized Mortgage Obligation |
| FNMA_25-41D                                               | 2055-06-25      | 0.0000%  | N/A     | $50000000.00       | $847014.98         | Agency Collateralized Mortgage Obligation |
| GNMA_24-64A                                               | 2053-04-20      | 6.0000%  | N/A     | $1250000.00        | $202545.01         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H10                                               | 2069-05-20      | 4.9274%  | N/A     | $3221344.00        | $977060.82         | Agency Collateralized Mortgage Obligation |
| GNMA_21-194S                                              | 2051-11-20      | 2.5000%  | N/A     | $3234585.00        | $416847.86         | Agency Collateralized Mortgage Obligation |
| GNMA_20-47S                                               | 2050-04-20      | 3.5000%  | N/A     | $200000.00         | $21778.52          | Agency Collateralized Mortgage Obligation |
| GNMA_24-51A                                               | 2054-03-20      | 6.5000%  | N/A     | $1615384.00        | $63834.99          | Agency Collateralized Mortgage Obligation |
| GNMA_25-1M                                                | 2055-01-20      | 0.8550%  | N/A     | $45000000.00       | $1464615.20        | Agency Collateralized Mortgage Obligation |
| GNMA_24-4J                                                | 2054-01-20      | 6.0000%  | N/A     | $2500000.00        | $385273.01         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC-1980                                    | 2027-07-15      | 7.5000%  | N/A     | $451532.00         | $5.49              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-134      | 2047-09-20      | 2.5000%  | N/A     | $465761.00         | $137545.54         | Agency Collateralized Mortgage Obligation |
| GNMA_25-89B                                               | 2055-05-20      | 0.0500%  | N/A     | $30000000.00       | $48812.12          | Agency Collateralized Mortgage Obligation |
| GNMA_21-116H                                              | 2051-07-20      | 3.5000%  | N/A     | $683357.00         | $51188.29          | Agency Collateralized Mortgage Obligation |
| GNMA_21-H19J                                              | 2071-12-20      | 1.6059%  | N/A     | $48740080.00       | $1923563.16        | Agency Collateralized Mortgage Obligation |
| FNMA_19-M12                                               | 2029-06-25      | 0.6760%  | N/A     | $343274000.00      | $5454858.03        | Agency Collateralized Mortgage Obligation |
| GNMA_16-136B                                              | 2046-06-20      | 4.5000%  | N/A     | $2647444.00        | $105067.46         | Agency Collateralized Mortgage Obligation |
| GNMA_22-179F                                              | 2052-10-20      | 1.8550%  | N/A     | $29166665.00       | $2016733.79        | Agency Collateralized Mortgage Obligation |
| GNMA_15-84                                                | 2042-05-16      | 3.5000%  | N/A     | $5200000.00        | $145866.19         | Agency Collateralized Mortgage Obligation |
| GNMA_14-58F                                               | 2043-09-16      | 2.2500%  | N/A     | $9842000.00        | $211763.74         | Agency Collateralized Mortgage Obligation |
| GNMA_22-H12D                                              | 2072-06-20      | 0.8010%  | N/A     | $50000000.00       | $3369899.60        | Agency Collateralized Mortgage Obligation |
| GNMA_21-89K                                               | 2051-03-20      | 2.5000%  | N/A     | $391758.00         | $93881.45          | Agency Collateralized Mortgage Obligation |
| GNMA_24-143B                                              | 2054-09-20      | 5.4950%  | N/A     | $413561.00         | $388360.83         | Agency Collateralized Mortgage Obligation |
| FHLMC_5534                                                | 2055-05-25      | 5.2484%  | N/A     | $7250.00           | $7204.36           | Agency Collateralized Mortgage Obligation |
| GNMA_13-113L                                              | 2043-01-20      | 4.5000%  | N/A     | $4444444.00        | $12234.42          | Agency Collateralized Mortgage Obligation |

### Security 102: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDQMLHU9
- **C.18 - Value (incl. sponsor support):** $9000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | N/A     | $9371400.00        | $9180017.06        | U.S. Treasuries (including strips) |

### Security 103: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDQMLJ11
- **C.18 - Value (incl. sponsor support):** $239000000.00
- **C.18.a - Value (excl. sponsor support):** $239000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | N/A     | $63679084.00       | $66434937.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | N/A     | $50355923.00       | $46958800.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | N/A     | $129426224.00      | $130386268.09      | U.S. Treasuries (including strips) |

### Security 104: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BYDQMLJX1
- **C.18 - Value (incl. sponsor support):** $120000000.00
- **C.18.a - Value (excl. sponsor support):** $120000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | N/A     | $100.00            | $104.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | N/A     | $126343000.00      | $122399135.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | N/A     | $100.00            | $64.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | N/A     | $900.00            | $707.66            | U.S. Treasuries (including strips) |

### Security 105: Bank of Montreal

- **C.1 - Title:** Bank of Montreal
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BYDQMLHE5
- **C.18 - Value (incl. sponsor support):** $155000000.00
- **C.18.a - Value (excl. sponsor support):** $155000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | N/A     | $82050800.00       | $75515633.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | N/A     | $70103700.00       | $70165629.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | N/A     | $12597200.00       | $12418771.35       | U.S. Treasuries (including strips) |

### Security 106: Fixed Income Clearing Corporation - HSBC

- **C.1 - Title:** Fixed Income Clearing Corporation - HSBC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDQMLJF0
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 2.4300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | N/A     | $50794400.00       | $49247407.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | N/A     | $19690500.00       | $20484956.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 2.8750%  | N/A     | $600.00            | $602.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | N/A     | $47901700.00       | $48250336.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | N/A     | $14134800.00       | $14394409.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | N/A     | $601100.00         | $594164.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | N/A     | $100698800.00      | $94592630.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | N/A     | $21485700.00       | $21806302.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | N/A     | $4012100.00        | $4077345.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | N/A     | $111493600.00      | $99688847.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | N/A     | $5001100.00        | $5063080.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-09      | 0.0000%  | N/A     | $2000.00           | $1991.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | N/A     | $202397600.00      | $205444057.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | N/A     | $10001600.00       | $10803576.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | N/A     | $20389200.00       | $20196179.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | N/A     | $1644000.00        | $1636159.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | N/A     | $22340000.00       | $23125433.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | N/A     | $681200.00         | $638852.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | N/A     | $28662300.00       | $28087534.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | N/A     | $2500.00           | $2577.06           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | N/A     | $500.00            | $491.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | N/A     | $61480400.00       | $59825289.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | N/A     | $111289000.00      | $113427159.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | N/A     | $195735600.00      | $194077702.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | N/A     | $50161400.00       | $49204408.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | N/A     | $12426700.00       | $12284534.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 0.3750%  | N/A     | $226020400.00      | $222634505.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | N/A     | $69100.00          | $67955.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | N/A     | $30760800.00       | $34664029.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | N/A     | $12350300.00       | $12119845.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | N/A     | $44109600.00       | $46279448.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | N/A     | $620200.00         | $609896.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | N/A     | $17502700.00       | $17967942.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | N/A     | $176724600.00      | $179668981.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | N/A     | $91324200.00       | $85693885.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | N/A     | $10619300.00       | $10499545.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-15      | 4.1250%  | N/A     | $22200.00          | $22416.73          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | N/A     | $80147500.00       | $75307354.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | N/A     | $12192100.00       | $12265693.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | N/A     | $379559900.00      | $396200169.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | N/A     | $24577000.00       | $25339616.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | N/A     | $19437600.00       | $18854073.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3254%  | N/A     | $4000.00           | $4016.11           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | N/A     | $17660700.00       | $17713326.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | N/A     | $94539500.00       | $94867611.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | N/A     | $50400600.00       | $51191466.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | N/A     | $40010000.00       | $40141919.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | N/A     | $32816400.00       | $32925074.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | N/A     | $9933800.00        | $10062446.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-15      | 3.5000%  | N/A     | $2000.00           | $2031.15           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 4.2500%  | N/A     | $12362200.00       | $12451669.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | N/A     | $173003200.00      | $170439954.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-15      | 4.0000%  | N/A     | $10700.00          | $10784.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | N/A     | $649700.00         | $621063.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | N/A     | $439763200.00      | $443195608.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | N/A     | $150389200.00      | $154652459.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | N/A     | $50155800.00       | $51872404.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | N/A     | $8375000.00        | $7837575.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | N/A     | $5200.00           | $5312.61           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | N/A     | $503800.00         | $498638.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | N/A     | $22000300.00       | $22324522.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | N/A     | $18700.00          | $17062.41          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-22      | 0.0000%  | N/A     | $300.00            | $295.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | N/A     | $4789800.00        | $4801822.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | N/A     | $14208300.00       | $13849199.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | N/A     | $24997700.00       | $23626127.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | N/A     | $41920900.00       | $42481221.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | N/A     | $24406200.00       | $24428427.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | N/A     | $180535400.00      | $186210562.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | N/A     | $34975200.00       | $34161978.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | N/A     | $98339500.00       | $95203502.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | N/A     | $69389600.00       | $64730355.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | N/A     | $24677100.00       | $24911259.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-02      | 0.0000%  | N/A     | $2500.00           | $2466.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | N/A     | $39757500.00       | $40430861.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-06      | 0.0000%  | N/A     | $100.00            | $99.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | N/A     | $25770000.00       | $26046328.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 0.2500%  | N/A     | $74001400.00       | $73850912.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | N/A     | $28755600.00       | $27233256.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | N/A     | $74400.00          | $78883.52          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | N/A     | $75800.00          | $75165.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | N/A     | $40059500.00       | $34616877.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 4.5000%  | N/A     | $500.00            | $506.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | N/A     | $1300.00           | $1325.27           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | N/A     | $8643300.00        | $7523640.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | N/A     | $25168400.00       | $26010247.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | N/A     | $21582200.00       | $21462944.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | N/A     | $231960800.00      | $238491759.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-30      | 0.0000%  | N/A     | $700.00            | $695.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | N/A     | $49499900.00       | $46382945.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | N/A     | $4900.00           | $4769.32           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | N/A     | $3800.00           | $3741.48           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | N/A     | $10077500.00       | $10347823.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | N/A     | $107218800.00      | $104044379.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | N/A     | $4900.00           | $5019.89           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | N/A     | $400.00            | $394.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | N/A     | $3100.00           | $3097.15           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-25      | 0.0000%  | N/A     | $400.00            | $398.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | N/A     | $516900.00         | $517015.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | N/A     | $54788600.00       | $55160411.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | N/A     | $18117500.00       | $17170463.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | N/A     | $19966000.00       | $20142477.29       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3616386716.76
- **C.18.a - Value (excl. sponsor support):** $3616386716.76
- **C.19 - Percentage of Net Assets:** 1.9500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: Fixed Income Clearing Corporation - NOMU

- **C.1 - Title:** Fixed Income Clearing Corporation - NOMU
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDQMLJD5
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  | N/A     | $11364200.00       | $11822713.62       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  | N/A     | $130088400.00      | $123686102.26      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  | N/A     | $336739400.00      | $337584641.49      | U.S. Treasuries (including strips) |
| 4 3/8 BOND 40    | 2040-05-15      | 4.3750%  | N/A     | $100.00            | $98.44             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  | N/A     | $287576700.00      | $291905260.78      | U.S. Treasuries (including strips) |
| 4  NOTE N 30     | 2030-07-31      | 4.0000%  | N/A     | $300.00            | $304.76            | U.S. Treasuries (including strips) |
| 5 BOND 37        | 2037-05-15      | 5.0000%  | N/A     | $900.00            | $967.67            | U.S. Treasuries (including strips) |

### Security 109: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7M92, C.4 - ISIN: US3130B7M922, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1819930289.42
- **C.18.a - Value (excl. sponsor support):** $1819930289.42
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDQMLHA3
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H23  | 2062-10-20      | 0.8712%  | N/A     | $2594291.00        | $72.54             | Agency Collateralized Mortgage Obligation |
| GNMA_24-42B                                           | 2054-03-20      | 0.0000%  | N/A     | $250000.00         | $0.93              | Agency Collateralized Mortgage Obligation |
| FNMA_24-22L                                           | 2054-05-25      | 0.0000%  | N/A     | $249999.00         | $2.62              | Agency Collateralized Mortgage Obligation |
| FNMA_24-88E                                           | 2054-12-25      | 0.0000%  | N/A     | $250000.00         | $18.59             | Agency Collateralized Mortgage Obligation |
| GM_02-83                                              | 2042-10-16      | 0.0002%  | N/A     | $112652320.00      | $0.07              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-93   | 2039-10-16      | 0.0000%  | N/A     | $100000000.00      | $7.27              | Agency Collateralized Mortgage Obligation |
| FHLMC_41-94                                           | 2043-04-15      | 0.0000%  | N/A     | $19760200.00       | $14.71             | Agency Collateralized Mortgage Obligation |
| FHLMC_5499K                                           | 2055-02-25      | 0.0000%  | N/A     | $250000.00         | $13.87             | Agency Collateralized Mortgage Obligation |
| GNMA_24-61H                                           | 2054-04-20      | 0.0000%  | N/A     | $250000.00         | $1.85              | Agency Collateralized Mortgage Obligation |
| FHLMC_5491B                                           | 2055-01-25      | 0.0000%  | N/A     | $150000.00         | $6.84              | Agency Collateralized Mortgage Obligation |
| GNMA_23-127                                           | 2057-07-16      | 0.4049%  | N/A     | $200000000.00      | $2825050.35        | Agency Collateralized Mortgage Obligation |
| FNMA_24-22L                                           | 2054-05-25      | 0.0000%  | N/A     | $250000.00         | $15.54             | Agency Collateralized Mortgage Obligation |
| FNMA_24-103D                                          | 2055-01-25      | 1.5016%  | N/A     | $105302656.00      | $4792595.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_02-26   | 2042-03-16      | 0.0000%  | N/A     | $125000000.00      | $0.23              | Agency Collateralized Mortgage Obligation |
| GNMA_24-83E                                           | 2054-05-20      | 0.0000%  | N/A     | $250000.00         | $5.37              | Agency Collateralized Mortgage Obligation |
| GNMA_25-137B                                          | 2055-08-20      | 0.0000%  | N/A     | $250000.00         | $1195.25           | Agency Collateralized Mortgage Obligation |
| GNMA_12-H29                                           | 2062-10-20      | 0.0211%  | N/A     | $12173605.00       | $40.52             | Agency Collateralized Mortgage Obligation |
| GNMA_12-H20                                           | 2061-04-20      | 0.3344%  | N/A     | $1000000.00        | $15.98             | Agency Collateralized Mortgage Obligation |
| FHLMC_5411G                                           | 2054-05-25      | 0.0000%  | N/A     | $250000.00         | $0.21              | Agency Collateralized Mortgage Obligation |
| GNMA_24-61G                                           | 2054-04-20      | 0.0000%  | N/A     | $250000.00         | $1.71              | Agency Collateralized Mortgage Obligation |
| GNMA_24-180B                                          | 2054-11-20      | 0.0000%  | N/A     | $250000.00         | $2.31              | Agency Collateralized Mortgage Obligation |
| GNMA_25-9D                                            | 2055-01-20      | 0.0000%  | N/A     | $250000.00         | $21.21             | Agency Collateralized Mortgage Obligation |
| GNMA_25-81T                                           | 2053-12-20      | 1.0000%  | N/A     | $4613680.00        | $116208.52         | Agency Collateralized Mortgage Obligation |
| GNMA_24-159C                                          | 2054-10-20      | 1.1550%  | N/A     | $31631520.00       | $2155906.96        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81T                                           | 2053-12-20      | 1.3550%  | N/A     | $104739584.00      | $3970865.80        | Agency Collateralized Mortgage Obligation |
| GNMA_25-66D                                           | 2055-04-20      | 0.0000%  | N/A     | $250000.00         | $1.86              | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3472                                | 2036-08-15      | 0.0000%  | N/A     | $79982750.00       | $2.85              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-115  | 2051-11-16      | 0.7500%  | N/A     | $28000000.00       | $4.91              | Agency Collateralized Mortgage Obligation |
| FNMA_24-82E                                           | 2054-11-25      | 0.0000%  | N/A     | $250000.00         | $4.19              | Agency Collateralized Mortgage Obligation |
| GNMA_24-4G                                            | 2054-01-20      | 1.4850%  | N/A     | $145000000.00      | $7516712.02        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-H17  | 2068-10-20      | 2.0753%  | N/A     | $26515040.00       | $745246.92         | Agency Collateralized Mortgage Obligation |
| GNMA_23-153A                                          | 2053-10-20      | 1.3550%  | N/A     | $100000000.00      | $2571343.43        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC REMICS FHR_3364                           | 2032-05-15      | 0.0000%  | N/A     | $79890963.00       | $1.24              | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-2                                  | 2037-04-25      | 0.0000%  | N/A     | $23019827.00       | $1.28              | Agency Collateralized Mortgage Obligation |
| FREDDIE_MAC FHLMC_3247                                | 2036-08-15      | 0.0000%  | N/A     | $25000000.00       | $2.09              | Agency Collateralized Mortgage Obligation |
| FHLMC_5050U                                           | 2050-09-25      | 3.5000%  | N/A     | $21000000.00       | $1415523.67        | Agency Collateralized Mortgage Obligation |
| GNMA_22-19B                                           | 2052-01-20      | 0.0000%  | N/A     | $91096447.00       | $971305.06         | Agency Collateralized Mortgage Obligation |
| FHLMC_5473D                                           | 2054-11-25      | 0.0000%  | N/A     | $250000.00         | $64.49             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H28  | 2061-11-20      | 0.5063%  | N/A     | $700000.00         | $97.61             | Agency Collateralized Mortgage Obligation |
| FNMA_24-82B                                           | 2054-11-25      | 0.8516%  | N/A     | $49999900.00       | $1508615.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_5491C                                           | 2055-01-25      | 0.0000%  | N/A     | $100000.00         | $13.18             | Agency Collateralized Mortgage Obligation |
| GNMA_20-H18A                                          | 2070-09-20      | 1.8848%  | N/A     | $3885000.00        | $146382.80         | Agency Collateralized Mortgage Obligation |
| FHLMC_5537                                            | 2055-05-25      | 1.4516%  | N/A     | $153114368.00      | $7708497.91        | Agency Collateralized Mortgage Obligation |
| GNMA_20-116G                                          | 2050-08-20      | 1.7451%  | N/A     | $9000000.00        | $545459.79         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3519                                | 2037-07-15      | 0.0000%  | N/A     | $21475526.00       | $15.07             | Agency Collateralized Mortgage Obligation |
| FHLMC_5535                                            | 2055-05-25      | 0.0000%  | N/A     | $250000.00         | $30.10             | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-3                                  | 2037-01-25      | 0.0000%  | N/A     | $46460176.00       | $14.28             | Agency Collateralized Mortgage Obligation |
| GNMA_18-101                                           | 2058-06-16      | 0.7010%  | N/A     | $94859008.00       | $427731.54         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-42   | 2037-04-20      | 0.0000%  | N/A     | $77574754.00       | $1.17              | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-36                                 | 2037-06-25      | 0.0000%  | N/A     | $16108173.00       | $4.83              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2062-04-20      | 3.0940%  | N/A     | $234999.00         | $57.37             | Agency Collateralized Mortgage Obligation |
| FNMA_25-7E                                            | 2054-06-25      | 1.5516%  | N/A     | $93671040.00       | $4090103.30        | Agency Collateralized Mortgage Obligation |
| FNMA_25-43B                                           | 2055-06-25      | 0.7516%  | N/A     | $111457408.00      | $3813996.36        | Agency Collateralized Mortgage Obligation |
| GNMA_23-53E                                           | 2053-04-20      | 1.8050%  | N/A     | $91416448.00       | $4108358.33        | Agency Collateralized Mortgage Obligation |
| FNMA_24-88C                                           | 2054-12-25      | 0.0000%  | N/A     | $250000.00         | $44.88             | Agency Collateralized Mortgage Obligation |
| GNMA_25-55D                                           | 2055-03-20      | 0.9550%  | N/A     | $18620608.00       | $1141744.75        | Agency Collateralized Mortgage Obligation |
| FNMA_25-1C                                            | 2055-02-25      | 0.0000%  | N/A     | $249999.00         | $3009.26           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-55   | 2036-04-20      | 0.0000%  | N/A     | $5650739.00        | $0.13              | Agency Collateralized Mortgage Obligation |
| GNMA_25-117A                                          | 2055-07-20      | 0.0000%  | N/A     | $250000.00         | $37.71             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSSOCIATION GNMA_14-H08 | 2064-03-20      | 1.5810%  | N/A     | $7959000.00        | $11240.23          | Agency Collateralized Mortgage Obligation |
| GNMA_24-164H                                          | 2054-10-20      | 0.0000%  | N/A     | $250000.00         | $52.64             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2060-08-20      | 0.6419%  | N/A     | $42696886.00       | $30.68             | Agency Collateralized Mortgage Obligation |
| FNMA_24-22J                                           | 2054-05-25      | 0.0000%  | N/A     | $249998.00         | $91.96             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-93   | 2039-10-16      | 0.0000%  | N/A     | $125000000.00      | $15.14             | Agency Collateralized Mortgage Obligation |
| FNMA_23-56B                                           | 2053-11-25      | 2.5516%  | N/A     | $50000000.00       | $2682231.66        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-55   | 2038-02-20      | 0.0000%  | N/A     | $112275765.00      | $1.82              | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3320                                | 2036-09-15      | 0.0000%  | N/A     | $95058510.00       | $37.94             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-40   | 2037-07-16      | 0.0000%  | N/A     | $10000000.00       | $0.21              | Agency Collateralized Mortgage Obligation |
| GNMA_25-32A                                           | 2083-10-20      | 1.6550%  | N/A     | $90686000.00       | $3188995.11        | Agency Collateralized Mortgage Obligation |
| FHLMC_5382B                                           | 2054-02-25      | 2.0016%  | N/A     | $39072448.00       | $1629002.76        | Agency Collateralized Mortgage Obligation |
| FHLMC_5516B                                           | 2055-03-25      | 0.0000%  | N/A     | $250000.00         | $21.15             | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3538                                | 2036-06-15      | 0.0000%  | N/A     | $10000000.00       | $23.06             | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3533                                | 2036-07-15      | 0.0000%  | N/A     | $12224948.00       | $3.46              | Agency Collateralized Mortgage Obligation |
| GNMA_25-117E                                          | 2054-02-20      | 1.6800%  | N/A     | $93788000.00       | $4308750.45        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3523                                | 2036-08-15      | 0.0000%  | N/A     | $5938329.00        | $0.04              | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3538                                | 2036-07-15      | 0.0000%  | N/A     | $77242219.00       | $7.65              | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-2                                  | 2036-07-25      | 0.0000%  | N/A     | $14420183.00       | $2.32              | Agency Collateralized Mortgage Obligation |
| FNMA_24-82B                                           | 2054-11-25      | 0.0000%  | N/A     | $250000.00         | $81.69             | Agency Collateralized Mortgage Obligation |
| GNMA_22-119A                                          | 2052-07-20      | 0.0000%  | N/A     | $100000000.00      | $1889754.11        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-96   | 2047-01-16      | 0.0000%  | N/A     | $328812515.00      | $1.66              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-36   | 2052-01-16      | 0.0000%  | N/A     | $75000000.00       | $23.44             | Agency Collateralized Mortgage Obligation |
| GNMA_20-164B                                          | 2050-11-20      | 0.0000%  | N/A     | $68383232.00       | $503240.60         | Agency Collateralized Mortgage Obligation |
| FHLMC_5473G                                           | 2054-11-25      | 0.0000%  | N/A     | $250000.00         | $49.39             | Agency Collateralized Mortgage Obligation |
| GNMA_24-61J                                           | 2054-04-20      | 1.5950%  | N/A     | $55670080.00       | $2244870.14        | Agency Collateralized Mortgage Obligation |
| FHLMC_5516C                                           | 2055-03-25      | 0.0000%  | N/A     | $250000.00         | $5.07              | Agency Collateralized Mortgage Obligation |
| GNMA_25-9F                                            | 2055-01-20      | 0.0000%  | N/A     | $250000.00         | $1.67              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_08-59   | 2047-11-16      | 0.1755%  | N/A     | $227119159.00      | $54.59             | Agency Collateralized Mortgage Obligation |
| GNMA_19-H08                                           | 2069-05-20      | 0.9286%  | N/A     | $24408544.00       | $613318.77         | Agency Collateralized Mortgage Obligation |
| GNMA_23-131M                                          | 2053-09-20      | 0.3550%  | N/A     | $20000000.00       | $259263.78         | Agency Collateralized Mortgage Obligation |
| FNMA_25-77A                                           | 2055-05-25      | 2.8000%  | N/A     | $31364992.00       | $4087112.87        | Agency Collateralized Mortgage Obligation |
| FNMA_24-103K                                          | 2055-01-25      | 0.6816%  | N/A     | $50000000.00       | $1462794.49        | Agency Collateralized Mortgage Obligation |
| GNMA_25-117E                                          | 2054-02-20      | 15.0000% | N/A     | $250000.00         | $72.65             | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                             | 2053-10-25      | 1.7516%  | N/A     | $75000000.00       | $3360563.08        | Agency Collateralized Mortgage Obligation |
| FNMA_24-36C                                           | 2054-06-25      | 1.5016%  | N/A     | $62844000.00       | $2983996.04        | Agency Collateralized Mortgage Obligation |
| GNMA_24-61Q                                           | 2053-08-20      | 1.4050%  | N/A     | $85936896.00       | $2326443.74        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H03B                                          | 2069-03-20      | 1.2449%  | N/A     | $16319680.00       | $321718.51         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-46   | 2037-05-20      | 0.0000%  | N/A     | $66987289.00       | $2.30              | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-22                                 | 2037-02-25      | 0.0000%  | N/A     | $5654180.00        | $0.17              | Agency Collateralized Mortgage Obligation |
| GNMA_25-9J                                            | 2055-01-20      | 0.0000%  | N/A     | $250000.00         | $21.99             | Agency Collateralized Mortgage Obligation |
| GNMA_22-50B                                           | 2052-03-20      | 0.0000%  | N/A     | $248523000.00      | $1549590.44        | Agency Collateralized Mortgage Obligation |
| FNMA_24-22K                                           | 2054-05-25      | 0.0000%  | N/A     | $250000.00         | $16.29             | Agency Collateralized Mortgage Obligation |

### Security 111: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5MG0, C.4 - ISIN: US3130B5MG08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $146554624.82
- **C.18.a - Value (excl. sponsor support):** $146554624.82
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDJCSQA5
- **C.18 - Value (incl. sponsor support):** $1800000000.00
- **C.18.a - Value (excl. sponsor support):** $1800000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2035-08-15      | 0.0000%  | N/A     | $8142.99           | $5252.32           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | N/A     | $626824400.00      | $634261630.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | N/A     | $13800.00          | $12462.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | N/A     | $3000.00           | $3264.21           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | N/A     | $23626400.00       | $24233168.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | N/A     | $160300.00         | $165118.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | N/A     | $41000.00          | $44306.73          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-02      | 0.0000%  | N/A     | $100.00            | $99.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | N/A     | $39737100.00       | $41858759.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-08-15      | 0.0000%  | N/A     | $2.56              | $1.40              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-23      | 0.0000%  | N/A     | $5738800.00        | $5702702.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 0.0000%  | N/A     | $16631100.00       | $8612963.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | N/A     | $900.00            | $892.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | N/A     | $225800.00         | $271282.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | N/A     | $20635900.00       | $23017188.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 0.0000%  | N/A     | $56200.00          | $18944.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | N/A     | $2226900.00        | $2182542.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.0000%  | N/A     | $300.00            | $79.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.0000%  | N/A     | $930.58            | $385.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | N/A     | $85392600.00       | $63145804.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-11      | 0.0000%  | N/A     | $100.00            | $99.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | N/A     | $51759600.00       | $52084139.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 0.0000%  | N/A     | $1.55              | $1.06              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.0000%  | N/A     | $105280900.00      | $44738065.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-08-15      | 0.0000%  | N/A     | $83.38             | $50.91             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.0000%  | N/A     | $25692100.00       | $9759195.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | N/A     | $507600.00         | $518352.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | N/A     | $1159300.00        | $1195670.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | N/A     | $26017300.00       | $26257516.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 0.0000%  | N/A     | $28700.00          | $10494.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 0.0000%  | N/A     | $248900.00         | $125359.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 0.0000%  | N/A     | $59.48             | $41.10             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 0.0000%  | N/A     | $48229800.00       | $17838852.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3254%  | N/A     | $1200.00           | $1204.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | N/A     | $546900.00         | $571619.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 0.0000%  | N/A     | $31368538.71       | $20502602.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | N/A     | $500000.00         | $461062.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | N/A     | $13648100.00       | $7950849.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | N/A     | $12969100.00       | $12058619.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 0.0000%  | N/A     | $2626200.00        | $872862.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 0.0000%  | N/A     | $46628500.00       | $11280553.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | N/A     | $2106700.00        | $2220440.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.0000%  | N/A     | $6043000.00        | $5951267.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-21      | 0.0000%  | N/A     | $4988700.00        | $4958268.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-15      | 4.1250%  | N/A     | $100.00            | $100.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | N/A     | $9785700.00        | $9549571.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | N/A     | $837500.00         | $890866.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | N/A     | $200.00            | $225.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | N/A     | $6383600.00        | $6497552.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | N/A     | $26300.00          | $25769.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-23      | 0.0000%  | N/A     | $210000.00         | $209381.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | N/A     | $11466900.00       | $7380057.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | N/A     | $201322200.00      | $235186682.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 0.0000%  | N/A     | $4.65              | $2.61              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | N/A     | $100.00            | $97.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | N/A     | $1467500.00        | $1446714.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-28      | 0.0000%  | N/A     | $600.00            | $595.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | N/A     | $457500.00         | $473002.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | N/A     | $2400.00           | $1550.30           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | N/A     | $1195800.00        | $1237872.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 0.0000%  | N/A     | $0.12              | $0.09              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 0.0000%  | N/A     | $109606.63         | $106616.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 0.0000%  | N/A     | $39.85             | $31.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 0.0000%  | N/A     | $1238967.53        | $528005.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 0.0000%  | N/A     | $2100300.00        | $1039056.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-30      | 0.0000%  | N/A     | $700.00            | $695.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 0.0000%  | N/A     | $2888700.00        | $1244613.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-18      | 0.0000%  | N/A     | $295900.00         | $293207.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 0.0000%  | N/A     | $398.52            | $264.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | N/A     | $336300.00         | $340214.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 0.0000%  | N/A     | $386.12            | $226.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | N/A     | $1000.00           | $982.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | N/A     | $2920900.00        | $2611063.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 0.0000%  | N/A     | $16.57             | $9.84              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | N/A     | $1731900.00        | $1412455.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | N/A     | $64787200.00       | $68502417.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.0000%  | N/A     | $6.30              | $5.16              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | N/A     | $5483400.00        | $5228536.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | N/A     | $41.48             | $26.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | N/A     | $1600.00           | $1619.18           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 0.0000%  | N/A     | $374500.00         | $100901.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 0.0000%  | N/A     | $170598484.16      | $90200365.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | N/A     | $170134100.00      | $191917980.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | N/A     | $181900.00         | $185489.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.2414%  | N/A     | $1100.00           | $1103.29           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | N/A     | $9765000.00        | $12653015.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | N/A     | $46370700.00       | $44736132.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | N/A     | $697100.00         | $933722.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 0.0000%  | N/A     | $754400.00         | $385568.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | N/A     | $670900.00         | $819507.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | N/A     | $1700.00           | $1680.14           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | N/A     | $807400.00         | $834069.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | N/A     | $188100.00         | $177692.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-09      | 0.0000%  | N/A     | $1338400.00        | $1331989.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 0.0000%  | N/A     | $4371400.00        | $1639476.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | N/A     | $6016900.00        | $6196821.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 0.0000%  | N/A     | $11563600.00       | $3262958.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | N/A     | $200.00            | $171.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | N/A     | $1133900.00        | $1187450.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | N/A     | $28791500.00       | $21183901.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 0.0000%  | N/A     | $4500.00           | $1224.76           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | N/A     | $7907900.00        | $8330571.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | N/A     | $4254400.00        | $4029836.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-15      | 0.1250%  | N/A     | $37134400.00       | $46056110.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 0.0000%  | N/A     | $32506131.02       | $15652222.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.3484%  | N/A     | $200.00            | $200.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | N/A     | $21284700.00       | $14776687.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | N/A     | $2246600.00        | $2299017.21        | U.S. Treasuries (including strips) |

### Security 113: Fixed Income Clearing Corporation - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation - BNP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDQMLJ78
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 2.1600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  | N/A     | $400.00            | $403.05            | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  | N/A     | $100.00            | $70.90             | U.S. Treasuries (including strips) |
| BILL 10/16/25    | 2025-10-16      | 0.0000%  | N/A     | $142800.00         | $142074.00         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  | N/A     | $180761400.00      | $181357397.81      | U.S. Treasuries (including strips) |
| 6 3/8 BOND 27    | 2027-08-15      | 6.3750%  | N/A     | $120000.00         | $126504.75         | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  | N/A     | $100.00            | $98.25             | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  | N/A     | $120000100.00      | $83588600.10       | U.S. Treasuries (including strips) |
| 4 NOTE AV 27     | 2027-12-15      | 4.0000%  | N/A     | $57400000.00       | $58372167.79       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  | N/A     | $2043700.00        | $2029575.90        | U.S. Treasuries (including strips) |
| BILL 11/04/25    | 2025-11-04      | 0.0000%  | N/A     | $273000.00         | $271052.96         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  | N/A     | $424900000.00      | $430167252.03      | U.S. Treasuries (including strips) |
| TRFR BF 07/31/26 | 2026-07-31      | 4.3254%  | N/A     | $1100.00           | $1104.43           | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  | N/A     | $210332400.00      | $212578728.37      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  | N/A     | $3000.00           | $3023.42           | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | N/A     | $9619200.00        | $10040914.93       | U.S. Treasuries (including strips) |
| 4 NOTE K 32      | 2032-04-30      | 4.0000%  | N/A     | $150000000.00      | $152785826.10      | U.S. Treasuries (including strips) |
| BILL 12/11/25    | 2025-12-11      | 0.0000%  | N/A     | $7563800.00        | $7479917.46        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  | N/A     | $100.00            | $68.55             | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  | N/A     | $36797600.00       | $36150956.18       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  | N/A     | $212223600.00      | $174541253.77      | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BL 25 | 2025-11-30      | 4.8750%  | N/A     | $600000.00         | $608104.62         | U.S. Treasuries (including strips) |
| 3 BOND 49        | 2049-02-15      | 3.0000%  | N/A     | $43800.00          | $31837.31          | U.S. Treasuries (including strips) |
| 1 5/8 NOTE Q 26  | 2026-09-30      | 1.6250%  | N/A     | $25000000.00       | $24584655.88       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  | N/A     | $2000.00           | $2017.77           | U.S. Treasuries (including strips) |
| 4 NOTE N 32      | 2032-07-31      | 4.0000%  | N/A     | $1500.00           | $1510.92           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  | N/A     | $3200.00           | $3278.52           | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  | N/A     | $122868600.00      | $73513017.89       | U.S. Treasuries (including strips) |
| TRFR BB 04/30/26 | 2026-04-30      | 4.2934%  | N/A     | $100.00            | $100.34            | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  | N/A     | $2000.00           | $1660.77           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  | N/A     | $6050700.00        | $6130053.48        | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  | N/A     | $350200.00         | $218766.61         | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  | N/A     | $51183600.00       | $31599576.29       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  | N/A     | $344575100.00      | $340689298.34      | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  | N/A     | $21000.00          | $20332.24          | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  | N/A     | $7000.00           | $6786.81           | U.S. Treasuries (including strips) |
| 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  | N/A     | $955900.00         | $922167.10         | U.S. Treasuries (including strips) |
| BILL 09/30/25    | 2025-09-30      | 0.0000%  | N/A     | $41000.00          | $40864.62          | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  | N/A     | $420815200.00      | $395297826.00      | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  | N/A     | $100.00            | $94.27             | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  | N/A     | $348891000.00      | $269176122.65      | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-08-15      | 3.0000%  | N/A     | $68234000.00       | $49819642.93       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  | N/A     | $97442000.00       | $100736654.63      | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  | N/A     | $148900.00         | $130586.83         | U.S. Treasuries (including strips) |
| BILL 02/26/26    | 2026-02-26      | 0.0000%  | N/A     | $35587000.00       | $34911629.91       | U.S. Treasuries (including strips) |
| TRFR BB 04/30/27 | 2027-04-30      | 4.3034%  | N/A     | $6257800.00        | $6275743.49        | U.S. Treasuries (including strips) |
| 4  NOTE R 29     | 2029-10-31      | 4.0000%  | N/A     | $100.00            | $102.63            | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  | N/A     | $889400.00         | $677915.97         | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-05-15      | 3.0000%  | N/A     | $4320600.00        | $3307701.45        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | N/A     | $102880000.00      | $104485398.57      | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  | N/A     | $100000.00         | $97792.39          | U.S. Treasuries (including strips) |
| 2 BOND 41        | 2041-11-15      | 2.0000%  | N/A     | $2523000.00        | $1740935.27        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  | N/A     | $42260000.00       | $43203811.30       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26  | 2026-07-31      | 1.8750%  | N/A     | $2210400.00        | $2173777.17        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  | N/A     | $100.00            | $93.73             | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  | N/A     | $800.00            | $763.61            | U.S. Treasuries (including strips) |
| TRFR AX 01/31/26 | 2026-01-31      | 4.3884%  | N/A     | $83100.00          | $83443.27          | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  | N/A     | $7000.00           | $6618.39           | U.S. Treasuries (including strips) |
| 5 1/4 BOND 28    | 2028-11-15      | 5.2500%  | N/A     | $100.00            | $106.39            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  | N/A     | $295873200.00      | $296783325.19      | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  | N/A     | $102800.00         | $81942.79          | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  | N/A     | $50085000.00       | $53542428.25       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  | N/A     | $72096300.00       | $70155399.04       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  | N/A     | $100.00            | $93.48             | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  | N/A     | $2333800.00        | $2090699.37        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  | N/A     | $400.00            | $405.14            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  | N/A     | $1000.00           | $1031.03           | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  | N/A     | $396170800.00      | $383468956.82      | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  | N/A     | $164900.00         | $176631.92         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  | N/A     | $4865900.00        | $5159130.25        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  | N/A     | $100.00            | $98.61             | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  | N/A     | $200.00            | $206.81            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  | N/A     | $465700.00         | $466662.84         | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  | N/A     | $669801000.00      | $427935211.20      | U.S. Treasuries (including strips) |

### Security 114: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYDQMLJJ2
- **C.18 - Value (incl. sponsor support):** $3000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | N/A     | $3847000.00        | $3060074.86        | U.S. Treasuries (including strips) |

### Security 115: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385LL8, C.4 - ISIN: US313385LL87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $181383138.56
- **C.18.a - Value (excl. sponsor support):** $181383138.56
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-09-08
- **C.12 - Maturity Date (WAL):** 2025-09-08
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 116: Fixed Income Clearing Corporation - BNY

- **C.1 - Title:** Fixed Income Clearing Corporation - BNY
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDQMLJG8
- **C.18 - Value (incl. sponsor support):** $3750000000.00
- **C.18.a - Value (excl. sponsor support):** $3750000000.00
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | N/A     | $2000.00           | $1403.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | N/A     | $2048.00           | $1929.52           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.0000%  | N/A     | $1000.00           | $72.39             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | N/A     | $2000.00           | $798.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1009.33           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1032.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 4.0000%  | N/A     | $273667.00         | $51992.61          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 3.0000%  | N/A     | $1000.00           | $198.40            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2045-02-01      | 4.0000%  | N/A     | $1000.00           | $125.91            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $764.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | N/A     | $1001.00           | $919.61            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.5000%  | N/A     | $12001.00          | $8652.91           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | N/A     | $1024.00           | $825.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 3.5000%  | N/A     | $1000.00           | $350.61            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 4.5000%  | N/A     | $1000.00           | $806.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.0000%  | N/A     | $1001.00           | $386.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-08-01      | 4.5000%  | N/A     | $1000.00           | $280.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 3.5000%  | N/A     | $1000.00           | $417.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $769.60            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2036-10-01      | 5.5000%  | N/A     | $4277787.00        | $271634.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 5.0000%  | N/A     | $1000.00           | $47.50             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $632.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 6.0000%  | N/A     | $41914088.00       | $248688.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 4.0000%  | N/A     | $2016.00           | $292.22            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-07-01      | 4.0000%  | N/A     | $1000.00           | $375.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $285.26            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $3584.00           | $1854.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 3.5000%  | N/A     | $1000.00           | $845.18            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2041-08-01      | 4.0000%  | N/A     | $1007.00           | $97.65             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | N/A     | $3024.00           | $1306.23           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.0000%  | N/A     | $2001.00           | $1987.06           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | N/A     | $68357247.00       | $59142165.08       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $1024.00           | $542.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | N/A     | $1033528.00        | $965844.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-12-01      | 3.5000%  | N/A     | $1000.00           | $207.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $878.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $1042.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.0000%  | N/A     | $1000.00           | $164.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | N/A     | $1008.00           | $204.90            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $1024.00           | $1057.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.5000%  | N/A     | $2024.00           | $1187.35           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $564.22            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | N/A     | $1558668.00        | $1001883.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.0000%  | N/A     | $2000.00           | $1655.67           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-05-01      | 4.0000%  | N/A     | $1000.00           | $244.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-01-01      | 3.0000%  | N/A     | $1000.00           | $422.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | N/A     | $1680934.00        | $1326612.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $863.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $967.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.0000%  | N/A     | $1000.00           | $985.48            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $816.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | N/A     | $2000.00           | $1299.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | N/A     | $12066614.00       | $11540355.40       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 4.5000%  | N/A     | $264763.00         | $247798.66         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | N/A     | $1024.00           | $577.88            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-05-01      | 4.0000%  | N/A     | $2037608.00        | $401342.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | N/A     | $2000.00           | $2021.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $988.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $824.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $936.74            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $668.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 5.0000%  | N/A     | $1000.00           | $136.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | N/A     | $1000.00           | $59.28             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 4.5000%  | N/A     | $1008.00           | $279.56            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $873.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | N/A     | $1008.00           | $934.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | N/A     | $3120.00           | $1675.40           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | N/A     | $1000.00           | $899.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | N/A     | $1008.00           | $561.11            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.5000%  | N/A     | $2000.00           | $1551.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $215.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $3000.00           | $2451.14           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 4.5000%  | N/A     | $1000.00           | $762.74            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | N/A     | $1021.00           | $855.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | N/A     | $546570.00         | $436808.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | N/A     | $2048.00           | $1856.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $876.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $228.68            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $653.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 4.0000%  | N/A     | $1000.00           | $882.63            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 4.5000%  | N/A     | $1000.00           | $176.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $839.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.5000%  | N/A     | $1005.00           | $742.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | N/A     | $31349056.00       | $18692963.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $665.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 4.5000%  | N/A     | $188253.00         | $179760.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 6.0000%  | N/A     | $1001.00           | $908.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-08-01      | 2.0000%  | N/A     | $3009.00           | $1396.62           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.5000%  | N/A     | $1024.00           | $216.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-05-01      | 5.5000%  | N/A     | $1000.00           | $737.37            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $291.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | N/A     | $2000.00           | $2070.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 4.0000%  | N/A     | $1024.00           | $309.28            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-06-01      | 3.5000%  | N/A     | $1246776.00        | $248465.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $998.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | N/A     | $2000.00           | $2101.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | N/A     | $1008.00           | $205.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-12-01      | 4.0000%  | N/A     | $1000.00           | $41.09             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | N/A     | $2000.00           | $1445.81           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $493.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 7.0000%  | N/A     | $2000.00           | $2118.51           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | N/A     | $1000.00           | $708.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-10-01      | 4.0000%  | N/A     | $1000.00           | $111.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | N/A     | $1024.00           | $845.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.0000%  | N/A     | $2000.00           | $131.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-01-01      | 6.0000%  | N/A     | $1024.00           | $7.80              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.0000%  | N/A     | $1000.00           | $171.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $792.29            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 7.0000%  | N/A     | $1000.00           | $744.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | N/A     | $1000.00           | $461.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 5.0000%  | N/A     | $1000.00           | $407.83            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $769.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $205.61            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 5.0000%  | N/A     | $1083698.00        | $843980.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | N/A     | $1024.00           | $198.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | N/A     | $56113799.00       | $50375277.08       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $928.93            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2045-09-01      | 4.5000%  | N/A     | $1000.00           | $159.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $209.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.5000%  | N/A     | $1000.00           | $805.67            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $807.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.5000%  | N/A     | $1000.00           | $607.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.5000%  | N/A     | $1000.00           | $702.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | N/A     | $874000.00         | $710920.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | N/A     | $3016.00           | $2284.79           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | N/A     | $4000.00           | $1184.45           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $579.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | N/A     | $4218.00           | $796.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $810.72            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-04-01      | 4.5000%  | N/A     | $172147.00         | $32903.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | N/A     | $4000.00           | $3202.94           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 4.0000%  | N/A     | $1000.00           | $262.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | N/A     | $84216082.00       | $70870762.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.5000%  | N/A     | $1000.00           | $164.01            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $907.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | N/A     | $1089.00           | $542.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $880.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | N/A     | $1000.00           | $708.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 3.5000%  | N/A     | $1024.00           | $145.91            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-04-01      | 4.0000%  | N/A     | $1000.00           | $113.53            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $952.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $4056.00           | $2183.55           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.0000%  | N/A     | $2001.00           | $105.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 4.0000%  | N/A     | $1000.00           | $144.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | N/A     | $1008.00           | $821.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $2000.00           | $1538.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | N/A     | $1000.00           | $256.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | N/A     | $1000.00           | $566.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.0000%  | N/A     | $1000.00           | $827.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1021.53           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.5000%  | N/A     | $1001.00           | $378.18            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 5.5000%  | N/A     | $9925736.00        | $8785455.61        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $764.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | N/A     | $2048.00           | $1814.12           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-05-01      | 4.0000%  | N/A     | $1000.00           | $211.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $723.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | N/A     | $2000.00           | $2075.53           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-12-01      | 5.5000%  | N/A     | $1024.00           | $1.20              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-10-01      | 5.0000%  | N/A     | $3960.00           | $3022.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1020.62           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | N/A     | $100711296.00      | $26591271.64       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $790.67            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $730.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.0000%  | N/A     | $20452749.00       | $18069359.39       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-06-01      | 2.5000%  | N/A     | $1000.00           | $402.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $641.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.5000%  | N/A     | $1000.00           | $755.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.0000%  | N/A     | $4000.00           | $2533.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | N/A     | $2000.00           | $380.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 4.0000%  | N/A     | $1024.00           | $388.23            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $1009.16           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $520.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-01-01      | 3.5000%  | N/A     | $1019.00           | $171.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.5000%  | N/A     | $3000.00           | $1009.78           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-03-01      | 4.0000%  | N/A     | $1003.00           | $159.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | N/A     | $4000.00           | $3005.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $812.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 4.0000%  | N/A     | $1000.00           | $353.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-12-01      | 4.5000%  | N/A     | $1024.00           | $48.65             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.5000%  | N/A     | $1024.00           | $835.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $4000.00           | $3133.72           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2045-10-01      | 3.5000%  | N/A     | $1000.00           | $155.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | N/A     | $1000.00           | $723.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | N/A     | $2064.00           | $1212.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.5000%  | N/A     | $1000.00           | $712.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | N/A     | $1000.00           | $254.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 4.5000%  | N/A     | $1204136.00        | $1126333.44        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 4.0000%  | N/A     | $474180.00         | $119840.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | N/A     | $3001.00           | $1306.94           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2042-09-01      | 4.0000%  | N/A     | $1000.00           | $242.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 5.0000%  | N/A     | $2017.00           | $485.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | N/A     | $2032.00           | $1859.15           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 4.0000%  | N/A     | $1000.00           | $265.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | N/A     | $1008.00           | $108.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-02-01      | 4.0000%  | N/A     | $1000.00           | $70.05             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $308.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 6.0000%  | N/A     | $1023.00           | $1.46              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-01-01      | 4.0000%  | N/A     | $1000.00           | $23.20             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | N/A     | $18534381.00       | $16287882.51       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 2.5000%  | N/A     | $1120.00           | $631.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | N/A     | $3000.00           | $2721.89           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | N/A     | $3000.00           | $2725.86           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $945.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $946.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | N/A     | $2000.00           | $1221.33           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-04-01      | 4.0000%  | N/A     | $1000.00           | $422.44            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $194.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $525.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $250782735.00      | $140666587.68      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | N/A     | $2000.00           | $1419.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 3.5000%  | N/A     | $11610896.00       | $5700968.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | N/A     | $1000.00           | $459.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 3.0000%  | N/A     | $1000.00           | $389.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 5.5000%  | N/A     | $4048.00           | $3625.56           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | N/A     | $2000.00           | $224.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | N/A     | $5185.00           | $4596.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | N/A     | $3000.00           | $2448.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | N/A     | $3000.00           | $1853.28           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | N/A     | $1001.00           | $6.66              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 4.0000%  | N/A     | $1024.00           | $382.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | N/A     | $2000.00           | $1428.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 4.5000%  | N/A     | $1000.00           | $966.84            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | N/A     | $2001.00           | $1449.65           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-03-01      | 4.0000%  | N/A     | $1000.00           | $50.21             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 3.0000%  | N/A     | $1000.00           | $561.26            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | N/A     | $23940978.00       | $13194619.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.0000%  | N/A     | $2000.00           | $256.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | N/A     | $1024.00           | $194.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | N/A     | $2001.00           | $664.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1031.20           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-11-01      | 4.0000%  | N/A     | $1000.00           | $196.36            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.5000%  | N/A     | $51077341.00       | $39598282.22       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $867.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | N/A     | $3000.00           | $1240.03           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $2000.00           | $1657.33           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $681.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $5072.00           | $2749.53           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2042-03-01      | 4.0000%  | N/A     | $1000.00           | $193.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 4.0000%  | N/A     | $1008.00           | $239.20            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $293.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 6.0000%  | N/A     | $1008.00           | $828.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | N/A     | $25556563.00       | $23819724.54       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 4.0000%  | N/A     | $1000.00           | $387.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.0000%  | N/A     | $1000.00           | $1029.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 7.0000%  | N/A     | $1431397.00        | $1260239.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | N/A     | $125180944.00      | $67749218.61       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-10-01      | 4.0000%  | N/A     | $1000.00           | $152.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | N/A     | $2000.00           | $378.29            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-10-01      | 4.0000%  | N/A     | $1000.00           | $272.99            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-11-01      | 5.0000%  | N/A     | $1000.00           | $397.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $203704391.00      | $180381703.21      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.5000%  | N/A     | $2000.00           | $1383.21           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-01-01      | 2.5000%  | N/A     | $1000.00           | $163.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 4.0000%  | N/A     | $1000.00           | $386.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | N/A     | $4000.00           | $3494.24           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $1013.54           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | N/A     | $1018.00           | $558.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | N/A     | $2000.00           | $1643.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | N/A     | $2000.00           | $2039.90           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 4.0000%  | N/A     | $1000.00           | $193.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $874.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 3.0000%  | N/A     | $1052.00           | $579.25            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $480.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $1035.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $1000.00           | $604.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 3.0000%  | N/A     | $1000.00           | $228.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.5000%  | N/A     | $1024.00           | $912.49            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $802.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | N/A     | $2048.00           | $1256.86           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | N/A     | $1024.00           | $921.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.5000%  | N/A     | $1000.00           | $442.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $886.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $731.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | N/A     | $2473.00           | $770.94            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.5000%  | N/A     | $1000.00           | $881.24            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | N/A     | $673148.00         | $648035.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-07-01      | 4.0000%  | N/A     | $1000.00           | $691.91            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-04-01      | 5.0000%  | N/A     | $1000.00           | $97.46             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $773.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | N/A     | $76818048.00       | $55366072.43       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | N/A     | $2284873.00        | $691868.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 4.0000%  | N/A     | $1000.00           | $214.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.0000%  | N/A     | $144271056.00      | $25286931.92       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.5000%  | N/A     | $1024.00           | $877.51            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-09-01      | 5.0000%  | N/A     | $1000.00           | $245.72            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2045-07-01      | 4.5000%  | N/A     | $1008.00           | $192.26            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | N/A     | $1000.00           | $294.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.5000%  | N/A     | $1000.00           | $845.64            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.0000%  | N/A     | $1000.00           | $624.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 6.0000%  | N/A     | $1024.00           | $2.19              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | N/A     | $1024.00           | $74.54             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | N/A     | $3000.00           | $1532.04           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | N/A     | $1024.00           | $232.38            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 4.0000%  | N/A     | $19019555.00       | $6017529.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | N/A     | $1024.00           | $897.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | N/A     | $2057.00           | $1855.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $2000.00           | $1522.13           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.5000%  | N/A     | $5000.00           | $4661.68           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | N/A     | $262971.00         | $266742.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | N/A     | $2000.00           | $1430.48           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $278.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | N/A     | $6159.00           | $5135.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | N/A     | $1003.00           | $242.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-06-01      | 2.5000%  | N/A     | $1024.00           | $574.79            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $781.83            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-06-01      | 3.0000%  | N/A     | $1000.00           | $648.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $2000.00           | $1422.89           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | N/A     | $1000.00           | $684.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $703.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $938.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-09-01      | 3.5000%  | N/A     | $2000.00           | $405.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-03-01      | 4.0000%  | N/A     | $1000.00           | $153.70            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | N/A     | $1000.00           | $770.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $788.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | N/A     | $2000.00           | $1574.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.5000%  | N/A     | $1000.00           | $412.03            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | N/A     | $2000.00           | $1280.47           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2036-09-01      | 6.0000%  | N/A     | $2585960.00        | $122672.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $999.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | N/A     | $2024.00           | $1883.91           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.5000%  | N/A     | $222675471.00      | $127333618.16      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.0000%  | N/A     | $2000.00           | $1823.28           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-11-01      | 5.0000%  | N/A     | $1000.00           | $286.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | N/A     | $1280.00           | $722.48            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $851.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.5000%  | N/A     | $1000.00           | $916.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | N/A     | $3072.00           | $2828.86           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.0000%  | N/A     | $1008.00           | $239.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 2.5000%  | N/A     | $1000.00           | $578.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $968.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 4.0000%  | N/A     | $1000.00           | $285.61            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.0000%  | N/A     | $525908.00         | $324503.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $1042.05           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 3.0000%  | N/A     | $2000.00           | $1007.64           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $187.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 4.0000%  | N/A     | $1000.00           | $112.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 3.0000%  | N/A     | $3000.00           | $1010.33           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 4.0000%  | N/A     | $1000.00           | $117.36            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-06-01      | 4.5000%  | N/A     | $3546836.00        | $917471.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | N/A     | $2000.00           | $2009.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $1033.43           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | N/A     | $2024.00           | $1660.62           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $610.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $1024.00           | $525.75            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2034-09-01      | 5.5000%  | N/A     | $21375298.00       | $32845.76          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $611.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-02-01      | 5.5000%  | N/A     | $1125.00           | $4.60              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | N/A     | $2955237.00        | $1565610.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | N/A     | $2000.00           | $1661.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $783.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | N/A     | $8669455.00        | $2385028.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 3.0000%  | N/A     | $1000.00           | $354.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | N/A     | $3000.00           | $2621.02           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-10-01      | 2.5000%  | N/A     | $1000.00           | $306.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | N/A     | $1000.00           | $304.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 3.5000%  | N/A     | $1008.00           | $606.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | N/A     | $1040.00           | $650.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | N/A     | $1000.00           | $108.16            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $839.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | N/A     | $3048.00           | $2297.70           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | N/A     | $2068.00           | $468.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | N/A     | $23988.00          | $20689.26          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.5000%  | N/A     | $16231520.00       | $11670116.86       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 7.0000%  | N/A     | $1008.00           | $850.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-08-01      | 2.5000%  | N/A     | $1000.00           | $420.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | N/A     | $1000.00           | $703.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | N/A     | $3000.00           | $1617.40           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 4.5000%  | N/A     | $2000.00           | $1663.33           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.0000%  | N/A     | $1000.00           | $746.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.0000%  | N/A     | $1000.00           | $565.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $286.82            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2045-10-01      | 4.0000%  | N/A     | $1000.00           | $108.23            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-04-01      | 2.5000%  | N/A     | $5786391.00        | $3192951.37        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $754.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | N/A     | $4080.00           | $3384.88           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $822.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $2048.00           | $1037.36           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $1008.67           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.5000%  | N/A     | $1000.00           | $399.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 5.0000%  | N/A     | $1001.00           | $306.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $1024.00           | $830.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | N/A     | $2000.00           | $2007.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | N/A     | $3000.00           | $2715.22           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | N/A     | $2000.00           | $483.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $386.16            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 6.5000%  | N/A     | $2016.00           | $1546.03           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | N/A     | $1000.00           | $729.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-07-01      | 4.5000%  | N/A     | $2000.00           | $75.41             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | N/A     | $2000.00           | $1554.50           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2045-09-01      | 4.0000%  | N/A     | $1000.00           | $271.57            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $770.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | N/A     | $2000.00           | $892.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $939.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | N/A     | $1008.00           | $964.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | N/A     | $3000.00           | $3016.35           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $251689290.00      | $138125465.21      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-09-01      | 2.5000%  | N/A     | $1026.00           | $57.06             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | N/A     | $2000.00           | $567.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | N/A     | $1024.00           | $871.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | N/A     | $1000.00           | $525.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | N/A     | $1000.00           | $595.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-01-01      | 3.5000%  | N/A     | $1000.00           | $78.74             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.5000%  | N/A     | $1000.00           | $323.54            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 4.5000%  | N/A     | $1000.00           | $287.81            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | N/A     | $174362835.00      | $149403087.62      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | N/A     | $1024.00           | $319.58            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-06-01      | 4.5000%  | N/A     | $422789.00         | $108132.13         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 4.5000%  | N/A     | $189979.00         | $165154.80         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | N/A     | $3226574.00        | $2814866.92        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.5000%  | N/A     | $1000.00           | $472.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 6.0000%  | N/A     | $4000.00           | $3273.40           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-12-01      | 4.5000%  | N/A     | $3058.00           | $178.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | N/A     | $4072.00           | $2289.04           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.5000%  | N/A     | $2024.00           | $1913.02           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $653.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | N/A     | $4000.00           | $2472.05           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 4.0000%  | N/A     | $1000.00           | $102.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | N/A     | $2000.00           | $1523.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | N/A     | $1000.00           | $121.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | N/A     | $1000.00           | $182.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $2000.00           | $1235.50           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $3032.00           | $2635.21           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 6.5000%  | N/A     | $4906447.00        | $4095287.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | N/A     | $1024.00           | $906.43            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | N/A     | $7991413.00        | $7794496.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $891.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | N/A     | $2000.00           | $529.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | N/A     | $1024.00           | $887.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.5000%  | N/A     | $1000.00           | $198.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | N/A     | $3000.00           | $1630.79           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-09-01      | 5.0000%  | N/A     | $1000.00           | $289.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 3.5000%  | N/A     | $2008.00           | $341.50            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2036-12-01      | 7.5000%  | N/A     | $28341.00          | $635.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 6.0000%  | N/A     | $2000.00           | $952.14            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 3.5000%  | N/A     | $1000.00           | $317.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $675.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | N/A     | $1008.00           | $859.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 7.0000%  | N/A     | $1000.00           | $1068.62           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $631.41            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.0000%  | N/A     | $2288.00           | $2327.53           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-11-01      | 5.0000%  | N/A     | $1000.00           | $300.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | N/A     | $1024.00           | $535.70            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.5000%  | N/A     | $1000.00           | $824.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-07-01      | 2.5000%  | N/A     | $2000.00           | $461.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | N/A     | $2000.00           | $1549.31           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-11-01      | 4.0000%  | N/A     | $1000.00           | $262.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | N/A     | $2018.00           | $1772.23           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | N/A     | $1000.00           | $788.13            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 3.5000%  | N/A     | $997999.00         | $241070.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.5000%  | N/A     | $1000.00           | $922.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.5000%  | N/A     | $1000.00           | $909.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | N/A     | $145000.00         | $111044.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $976.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-03-01      | 6.0000%  | N/A     | $3777367.00        | $53150.86          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-08-01      | 5.0000%  | N/A     | $1000.00           | $330.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $797.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | N/A     | $1000.00           | $439.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-06-01      | 3.5000%  | N/A     | $1000.00           | $120.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | N/A     | $4001.00           | $1963.20           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 4.5000%  | N/A     | $1000.00           | $350.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 4.5000%  | N/A     | $2000.00           | $279.41            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 6.5000%  | N/A     | $1046949.00        | $1086316.89        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 4.5000%  | N/A     | $1000.00           | $336.71            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $832.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.5000%  | N/A     | $1000.00           | $355.84            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-12-01      | 4.0000%  | N/A     | $3447332.00        | $818175.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $5000.00           | $3145.91           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 3.5000%  | N/A     | $1000.00           | $204.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | N/A     | $5000.00           | $4964.96           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-07-01      | 6.5000%  | N/A     | $2000.00           | $1367.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-07-01      | 4.0000%  | N/A     | $1000.00           | $136.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | N/A     | $1024.00           | $194.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | N/A     | $1024.00           | $784.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | N/A     | $1024.00           | $12.21             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.0000%  | N/A     | $1717.00           | $1233.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 5.0000%  | N/A     | $1000.00           | $269.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | N/A     | $2000.00           | $1308.64           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | N/A     | $3000.00           | $1930.31           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | N/A     | $2000.00           | $1803.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-02-01      | 5.0000%  | N/A     | $1000.00           | $75.53             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | N/A     | $90184995.00       | $52740012.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | N/A     | $1000.00           | $409.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-07-01      | 4.0000%  | N/A     | $1008.00           | $212.02            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-01-01      | 4.5000%  | N/A     | $2173820.00        | $733613.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $872.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.0000%  | N/A     | $2048.00           | $1397.53           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 4.0000%  | N/A     | $2000.00           | $295.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | N/A     | $4000.00           | $3704.48           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 3.0000%  | N/A     | $1000.00           | $468.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $1018.17           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.0000%  | N/A     | $2000.00           | $1835.05           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-05-01      | 4.0000%  | N/A     | $1366346.00        | $231191.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.0000%  | N/A     | $6001000.00        | $1156067.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $3030.00           | $1663.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 4.5000%  | N/A     | $1024.00           | $317.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | N/A     | $6688416.00        | $6790363.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $1032.54           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | N/A     | $1024.00           | $108.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $725.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | N/A     | $2008.00           | $1491.94           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $508.44            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-04-01      | 4.0000%  | N/A     | $1000.00           | $128.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $879.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1037.33           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-05-01      | 4.0000%  | N/A     | $1000.00           | $157.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | N/A     | $3000.00           | $667.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.5000%  | N/A     | $1000.00           | $1017.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | N/A     | $3230535.00        | $1238166.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.5000%  | N/A     | $1000.00           | $319.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.0000%  | N/A     | $1000.00           | $978.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $455.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | N/A     | $1000.00           | $4.51              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.5000%  | N/A     | $1000.00           | $277.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | N/A     | $1176727.00        | $1102295.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $1008.00           | $804.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 4.5000%  | N/A     | $1024.00           | $216.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $59090.00          | $33901.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $740.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-01-01      | 4.0000%  | N/A     | $4816.00           | $306.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $1017.72           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.5000%  | N/A     | $1000.00           | $843.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 4.0000%  | N/A     | $2000.00           | $345.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | N/A     | $2000.00           | $321.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $731.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $981.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $918.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.5000%  | N/A     | $2032.00           | $1557.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.0000%  | N/A     | $1832644.00        | $1773544.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | N/A     | $4001.00           | $2981.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | N/A     | $1000.00           | $547.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | N/A     | $351733482.00      | $175554673.83      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1021.94           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.0000%  | N/A     | $2000.00           | $380.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | N/A     | $2288.00           | $1778.36           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-12-01      | 4.0000%  | N/A     | $1000.00           | $321.03            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 3.5000%  | N/A     | $2048.00           | $570.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $725.19            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-09-01      | 4.0000%  | N/A     | $1724556.00        | $537113.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $1000.00           | $539.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 3.0000%  | N/A     | $1000.00           | $574.52            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-08-01      | 2.5000%  | N/A     | $2000.00           | $918.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | N/A     | $2016.00           | $1814.50           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 4.0000%  | N/A     | $1024.00           | $185.24            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-02-01      | 3.5000%  | N/A     | $1000.00           | $451.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $806.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $414.03            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | N/A     | $1002870.00        | $770512.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | N/A     | $2000.00           | $1200.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $1000.00           | $498.77            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-04-01      | 4.0000%  | N/A     | $1216560.00        | $338116.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-09-01      | 2.0000%  | N/A     | $3168.00           | $1973.35           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $337578496.00      | $181190609.65      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | N/A     | $2048.00           | $1124.02           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-06-01      | 4.5000%  | N/A     | $1000.00           | $259.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.5000%  | N/A     | $1000.00           | $170.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $3000.00           | $2529.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | N/A     | $2032.00           | $598.99            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 5.0000%  | N/A     | $1000.00           | $861.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-02-01      | 3.5000%  | N/A     | $2000.00           | $377.19            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | N/A     | $1008.00           | $825.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 3.0000%  | N/A     | $1024.00           | $148.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-08-01      | 3.5000%  | N/A     | $1000.00           | $200.89            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | N/A     | $3000.00           | $2343.56           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-08-01      | 4.0000%  | N/A     | $741000.00         | $142077.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-10-01      | 2.0000%  | N/A     | $1024.00           | $559.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | N/A     | $2000.00           | $1567.49           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.5000%  | N/A     | $1000.00           | $574.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-05-01      | 3.0000%  | N/A     | $1000.00           | $168.41            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 4.5000%  | N/A     | $1000.00           | $842.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.0000%  | N/A     | $1000.00           | $919.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1036.16           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $605.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-04-01      | 4.0000%  | N/A     | $1020.00           | $147.38            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-12-01      | 2.0000%  | N/A     | $2144.00           | $1301.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.5000%  | N/A     | $2069.00           | $578.63            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.5000%  | N/A     | $1000.00           | $773.54            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 3.5000%  | N/A     | $1000.00           | $668.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | N/A     | $1024.00           | $574.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | N/A     | $1024.00           | $912.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | N/A     | $1046169.00        | $796037.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $813.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 6.0000%  | N/A     | $1025.00           | $611.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 3.0000%  | N/A     | $2000.00           | $704.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.0000%  | N/A     | $2000.00           | $454.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | N/A     | $1024.00           | $865.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $550.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1035.60           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 3.5000%  | N/A     | $1000.00           | $349.71            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $877.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.5000%  | N/A     | $56000.00          | $41594.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | N/A     | $3000.00           | $1227.46           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-10-01      | 4.0000%  | N/A     | $1646164.00        | $414041.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | N/A     | $1000.00           | $173.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | N/A     | $2000.00           | $1587.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 5.5000%  | N/A     | $1008.00           | $913.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.5000%  | N/A     | $2016.00           | $190.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | N/A     | $2016.00           | $187.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $455.19            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $755.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | N/A     | $3045.00           | $418.43            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | N/A     | $594792.00         | $609447.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 4.0000%  | N/A     | $1000.00           | $362.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 4.0000%  | N/A     | $14983.00          | $4312.15           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.5000%  | N/A     | $1000.00           | $701.82            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $692.20            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-08-01      | 5.0000%  | N/A     | $1000.00           | $398.64            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.5000%  | N/A     | $1116719.00        | $936571.18         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | N/A     | $187128576.00      | $157464682.25      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.5000%  | N/A     | $1000.00           | $1040.38           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $889.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 4.5000%  | N/A     | $1000.00           | $964.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 4.0000%  | N/A     | $1000.00           | $166.44            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $761.37            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 5.0000%  | N/A     | $1000.00           | $166.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-08-01      | 2.0000%  | N/A     | $55035890.00       | $29860965.88       | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-02-01      | 3.5000%  | N/A     | $1000.00           | $221.81            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $888.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $495.18            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-04-01      | 4.0000%  | N/A     | $1000.00           | $179.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 5.0000%  | N/A     | $1000.00           | $167.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $1000.00           | $499.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | N/A     | $1011.00           | $11.10             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.0000%  | N/A     | $1000.00           | $782.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | N/A     | $354500.00         | $306115.73         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2042-10-01      | 4.0000%  | N/A     | $1000.00           | $124.61            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | N/A     | $825700.00         | $684751.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $803.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 3.5000%  | N/A     | $1000.00           | $214.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 3.0000%  | N/A     | $1000.00           | $455.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1025.77           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | N/A     | $2000.00           | $939.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | N/A     | $1000.00           | $3.85              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $2001.00           | $1387.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $1029.20           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | N/A     | $5000.00           | $3253.89           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 2.0000%  | N/A     | $35965937.00       | $20280600.66       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | N/A     | $1024.00           | $215.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | N/A     | $152837.00         | $81613.87          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-04-01      | 7.0000%  | N/A     | $2106.00           | $5.41              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | N/A     | $2000.00           | $1672.33           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | N/A     | $1024.00           | $626.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 3.5000%  | N/A     | $6077.00           | $1143.69           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 4.0000%  | N/A     | $1024.00           | $307.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | N/A     | $1024.00           | $275.43            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-03-01      | 3.5000%  | N/A     | $3072.00           | $661.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $862.12            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2042-02-01      | 3.5000%  | N/A     | $1008.00           | $105.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $717.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $662.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | N/A     | $3000.00           | $890.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | N/A     | $1000.00           | $907.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | N/A     | $1024.00           | $125.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | N/A     | $4024.00           | $800.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-03-01      | 3.5000%  | N/A     | $1000.00           | $122.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $1046.24           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | N/A     | $5001.00           | $1179.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $13835330.00       | $11653951.52       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | N/A     | $1000.00           | $674.90            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2041-09-01      | 4.0000%  | N/A     | $1000.00           | $106.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | N/A     | $10839432.00       | $9370114.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $2000.00           | $1771.31           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $3000.00           | $2979.33           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 7.0000%  | N/A     | $383998.00         | $404352.96         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2042-03-01      | 4.0000%  | N/A     | $2008.00           | $260.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 5.0000%  | N/A     | $1024.00           | $360.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-09-01      | 4.0000%  | N/A     | $1000.00           | $135.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $3000.00           | $1665.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 3.5000%  | N/A     | $1000.00           | $207.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $4000.00           | $2868.36           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $854.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-07-01      | 3.0000%  | N/A     | $1000.00           | $156.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 6.5000%  | N/A     | $1008.00           | $854.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | N/A     | $1000.00           | $912.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-06-01      | 3.0000%  | N/A     | $2000.00           | $202.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | N/A     | $1000.00           | $569.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $732.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $2000.00           | $1890.96           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-04-01      | 4.0000%  | N/A     | $1000.00           | $46.91             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 2.0000%  | N/A     | $1024.00           | $556.83            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 4.0000%  | N/A     | $1000.00           | $318.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | N/A     | $2000.00           | $2064.10           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 5.0000%  | N/A     | $1000.00           | $972.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | N/A     | $2000.00           | $1836.09           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | N/A     | $3000.00           | $2895.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 3.5000%  | N/A     | $1024.00           | $309.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.5000%  | N/A     | $1000.00           | $660.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | N/A     | $2000.00           | $1368.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $1300779.00        | $699827.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | N/A     | $2000.00           | $1301.74           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | N/A     | $10961662.00       | $10819695.75       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | N/A     | $2000.00           | $1624.56           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $1000.00           | $540.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | N/A     | $1475147.00        | $1519218.90        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $773.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $1024.00           | $544.89            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 1.5000%  | N/A     | $1026.00           | $551.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $449.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $2000.00           | $1422.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 7.0000%  | N/A     | $1000.00           | $891.18            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $398.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-04-01      | 3.5000%  | N/A     | $1000.00           | $146.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $906.26            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $937.76            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-03-01      | 5.0000%  | N/A     | $1000.00           | $463.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | N/A     | $2000.00           | $2047.83           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $802.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $779.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.0000%  | N/A     | $1024.00           | $737.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.5000%  | N/A     | $1024.00           | $770.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $498.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | N/A     | $1024.00           | $994.39            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-05-01      | 4.0000%  | N/A     | $1000.00           | $308.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | N/A     | $59842910.00       | $46364488.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $360.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | N/A     | $496685.00         | $418294.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | N/A     | $2032.00           | $1481.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $671.03            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $697.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.5000%  | N/A     | $1000.00           | $909.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 7.0000%  | N/A     | $1000.00           | $465.16            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1033.57           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | N/A     | $58059456.00       | $54904053.39       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.0000%  | N/A     | $3743800.00        | $884676.05         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-11-01      | 4.5000%  | N/A     | $301439.00         | $169357.49         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-04-01      | 4.0000%  | N/A     | $1000.00           | $186.02            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 6.0000%  | N/A     | $2000.00           | $1308.70           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | N/A     | $1024.00           | $569.13            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.0000%  | N/A     | $1024.00           | $853.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $757.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | N/A     | $2026.00           | $2046.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | N/A     | $62706332.00       | $53265811.22       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-12-01      | 4.0000%  | N/A     | $1000.00           | $240.38            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $610.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | N/A     | $2048.00           | $1779.67           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | N/A     | $2024.00           | $321.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $198.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 3.0000%  | N/A     | $2000.00           | $813.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-01-01      | 3.5000%  | N/A     | $1000.00           | $219.53            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 5.5000%  | N/A     | $1000.00           | $625.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.5000%  | N/A     | $1000.00           | $862.26            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $753.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-05-01      | 4.0000%  | N/A     | $1008.00           | $71.72             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | N/A     | $2000.00           | $2038.66           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $935.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | N/A     | $1008.00           | $939.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | N/A     | $2000.00           | $1460.66           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | N/A     | $3000.00           | $2673.49           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | N/A     | $2023.00           | $1744.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 4.0000%  | N/A     | $1000.00           | $122.90            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.0000%  | N/A     | $2000.00           | $1864.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1024.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 5.0000%  | N/A     | $3004.00           | $289.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 2.0000%  | N/A     | $2000.00           | $921.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $1017.05           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $764.78            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $682.03            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $834.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | N/A     | $4879954.00        | $4763108.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | N/A     | $2000.00           | $1401.33           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-12-01      | 5.5000%  | N/A     | $1000.00           | $194.89            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 3.5000%  | N/A     | $44748778.00       | $8320972.75        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-12-01      | 2.0000%  | N/A     | $1024.00           | $628.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.0000%  | N/A     | $1024.00           | $755.56            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $618.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | N/A     | $1000.00           | $826.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | N/A     | $2000.00           | $283.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $1024.00           | $728.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.0000%  | N/A     | $1000.00           | $87.11             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 4.5000%  | N/A     | $1000.00           | $933.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $856.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $644.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.5000%  | N/A     | $1000.00           | $941.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.0000%  | N/A     | $1024.00           | $101.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 6.0000%  | N/A     | $1000.00           | $452.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.0000%  | N/A     | $1000.00           | $945.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | N/A     | $1001.00           | $259.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.5000%  | N/A     | $2003.00           | $396.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $967.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $940.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 4.5000%  | N/A     | $1000.00           | $453.52            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 3.0000%  | N/A     | $154833.00         | $50536.80          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | N/A     | $2000.00           | $2020.24           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | N/A     | $11320808.00       | $9818298.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-06-01      | 2.0000%  | N/A     | $1000.00           | $577.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $988.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 2.5000%  | N/A     | $1024.00           | $555.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 4.0000%  | N/A     | $2000.00           | $532.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 7.0000%  | N/A     | $1000.00           | $985.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-02-01      | 3.5000%  | N/A     | $1000.00           | $458.42            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-06-01      | 3.0000%  | N/A     | $1060944.00        | $133163.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | N/A     | $4064.00           | $1861.48           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | N/A     | $1000.00           | $447.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 2.5000%  | N/A     | $1000.00           | $274.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2063-06-01      | 4.5000%  | N/A     | $1000.00           | $808.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.5000%  | N/A     | $1000.00           | $803.44            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 4.0000%  | N/A     | $1000.00           | $137.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | N/A     | $1002069.00        | $609363.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 5.0000%  | N/A     | $3000.00           | $282.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $749.51            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-05-01      | 3.5000%  | N/A     | $1000.00           | $131.73            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $548.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 4.0000%  | N/A     | $1000.00           | $111.12            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $1331438.00        | $1136864.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 4.0000%  | N/A     | $2003.00           | $140.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $2001.00           | $942.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 6.0000%  | N/A     | $1024.00           | $7.19              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | N/A     | $1349410.00        | $750749.49         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 6.5000%  | N/A     | $1000.00           | $686.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $590.07            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $696.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | N/A     | $1024.00           | $768.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-11-01      | 4.0000%  | N/A     | $1001.00           | $20.88             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $1024.00           | $564.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $753.64            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | N/A     | $4343040.00        | $3485040.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $616.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 3.5000%  | N/A     | $1024.00           | $496.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-10-01      | 2.0000%  | N/A     | $8326.00           | $4790.86           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | N/A     | $1000.00           | $617.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 3.5000%  | N/A     | $1000.00           | $185.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 3.5000%  | N/A     | $25220631.00       | $2054786.59        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-09-01      | 3.5000%  | N/A     | $1000.00           | $331.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1031.09           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $686.62            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.5000%  | N/A     | $2261430.00        | $771654.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 3.5000%  | N/A     | $1000.00           | $257.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.5000%  | N/A     | $2048.00           | $480.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-08-01      | 6.5000%  | N/A     | $1072.00           | $1.59              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 4.0000%  | N/A     | $1000.00           | $230.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $614.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 4.0000%  | N/A     | $1000.00           | $108.98            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-07-01      | 4.0000%  | N/A     | $1000.00           | $169.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.5000%  | N/A     | $1002.00           | $956.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $958.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $3000.00           | $2350.77           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $57632000.00       | $48018613.66       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | N/A     | $1024.00           | $1029.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $706.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-05-01      | 5.0000%  | N/A     | $1000.00           | $76.16             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 4.5000%  | N/A     | $1000.00           | $950.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | N/A     | $1008.00           | $872.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.5000%  | N/A     | $3000.00           | $1144.41           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.0000%  | N/A     | $2923988.00        | $2794603.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.5000%  | N/A     | $4100.00           | $2922.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1012.25           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | N/A     | $2000.00           | $1802.58           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $806.73            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $953.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $3000.00           | $2632.43           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.0000%  | N/A     | $2000.00           | $1853.03           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $252637899.00      | $136864001.82      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-11-01      | 4.0000%  | N/A     | $1000.00           | $154.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | N/A     | $2782.00           | $2185.74           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1024.43           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 4.5000%  | N/A     | $1024.00           | $230.89            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | N/A     | $19291.00          | $15515.30          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.5000%  | N/A     | $1000.00           | $133.12            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $847.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-01-01      | 6.0000%  | N/A     | $1024.00           | $18.07             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $1024.00           | $525.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.0000%  | N/A     | $1008.00           | $185.35            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-10-01      | 2.0000%  | N/A     | $120733314.00      | $66748718.93       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1035.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 3.5000%  | N/A     | $1000.00           | $276.31            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 3.0000%  | N/A     | $1000.00           | $502.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.5000%  | N/A     | $1000.00           | $899.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | N/A     | $1000.00           | $887.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | N/A     | $1000.00           | $857.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-10-01      | 2.0000%  | N/A     | $1024.00           | $580.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | N/A     | $1024.00           | $624.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 3.0000%  | N/A     | $1000.00           | $556.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 4.5000%  | N/A     | $2000.00           | $757.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.0000%  | N/A     | $1024.00           | $990.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 2.0000%  | N/A     | $2347.00           | $1284.55           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | N/A     | $1024.00           | $154.79            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 4.5000%  | N/A     | $1000.00           | $315.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 4.0000%  | N/A     | $1000.00           | $102.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 4.5000%  | N/A     | $1024.00           | $818.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $823.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | N/A     | $1000.00           | $802.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.0000%  | N/A     | $1024.00           | $713.77            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 4.5000%  | N/A     | $1000.00           | $934.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1286425.00        | $1238366.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | N/A     | $49026451.00       | $42412121.58       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $632.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | N/A     | $2000.00           | $250.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | N/A     | $2000.00           | $366.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | N/A     | $5064.00           | $4212.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | N/A     | $1024.00           | $179.39            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $949.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | N/A     | $2000.00           | $2072.49           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 3.5000%  | N/A     | $1000.00           | $143.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 4.5000%  | N/A     | $1000.00           | $766.75            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-09-01      | 2.5000%  | N/A     | $1000.00           | $501.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $582.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 7.5000%  | N/A     | $1040.00           | $741.72            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-05-01      | 4.0000%  | N/A     | $2574428.00        | $654277.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | N/A     | $2032.00           | $1913.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $1035.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-10-01      | 6.0000%  | N/A     | $2120.00           | $5.33              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | N/A     | $8599243.00        | $4923035.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $885.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | N/A     | $1024.00           | $855.11            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $594.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.0000%  | N/A     | $2000.00           | $513.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $1280.00           | $658.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | N/A     | $1040.00           | $881.74            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | N/A     | $1024.00           | $855.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | N/A     | $1024.00           | $693.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $1047.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2063-06-01      | 3.5000%  | N/A     | $1024.00           | $797.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | N/A     | $2000.00           | $1851.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.5000%  | N/A     | $4096.00           | $1021.41           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $936.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | N/A     | $1024.00           | $838.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 4.0000%  | N/A     | $1000.00           | $158.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | N/A     | $2000.00           | $1327.31           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $768.23            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $1027304.00        | $973436.09         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-09-01      | 3.5000%  | N/A     | $1000.00           | $338.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $818.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | N/A     | $1024.00           | $903.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.5000%  | N/A     | $1162917.00        | $999330.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $822.43            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.5000%  | N/A     | $1000.00           | $1028.46           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | N/A     | $2000.00           | $792.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $84176512.00       | $45066643.01       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | N/A     | $1001.00           | $291.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 1.5000%  | N/A     | $1008.00           | $554.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | N/A     | $10981.00          | $5814.68           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | N/A     | $1000.00           | $433.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $988.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-09-01      | 2.0000%  | N/A     | $1024.00           | $586.72            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $796.91            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $616.79            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $817.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 4.5000%  | N/A     | $1000.00           | $348.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 4.0000%  | N/A     | $1000.00           | $115.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.5000%  | N/A     | $1008.00           | $820.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $2001.00           | $1407.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | N/A     | $1482.00           | $1529.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | N/A     | $4000.00           | $2886.49           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $1040.87           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | N/A     | $43965171.00       | $10292828.89       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 4.5000%  | N/A     | $1008.00           | $192.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 3.5000%  | N/A     | $1280.00           | $189.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | N/A     | $2000.00           | $518.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | N/A     | $50096000.00       | $11595229.22       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-05-01      | 4.0000%  | N/A     | $1024.00           | $168.89            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | N/A     | $1024.00           | $839.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | N/A     | $5000.00           | $4894.17           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.5000%  | N/A     | $1000.00           | $286.54            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2041-08-01      | 4.0000%  | N/A     | $1000.00           | $101.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.5000%  | N/A     | $4024.00           | $2566.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $420.87            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | N/A     | $1139176.00        | $1145599.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $2000.00           | $1793.33           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-04-01      | 4.0000%  | N/A     | $1008.00           | $223.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.5000%  | N/A     | $1000.00           | $772.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.5000%  | N/A     | $4000.00           | $1354.64           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | N/A     | $1024.00           | $948.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.0000%  | N/A     | $455717.00         | $470373.31         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-02-01      | 3.5000%  | N/A     | $1000.00           | $398.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | N/A     | $1000.00           | $745.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1636408.00        | $1100529.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $1144.00           | $614.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | N/A     | $3000.00           | $2095.35           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.5000%  | N/A     | $1000.00           | $159.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $1008.00           | $903.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | N/A     | $4048.00           | $3808.31           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | N/A     | $2001.00           | $1596.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $2049.00           | $1615.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $1000.00           | $533.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $250059636.00      | $191907666.34      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $1021.70           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | N/A     | $78640.00          | $79574.93          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-06-01      | 3.5000%  | N/A     | $2016.00           | $236.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | N/A     | $3000.00           | $2101.84           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | N/A     | $1001.00           | $873.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $2000.00           | $1629.56           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $929.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-01-01      | 3.5000%  | N/A     | $2000.00           | $225.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | N/A     | $1024.00           | $173.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | N/A     | $3000.00           | $2412.43           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 7.0000%  | N/A     | $2000.00           | $842.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-07-01      | 4.5000%  | N/A     | $1024.00           | $206.96            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-10-01      | 4.0000%  | N/A     | $1000.00           | $289.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | N/A     | $2000.00           | $1821.13           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | N/A     | $1024.00           | $508.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.5000%  | N/A     | $1000.00           | $351.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | N/A     | $3753088.00        | $3633475.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-03-01      | 6.5000%  | N/A     | $1024.00           | $5.61              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $2024.00           | $1563.97           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $824.34            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $1237130.00        | $1064126.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | N/A     | $3000.00           | $453.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $1024.00           | $616.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | N/A     | $1008.00           | $674.80            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | N/A     | $13006064.00       | $9231985.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.5000%  | N/A     | $1000.00           | $680.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 4.0000%  | N/A     | $1000.00           | $843.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | N/A     | $2037.00           | $201.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | N/A     | $3008.00           | $2734.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | N/A     | $1024.00           | $869.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $770.16            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2044-02-01      | 4.0000%  | N/A     | $1008.00           | $121.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-02-01      | 3.5000%  | N/A     | $1000.00           | $250.43            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2041-12-01      | 4.0000%  | N/A     | $1000.00           | $99.24             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 7.0000%  | N/A     | $1000.00           | $864.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | N/A     | $1008.00           | $991.61            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-01-01      | 6.0000%  | N/A     | $2000.00           | $1373.13           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 6.0000%  | N/A     | $2000.00           | $1467.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | N/A     | $1000.00           | $162.14            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | N/A     | $2000.00           | $1831.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 4.5000%  | N/A     | $1008.00           | $832.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | N/A     | $2008.00           | $1514.05           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $935.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | N/A     | $1024.00           | $892.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-06-01      | 3.0000%  | N/A     | $1000.00           | $371.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $2000.00           | $1607.12           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 6.5000%  | N/A     | $1365.00           | $1125.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $872.03            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.5000%  | N/A     | $4000.00           | $1038.60           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 3.0000%  | N/A     | $1000.00           | $240.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | N/A     | $87250258.00       | $66865986.24       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 4.0000%  | N/A     | $1000.00           | $161.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | N/A     | $3000.00           | $267.50            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 3.0000%  | N/A     | $1000.00           | $770.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.0000%  | N/A     | $2000.00           | $1449.55           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.5000%  | N/A     | $1008.00           | $658.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 5.0000%  | N/A     | $1000.00           | $185.03            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | N/A     | $2000.00           | $1578.41           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $2048.00           | $1634.83           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1033.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.5000%  | N/A     | $1000.00           | $1042.48           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-02-01      | 6.5000%  | N/A     | $1000.00           | $9.62              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | N/A     | $3048.00           | $1985.68           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 3.5000%  | N/A     | $2000.00           | $359.43            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-06-01      | 4.5000%  | N/A     | $1000.00           | $282.69            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-10-01      | 5.0000%  | N/A     | $1499450.00        | $679093.32         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-11-01      | 4.0000%  | N/A     | $1000.00           | $202.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.0000%  | N/A     | $4001.00           | $3350.03           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | N/A     | $21228140.00       | $20698358.49       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.5000%  | N/A     | $5000.00           | $4490.83           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | N/A     | $2000.00           | $101.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-04-01      | 4.0000%  | N/A     | $1008.00           | $193.26            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | N/A     | $1073.00           | $850.87            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-07-01      | 4.0000%  | N/A     | $1000.00           | $378.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | N/A     | $2000.00           | $1977.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.5000%  | N/A     | $1000.00           | $269.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 5.5000%  | N/A     | $1008.00           | $17.18             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-03-01      | 6.0000%  | N/A     | $1024.00           | $6.66              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 4.5000%  | N/A     | $1000.00           | $389.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.5000%  | N/A     | $29078434.00       | $19809385.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $4000.00           | $3269.88           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | N/A     | $2063.00           | $867.06            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-04-01      | 4.0000%  | N/A     | $4708912.00        | $1176291.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-12-01      | 3.0000%  | N/A     | $1000.00           | $206.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $922.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.5000%  | N/A     | $1000.00           | $212.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-08-01      | 6.0000%  | N/A     | $1091.00           | $39.33             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 4.5000%  | N/A     | $1000.00           | $213.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $56111530.00       | $46060272.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | N/A     | $1024.00           | $867.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 3.5000%  | N/A     | $1000.00           | $144.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $723.16            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2044-04-01      | 4.0000%  | N/A     | $1000.00           | $240.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 4.0000%  | N/A     | $1000.00           | $110.14            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | N/A     | $3072.00           | $2565.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | N/A     | $1000.00           | $780.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $771.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $759.31            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-06-01      | 4.5000%  | N/A     | $2000.00           | $1986.88           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-07-01      | 4.0000%  | N/A     | $1000.00           | $84.91             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $3001.00           | $1839.40           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $614.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 6.0000%  | N/A     | $1024.00           | $9.43              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | N/A     | $3000.00           | $2094.04           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.5000%  | N/A     | $1000.00           | $165.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $802.03            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-02-01      | 3.5000%  | N/A     | $1000.00           | $157.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | N/A     | $1000.00           | $179.63            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $694.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | N/A     | $1008.00           | $715.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $763.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | N/A     | $4000.00           | $2251.29           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | N/A     | $45707220.00       | $43818898.73       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | N/A     | $1000.00           | $561.21            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $611.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1174064.00        | $826851.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | N/A     | $5000.00           | $771.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1017.25           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 5.0000%  | N/A     | $1008.00           | $21.07             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | N/A     | $230191105.00      | $182368387.92      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-04-01      | 4.5000%  | N/A     | $3363023.00        | $356132.47         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | N/A     | $2000.00           | $1300.40           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | N/A     | $1024.00           | $570.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | N/A     | $3000.00           | $1137.12           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-05-01      | 3.5000%  | N/A     | $1000.00           | $335.52            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.5000%  | N/A     | $1000.00           | $355.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | N/A     | $2000.00           | $1413.82           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 2.0000%  | N/A     | $246073.00         | $163612.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 4.0000%  | N/A     | $1000.00           | $103.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.5000%  | N/A     | $1008.00           | $457.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $1047.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.0000%  | N/A     | $1000.00           | $232.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-03-01      | 6.0000%  | N/A     | $1022.00           | $6.78              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | N/A     | $1016.00           | $737.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $618.03            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $842.19            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | N/A     | $1008.00           | $982.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.5000%  | N/A     | $898072.00         | $837531.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | N/A     | $1008.00           | $894.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | N/A     | $1024.00           | $172.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $3000.00           | $2540.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 6.0000%  | N/A     | $1000.00           | $1016.55           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.0000%  | N/A     | $8196365.00        | $2175033.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | N/A     | $1000.00           | $458.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $717.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | N/A     | $2000.00           | $1616.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $2000.00           | $1517.59           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 4.5000%  | N/A     | $1000.00           | $414.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.0000%  | N/A     | $2024.00           | $1784.55           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $809.38            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-08-01      | 5.0000%  | N/A     | $1000.00           | $103.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $511.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-05-01      | 5.0000%  | N/A     | $1000.00           | $62.08             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-01-01      | 4.0000%  | N/A     | $1008.00           | $153.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $1045.25           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $935.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | N/A     | $1000.00           | $123.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 4.0000%  | N/A     | $1000.00           | $164.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $626.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 6.0000%  | N/A     | $1000.00           | $663.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | N/A     | $2000.00           | $472.84            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $231.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $927.67            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $707.56            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.5000%  | N/A     | $1582662.00        | $764917.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.5000%  | N/A     | $3000.00           | $960.58            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.0000%  | N/A     | $2000.00           | $1693.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-07-01      | 3.0000%  | N/A     | $1000.00           | $84.34             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | N/A     | $3000.00           | $2441.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | N/A     | $3000.00           | $2182.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $3001.00           | $1490.33           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 4.5000%  | N/A     | $2000.00           | $1541.72           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-09-01      | 4.0000%  | N/A     | $828662.00         | $191543.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 3.5000%  | N/A     | $1000.00           | $131.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | N/A     | $1000.00           | $968.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.0000%  | N/A     | $1083.00           | $649.55            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.5000%  | N/A     | $1129000.00        | $1087495.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 3.5000%  | N/A     | $1000.00           | $278.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | N/A     | $2048.00           | $1673.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | N/A     | $3000.00           | $933.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $538.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | N/A     | $2000.00           | $1660.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $838.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | N/A     | $1000.00           | $729.01            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-07-01      | 4.5000%  | N/A     | $1000.00           | $369.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.5000%  | N/A     | $3072.00           | $579.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | N/A     | $2288.00           | $1214.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $2000.00           | $1508.43           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | N/A     | $2000.00           | $1040.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1044.47           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2045-11-01      | 4.0000%  | N/A     | $1004.00           | $162.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.0000%  | N/A     | $2000.00           | $475.94            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-06-01      | 4.0000%  | N/A     | $1000.00           | $302.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | N/A     | $1024.00           | $820.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | N/A     | $40389601.00       | $36880573.50       | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-09-01      | 3.5000%  | N/A     | $610650.00         | $164684.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-03-01      | 4.0000%  | N/A     | $1000.00           | $94.94             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | N/A     | $4000.00           | $3455.87           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-04-01      | 5.0000%  | N/A     | $1859732.00        | $581852.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $846.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | N/A     | $4080.00           | $3501.29           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.0000%  | N/A     | $1024.00           | $903.69            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-09-01      | 2.0000%  | N/A     | $1024.00           | $556.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.5000%  | N/A     | $1088.00           | $1045.43           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | N/A     | $2000.00           | $205.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.0000%  | N/A     | $15790.00          | $15245.32          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-04-01      | 4.5000%  | N/A     | $1000.00           | $146.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | N/A     | $1024.00           | $860.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | N/A     | $2000.00           | $1609.72           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | N/A     | $2106480.00        | $982462.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | N/A     | $4000.00           | $3267.07           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | N/A     | $1024.00           | $753.89            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $901.08            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-03-01      | 4.0000%  | N/A     | $1000.00           | $174.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.0000%  | N/A     | $11726550.00       | $9179505.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $1248.00           | $764.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-03-01      | 3.5000%  | N/A     | $1000.00           | $210.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 3.0000%  | N/A     | $1000.00           | $252.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | N/A     | $1024.00           | $829.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | N/A     | $2008.00           | $1701.77           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $685.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | N/A     | $2000.00           | $470.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.5000%  | N/A     | $1024.00           | $762.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.5000%  | N/A     | $1000.00           | $171.52            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $850.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-04-01      | 4.5000%  | N/A     | $1024.00           | $101.86            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | N/A     | $501196.00         | $513909.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | N/A     | $2024.00           | $1791.28           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | N/A     | $3000.00           | $2225.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 3.5000%  | N/A     | $1000.00           | $226.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | N/A     | $2040.00           | $1650.64           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | N/A     | $9692.00           | $8110.41           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | N/A     | $2000.00           | $474.69            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-04-01      | 5.0000%  | N/A     | $1746198.00        | $611139.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | N/A     | $1000.00           | $379.26            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $985.69            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $816.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $2000.00           | $1191.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 4.0000%  | N/A     | $3323527.00        | $1427568.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-02-01      | 6.0000%  | N/A     | $1023.00           | $12.86             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $1031.36           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | N/A     | $2048.00           | $1479.57           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 4.0000%  | N/A     | $1008.00           | $153.12            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-08-01      | 3.0000%  | N/A     | $3398100.00        | $1600314.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $277.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $63493824.00       | $35008524.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.0000%  | N/A     | $1000.00           | $876.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | N/A     | $2000.00           | $1357.41           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.5000%  | N/A     | $1000.00           | $200.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.0000%  | N/A     | $1024.00           | $77.71             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.0000%  | N/A     | $3000.00           | $380.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | N/A     | $1024.00           | $11.73             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 2.0000%  | N/A     | $1000.00           | $548.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | N/A     | $1024.00           | $915.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | N/A     | $2016.00           | $1660.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 7.0000%  | N/A     | $1000.00           | $1067.72           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-03-01      | 6.0000%  | N/A     | $1024.00           | $2.95              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | N/A     | $4018.00           | $2561.57           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | N/A     | $33146927.00       | $29562021.49       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 3.5000%  | N/A     | $1000.00           | $135.89            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | N/A     | $3000.00           | $2495.31           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | N/A     | $1024.00           | $562.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 3.5000%  | N/A     | $1024.00           | $112.73            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $730.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-10-01      | 3.5000%  | N/A     | $1008.00           | $216.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.0000%  | N/A     | $1024.00           | $368.88            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-08-01      | 5.0000%  | N/A     | $1000.00           | $310.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-02-01      | 4.0000%  | N/A     | $1000.00           | $74.44             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $590.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | N/A     | $4000.00           | $1220.05           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 2.5000%  | N/A     | $2000.00           | $1220.18           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-10-01      | 4.0000%  | N/A     | $2000.00           | $190.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.5000%  | N/A     | $1008.00           | $749.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | N/A     | $2000.00           | $1966.22           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | N/A     | $2048.00           | $1405.55           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | N/A     | $2000.00           | $1485.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | N/A     | $2644298.00        | $2269938.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $719.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | N/A     | $34375279.00       | $30058450.18       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $922.80            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2037-12-01      | 5.5000%  | N/A     | $5425.00           | $246.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.0000%  | N/A     | $14400.00          | $4791.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $1001.00           | $955.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $4000.00           | $2208.27           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | N/A     | $58309755.00       | $55585211.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | N/A     | $250720014.00      | $138554398.49      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | N/A     | $1024.00           | $974.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.5000%  | N/A     | $2559888.00        | $2482147.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 1.5000%  | N/A     | $1000.00           | $522.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-11-01      | 3.5000%  | N/A     | $1000.00           | $70.22             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-12-01      | 4.0000%  | N/A     | $1024.00           | $96.39             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $718.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | N/A     | $1008.00           | $866.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $566.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1008.42           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | N/A     | $34368057.00       | $23932895.71       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $2000.00           | $1622.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | N/A     | $1008.00           | $827.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $959.81            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-06-01      | 4.0000%  | N/A     | $1000.00           | $310.11            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $770.15            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.5000%  | N/A     | $1000.00           | $374.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1009.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | N/A     | $1028167.00        | $858078.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 4.5000%  | N/A     | $1000.00           | $247.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | N/A     | $1024.00           | $874.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 4.5000%  | N/A     | $3000.00           | $2816.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1029.59           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.0000%  | N/A     | $2004.00           | $1939.03           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2035-01-01      | 5.0000%  | N/A     | $19340.00          | $370.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-12-01      | 1.5000%  | N/A     | $1000.00           | $506.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $761.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.0000%  | N/A     | $2000.00           | $2000.27           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | N/A     | $3048.00           | $1590.34           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | N/A     | $1000.00           | $585.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $779.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1002.14           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | N/A     | $3024.00           | $2907.89           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 4.0000%  | N/A     | $1000.00           | $437.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | N/A     | $1000.00           | $246.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $867.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 3.5000%  | N/A     | $1000.00           | $222.80            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2035-01-01      | 5.0000%  | N/A     | $16742.00          | $634.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-02-01      | 8.5000%  | N/A     | $1000.00           | $8.84              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.5000%  | N/A     | $1000.00           | $233.40            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-04-01      | 4.5000%  | N/A     | $1000.00           | $291.03            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | N/A     | $1024.00           | $144.47            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $158.65            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-09-01      | 5.0000%  | N/A     | $1000.00           | $127.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.5000%  | N/A     | $3000.00           | $702.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | N/A     | $1024.00           | $10.03             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.5000%  | N/A     | $3632410.00        | $2533225.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $210740736.00      | $115331074.69      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.0000%  | N/A     | $2000.00           | $347.43            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | N/A     | $14076733.00       | $11084764.89       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $752.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1026.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | N/A     | $2000.00           | $772.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | N/A     | $2048.00           | $880.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 6.0000%  | N/A     | $2000.00           | $1461.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | N/A     | $181547774.00      | $94030253.53       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $831.26            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | N/A     | $1904.00           | $1680.96           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 2.5000%  | N/A     | $2000.00           | $1432.02           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | N/A     | $2000.00           | $1733.15           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 3.5000%  | N/A     | $1000.00           | $190.04            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-06-01      | 3.5000%  | N/A     | $1216944.00        | $620577.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | N/A     | $5001.00           | $2377.86           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 4.0000%  | N/A     | $1000.00           | $125.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | N/A     | $7395424.00        | $1581685.44        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | N/A     | $5081.00           | $4587.67           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | N/A     | $1001.00           | $339.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $1024.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | N/A     | $18507846.00       | $9111288.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-09-01      | 4.0000%  | N/A     | $1000.00           | $245.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | N/A     | $2000.00           | $885.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 7.0000%  | N/A     | $1185347.00        | $734710.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-06-01      | 3.5000%  | N/A     | $1008.00           | $120.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.0000%  | N/A     | $2000.00           | $550.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $1050.28           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-03-01      | 4.5000%  | N/A     | $1000.00           | $211.14            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-11-01      | 4.0000%  | N/A     | $2250844.00        | $457571.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 4.5000%  | N/A     | $2080.00           | $1804.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $4023240.00        | $2213684.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 4.0000%  | N/A     | $1000.00           | $229.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.5000%  | N/A     | $1000.00           | $149.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | N/A     | $1024.00           | $508.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.5000%  | N/A     | $1000.00           | $1041.54           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $2000.00           | $1608.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $748.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-07-01      | 4.0000%  | N/A     | $1000.00           | $214.26            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-08-01      | 2.0000%  | N/A     | $1000.00           | $615.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | N/A     | $1008.00           | $496.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | N/A     | $1000.00           | $417.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $1004.00           | $761.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 4.0000%  | N/A     | $1000.00           | $742.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.0000%  | N/A     | $1024.00           | $862.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 2.5000%  | N/A     | $1040.00           | $394.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $1041.57           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-04-01      | 3.0000%  | N/A     | $1000.00           | $339.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $3000.00           | $2344.64           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $4000.00           | $3720.50           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | N/A     | $1024.00           | $7.57              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 3.0000%  | N/A     | $1000.00           | $466.99            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $497.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | N/A     | $1024.00           | $151.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $3000.00           | $1125.56           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-12-01      | 3.5000%  | N/A     | $2000.00           | $203.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | N/A     | $1053320.00        | $866757.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $976.19            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.5000%  | N/A     | $1000.00           | $835.29            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | N/A     | $2000.00           | $1722.21           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 4.5000%  | N/A     | $1000.00           | $964.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $229.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1020.73           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2044-06-01      | 4.0000%  | N/A     | $1002.00           | $114.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 4.5000%  | N/A     | $1000.00           | $829.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | N/A     | $2024.00           | $1683.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.5000%  | N/A     | $2000.00           | $1640.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $950.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | N/A     | $5000.00           | $4099.60           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | N/A     | $1034789.00        | $950414.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | N/A     | $2000.00           | $511.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-08-01      | 1.5000%  | N/A     | $172259072.00      | $84797671.78       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 3.0000%  | N/A     | $1490560.00        | $1035591.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.0000%  | N/A     | $1470714.00        | $659720.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.5000%  | N/A     | $2032.00           | $299.30            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.5000%  | N/A     | $1000.00           | $733.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 4.0000%  | N/A     | $1990.00           | $241.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $781.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $6000.00           | $4596.51           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-07-01      | 4.0000%  | N/A     | $1000.00           | $229.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | N/A     | $4000.00           | $3077.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.5000%  | N/A     | $8600.00           | $2302.03           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $626.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 4.5000%  | N/A     | $3557693.00        | $626821.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 4.5000%  | N/A     | $2024.00           | $474.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $829.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $1039.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $889.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | N/A     | $1008.00           | $396.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 4.5000%  | N/A     | $1024.00           | $289.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $921.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | N/A     | $1000.00           | $568.26            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 4.0000%  | N/A     | $1000.00           | $238.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | N/A     | $24995000.00       | $21272910.67       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $871.66            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $785.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.0000%  | N/A     | $5000.00           | $1065.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 4.0000%  | N/A     | $1000.00           | $203.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.5000%  | N/A     | $1000.00           | $535.09            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $798.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 3.0000%  | N/A     | $1000.00           | $201.88            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $770.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 4.5000%  | N/A     | $70144.00          | $16937.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $780.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | N/A     | $1008.00           | $973.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | N/A     | $1000.00           | $337.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | N/A     | $15670720.00       | $11799246.27       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-02-01      | 5.5000%  | N/A     | $1000.00           | $923.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.0000%  | N/A     | $1241460.00        | $1135585.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.5000%  | N/A     | $3000.00           | $1309.71           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 7.5000%  | N/A     | $1000.00           | $1070.83           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-07-01      | 4.0000%  | N/A     | $1000.00           | $137.50            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-06-01      | 3.5000%  | N/A     | $1000.00           | $290.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1018.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 4.0000%  | N/A     | $1000.00           | $152.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | N/A     | $2000.00           | $2031.07           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-03-01      | 6.0000%  | N/A     | $1024.00           | $10.70             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $1004.56           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $830.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 5.0000%  | N/A     | $1024.00           | $277.27            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-07-01      | 4.0000%  | N/A     | $1000.00           | $335.88            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $378.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | N/A     | $6000.00           | $1612.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | N/A     | $1000.00           | $159.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | N/A     | $1000.00           | $888.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.5000%  | N/A     | $2000.00           | $610.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 7.0000%  | N/A     | $1279504.00        | $1361626.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | N/A     | $2304.00           | $1296.72           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 6.5000%  | N/A     | $1000.00           | $565.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 4.0000%  | N/A     | $1000.00           | $117.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | N/A     | $1001.00           | $45.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.0000%  | N/A     | $1000.00           | $203.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.0000%  | N/A     | $2000.00           | $797.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | N/A     | $2000.00           | $2074.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | N/A     | $4000.00           | $2420.86           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 7.0000%  | N/A     | $1000.00           | $1058.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.5000%  | N/A     | $1000.00           | $541.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $1008.00           | $857.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.0000%  | N/A     | $1000.00           | $1027.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $4000.00           | $2921.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | N/A     | $1000.00           | $267.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-07-01      | 4.5000%  | N/A     | $2000.00           | $279.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | N/A     | $2000.00           | $1372.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $213.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | N/A     | $1024.00           | $851.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $708.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | N/A     | $2032.00           | $1740.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | N/A     | $2000.00           | $1889.69           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $5300.00           | $3223.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.0000%  | N/A     | $1008.00           | $677.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | N/A     | $5956.00           | $2969.16           | Agency Mortgage-Backed Securities |

### Security 117: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDQMLHN5
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | N/A     | $2009200.00        | $2040050.41        | U.S. Treasuries (including strips) |

### Security 118: Federal Home Loan Mortgage Corp. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $418665744.79
- **C.18.a - Value (excl. sponsor support):** $418665744.79
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SQ0, C.4 - ISIN: US313385SQ02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $350749684.13
- **C.18.a - Value (excl. sponsor support):** $350749684.13
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: Agency; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: Natixis SA

- **C.1 - Title:** Natixis SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: BYDQMLK27
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.500 CLBN5423 | 2049-04-01      | 3.5000%  | N/A     | $1024.00           | $296.74            | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $839.39            | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLQG6607 | 2053-07-01      | 5.5000%  | N/A     | $2001.00           | $1834.93           | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CIBK4791 | 2033-08-01      | 4.0000%  | N/A     | $1000.00           | $158.77            | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLSD4999 | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $873.86            | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CRBM6096 | 2043-07-01      | 3.5000%  | N/A     | $1000.00           | $251.14            | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CLCA3666 | 2049-06-01      | 4.0000%  | N/A     | $1000.00           | $257.41            | Agency Mortgage-Backed Securities   |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $697.74            | Agency Mortgage-Backed Securities   |
| 2 BOND 50            | 2050-02-15      | 2.0000%  | N/A     | $100.00            | $58.26             | U.S. Treasuries (including strips)  |
| FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $740.25            | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLDE6446 | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1035.63           | Agency Mortgage-Backed Securities   |
| FNMS 02.500 CLCB2401 | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $654.32            | Agency Mortgage-Backed Securities   |
| FNMS 03.000 CLCA4133 | 2049-09-01      | 3.0000%  | N/A     | $1000.00           | $336.77            | Agency Mortgage-Backed Securities   |
| FNMS 03.000 CLCB2430 | 2051-12-01      | 3.0000%  | N/A     | $1000.00           | $649.40            | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLCB4782 | 2052-10-01      | 5.0000%  | N/A     | $1040.00           | $830.29            | Agency Mortgage-Backed Securities   |
| GNHA RM CK9658 H     | 2072-01-20      | 5.8290%  | N/A     | $6594208.00        | $7182980.07        | Agency Mortgage-Backed Securities   |
| FNMS 07.000 CLDE3425 | 2055-07-01      | 7.0000%  | N/A     | $1000.00           | $1058.49           | Agency Mortgage-Backed Securities   |
| 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  | N/A     | $586500.00         | $608334.52         | U.S. Treasuries (including strips)  |
| FEPC 02.000 CTSC0206 | 2041-11-01      | 2.0000%  | N/A     | $1000.00           | $595.97            | Agency Mortgage-Backed Securities   |
| FEPC 04.000 CLSD8321 | 2053-05-01      | 4.0000%  | N/A     | $1000.00           | $815.98            | Agency Mortgage-Backed Securities   |
| FNMS 02.000 CLCB2835 | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $622.65            | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  | N/A     | $1000.00           | $146.95            | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLDE6129 | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1041.29           | Agency Mortgage-Backed Securities   |
| 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  | N/A     | $52816800.00       | $50813432.95       | U.S. Treasuries (including strips)  |
| FNMS 03.500 CIAL9233 | 2029-04-01      | 3.5000%  | N/A     | $1000.00           | $84.83             | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLDB2037 | 2054-05-01      | 6.0000%  | N/A     | $1000.00           | $877.16            | Agency Mortgage-Backed Securities   |
| FNMS 02.500 CLCA6912 | 2050-09-01      | 2.5000%  | N/A     | $107829225.00      | $45116052.80       | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CLAL6589 | 2045-03-01      | 4.0000%  | N/A     | $1000.00           | $193.16            | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLRJ2198 | 2054-08-01      | 5.5000%  | N/A     | $6791296.00        | $6480501.36        | Agency Mortgage-Backed Securities   |
| FEPC 03.500 CLSD0968 | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $683.22            | Agency Mortgage-Backed Securities   |
| FNMS 02.000 CLCA7979 | 2050-12-01      | 2.0000%  | N/A     | $1024.00           | $546.37            | Agency Mortgage-Backed Securities   |
| FNMS 02.000 CLCA6987 | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $610.54            | Agency Mortgage-Backed Securities   |
| 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  | N/A     | $3554400.00        | $2492477.10        | U.S. Treasuries (including strips)  |
| FNMS 06.000 CLDE5221 | 2055-08-01      | 6.0000%  | N/A     | $8218320.00        | $8506640.58        | Agency Mortgage-Backed Securities   |
| 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  | N/A     | $100.00            | $101.71            | U.S. Treasuries (including strips)  |
| FNMS 06.000 CLDD6199 | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1035.25           | Agency Mortgage-Backed Securities   |
| 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  | N/A     | $100.00            | $82.82             | U.S. Treasuries (including strips)  |
| FEPC 04.000 CLSD2530 | 2052-10-01      | 4.0000%  | N/A     | $741000.00         | $552782.97         | Agency Mortgage-Backed Securities   |
| FNMS 02.000 CLCA7340 | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $537.72            | Agency Mortgage-Backed Securities   |
| FEPC 03.000 CLQD5311 | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $643.71            | Agency Mortgage-Backed Securities   |
| FEPC 03.500 CLRA2658 | 2050-05-01      | 3.5000%  | N/A     | $1000.00           | $329.93            | Agency Mortgage-Backed Securities   |
| FEPC 02.500 CLSD8183 | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $638.48            | Agency Mortgage-Backed Securities   |
| FNMS 03.000 CLCB0199 | 2051-04-01      | 3.0000%  | N/A     | $1000.00           | $625.15            | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $843.47            | Agency Mortgage-Backed Securities   |
| FEPC 02.000 CLQB8251 | 2051-02-01      | 2.0000%  | N/A     | $1613000.00        | $849591.11         | Agency Mortgage-Backed Securities   |
| 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | N/A     | $100.00            | $96.45             | U.S. Treasuries (including strips)  |
| FNMS 03.000 CLCB0912 | 2051-07-01      | 3.0000%  | N/A     | $1000.00           | $691.38            | Agency Mortgage-Backed Securities   |
| FNMS 02.500 CICA5630 | 2035-05-01      | 2.5000%  | N/A     | $1000.00           | $470.07            | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CIAL6598 | 2030-04-01      | 3.5000%  | N/A     | $1000.00           | $74.73             | Agency Mortgage-Backed Securities   |
| FNMS 02.500 CICB1939 | 2036-10-01      | 2.5000%  | N/A     | $46895280.00       | $26821006.59       | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLSD8382 | 2053-12-01      | 5.0000%  | N/A     | $1000.00           | $910.61            | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CLBM5261 | 2048-01-01      | 4.0000%  | N/A     | $1000.00           | $146.51            | Agency Mortgage-Backed Securities   |
| GNII SF MA3311 M     | 2045-12-20      | 4.0000%  | N/A     | $1000.00           | $88.83             | Agency Mortgage-Backed Securities   |
| 3 BOND 47            | 2047-02-15      | 3.0000%  | N/A     | $24999800.00       | $18696408.03       | U.S. Treasuries (including strips)  |
| FNMS 06.000 CLDE3570 | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1031.64           | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLQZ0954 | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1013.44           | Agency Mortgage-Backed Securities   |
| FEPC 02.500 CLQD0229 | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $627.39            | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CLAK6297 | 2042-03-01      | 4.0000%  | N/A     | $1000.00           | $142.08            | Agency Mortgage-Backed Securities   |
| 6 1/4 BOND 30        | 2030-05-15      | 6.2500%  | N/A     | $35952400.00       | $40526973.20       | U.S. Treasuries (including strips)  |
| FNMS 04.000 CLCB3630 | 2052-05-01      | 4.0000%  | N/A     | $1000.00           | $761.01            | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLSD8371 | 2053-11-01      | 5.0000%  | N/A     | $1000.00           | $890.65            | Agency Mortgage-Backed Securities   |
| 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  | N/A     | $2708000.00        | $2675501.32        | U.S. Treasuries (including strips)  |
| FEPC 04.500 CLSD8314 | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $840.84            | Agency Mortgage-Backed Securities   |
| 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  | N/A     | $1774900.00        | $1818312.32        | U.S. Treasuries (including strips)  |
| FEPC 05.500 CLSD5763 | 2054-07-01      | 5.5000%  | N/A     | $1000.00           | $923.96            | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | N/A     | $2000.00           | $1775.91           | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLRA8066 | 2052-12-01      | 5.5000%  | N/A     | $1000.00           | $861.15            | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLSD2872 | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $875.17            | Agency Mortgage-Backed Securities   |
| 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  | N/A     | $1000.00           | $988.32            | U.S. Treasuries (including strips)  |
| FNMS 03.500 CLCB3596 | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $687.85            | Agency Mortgage-Backed Securities   |
| FEPC 03.000 CLSD8225 | 2052-07-01      | 3.0000%  | N/A     | $1000.00           | $738.42            | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLSD3072 | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $834.07            | Agency Mortgage-Backed Securities   |
| FEPC 04.000 CIZS8659 | 2032-05-01      | 4.0000%  | N/A     | $790000.00         | $60343.44          | Agency Mortgage-Backed Securities   |
| FEPC 03.500 CLRA7326 | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $761.38            | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLSD7412 | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $932.01            | Agency Mortgage-Backed Securities   |
| FNMS 06.500 CLDB9808 | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $1043.07           | Agency Mortgage-Backed Securities   |
| 2 3/4 NOTE AB 27     | 2027-07-31      | 2.7500%  | N/A     | $700.00            | $689.59            | U.S. Treasuries (including strips)  |
| GNHA AL CR2618 H     | 2073-01-20      | 6.8090%  | N/A     | $4622360.00        | $4005177.09        | Agency Mortgage-Backed Securities   |
| FEPC 02.000 CNRD5058 | 2031-05-01      | 2.0000%  | N/A     | $1000.00           | $385.25            | Agency Mortgage-Backed Securities   |
| 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  | N/A     | $1100.00           | $1005.50           | U.S. Treasuries (including strips)  |
| FNMS 06.500 CLDE1484 | 2055-06-01      | 6.5000%  | N/A     | $4686208.00        | $4984420.70        | Agency Mortgage-Backed Securities   |
| 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  | N/A     | $100.00            | $63.34             | U.S. Treasuries (including strips)  |
| FNMS 04.500 CLBN0213 | 2048-08-01      | 4.5000%  | N/A     | $1000.00           | $76.00             | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CTAL7904 | 2035-09-01      | 3.5000%  | N/A     | $1000.00           | $116.25            | Agency Mortgage-Backed Securities   |
| FEPC 02.500 CLSD0578 | 2051-03-01      | 2.5000%  | N/A     | $1000.00           | $560.15            | Agency Mortgage-Backed Securities   |
| 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  | N/A     | $143108800.00      | $141096699.57      | U.S. Treasuries (including strips)  |
| FEPC 02.500 CLQC2044 | 2051-05-01      | 2.5000%  | N/A     | $1000.00           | $587.33            | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLCB4956 | 2052-10-01      | 5.5000%  | N/A     | $1024.00           | $776.55            | Agency Mortgage-Backed Securities   |
| FEPC 02.000 CLSD3984 | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $720.38            | Agency Mortgage-Backed Securities   |
| 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  | N/A     | $10598900.00       | $10808023.49       | U.S. Treasuries (including strips)  |
| 4 BOND 52            | 2052-11-15      | 4.0000%  | N/A     | $200.00            | $175.30            | U.S. Treasuries (including strips)  |
| FEPC 03.500 CLQD9728 | 2052-04-01      | 3.5000%  | N/A     | $1008.00           | $710.82            | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CLBM4857 | 2048-03-01      | 4.0000%  | N/A     | $1000.00           | $341.29            | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  | N/A     | $2024.00           | $1735.22           | Agency Mortgage-Backed Securities   |
| FEPC 04.000 CLSD8286 | 2053-01-01      | 4.0000%  | N/A     | $1000.00           | $804.89            | Agency Mortgage-Backed Securities   |
| FEPC 04.500 CLSL2360 | 2053-07-01      | 4.5000%  | N/A     | $162752.00         | $157413.41         | Agency Mortgage-Backed Securities   |
| FEPC 03.500 CLQE7181 | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $708.27            | Agency Mortgage-Backed Securities   |
| FEPC 02.500 CLRA6388 | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $617.22            | Agency Mortgage-Backed Securities   |
| 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  | N/A     | $250000.00         | $253134.67         | U.S. Treasuries (including strips)  |
| FEPC 02.000 CTRB5108 | 2041-04-01      | 2.0000%  | N/A     | $1000.00           | $576.05            | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLDB9556 | 2054-08-01      | 6.0000%  | N/A     | $2001.00           | $1838.85           | Agency Mortgage-Backed Securities   |
| FNMS 02.500 CLCA6635 | 2050-08-01      | 2.5000%  | N/A     | $1000.00           | $515.36            | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | N/A     | $1000.00           | $797.37            | Agency Mortgage-Backed Securities   |
| FEPC 06.500 CISB1482 | 2040-02-01      | 6.5000%  | N/A     | $2502784.00        | $2196311.40        | Agency Mortgage-Backed Securities   |
| 04.000 FGPC G67713 G | 2048-06-01      | 4.0000%  | N/A     | $1000.00           | $195.11            | Agency Mortgage-Backed Securities   |
| FEPC 03.000 CLRA6664 | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $674.94            | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLSD8316 | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $807.98            | Agency Mortgage-Backed Securities   |
| 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  | N/A     | $3999600.00        | $3988324.96        | U.S. Treasuries (including strips)  |
| FNMS 02.000 CLCA7714 | 2050-11-01      | 2.0000%  | N/A     | $1024.00           | $553.15            | Agency Mortgage-Backed Securities   |
| FNMS 03.000 CLCB3115 | 2052-03-01      | 3.0000%  | N/A     | $1000.00           | $677.32            | Agency Mortgage-Backed Securities   |
| FEPC 04.000 CISB8184 | 2037-10-01      | 4.0000%  | N/A     | $1000.00           | $613.38            | Agency Mortgage-Backed Securities   |
| 4 1/4 NOTE AW 26     | 2026-01-31      | 4.2500%  | N/A     | $4915500.00        | $4932926.36        | U.S. Treasuries (including strips)  |
| FNMS 02.000 CLCB3348 | 2052-04-01      | 2.0000%  | N/A     | $1000.00           | $670.20            | Agency Mortgage-Backed Securities   |
| FNMS 03.000 U3BF0344 | 2043-06-01      | 3.0000%  | N/A     | $1000.00           | $314.45            | Agency Mortgage-Backed Securities   |
| FNMS 03.000 CIAL1611 | 2027-04-01      | 3.0000%  | N/A     | $1000.00           | $23.22             | Agency Mortgage-Backed Securities   |
| 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  | N/A     | $6522000.00        | $3423937.22        | U.S. Treasuries (including strips)  |
| FEPC 04.000 CLSD2896 | 2051-10-01      | 4.0000%  | N/A     | $1000.00           | $709.53            | Agency Mortgage-Backed Securities   |
| FNMS 02.500 CLBT2642 | 2051-05-01      | 2.5000%  | N/A     | $1000.00           | $467.35            | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLQF2389 | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $824.47            | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLCB4686 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $739.27            | Agency Mortgage-Backed Securities   |
| FEPC 02.500 CLSD7552 | 2052-01-01      | 2.5000%  | N/A     | $2000.00           | $1280.84           | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLQG8087 | 2053-07-01      | 6.0000%  | N/A     | $119000.00         | $95129.46          | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CTBM5752 | 2037-10-01      | 4.0000%  | N/A     | $1000.00           | $246.93            | Agency Mortgage-Backed Securities   |
| GNHA AL DM1328 H     | 2075-07-20      | 6.4500%  | N/A     | $342662.00         | $360989.51         | Agency Debentures and Agency Strips |
| 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  | N/A     | $489100.00         | $503299.64         | U.S. Treasuries (including strips)  |
| FEPC 06.500 CLSD7566 | 2054-01-01      | 6.5000%  | N/A     | $1024.00           | $871.10            | Agency Mortgage-Backed Securities   |
| GNMI SF BG9700 X     | 2048-07-15      | 4.5000%  | N/A     | $1617880.00        | $652335.71         | Agency Mortgage-Backed Securities   |
| FNMS 07.000 CLDD2672 | 2055-04-01      | 7.0000%  | N/A     | $2000.00           | $2121.96           | Agency Mortgage-Backed Securities   |
| FEPC 02.500 CTRB5132 | 2041-10-01      | 2.5000%  | N/A     | $1000.00           | $613.68            | Agency Mortgage-Backed Securities   |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | N/A     | $1000.00           | $768.00            | Agency Mortgage-Backed Securities   |
| FNMS 02.000 CLCA7336 | 2050-10-01      | 2.0000%  | N/A     | $2048.00           | $1071.98           | Agency Mortgage-Backed Securities   |
| FEPC 04.500 3PRE6054 | 2050-04-01      | 4.5000%  | N/A     | $1000.00           | $51.46             | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLDE8758 | 2055-09-01      | 5.0000%  | N/A     | $1000.00           | $994.17            | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLDE4590 | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1028.01           | Agency Mortgage-Backed Securities   |
| FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  | N/A     | $1000.00           | $216.66            | Agency Mortgage-Backed Securities   |
| FNMS 02.500 CLCA7732 | 2050-11-01      | 2.5000%  | N/A     | $1120.00           | $593.05            | Agency Mortgage-Backed Securities   |
| FEPC 03.500 CLSD2670 | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $738.73            | Agency Mortgage-Backed Securities   |
| FEPC 02.500 CIZS8641 | 2032-02-01      | 2.5000%  | N/A     | $1000.00           | $171.26            | Agency Mortgage-Backed Securities   |
| FNMS 06.500 CLDE6444 | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $1043.90           | Agency Mortgage-Backed Securities   |
| FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $712.93            | Agency Mortgage-Backed Securities   |
| 4 1/4 NOTE BM 25     | 2025-12-31      | 4.2500%  | N/A     | $25000500.00       | $25179362.28       | U.S. Treasuries (including strips)  |
| FNMS 05.500 CLDA1612 | 2053-11-01      | 5.5000%  | N/A     | $1000.00           | $994.39            | Agency Mortgage-Backed Securities   |
| FEPC 02.500 CISB0587 | 2036-12-01      | 2.5000%  | N/A     | $1000.00           | $553.96            | Agency Mortgage-Backed Securities   |
| FEPC 02.500 CLRA4414 | 2051-01-01      | 2.5000%  | N/A     | $2000.00           | $1062.47           | Agency Mortgage-Backed Securities   |
| FEPC 02.500 CIQN0951 | 2034-11-01      | 2.5000%  | N/A     | $1000.00           | $335.37            | Agency Mortgage-Backed Securities   |
| BILL 10/09/25        | 2025-10-09      | 0.0000%  | N/A     | $1100.00           | $1094.73           | U.S. Treasuries (including strips)  |
| FNMS 05.500 CLCB5846 | 2053-03-01      | 5.5000%  | N/A     | $2000.00           | $1636.80           | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLBY0545 | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $821.03            | Agency Mortgage-Backed Securities   |
| FEPC 02.000 CLSD0784 | 2051-12-01      | 2.0000%  | N/A     | $1000.00           | $630.51            | Agency Mortgage-Backed Securities   |
| 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  | N/A     | $11393200.00       | $10074064.46       | U.S. Treasuries (including strips)  |
| 4 1/2 NOTE AU 25     | 2025-11-15      | 4.5000%  | N/A     | $72900.00          | $73878.53          | U.S. Treasuries (including strips)  |
| FNMS 05.500 CLDC5352 | 2054-11-01      | 5.5000%  | N/A     | $2000.00           | $2010.96           | Agency Mortgage-Backed Securities   |
| FEPC 02.500 CISB1153 | 2037-11-01      | 2.5000%  | N/A     | $1000.00           | $799.16            | Agency Mortgage-Backed Securities   |
| FEPC 02.000 CLRA5204 | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $647.53            | Agency Mortgage-Backed Securities   |
| 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  | N/A     | $7096000.00        | $6896893.14        | U.S. Treasuries (including strips)  |
| 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  | N/A     | $8997700.00        | $7157170.68        | U.S. Treasuries (including strips)  |
| FEPC 04.500 CLSD2355 | 2052-12-01      | 4.5000%  | N/A     | $2000.00           | $1542.53           | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLSD4656 | 2053-11-01      | 5.0000%  | N/A     | $1000.00           | $834.01            | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CLBO1345 | 2049-08-01      | 3.5000%  | N/A     | $1000.00           | $167.94            | Agency Mortgage-Backed Securities   |
| FEPC 01.500 CLSD8120 | 2051-01-01      | 1.5000%  | N/A     | $876000.00         | $487197.31         | Agency Mortgage-Backed Securities   |
| FEPC 01.500 CNRD5067 | 2031-09-01      | 1.5000%  | N/A     | $1000.00           | $444.76            | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CVAL8047 | 2030-11-01      | 3.5000%  | N/A     | $1000.00           | $111.53            | Agency Mortgage-Backed Securities   |
| 0 1/8 TRIN D 31      | 2031-07-15      | 0.1250%  | N/A     | $3483000.00        | $3928961.49        | U.S. Treasuries (including strips)  |
| FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $780.49            | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLCB4847 | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $758.22            | Agency Mortgage-Backed Securities   |
| FNMS 02.000 CLCA8817 | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $580.71            | Agency Mortgage-Backed Securities   |
| 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  | N/A     | $916700.00         | $945784.77         | U.S. Treasuries (including strips)  |
| 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  | N/A     | $100.00            | $102.17            | U.S. Treasuries (including strips)  |
| FEPC 03.500 CLZS9495 | 2045-10-01      | 3.5000%  | N/A     | $1000.00           | $184.64            | Agency Mortgage-Backed Securities   |
| 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  | N/A     | $150000700.00      | $139874729.95      | U.S. Treasuries (including strips)  |
| FNMS 03.500 U3BF0234 | 2042-06-01      | 3.5000%  | N/A     | $1000.00           | $288.95            | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLDE8256 | 2055-09-01      | 5.5000%  | N/A     | $1008.00           | $1018.53           | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLRA7574 | 2052-06-01      | 5.0000%  | N/A     | $1000.00           | $751.31            | Agency Mortgage-Backed Securities   |
| FEPC 02.500 CLRA6215 | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $610.62            | Agency Mortgage-Backed Securities   |
| FEPC 02.500 CLSD0653 | 2051-07-01      | 2.5000%  | N/A     | $1000.00           | $582.94            | Agency Mortgage-Backed Securities   |
| 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  | N/A     | $100.00            | $61.83             | U.S. Treasuries (including strips)  |
| FEPC 03.000 CLSD8074 | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $274.82            | Agency Mortgage-Backed Securities   |
| FEPC 04.500 CLSD1683 | 2052-10-01      | 4.5000%  | N/A     | $1000.00           | $777.14            | Agency Mortgage-Backed Securities   |
| 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  | N/A     | $2299400.00        | $2394797.56        | U.S. Treasuries (including strips)  |
| FEPC 06.000 CLSD8279 | 2052-11-01      | 6.0000%  | N/A     | $1000.00           | $718.64            | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLCB6201 | 2053-05-01      | 6.0000%  | N/A     | $1024.00           | $861.87            | Agency Mortgage-Backed Securities   |
| 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  | N/A     | $8393300.00        | $8485153.49        | U.S. Treasuries (including strips)  |
| FNMS 06.000 CLDE7213 | 2055-08-01      | 6.0000%  | N/A     | $6476904.00        | $6658332.88        | Agency Mortgage-Backed Securities   |
| 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  | N/A     | $34999700.00       | $25912001.65       | U.S. Treasuries (including strips)  |
| FNMS 06.000 CLCB5914 | 2053-03-01      | 6.0000%  | N/A     | $2048.00           | $1532.14           | Agency Mortgage-Backed Securities   |
| 2 3/8 NOTE K 26      | 2026-04-30      | 2.3750%  | N/A     | $300.00            | $299.08            | U.S. Treasuries (including strips)  |
| FNMS 03.500 CLAS2885 | 2044-07-01      | 3.5000%  | N/A     | $1000.00           | $129.68            | Agency Mortgage-Backed Securities   |
| 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | N/A     | $100.00            | $99.35             | U.S. Treasuries (including strips)  |
| FEPC 04.000 CLZT0132 | 2047-05-01      | 4.0000%  | N/A     | $1000.00           | $253.13            | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLSD4756 | 2054-02-01      | 6.0000%  | N/A     | $1000.00           | $965.11            | Agency Mortgage-Backed Securities   |
| FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  | N/A     | $1000.00           | $701.46            | Agency Mortgage-Backed Securities   |
| 4 1/2 NOTE AZ 26     | 2026-03-31      | 4.5000%  | N/A     | $5399000.00        | $5513364.72        | U.S. Treasuries (including strips)  |
| FNMS 03.500 CLBE9610 | 2047-06-01      | 3.5000%  | N/A     | $1000.00           | $237.12            | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLBW1330 | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $765.63            | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLSD4275 | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $706.33            | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CIAL8561 | 2031-06-01      | 3.5000%  | N/A     | $1000.00           | $102.09            | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLQG7562 | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $728.88            | Agency Mortgage-Backed Securities   |
| FNMS 03.000 CLAL8560 | 2041-05-01      | 3.0000%  | N/A     | $2000.00           | $276.18            | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLCB4813 | 2052-10-01      | 5.0000%  | N/A     | $2000.00           | $1576.38           | Agency Mortgage-Backed Securities   |
| FNMS 02.000 CLBR2822 | 2050-12-01      | 2.0000%  | N/A     | $1000.00           | $566.07            | Agency Mortgage-Backed Securities   |
| 0 3/8 NOTE U 26      | 2026-01-31      | 0.3750%  | N/A     | $1999900.00        | $1968876.58        | U.S. Treasuries (including strips)  |
| FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  | N/A     | $1000.00           | $148.96            | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CLBO7231 | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $433.52            | Agency Mortgage-Backed Securities   |
| FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  | N/A     | $1000.00           | $765.84            | Agency Mortgage-Backed Securities   |
| FEPC 03.000 CLRA6605 | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $666.66            | Agency Mortgage-Backed Securities   |
| FEPC 04.000 CLSD4291 | 2049-07-01      | 4.0000%  | N/A     | $1000.00           | $797.33            | Agency Mortgage-Backed Securities   |
| 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  | N/A     | $149600.00         | $146983.80         | U.S. Treasuries (including strips)  |
| FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $787.58            | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLQH0207 | 2053-09-01      | 6.0000%  | N/A     | $5000.00           | $4091.41           | Agency Mortgage-Backed Securities   |
| FEPC 03.000 CLSD0089 | 2049-09-01      | 3.0000%  | N/A     | $1018.00           | $405.50            | Agency Mortgage-Backed Securities   |
| FNMS 07.000 CLDD4966 | 2055-04-01      | 7.0000%  | N/A     | $2000.00           | $2121.46           | Agency Mortgage-Backed Securities   |
| FEPC 03.500 CLRA7386 | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $745.50            | Agency Mortgage-Backed Securities   |
| FEPC 04.500 CLSD8266 | 2052-11-01      | 4.5000%  | N/A     | $1000.00           | $809.10            | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CIAL7964 | 2031-02-01      | 3.5000%  | N/A     | $1000.00           | $122.71            | Agency Mortgage-Backed Securities   |
| GNAR AT MA8370 M     | 2052-09-20      | 3.0000%  | N/A     | $337700.00         | $225995.56         | Agency Mortgage-Backed Securities   |
| 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  | N/A     | $400.00            | $407.14            | U.S. Treasuries (including strips)  |
| FNMS 05.000 CTBV5899 | 2045-06-01      | 5.0000%  | N/A     | $1000.00           | $1007.92           | Agency Mortgage-Backed Securities   |
| 4 7/8 NOTE BL 25     | 2025-11-30      | 4.8750%  | N/A     | $600.00            | $608.12            | U.S. Treasuries (including strips)  |
| FEPC 03.000 CLSD8272 | 2052-12-01      | 3.0000%  | N/A     | $2000.00           | $1478.82           | Agency Mortgage-Backed Securities   |
| FEPC 06.500 CLSL1950 | 2055-07-01      | 6.5000%  | N/A     | $17457792.00       | $18250698.99       | Agency Mortgage-Backed Securities   |
| FEPC 02.500 CLSD8107 | 2050-11-01      | 2.5000%  | N/A     | $1000.00           | $433.60            | Agency Mortgage-Backed Securities   |
| 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  | N/A     | $6575900.00        | $6624588.82        | U.S. Treasuries (including strips)  |
| FNMS 02.000 CLBR2619 | 2051-02-01      | 2.0000%  | N/A     | $2000.00           | $1047.96           | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CTSC0712 | 2045-08-01      | 5.0000%  | N/A     | $1000.00           | $1013.51           | Agency Mortgage-Backed Securities   |
| FEPC 04.500 CLSD1381 | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $735.37            | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1003.88           | Agency Mortgage-Backed Securities   |
| FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $729.61            | Agency Mortgage-Backed Securities   |
| FEPC 02.500 CLSD5344 | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $758.31            | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CLBW0022 | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $611.81            | Agency Mortgage-Backed Securities   |
| FEPC 04.000 CLRA7390 | 2052-05-01      | 4.0000%  | N/A     | $1000.00           | $739.85            | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLSD8394 | 2054-01-01      | 5.0000%  | N/A     | $1000.00           | $911.37            | Agency Mortgage-Backed Securities   |
| 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  | N/A     | $25000200.00       | $19173358.29       | U.S. Treasuries (including strips)  |
| FEPC 02.500 CLSD0612 | 2050-11-01      | 2.5000%  | N/A     | $1000.00           | $528.39            | Agency Mortgage-Backed Securities   |
| 03.500 FGPC G67709 G | 2048-03-01      | 3.5000%  | N/A     | $2000000.00        | $536267.62         | Agency Mortgage-Backed Securities   |
| 03.000 FGPC G08692 G | 2046-02-01      | 3.0000%  | N/A     | $1000.00           | $143.18            | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CLBT7848 | 2052-07-01      | 3.5000%  | N/A     | $1000.00           | $761.18            | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CLCB3901 | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $795.64            | Agency Mortgage-Backed Securities   |
| 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  | N/A     | $100.00            | $71.43             | U.S. Treasuries (including strips)  |
| BILL 09/23/25        | 2025-09-23      | 0.0000%  | N/A     | $100.00            | $99.71             | U.S. Treasuries (including strips)  |
| 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  | N/A     | $100.00            | $98.84             | U.S. Treasuries (including strips)  |
| FEPC 02.000 CLSD8098 | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $510.56            | Agency Mortgage-Backed Securities   |
| BILL 04/16/26        | 2026-04-16      | 0.0000%  | N/A     | $3300.00           | $3220.37           | U.S. Treasuries (including strips)  |
| FEPC 02.500 CISB1597 | 2037-06-01      | 2.5000%  | N/A     | $1000.00           | $943.22            | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLSD6561 | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $997.13            | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CLAU6743 | 2043-10-01      | 4.0000%  | N/A     | $1000.00           | $101.32            | Agency Mortgage-Backed Securities   |
| 1 1/2 NOTE E 26      | 2026-08-15      | 1.5000%  | N/A     | $14492800.00       | $14172156.25       | U.S. Treasuries (including strips)  |
| FNMS 06.000 CLCB5472 | 2053-01-01      | 6.0000%  | N/A     | $2048.00           | $1614.77           | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLDD6216 | 2055-04-01      | 6.0000%  | N/A     | $2096.00           | $2170.38           | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLDC0687 | 2054-11-01      | 6.0000%  | N/A     | $11835.00          | $12255.10          | Agency Mortgage-Backed Securities   |
| FNMS 07.000 CLDE2186 | 2055-06-01      | 7.0000%  | N/A     | $2000.00           | $2119.27           | Agency Mortgage-Backed Securities   |
| FEPC 07.000 CLSD4982 | 2054-01-01      | 7.0000%  | N/A     | $1024.00           | $789.55            | Agency Mortgage-Backed Securities   |
| 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  | N/A     | $553600.00         | $567974.20         | U.S. Treasuries (including strips)  |
| FNMS 03.500 CIAS8884 | 2032-02-01      | 3.5000%  | N/A     | $1000.00           | $162.48            | Agency Mortgage-Backed Securities   |
| 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  | N/A     | $100.00            | $90.32             | U.S. Treasuries (including strips)  |
| FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $897.58            | Agency Mortgage-Backed Securities   |
| FEPC 03.000 CLRA6567 | 2051-12-01      | 3.0000%  | N/A     | $1000.00           | $633.39            | Agency Mortgage-Backed Securities   |
| 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  | N/A     | $4998900.00        | $5115533.30        | U.S. Treasuries (including strips)  |
| 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  | N/A     | $100.00            | $55.55             | U.S. Treasuries (including strips)  |
| FEPC 05.000 CLSD3349 | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $757.72            | Agency Mortgage-Backed Securities   |
| FNMS 03.000 CLCA7605 | 2050-11-01      | 3.0000%  | N/A     | $1000.00           | $566.07            | Agency Mortgage-Backed Securities   |
| FEPC 02.500 CLQC0165 | 2051-03-01      | 2.5000%  | N/A     | $1000.00           | $525.65            | Agency Mortgage-Backed Securities   |
| FEPC 03.500 CLSD7513 | 2050-04-01      | 3.5000%  | N/A     | $1000.00           | $359.03            | Agency Mortgage-Backed Securities   |
| 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  | N/A     | $200.00            | $203.07            | U.S. Treasuries (including strips)  |
| FNMS 06.000 CLDB1087 | 2054-05-01      | 6.0000%  | N/A     | $1000.00           | $897.47            | Agency Mortgage-Backed Securities   |
| FNMS 02.000 CLCA8779 | 2051-02-01      | 2.0000%  | N/A     | $2000.00           | $1144.87           | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CL781593 | 2034-10-01      | 6.0000%  | N/A     | $1000.00           | $26.88             | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CLBW8586 | 2052-10-01      | 4.5000%  | N/A     | $1000.00           | $565.67            | Agency Mortgage-Backed Securities   |
| 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  | N/A     | $4544900.00        | $4516912.80        | U.S. Treasuries (including strips)  |
| FEPC 06.000 CLSD8447 | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $851.63            | Agency Mortgage-Backed Securities   |
| FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $680.65            | Agency Mortgage-Backed Securities   |
| FNAR XX.XXX AM462363 | 2037-06-01      | 6.5820%  | N/A     | $8004.00           | $248.39            | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CLBV2634 | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $752.95            | Agency Mortgage-Backed Securities   |
| FEPC 03.000 CLSD5573 | 2052-08-01      | 3.0000%  | N/A     | $1000.00           | $779.59            | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLCB4914 | 2052-10-01      | 5.5000%  | N/A     | $1024.00           | $872.21            | Agency Mortgage-Backed Securities   |
| 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  | N/A     | $36769200.00       | $25389401.57       | U.S. Treasuries (including strips)  |
| FEPC 04.500 CLRA7923 | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $762.64            | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLDD8350 | 2055-05-01      | 5.5000%  | N/A     | $1024.00           | $1026.99           | Agency Mortgage-Backed Securities   |
| 2 3/8 TRIB 27        | 2027-01-15      | 2.3750%  | N/A     | $200.00            | $327.03            | U.S. Treasuries (including strips)  |
| FEPC 03.000 CLSD0941 | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $665.52            | Agency Mortgage-Backed Securities   |
| 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  | N/A     | $22125300.00       | $22790372.09       | U.S. Treasuries (including strips)  |
| FNMS 03.000 CIAL2286 | 2027-09-01      | 3.0000%  | N/A     | $1000.00           | $14.91             | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  | N/A     | $1000.00           | $727.72            | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CLBA4738 | 2045-12-01      | 4.0000%  | N/A     | $1000.00           | $144.88            | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLCB5773 | 2053-02-01      | 5.5000%  | N/A     | $1024.00           | $876.31            | Agency Mortgage-Backed Securities   |
| 0 3/8 NOTE AG 25     | 2025-11-30      | 0.3750%  | N/A     | $100.00            | $99.13             | U.S. Treasuries (including strips)  |
| FNMS 07.000 CLDA4937 | 2053-11-01      | 7.0000%  | N/A     | $4999.00           | $3539.88           | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLQF7245 | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $978.82            | Agency Mortgage-Backed Securities   |
| FNMS 02.500 CICA9440 | 2036-03-01      | 2.5000%  | N/A     | $1000.00           | $511.89            | Agency Mortgage-Backed Securities   |
| FEPC 03.500 CLSD1353 | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $712.36            | Agency Mortgage-Backed Securities   |
| 1 7/8 NOTE N 26      | 2026-07-31      | 1.8750%  | N/A     | $100.00            | $98.31             | U.S. Treasuries (including strips)  |
| FEPC 03.000 CLSD4497 | 2050-02-01      | 3.0000%  | N/A     | $1000.00           | $775.11            | Agency Mortgage-Backed Securities   |
| 0 1/8 TRIN AE 25     | 2025-10-15      | 0.1250%  | N/A     | $200.00            | $248.05            | U.S. Treasuries (including strips)  |
| FEPC 05.500 CLSD4708 | 2053-12-01      | 5.5000%  | N/A     | $1000.00           | $832.13            | Agency Mortgage-Backed Securities   |
| FEPC 02.500 CISB8175 | 2037-09-01      | 2.5000%  | N/A     | $1000.00           | $679.64            | Agency Mortgage-Backed Securities   |
| FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  | N/A     | $1000.00           | $1011.87           | Agency Mortgage-Backed Securities   |
| FNMS 02.500 CIAS6537 | 2031-01-01      | 2.5000%  | N/A     | $1000.00           | $106.12            | Agency Mortgage-Backed Securities   |
| FEPC 01.000 CISB1627 | 2036-10-01      | 1.0000%  | N/A     | $1000.00           | $892.68            | Agency Mortgage-Backed Securities   |
| FEPC 02.000 CLQC0885 | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $534.46            | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CLBA7651 | 2046-01-01      | 4.0000%  | N/A     | $1000.00           | $184.72            | Agency Mortgage-Backed Securities   |
| 03.500 FGPC G61748 G | 2048-11-01      | 3.5000%  | N/A     | $1000.00           | $273.82            | Agency Mortgage-Backed Securities   |
| FEPC 02.500 CLSD1749 | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $682.39            | Agency Mortgage-Backed Securities   |
| FEPC 01.500 CLRA3653 | 2050-10-01      | 1.5000%  | N/A     | $1000.00           | $478.31            | Agency Mortgage-Backed Securities   |
| FEPC 03.500 CLSD2494 | 2052-03-01      | 3.5000%  | N/A     | $1000.00           | $787.89            | Agency Mortgage-Backed Securities   |
| 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  | N/A     | $400.00            | $354.66            | U.S. Treasuries (including strips)  |
| FEPC 03.500 CLSD8296 | 2053-02-01      | 3.5000%  | N/A     | $1000.00           | $792.81            | Agency Mortgage-Backed Securities   |
| FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  | N/A     | $1000.00           | $915.00            | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CLAL7306 | 2042-09-01      | 4.5000%  | N/A     | $1000.00           | $130.72            | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLQZ0502 | 2055-08-01      | 6.0000%  | N/A     | $1008.00           | $1034.95           | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLSD3129 | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $875.49            | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CLAS3707 | 2044-11-01      | 4.0000%  | N/A     | $1000.00           | $120.35            | Agency Mortgage-Backed Securities   |
| FEPC 03.500 CLSD8255 | 2052-10-01      | 3.5000%  | N/A     | $1000.00           | $771.70            | Agency Mortgage-Backed Securities   |
| FNMS 02.000 CIFM7426 | 2036-06-01      | 2.0000%  | N/A     | $7374256.00        | $4154404.16        | Agency Mortgage-Backed Securities   |
| FNMS 06.500 CLDE6671 | 2055-08-01      | 6.5000%  | N/A     | $2000.00           | $2091.20           | Agency Mortgage-Backed Securities   |
| 2 3/4 TPRN B 28      | 2028-02-15      | 0.0000%  | N/A     | $100.00            | $91.50             | U.S. Treasuries (including strips)  |
| 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  | N/A     | $4999900.00        | $4194250.95        | U.S. Treasuries (including strips)  |
| FEPC 02.000 CISB0424 | 2035-10-01      | 2.0000%  | N/A     | $1000.00           | $435.94            | Agency Mortgage-Backed Securities   |
| 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  | N/A     | $34098500.00       | $33879387.13       | U.S. Treasuries (including strips)  |
| 6 BOND 26            | 2026-02-15      | 6.0000%  | N/A     | $100.00            | $101.09            | U.S. Treasuries (including strips)  |
| 4 NOTE M 32          | 2032-06-30      | 4.0000%  | N/A     | $16090300.00       | $16283234.59       | U.S. Treasuries (including strips)  |
| FNMS 03.500 CIAL8271 | 2031-04-01      | 3.5000%  | N/A     | $1000.00           | $115.36            | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLQG5435 | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $888.66            | Agency Mortgage-Backed Securities   |
| 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  | N/A     | $3999900.00        | $4100471.26        | U.S. Treasuries (including strips)  |
| FNMS 03.500 CLAS7587 | 2046-07-01      | 3.5000%  | N/A     | $1000.00           | $239.91            | Agency Mortgage-Backed Securities   |
| 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  | N/A     | $100.00            | $101.68            | U.S. Treasuries (including strips)  |
| FNMS 04.500 CICB4263 | 2037-07-01      | 4.5000%  | N/A     | $1000.00           | $658.77            | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CIAL9390 | 2031-10-01      | 3.5000%  | N/A     | $1000.00           | $76.33             | Agency Mortgage-Backed Securities   |
| FNMS 03.000 CLBV0919 | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $717.06            | Agency Mortgage-Backed Securities   |
| 04.000 FGPC U49046 G | 2029-02-01      | 4.0000%  | N/A     | $1000.00           | $26.05             | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $933.62            | Agency Mortgage-Backed Securities   |
| 3 BOND 44            | 2044-11-15      | 3.0000%  | N/A     | $100.00            | $77.54             | U.S. Treasuries (including strips)  |
| FEPC 02.500 CLRA4784 | 2051-03-01      | 2.5000%  | N/A     | $1000.00           | $575.76            | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CICA3930 | 2034-08-01      | 3.5000%  | N/A     | $1000.00           | $262.59            | Agency Mortgage-Backed Securities   |
| FEPC 04.000 CLSD6787 | 2053-05-01      | 4.0000%  | N/A     | $399000.00         | $347564.92         | Agency Mortgage-Backed Securities   |
| FEPC 02.000 CISB8502 | 2035-08-01      | 2.0000%  | N/A     | $1000.00           | $423.19            | Agency Mortgage-Backed Securities   |
| 2 1/8 TRIN X 29      | 2029-04-15      | 2.1250%  | N/A     | $314800.00         | $343323.08         | U.S. Treasuries (including strips)  |
| FEPC 05.500 CLSD5416 | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $901.79            | Agency Mortgage-Backed Securities   |
| FNMS 02.000 CLCA9273 | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $595.68            | Agency Mortgage-Backed Securities   |
| FNMS 03.000 CLAL9631 | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $274.11            | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLDD6980 | 2055-04-01      | 5.5000%  | N/A     | $2000.00           | $2029.53           | Agency Mortgage-Backed Securities   |
| FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  | N/A     | $1000.00           | $750.29            | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLDE3530 | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $997.95            | Agency Mortgage-Backed Securities   |
| FNMS 02.500 CIAS8429 | 2031-12-01      | 2.5000%  | N/A     | $1000.00           | $183.96            | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | N/A     | $1000.00           | $859.18            | Agency Mortgage-Backed Securities   |
| FNMS 02.000 CICA6862 | 2035-09-01      | 2.0000%  | N/A     | $1000.00           | $413.38            | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  | N/A     | $1000.00           | $892.03            | Agency Mortgage-Backed Securities   |

### Security 121: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7KF0, C.4 - ISIN: US3130B7KF09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445851018.88
- **C.18.a - Value (excl. sponsor support):** $445851018.88
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2027-02-25
- **C.13 - Final Legal Maturity Date:** 2027-02-25
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1753565961.77
- **C.18.a - Value (excl. sponsor support):** $1753565961.77
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 123: Federal Home Loan Mortgage Corp. Discount Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397MD0, C.4 - ISIN: US313397MD09, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $432437517.40
- **C.18.a - Value (excl. sponsor support):** $432437517.40
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: Agency; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $343356771.21
- **C.18.a - Value (excl. sponsor support):** $343356771.21
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3735923479.20
- **C.18.a - Value (excl. sponsor support):** $3735923479.20
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $399420003.01
- **C.18.a - Value (excl. sponsor support):** $399420003.01
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 127: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYDQMLJ45
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | N/A     | $2175200.00        | $2040076.71        | U.S. Treasuries (including strips) |

### Security 128: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDQMLKD3
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: NR; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | N/A     | $120988.00         | $121258.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | N/A     | $2640409.00        | $2710826.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | N/A     | $799974.00         | $823895.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | N/A     | $3864.00           | $3661.64           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | N/A     | $11102.00          | $11059.73          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | N/A     | $1259805.00        | $1263667.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | N/A     | $374824.00         | $379271.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-31      | 5.0000%  | N/A     | $275471.00         | $282266.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | N/A     | $21.00             | $21.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | N/A     | $335045.00         | $344577.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | N/A     | $98057.00          | $101356.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | N/A     | $6554339.00        | $6436814.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | N/A     | $3287380.00        | $3314679.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | N/A     | $1066736.00        | $1085360.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | N/A     | $622326.00         | $649258.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | N/A     | $240252.00         | $224044.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | N/A     | $317929.00         | $312929.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-31      | 0.2500%  | N/A     | $272271.00         | $272548.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | N/A     | $455786.00         | $482158.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | N/A     | $3616647.00        | $3600911.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 0.2500%  | N/A     | $648426.00         | $646805.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | N/A     | $2511007.00        | $2432624.33        | U.S. Treasuries (including strips) |

### Security 129: Bank of Montreal

- **C.1 - Title:** Bank of Montreal
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BYDQMLHF2
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII RG CS0475 C    | 2038-12-20      | 6.0000%  | N/A     | $1006017.00        | $518760.54         | Agency Mortgage-Backed Securities |
| GNPL PN DI7405      | 2060-04-15      | 5.7300%  | N/A     | $50000.00          | $52636.08          | Agency Mortgage-Backed Securities |
| GNII ET DJ6529 C    | 2065-04-20      | 3.0000%  | N/A     | $370702.00         | $322257.04         | Agency Mortgage-Backed Securities |
| GNII ET DI6875 C    | 2065-02-20      | 3.0000%  | N/A     | $300532.00         | $260748.72         | Agency Mortgage-Backed Securities |
| GNPL PN DJ2715      | 2060-05-15      | 5.1600%  | N/A     | $50000.00          | $50770.61          | Agency Mortgage-Backed Securities |
| GNII RG DL3409 C    | 2053-11-20      | 7.0000%  | N/A     | $1053285.00        | $1107123.08        | Agency Mortgage-Backed Securities |
| GNII ET DC5887 C    | 2064-04-20      | 7.5000%  | N/A     | $272540.00         | $281122.31         | Agency Mortgage-Backed Securities |
| GNCL CL DC7259      | 2067-02-15      | 6.1300%  | N/A     | $700846.00         | $747129.01         | Agency Mortgage-Backed Securities |
| GNCL CL DF1290      | 2064-12-15      | 6.0000%  | N/A     | $100000.00         | $105236.37         | Agency Mortgage-Backed Securities |
| GNII ET DJ4000 C    | 2065-02-20      | 5.0000%  | N/A     | $186973.00         | $184453.53         | Agency Mortgage-Backed Securities |
| GNPL PN DI7403      | 2060-04-15      | 5.6400%  | N/A     | $50000.00          | $52155.85          | Agency Mortgage-Backed Securities |
| GNII ET DL8356 C    | 2065-07-20      | 7.0000%  | N/A     | $96264.00          | $99856.52          | Agency Mortgage-Backed Securities |
| GNII ET DI7127 C    | 2065-03-20      | 5.0000%  | N/A     | $376767.00         | $371366.61         | Agency Mortgage-Backed Securities |
| GNPL PN DJ7948      | 2060-06-15      | 6.0700%  | N/A     | $250000.00         | $269992.96         | Agency Mortgage-Backed Securities |
| GNII RG CN9958 C    | 2048-06-20      | 3.5000%  | N/A     | $1151526.00        | $589882.34         | Agency Mortgage-Backed Securities |
| GNII ET DD0936 C    | 2064-07-20      | 4.5000%  | N/A     | $773898.00         | $464548.94         | Agency Mortgage-Backed Securities |
| GNII ET DK0298 C    | 2065-04-20      | 5.0000%  | N/A     | $621749.00         | $612826.00         | Agency Mortgage-Backed Securities |
| GNII ET DF5629 C    | 2062-04-20      | 3.5000%  | N/A     | $77562.00          | $68817.64          | Agency Mortgage-Backed Securities |
| GNII ET DK6122 C    | 2065-06-20      | 5.0000%  | N/A     | $1219039.00        | $1203194.40        | Agency Mortgage-Backed Securities |
| GNII ET DK8693 C    | 2065-06-20      | 4.5000%  | N/A     | $152303.00         | $145463.22         | Agency Mortgage-Backed Securities |
| GNPL PN DA8510      | 2060-06-15      | 5.8400%  | N/A     | $250000.00         | $265652.87         | Agency Mortgage-Backed Securities |
| GNPL PN DJ4969      | 2060-04-15      | 5.7500%  | N/A     | $100000.00         | $105774.17         | Agency Mortgage-Backed Securities |
| GNII JM MA9840 M    | 2054-07-20      | 6.5000%  | N/A     | $1719148.00        | $1099985.27        | Agency Mortgage-Backed Securities |
| GNII ET DG7094 C    | 2064-01-20      | 7.5000%  | N/A     | $487911.00         | $504252.66         | Agency Mortgage-Backed Securities |
| GNII ET DA7297 C    | 2064-05-20      | 7.5000%  | N/A     | $575702.00         | $334268.67         | Agency Mortgage-Backed Securities |
| GNII ET DH2344 C    | 2064-12-20      | 3.0000%  | N/A     | $171962.00         | $149074.21         | Agency Mortgage-Backed Securities |
| GNII RG DD2436 C    | 2050-01-20      | 5.0000%  | N/A     | $1755260.00        | $1237361.62        | Agency Mortgage-Backed Securities |
| GNII RG DK6226 C    | 2054-07-20      | 7.0000%  | N/A     | $1179055.00        | $1237570.84        | Agency Mortgage-Backed Securities |
| GNII ET DF2265 C    | 2064-09-20      | 7.5000%  | N/A     | $98844.00          | $102111.47         | Agency Mortgage-Backed Securities |
| GNII JM MA9162 M    | 2053-08-20      | 7.0000%  | N/A     | $731061.00         | $162582.17         | Agency Mortgage-Backed Securities |
| GNII ET DH2452 C    | 2065-01-20      | 4.0000%  | N/A     | $383521.00         | $352033.79         | Agency Mortgage-Backed Securities |
| GNII ET DI6950 C    | 2065-03-20      | 4.0000%  | N/A     | $308286.00         | $283392.37         | Agency Mortgage-Backed Securities |
| GNII ET DL1863 C    | 2065-06-20      | 5.5000%  | N/A     | $357074.00         | $357564.10         | Agency Mortgage-Backed Securities |
| GNII ET DK6165 C    | 2062-05-20      | 4.0000%  | N/A     | $335937.00         | $309451.26         | Agency Mortgage-Backed Securities |
| GNII ET DF8722 C    | 2064-12-20      | 5.0000%  | N/A     | $169754.00         | $167077.54         | Agency Mortgage-Backed Securities |
| GNPL PN DJ7949      | 2060-07-15      | 5.6800%  | N/A     | $250000.00         | $262768.88         | Agency Mortgage-Backed Securities |
| GNII ET CQ2831 C    | 2064-03-20      | 4.0000%  | N/A     | $68552.00          | $62541.17          | Agency Mortgage-Backed Securities |
| GNII ET DJ5061 C    | 2064-12-20      | 2.5000%  | N/A     | $222117.00         | $179573.71         | Agency Mortgage-Backed Securities |
| GNII ET DI8678 C    | 2065-01-20      | 3.5000%  | N/A     | $199373.00         | $177819.59         | Agency Mortgage-Backed Securities |
| GNHA RM CL8175 H    | 2072-06-20      | 6.0010%  | N/A     | $20000000.00       | $21947564.98       | Agency Mortgage-Backed Securities |
| GNII ET DJ2522 C    | 2064-12-20      | 4.0000%  | N/A     | $388544.00         | $357805.08         | Agency Mortgage-Backed Securities |
| GNPL PN DC7220      | 2060-05-15      | 5.5300%  | N/A     | $50000.00          | $52031.10          | Agency Mortgage-Backed Securities |
| GNII ET DL0287 C    | 2065-06-20      | 6.5000%  | N/A     | $401000.00         | $412964.86         | Agency Mortgage-Backed Securities |
| GNII ET DF3275 C    | 2064-12-20      | 4.0000%  | N/A     | $882025.00         | $809523.32         | Agency Mortgage-Backed Securities |
| GNII RG CS3909 C    | 2035-04-20      | 6.0000%  | N/A     | $1184019.00        | $731927.71         | Agency Mortgage-Backed Securities |
| GNII ET DI6893 C    | 2065-03-20      | 5.0000%  | N/A     | $148992.00         | $146800.00         | Agency Mortgage-Backed Securities |
| GNII RG DD0909 C    | 2041-05-20      | 5.0000%  | N/A     | $1398275.00        | $1252463.68        | Agency Mortgage-Backed Securities |
| GNII RG DI7460 C    | 2053-10-20      | 6.5000%  | N/A     | $1020395.00        | $1071994.43        | Agency Mortgage-Backed Securities |
| GNII ET DJ7225 C    | 2065-04-20      | 3.5000%  | N/A     | $529521.00         | $473627.67         | Agency Mortgage-Backed Securities |
| GNII ET DK0816 C    | 2065-05-20      | 6.0000%  | N/A     | $653911.00         | $665610.56         | Agency Mortgage-Backed Securities |
| GNII ET DB5647 C    | 2063-12-20      | 8.0000%  | N/A     | $216605.00         | $127148.17         | Agency Mortgage-Backed Securities |
| GNII RG CQ2838 C    | 2034-10-20      | 6.0000%  | N/A     | $1319678.00        | $1049604.33        | Agency Mortgage-Backed Securities |
| GNCL CL CC8487      | 2063-05-15      | 3.0000%  | N/A     | $1076305.00        | $955715.07         | Agency Mortgage-Backed Securities |
| GNII FS MA6525 M    | 2050-02-20      | 3.5000%  | N/A     | $1046927.00        | $547940.63         | Agency Mortgage-Backed Securities |
| GNII RG DK6924 C    | 2047-12-20      | 3.5000%  | N/A     | $1043501.00        | $951275.57         | Agency Mortgage-Backed Securities |
| GNPL PN DE5570      | 2055-02-15      | 5.7100%  | N/A     | $50000.00          | $52600.44          | Agency Mortgage-Backed Securities |
| GNII ET DK5433 C    | 2065-05-20      | 4.0000%  | N/A     | $761987.00         | $702152.26         | Agency Mortgage-Backed Securities |
| GNII ET DG8284 C    | 2064-12-20      | 4.5000%  | N/A     | $434770.00         | $413421.36         | Agency Mortgage-Backed Securities |
| GNCL CL DJ4690      | 2067-09-15      | 5.2500%  | N/A     | $100000.00         | $99729.53          | Agency Mortgage-Backed Securities |
| GNII ET DI5805 C    | 2065-03-20      | 4.0000%  | N/A     | $481840.00         | $442932.11         | Agency Mortgage-Backed Securities |
| GNPL PN DJ7952      | 2060-07-15      | 5.9900%  | N/A     | $250000.00         | $268631.24         | Agency Mortgage-Backed Securities |
| GNII ET DE4522 C    | 2064-08-20      | 4.5000%  | N/A     | $226088.00         | $214791.46         | Agency Mortgage-Backed Securities |
| GNII ET DJ7219 C    | 2065-04-20      | 5.0000%  | N/A     | $568981.00         | $561194.78         | Agency Mortgage-Backed Securities |
| GNII ET DI6128 C    | 2064-12-20      | 4.5000%  | N/A     | $161636.00         | $154254.05         | Agency Mortgage-Backed Securities |
| GNII RG DI7469 C    | 2050-02-20      | 3.5000%  | N/A     | $1010257.00        | $911948.66         | Agency Mortgage-Backed Securities |
| GNII JM MA9715 M    | 2054-06-20      | 7.0000%  | N/A     | $995000.00         | $449513.12         | Agency Mortgage-Backed Securities |
| GNII RG DH3739 C    | 2049-05-20      | 3.5000%  | N/A     | $1113812.00        | $1001382.41        | Agency Mortgage-Backed Securities |
| GNII ET DJ7255 C    | 2065-05-20      | 4.5000%  | N/A     | $71748.00          | $68370.70          | Agency Mortgage-Backed Securities |
| GNII ET DB9820 C    | 2063-12-20      | 7.5000%  | N/A     | $96492.00          | $99593.17          | Agency Mortgage-Backed Securities |
| GNII ET DF3813 C    | 2064-12-20      | 3.0000%  | N/A     | $168031.00         | $145441.57         | Agency Mortgage-Backed Securities |
| GNII RG CO2773 C    | 2047-06-20      | 3.5000%  | N/A     | $911435.00         | $510257.97         | Agency Mortgage-Backed Securities |
| GNII RG DH3728 C    | 2050-05-20      | 3.5000%  | N/A     | $1014709.00        | $913279.35         | Agency Mortgage-Backed Securities |
| GNII ET DG0706 C    | 2064-12-20      | 4.0000%  | N/A     | $475448.00         | $436088.17         | Agency Mortgage-Backed Securities |
| GNII ET DL3586 C    | 2065-08-20      | 7.0000%  | N/A     | $363112.00         | $374910.76         | Agency Mortgage-Backed Securities |
| GNII ET DJ7227 C    | 2065-04-20      | 4.5000%  | N/A     | $243862.00         | $232818.99         | Agency Mortgage-Backed Securities |
| GNII RG DH3785 C    | 2053-10-20      | 6.5000%  | N/A     | $1010741.00        | $737890.70         | Agency Mortgage-Backed Securities |
| GNPL PN DI9900      | 2055-06-15      | 6.2200%  | N/A     | $250000.00         | $272616.92         | Agency Mortgage-Backed Securities |
| GNII ET DF6206 C    | 2064-09-20      | 5.0000%  | N/A     | $358538.00         | $352279.24         | Agency Mortgage-Backed Securities |
| GNII ET DI6949 C    | 2064-09-20      | 3.5000%  | N/A     | $152428.00         | $136081.27         | Agency Mortgage-Backed Securities |
| GNII RG DJ5125 C    | 2049-11-20      | 3.5000%  | N/A     | $1248359.00        | $1130342.28        | Agency Mortgage-Backed Securities |
| GNPL PN DJ4971      | 2060-07-15      | 5.8500%  | N/A     | $250000.00         | $265026.10         | Agency Mortgage-Backed Securities |
| GNCL CL DF8941      | 2066-10-15      | 5.4000%  | N/A     | $50000.00          | $50854.20          | Agency Mortgage-Backed Securities |
| GNII ET DG3163 C    | 2064-12-20      | 4.0000%  | N/A     | $1056316.00        | $969555.83         | Agency Mortgage-Backed Securities |
| GNCL CL DD4709      | 2067-05-15      | 5.9500%  | N/A     | $111439.00         | $118588.57         | Agency Mortgage-Backed Securities |
| GNII ET DG9798 C    | 2065-01-20      | 4.5000%  | N/A     | $201030.00         | $191820.44         | Agency Mortgage-Backed Securities |
| GNII RG CI7782 C    | 2050-06-20      | 4.0000%  | N/A     | $1999385.00        | $1125214.89        | Agency Mortgage-Backed Securities |
| GNII ET DH2453 C    | 2065-01-20      | 3.5000%  | N/A     | $216802.00         | $193201.66         | Agency Mortgage-Backed Securities |
| GNPL PN DJ7953      | 2060-07-15      | 5.9900%  | N/A     | $250000.00         | $267670.63         | Agency Mortgage-Backed Securities |
| GNPL PN DH1764      | 2060-04-15      | 5.9900%  | N/A     | $100000.00         | $107268.99         | Agency Mortgage-Backed Securities |
| GNII ET DC6446 C    | 2064-05-20      | 7.5000%  | N/A     | $586123.00         | $239550.41         | Agency Mortgage-Backed Securities |
| GNPL PN DF3007      | 2060-03-15      | 5.6000%  | N/A     | $50000.00          | $52238.80          | Agency Mortgage-Backed Securities |
| GNII ET DJ3490 C    | 2065-01-20      | 4.0000%  | N/A     | $411497.00         | $378916.31         | Agency Mortgage-Backed Securities |
| GNII ET DL6731 C    | 2065-08-20      | 7.0000%  | N/A     | $820139.00         | $846788.14         | Agency Mortgage-Backed Securities |
| GNII ET DE2037 C    | 2064-09-20      | 7.5000%  | N/A     | $617867.00         | $638254.83         | Agency Mortgage-Backed Securities |
| GNII ET DM3869 C    | 2065-07-20      | 7.0000%  | N/A     | $338935.00         | $349948.17         | Agency Mortgage-Backed Securities |
| GNII ET DD0935 C    | 2062-04-20      | 3.5000%  | N/A     | $240604.00         | $211683.94         | Agency Mortgage-Backed Securities |
| GNPL PN DJ4970      | 2060-07-15      | 5.9500%  | N/A     | $100000.00         | $106663.29         | Agency Mortgage-Backed Securities |
| GNII ET DK1421 C    | 2065-05-20      | 4.0000%  | N/A     | $190618.00         | $175648.29         | Agency Mortgage-Backed Securities |
| GNPL PN DI7406      | 2060-05-15      | 5.6900%  | N/A     | $50000.00          | $52675.26          | Agency Mortgage-Backed Securities |
| GNII ET DC8191 C    | 2064-06-20      | 7.5000%  | N/A     | $2012653.00        | $436004.08         | Agency Mortgage-Backed Securities |
| GNII ET DG8349 C    | 2064-12-20      | 4.5000%  | N/A     | $412996.00         | $393315.36         | Agency Mortgage-Backed Securities |
| GNII ET DB8089 C    | 2064-05-20      | 7.5000%  | N/A     | $87530.00          | $90316.06          | Agency Mortgage-Backed Securities |
| GNII ET DL3468 C    | 2065-08-20      | 7.0000%  | N/A     | $845704.00         | $873183.84         | Agency Mortgage-Backed Securities |
| GNII RG DK6830 C    | 2054-04-20      | 7.0000%  | N/A     | $1036453.00        | $1088355.25        | Agency Mortgage-Backed Securities |
| GNII ET DB5204 C    | 2064-06-20      | 7.5000%  | N/A     | $584840.00         | $482453.70         | Agency Mortgage-Backed Securities |
| GNPL PN CY9777      | 2060-06-15      | 5.5700%  | N/A     | $50000.00          | $52204.58          | Agency Mortgage-Backed Securities |
| GNPL PN DH1746      | 2060-02-15      | 5.8800%  | N/A     | $100000.00         | $106621.16         | Agency Mortgage-Backed Securities |
| GNII ET DL8355 C    | 2065-07-20      | 7.0000%  | N/A     | $633255.00         | $653831.64         | Agency Mortgage-Backed Securities |
| GNII ET DI7826 C    | 2065-03-20      | 4.5000%  | N/A     | $777063.00         | $740043.85         | Agency Mortgage-Backed Securities |
| GNII ET DF4841 C    | 2064-10-20      | 7.5000%  | N/A     | $220193.00         | $227545.57         | Agency Mortgage-Backed Securities |
| GNII ET DL3365 C    | 2065-07-20      | 6.5000%  | N/A     | $181616.00         | $187034.98         | Agency Mortgage-Backed Securities |
| GNII ET DI6719 C    | 2065-03-20      | 5.0000%  | N/A     | $470284.00         | $463319.95         | Agency Mortgage-Backed Securities |
| GNII RG DK6192 C    | 2048-05-20      | 3.5000%  | N/A     | $1073965.00        | $975393.09         | Agency Mortgage-Backed Securities |
| GNII ET DB5621 C    | 2064-03-20      | 8.0000%  | N/A     | $1153530.00        | $744362.62         | Agency Mortgage-Backed Securities |
| GNPL PN DJ7942      | 2060-06-15      | 5.9400%  | N/A     | $250000.00         | $264695.25         | Agency Mortgage-Backed Securities |
| GNPL PN DJ7944      | 2060-06-15      | 6.0200%  | N/A     | $50000.00          | $53809.62          | Agency Mortgage-Backed Securities |
| GNII RG DH3720 C    | 2054-03-20      | 7.0000%  | N/A     | $1062654.00        | $1111184.92        | Agency Mortgage-Backed Securities |
| GNII ET DI6814 C    | 2064-05-20      | 5.0000%  | N/A     | $146079.00         | $143878.66         | Agency Mortgage-Backed Securities |
| GNII RG CR3123 C    | 2039-04-20      | 6.5000%  | N/A     | $1054960.00        | $694448.80         | Agency Mortgage-Backed Securities |
| GNII ET DL8357 C    | 2065-08-20      | 7.0000%  | N/A     | $331208.00         | $341970.09         | Agency Mortgage-Backed Securities |
| GNII ET DH5177 C    | 2065-03-20      | 4.0000%  | N/A     | $1153639.00        | $1060603.27        | Agency Mortgage-Backed Securities |
| GNPL PN DF8951      | 2060-04-15      | 5.6600%  | N/A     | $50000.00          | $52476.54          | Agency Mortgage-Backed Securities |
| GNII ET DL1359 C    | 2065-08-20      | 7.0000%  | N/A     | $147207.00         | $151990.26         | Agency Mortgage-Backed Securities |
| GNCL CL DD4702      | 2066-07-15      | 5.5600%  | N/A     | $464328.00         | $478788.77         | Agency Mortgage-Backed Securities |
| GNPL PN CD6024      | 2063-09-15      | 2.4100%  | N/A     | $292204.00         | $241843.31         | Agency Mortgage-Backed Securities |
| GNCL CL DC7214      | 2066-11-15      | 5.8700%  | N/A     | $100000.00         | $102751.36         | Agency Mortgage-Backed Securities |
| GNII ET DL8673 C    | 2065-07-20      | 7.0000%  | N/A     | $171308.00         | $176874.39         | Agency Mortgage-Backed Securities |
| GNII ET DI8677 C    | 2065-02-20      | 3.0000%  | N/A     | $382947.00         | $332113.69         | Agency Mortgage-Backed Securities |
| GNII ET DG8789 C    | 2064-11-20      | 5.0000%  | N/A     | $106872.00         | $105115.21         | Agency Mortgage-Backed Securities |
| GNPL PN DA8504      | 2060-05-15      | 5.9500%  | N/A     | $50000.00          | $53515.37          | Agency Mortgage-Backed Securities |
| GNII RG DL3355 C    | 2054-01-20      | 6.5000%  | N/A     | $1142775.00        | $1206833.89        | Agency Mortgage-Backed Securities |
| GNII ET DL4816 C    | 2065-06-20      | 6.0000%  | N/A     | $1207269.00        | $1228869.05        | Agency Mortgage-Backed Securities |
| GNII ET DC7286 C    | 2064-04-20      | 7.5000%  | N/A     | $542085.00         | $273079.94         | Agency Mortgage-Backed Securities |
| GNII RG CP0111 C    | 2042-07-20      | 3.5000%  | N/A     | $998614.00         | $695114.69         | Agency Mortgage-Backed Securities |
| GNII ET DI7202 C    | 2065-03-20      | 4.0000%  | N/A     | $218157.00         | $200712.00         | Agency Mortgage-Backed Securities |
| GNPL PN DJ8022      | 2060-06-15      | 6.0300%  | N/A     | $250000.00         | $269236.88         | Agency Mortgage-Backed Securities |
| GNII RG CT6954 C    | 2038-12-20      | 6.0000%  | N/A     | $1382127.00        | $1148593.67        | Agency Mortgage-Backed Securities |
| GNII ET DH5175 C    | 2065-02-20      | 3.0000%  | N/A     | $253853.00         | $220217.74         | Agency Mortgage-Backed Securities |
| GNII ET DL8383 C    | 2065-06-20      | 7.0000%  | N/A     | $205982.00         | $212675.06         | Agency Mortgage-Backed Securities |
| GNII JM MA9531 M    | 2054-01-20      | 7.0000%  | N/A     | $1048000.00        | $274195.74         | Agency Mortgage-Backed Securities |
| GNII ET DL3416 C    | 2065-07-20      | 7.0000%  | N/A     | $535329.00         | $552723.68         | Agency Mortgage-Backed Securities |
| GNII RG DI7470 C    | 2054-01-20      | 6.5000%  | N/A     | $1152871.00        | $1214133.02        | Agency Mortgage-Backed Securities |
| GNHA RM DK4972 H    | 2075-05-20      | 5.9320%  | N/A     | $14849731.00       | $16240409.39       | Agency Mortgage-Backed Securities |
| GNII ET CT5330 C    | 2061-08-20      | 3.5000%  | N/A     | $301096.00         | $265223.61         | Agency Mortgage-Backed Securities |
| GNII ET DC7477 C    | 2063-12-20      | 7.5000%  | N/A     | $200620.00         | $206940.61         | Agency Mortgage-Backed Securities |
| GNII ET DF5659 C    | 2063-12-20      | 7.5000%  | N/A     | $182463.00         | $188617.59         | Agency Mortgage-Backed Securities |
| GNII ET DI3513 C    | 2065-01-20      | 3.0000%  | N/A     | $361027.00         | $313458.76         | Agency Mortgage-Backed Securities |
| GNII ET DK5468 C    | 2065-07-20      | 7.0000%  | N/A     | $983098.00         | $1015042.24        | Agency Mortgage-Backed Securities |
| GNHA RM CN6131 H    | 2072-05-20      | 5.7140%  | N/A     | $15550000.00       | $16740932.49       | Agency Mortgage-Backed Securities |
| GNII ET DL7207 C    | 2065-07-20      | 6.5000%  | N/A     | $733768.00         | $755661.11         | Agency Mortgage-Backed Securities |
| GNHA RM CM6391 H    | 2072-04-20      | 5.8170%  | N/A     | $15000000.00       | $15666848.16       | Agency Mortgage-Backed Securities |
| GNCL CL DA4299      | 2066-05-15      | 5.1500%  | N/A     | $50000.00          | $49414.03          | Agency Mortgage-Backed Securities |
| GNII ET DC0328 C    | 2064-05-20      | 7.5000%  | N/A     | $186893.00         | $192926.76         | Agency Mortgage-Backed Securities |
| GNII ET DG0970 C    | 2064-10-20      | 5.0000%  | N/A     | $130551.00         | $128354.91         | Agency Mortgage-Backed Securities |
| GNII RG DI1785 C    | 2051-08-20      | 3.5000%  | N/A     | $1635009.00        | $1223057.59        | Agency Mortgage-Backed Securities |
| GNII ET DL7237 C    | 2065-05-20      | 6.0000%  | N/A     | $1174390.00        | $1195401.79        | Agency Mortgage-Backed Securities |
| GNPL PN DE7035      | 2055-06-15      | 5.7200%  | N/A     | $250000.00         | $263768.66         | Agency Mortgage-Backed Securities |
| GNII ET DJ7322 C    | 2065-03-20      | 4.0000%  | N/A     | $262330.00         | $241624.53         | Agency Mortgage-Backed Securities |
| GNII ET DJ3511 C    | 2065-02-20      | 4.0000%  | N/A     | $326927.00         | $301044.61         | Agency Mortgage-Backed Securities |
| GNII ET DK3214 C    | 2064-07-20      | 6.5000%  | N/A     | $192329.00         | $198067.24         | Agency Mortgage-Backed Securities |
| GNII ET DB1895 C    | 2064-04-20      | 7.5000%  | N/A     | $129217.00         | $133263.41         | Agency Mortgage-Backed Securities |
| GNII ET DB4072 C    | 2064-04-20      | 7.5000%  | N/A     | $143305.00         | $147837.77         | Agency Mortgage-Backed Securities |
| GNII ET DI8658 C    | 2065-03-20      | 4.0000%  | N/A     | $316728.00         | $291384.20         | Agency Mortgage-Backed Securities |
| GNII ET DK2404 C    | 2065-04-20      | 4.5000%  | N/A     | $263987.00         | $251897.07         | Agency Mortgage-Backed Securities |
| GNII ET DJ7235 C    | 2065-04-20      | 4.0000%  | N/A     | $163053.00         | $150148.75         | Agency Mortgage-Backed Securities |
| GNPL PN DJ4693      | 2060-06-15      | 4.8600%  | N/A     | $1000000.00        | $992788.78         | Agency Mortgage-Backed Securities |
| GNPL PN DH1775      | 2060-05-15      | 5.7600%  | N/A     | $100000.00         | $105604.96         | Agency Mortgage-Backed Securities |
| GNII ET DB9042 C    | 2062-09-20      | 5.0000%  | N/A     | $83337.00          | $81458.48          | Agency Mortgage-Backed Securities |
| GNII ET DG1656 C    | 2065-01-20      | 5.0000%  | N/A     | $550857.00         | $542484.48         | Agency Mortgage-Backed Securities |
| GNII RG CN2042 C    | 2047-12-20      | 3.5000%  | N/A     | $1127182.00        | $507988.20         | Agency Mortgage-Backed Securities |
| GNII ET DJ5432 C    | 2065-05-20      | 4.5000%  | N/A     | $168712.00         | $161101.35         | Agency Mortgage-Backed Securities |
| GNPL PN DA8497      | 2060-02-15      | 5.7500%  | N/A     | $100000.00         | $105661.30         | Agency Mortgage-Backed Securities |
| GNII ET DC0231 C    | 2063-12-20      | 7.5000%  | N/A     | $798059.00         | $333790.54         | Agency Mortgage-Backed Securities |
| GNII RG DJ9685 C    | 2051-06-20      | 3.0000%  | N/A     | $1075504.00        | $947802.68         | Agency Mortgage-Backed Securities |
| GNPL PN CW0782      | 2060-09-15      | 5.9000%  | N/A     | $100000.00         | $102161.28         | Agency Mortgage-Backed Securities |
| GNII ET DL8381 C    | 2065-07-20      | 7.0000%  | N/A     | $112863.00         | $116530.31         | Agency Mortgage-Backed Securities |
| GNII ET DF6150 C    | 2064-08-20      | 4.5000%  | N/A     | $134242.00         | $127700.41         | Agency Mortgage-Backed Securities |
| GNPL PN DH1772      | 2060-05-15      | 5.6400%  | N/A     | $50000.00          | $52428.15          | Agency Mortgage-Backed Securities |
| GNII RG CN2091 C    | 2046-01-20      | 3.5000%  | N/A     | $1288548.00        | $798624.80         | Agency Mortgage-Backed Securities |
| GNII RG CQ9327 C    | 2038-11-20      | 6.0000%  | N/A     | $1394966.00        | $1137503.47        | Agency Mortgage-Backed Securities |
| GNII RG DK6961 C    | 2050-03-20      | 4.0000%  | N/A     | $1110707.00        | $1040362.34        | Agency Mortgage-Backed Securities |
| GNPL PN DJ7946      | 2060-06-15      | 6.0200%  | N/A     | $250000.00         | $269048.11         | Agency Mortgage-Backed Securities |
| GNII ET DB7579 C    | 2064-06-20      | 7.5000%  | N/A     | $991462.00         | $583171.01         | Agency Mortgage-Backed Securities |
| GNII ET DM1652 C    | 2065-08-20      | 6.0000%  | N/A     | $1180226.00        | $1201342.21        | Agency Mortgage-Backed Securities |
| GNII ET DL3237 C    | 2065-07-20      | 6.5000%  | N/A     | $1232971.00        | $1269758.61        | Agency Mortgage-Backed Securities |
| GNII ET CX7212 C    | 2064-06-20      | 7.5000%  | N/A     | $284645.00         | $293611.87         | Agency Mortgage-Backed Securities |
| GNII ET DF5597 C    | 2062-05-20      | 4.0000%  | N/A     | $100334.00         | $91711.30          | Agency Mortgage-Backed Securities |
| GNII ET DC3546 C    | 2064-06-20      | 7.5000%  | N/A     | $435576.00         | $109676.77         | Agency Mortgage-Backed Securities |
| GNPL PN CD0955      | 2063-05-15      | 2.9000%  | N/A     | $143006.00         | $122874.13         | Agency Mortgage-Backed Securities |
| GNII ET DL6732 C    | 2065-08-20      | 7.0000%  | N/A     | $404854.00         | $418009.10         | Agency Mortgage-Backed Securities |
| GNII ET DL3368 C    | 2065-07-20      | 7.0000%  | N/A     | $282109.00         | $291275.69         | Agency Mortgage-Backed Securities |
| GNII ET DE3803 C    | 2064-08-20      | 5.0000%  | N/A     | $403900.00         | $392375.39         | Agency Mortgage-Backed Securities |
| GNII ET DJ5613 C    | 2065-03-20      | 4.5000%  | N/A     | $108154.00         | $103113.75         | Agency Mortgage-Backed Securities |
| GNII ET DK1602 C    | 2065-04-20      | 3.0000%  | N/A     | $297199.00         | $258635.16         | Agency Mortgage-Backed Securities |
| GNII ET DH2339 C    | 2064-12-20      | 5.0000%  | N/A     | $142799.00         | $140488.33         | Agency Mortgage-Backed Securities |
| GNII ET DH3742 C    | 2063-11-20      | 7.5000%  | N/A     | $194414.00         | $201012.25         | Agency Mortgage-Backed Securities |
| GNII ET DB3229 C    | 2063-12-20      | 4.5000%  | N/A     | $339298.00         | $320865.93         | Agency Mortgage-Backed Securities |
| GNII ET DL3444 C    | 2065-07-20      | 6.5000%  | N/A     | $201632.00         | $207648.21         | Agency Mortgage-Backed Securities |
| GNII ET DB5614 C    | 2063-12-20      | 8.0000%  | N/A     | $97294.00          | $101087.95         | Agency Mortgage-Backed Securities |
| GNII ET DF1033 C    | 2063-12-20      | 7.5000%  | N/A     | $234509.00         | $242287.72         | Agency Mortgage-Backed Securities |
| GNPL PN DA4275      | 2059-07-15      | 5.6900%  | N/A     | $1000000.00        | $1046485.10        | Agency Mortgage-Backed Securities |
| GNII ET DL3443 C    | 2065-08-20      | 6.5000%  | N/A     | $434921.00         | $447897.98         | Agency Mortgage-Backed Securities |
| GNII RG CO2147 C    | 2050-06-20      | 3.5000%  | N/A     | $1491807.00        | $1165560.53        | Agency Mortgage-Backed Securities |
| GNCL CL DF8934      | 2067-07-15      | 5.5400%  | N/A     | $200000.00         | $205738.38         | Agency Mortgage-Backed Securities |
| GNII ET DL9054 C    | 2065-02-20      | 3.0000%  | N/A     | $301855.00         | $263170.57         | Agency Mortgage-Backed Securities |
| GNHA RM CM9951 H    | 2072-04-20      | 5.7840%  | N/A     | $7357110.00        | $7625897.82        | Agency Mortgage-Backed Securities |
| GNII RG CP0132 C    | 2045-07-20      | 3.5000%  | N/A     | $2002973.00        | $1097531.19        | Agency Mortgage-Backed Securities |
| GNPL PN CP3663      | 2057-12-15      | 6.0200%  | N/A     | $250000.00         | $258685.30         | Agency Mortgage-Backed Securities |
| GNII RG CT5326 C    | 2036-04-20      | 6.0000%  | N/A     | $1721193.00        | $1122665.40        | Agency Mortgage-Backed Securities |
| GNII ET DG7389 C    | 2064-11-20      | 3.5000%  | N/A     | $239963.00         | $214208.88         | Agency Mortgage-Backed Securities |
| GNII ET DC8656 C    | 2064-06-20      | 7.5000%  | N/A     | $2158416.00        | $716593.76         | Agency Mortgage-Backed Securities |
| GNCL CL CS8949      | 2066-12-15      | 5.6500%  | N/A     | $503275.00         | $522409.74         | Agency Mortgage-Backed Securities |
| GNII ET DC4804 C    | 2064-04-20      | 7.5000%  | N/A     | $118734.00         | $122528.88         | Agency Mortgage-Backed Securities |
| GNII ET DB4277 C    | 2062-04-20      | 3.0000%  | N/A     | $6807.00           | $5826.41           | Agency Mortgage-Backed Securities |
| GNII ET DB5243 C    | 2064-06-20      | 7.5000%  | N/A     | $675172.00         | $435205.38         | Agency Mortgage-Backed Securities |
| GNII ET CZ8708 C    | 2063-12-20      | 8.0000%  | N/A     | $973507.00         | $337883.38         | Agency Mortgage-Backed Securities |
| GNII ET DC1654 C    | 2064-04-20      | 7.5000%  | N/A     | $138677.00         | $143112.57         | Agency Mortgage-Backed Securities |
| GNII ET DE3865 C    | 2064-08-20      | 4.0000%  | N/A     | $182009.00         | $166618.23         | Agency Mortgage-Backed Securities |
| GNPL PN CM4404      | 2064-08-15      | 5.7000%  | N/A     | $50000.00          | $52666.73          | Agency Mortgage-Backed Securities |
| GNII ET DC1949 C    | 2064-05-20      | 7.5000%  | N/A     | $435366.00         | $335902.86         | Agency Mortgage-Backed Securities |
| GNCL CL DF9983      | 2067-04-15      | 5.0500%  | N/A     | $800966.00         | $788445.12         | Agency Mortgage-Backed Securities |
| GNII ET DC9622 C    | 2063-12-20      | 7.5000%  | N/A     | $129765.00         | $133018.23         | Agency Mortgage-Backed Securities |
| GNII ET DH6108 C    | 2065-03-20      | 4.0000%  | N/A     | $440598.00         | $405069.90         | Agency Mortgage-Backed Securities |
| GNPL PN DK6737      | 2060-06-15      | 5.8400%  | N/A     | $250000.00         | $265652.87         | Agency Mortgage-Backed Securities |
| GNPL PN CQ4845      | 2057-12-15      | 5.0000%  | N/A     | $1000000.00        | $991405.89         | Agency Mortgage-Backed Securities |
| GNII RG CV1696 C    | 2038-12-20      | 6.0000%  | N/A     | $1252499.00        | $1118529.90        | Agency Mortgage-Backed Securities |
| GNII ET DJ7321 C    | 2065-03-20      | 3.5000%  | N/A     | $530213.00         | $474553.18         | Agency Mortgage-Backed Securities |
| GNII ET DG8347 C    | 2065-01-20      | 3.5000%  | N/A     | $1293253.00        | $1150732.64        | Agency Mortgage-Backed Securities |
| GNII RG CX7661 C    | 2052-12-20      | 6.5000%  | N/A     | $1150747.00        | $749809.47         | Agency Mortgage-Backed Securities |
| GNII RG CO5651 C    | 2048-04-20      | 3.5000%  | N/A     | $1044282.00        | $600870.56         | Agency Mortgage-Backed Securities |
| GNII ET DL7942 C    | 2065-08-20      | 7.0000%  | N/A     | $739305.00         | $763327.57         | Agency Mortgage-Backed Securities |
| GNII ET DL3455 C    | 2065-07-20      | 6.5000%  | N/A     | $435610.00         | $448607.54         | Agency Mortgage-Backed Securities |
| GNII ET DL9043 C    | 2065-05-20      | 5.5000%  | N/A     | $273756.00         | $274270.60         | Agency Mortgage-Backed Securities |
| GNII ET DF5632 C    | 2062-09-20      | 5.0000%  | N/A     | $502346.00         | $281072.15         | Agency Mortgage-Backed Securities |
| GNPL PN DG0401      | 2060-05-15      | 5.6500%  | N/A     | $50000.00          | $52626.32          | Agency Mortgage-Backed Securities |
| GNII ET DH2343 C    | 2065-01-20      | 4.5000%  | N/A     | $122942.00         | $117158.64         | Agency Mortgage-Backed Securities |
| GNII ET DG4236 C    | 2063-11-20      | 7.5000%  | N/A     | $121033.00         | $125168.76         | Agency Mortgage-Backed Securities |
| GNII RG CP0135 C    | 2042-08-20      | 3.5000%  | N/A     | $1410753.00        | $827596.64         | Agency Mortgage-Backed Securities |
| GNCL CL DF8960      | 2067-09-15      | 5.2800%  | N/A     | $205517.00         | $207104.55         | Agency Mortgage-Backed Securities |
| GNII ET DH5176 C    | 2065-03-20      | 3.5000%  | N/A     | $102368.00         | $91375.36          | Agency Mortgage-Backed Securities |
| GNPL PN DH1766      | 2060-04-15      | 5.9900%  | N/A     | $100000.00         | $103054.50         | Agency Mortgage-Backed Securities |
| GNII RG DH3831 C    | 2048-06-20      | 3.5000%  | N/A     | $1239164.00        | $1115780.75        | Agency Mortgage-Backed Securities |
| GNII ET DB8404 C    | 2060-01-20      | 5.0000%  | N/A     | $116204.00         | $113500.78         | Agency Mortgage-Backed Securities |
| GNII ET DI2683 C    | 2062-09-20      | 4.5000%  | N/A     | $152075.00         | $145179.00         | Agency Mortgage-Backed Securities |
| GNII ET DF5654 C    | 2062-04-20      | 3.5000%  | N/A     | $56898.00          | $50544.58          | Agency Mortgage-Backed Securities |
| GNII ET DI7125 C    | 2065-03-20      | 4.5000%  | N/A     | $95783.00          | $91419.78          | Agency Mortgage-Backed Securities |
| GNII ET DL9152 C    | 2065-05-20      | 6.5000%  | N/A     | $423232.00         | $435860.21         | Agency Mortgage-Backed Securities |
| GNII ET DL9726 C    | 2065-08-20      | 6.0000%  | N/A     | $162672.00         | $165885.04         | Agency Mortgage-Backed Securities |
| GNII ET DB5658 C    | 2064-05-20      | 8.0000%  | N/A     | $135729.00         | $60826.72          | Agency Mortgage-Backed Securities |
| GNII ET DH7525 C    | 2065-01-20      | 5.0000%  | N/A     | $78091.00          | $76829.85          | Agency Mortgage-Backed Securities |
| GNII ET DC2969 C    | 2064-04-20      | 7.5000%  | N/A     | $112244.00         | $115833.79         | Agency Mortgage-Backed Securities |
| GNII ET DH7569 C    | 2065-01-20      | 4.0000%  | N/A     | $1092294.00        | $1002522.20        | Agency Mortgage-Backed Securities |
| GNII ET DI3514 C    | 2065-03-20      | 3.5000%  | N/A     | $542805.00         | $484969.28         | Agency Mortgage-Backed Securities |
| GNCL CL CZ6011      | 2066-07-15      | 5.9000%  | N/A     | $250000.00         | $246588.47         | Agency Mortgage-Backed Securities |
| GNII ET DG8481 C    | 2064-11-20      | 7.5000%  | N/A     | $271043.00         | $280185.98         | Agency Mortgage-Backed Securities |
| GNPL PN DB4181      | 2059-07-15      | 5.8300%  | N/A     | $100000.00         | $105794.31         | Agency Mortgage-Backed Securities |
| GNII ET DB9485 C    | 2064-05-20      | 7.5000%  | N/A     | $721029.00         | $314268.40         | Agency Mortgage-Backed Securities |
| GNII RG DJ4976 C    | 2049-10-20      | 4.0000%  | N/A     | $1117634.00        | $1041148.94        | Agency Mortgage-Backed Securities |
| GNII ET DK6197 C    | 2063-12-20      | 8.0000%  | N/A     | $105394.00         | $97333.04          | Agency Mortgage-Backed Securities |
| GNII ET DB4278 C    | 2062-06-20      | 4.0000%  | N/A     | $389129.00         | $200594.73         | Agency Mortgage-Backed Securities |
| GNPL PN DA8505      | 2060-04-15      | 5.1800%  | N/A     | $50000.00          | $51041.79          | Agency Mortgage-Backed Securities |
| GNII ET DE3813 C    | 2064-08-20      | 4.0000%  | N/A     | $446818.00         | $408854.70         | Agency Mortgage-Backed Securities |
| GNII ET DJ3471 C    | 2064-11-20      | 3.5000%  | N/A     | $241641.00         | $216107.20         | Agency Mortgage-Backed Securities |
| GNII RG CN2001 C    | 2047-12-20      | 3.5000%  | N/A     | $1023896.00        | $673608.43         | Agency Mortgage-Backed Securities |
| GNII ET DL8382 C    | 2065-08-20      | 6.5000%  | N/A     | $163926.00         | $168817.15         | Agency Mortgage-Backed Securities |
| GNII RG DF5651 C    | 2042-12-20      | 3.5000%  | N/A     | $1154240.00        | $1025343.94        | Agency Mortgage-Backed Securities |
| GNII ET DI1791 C    | 2064-10-20      | 5.0000%  | N/A     | $424320.00         | $418016.08         | Agency Mortgage-Backed Securities |
| GNII ET DG8356 C    | 2064-11-20      | 3.0000%  | N/A     | $324427.00         | $280976.96         | Agency Mortgage-Backed Securities |
| GNII ET DG3148 C    | 2064-12-20      | 3.5000%  | N/A     | $238984.00         | $212732.54         | Agency Mortgage-Backed Securities |
| GNII RG CS4166 C    | 2039-02-20      | 6.5000%  | N/A     | $1008269.00        | $772687.20         | Agency Mortgage-Backed Securities |
| GNII ET DH8903 C    | 2065-01-20      | 5.0000%  | N/A     | $117910.00         | $116077.81         | Agency Mortgage-Backed Securities |
| GNPL PN DA8502      | 2060-03-15      | 5.7200%  | N/A     | $50000.00          | $52672.28          | Agency Mortgage-Backed Securities |
| GNII ET DG3164 C    | 2064-12-20      | 4.5000%  | N/A     | $709568.00         | $675663.72         | Agency Mortgage-Backed Securities |
| GNII RG CO2850 C    | 2048-03-20      | 3.5000%  | N/A     | $1287634.00        | $1077390.38        | Agency Mortgage-Backed Securities |
| GNII ET DJ5348 C    | 2065-04-20      | 3.0000%  | N/A     | $163569.00         | $142168.61         | Agency Mortgage-Backed Securities |
| GNPL PN DA8503      | 2060-03-15      | 5.7200%  | N/A     | $50000.00          | $52672.28          | Agency Mortgage-Backed Securities |
| GNII ET DL8362 C    | 2065-07-20      | 7.0000%  | N/A     | $460815.00         | $475788.47         | Agency Mortgage-Backed Securities |
| GNII RG CV2898 C    | 2038-11-20      | 6.5000%  | N/A     | $1020507.00        | $916515.08         | Agency Mortgage-Backed Securities |
| GNII ET DI6877 C    | 2065-03-20      | 4.0000%  | N/A     | $369685.00         | $339855.07         | Agency Mortgage-Backed Securities |
| GNII ET DE3802 C    | 2064-08-20      | 4.0000%  | N/A     | $100293.00         | $91812.20          | Agency Mortgage-Backed Securities |
| GNPL PN DE9891      | 2060-05-15      | 5.8700%  | N/A     | $1000000.00        | $1064867.46        | Agency Mortgage-Backed Securities |
| GNII ET DI6889 C    | 2065-03-20      | 3.5000%  | N/A     | $723229.00         | $645717.90         | Agency Mortgage-Backed Securities |
| GNII ET DG8361 C    | 2065-01-20      | 5.0000%  | N/A     | $52565.00          | $51730.43          | Agency Mortgage-Backed Securities |
| GNCL CL DA4292      | 2067-01-15      | 5.3000%  | N/A     | $250000.00         | $257334.06         | Agency Mortgage-Backed Securities |
| GNII ET DL6717 C    | 2065-04-20      | 6.5000%  | N/A     | $321897.00         | $331377.04         | Agency Mortgage-Backed Securities |
| GNII RG CM2528 C    | 2032-11-20      | 7.0000%  | N/A     | $1723706.00        | $834799.20         | Agency Mortgage-Backed Securities |
| GNII ET DJ5033 C    | 2065-03-20      | 3.0000%  | N/A     | $240022.00         | $208651.80         | Agency Mortgage-Backed Securities |
| GNPL PN DJ7963      | 2060-08-15      | 5.9700%  | N/A     | $508050.00         | $543554.23         | Agency Mortgage-Backed Securities |
| GNPL PN DJ4973      | 2060-07-15      | 5.8500%  | N/A     | $250000.00         | $265026.10         | Agency Mortgage-Backed Securities |
| GNII ET DI6718 C    | 2064-11-20      | 4.5000%  | N/A     | $131036.00         | $124938.96         | Agency Mortgage-Backed Securities |
| GNPL PN DK6736      | 2060-06-15      | 5.8400%  | N/A     | $250000.00         | $265652.87         | Agency Mortgage-Backed Securities |
| GNII ET DG3142 C    | 2064-12-20      | 4.0000%  | N/A     | $160221.00         | $146924.64         | Agency Mortgage-Backed Securities |
| GNII ET DI3527 C    | 2065-03-20      | 3.5000%  | N/A     | $429886.00         | $384082.99         | Agency Mortgage-Backed Securities |
| GNII ET DF4472 C    | 2063-05-20      | 5.0000%  | N/A     | $143472.00         | $141042.02         | Agency Mortgage-Backed Securities |
| GNSN 678423 001-100 | 2038-04-15      | 5.0000%  | N/A     | $2521989.00        | $657097.47         | Agency Mortgage-Backed Securities |
| GNII ET DD9175 C    | 2064-06-20      | 7.5000%  | N/A     | $306452.00         | $316151.77         | Agency Mortgage-Backed Securities |
| GNII ET DI5675 C    | 2065-04-20      | 5.0000%  | N/A     | $188952.00         | $186309.62         | Agency Mortgage-Backed Securities |
| GNII ET DJ7334 C    | 2065-03-20      | 4.5000%  | N/A     | $122012.00         | $116598.07         | Agency Mortgage-Backed Securities |
| GNII RG DI7472 C    | 2050-07-20      | 3.5000%  | N/A     | $1036620.00        | $937175.95         | Agency Mortgage-Backed Securities |
| GNII ET DL3462 C    | 2065-07-20      | 6.5000%  | N/A     | $393927.00         | $405680.82         | Agency Mortgage-Backed Securities |
| GNII RG DC2565 C    | 2049-05-20      | 5.0000%  | N/A     | $1181621.00        | $946336.02         | Agency Mortgage-Backed Securities |
| GNII ET DC1084 C    | 2064-06-20      | 7.5000%  | N/A     | $957991.00         | $700899.37         | Agency Mortgage-Backed Securities |
| GNII ET DF8862 C    | 2064-10-20      | 7.5000%  | N/A     | $500050.00         | $517218.91         | Agency Mortgage-Backed Securities |
| GNII RG CS3921 C    | 2034-02-20      | 6.0000%  | N/A     | $1058270.00        | $789534.81         | Agency Mortgage-Backed Securities |
| GNII ET CV2965 C    | 2064-03-20      | 2.5000%  | N/A     | $29965.00          | $14270.59          | Agency Mortgage-Backed Securities |
| GNPL PN DC7239      | 2058-04-15      | 5.5100%  | N/A     | $50000.00          | $51812.52          | Agency Mortgage-Backed Securities |
| GNII ET DC5549 C    | 2063-12-20      | 7.5000%  | N/A     | $258150.00         | $266447.12         | Agency Mortgage-Backed Securities |
| GNII ET DM2325 C    | 2065-07-20      | 7.5000%  | N/A     | $120232.00         | $124676.78         | Agency Mortgage-Backed Securities |
| GNII ET DI7189 C    | 2065-02-20      | 5.0000%  | N/A     | $184246.00         | $181608.66         | Agency Mortgage-Backed Securities |
| GNII RG DK6940 C    | 2048-04-20      | 3.5000%  | N/A     | $1366495.00        | $1242180.35        | Agency Mortgage-Backed Securities |
| GNII ET DL0422 C    | 2065-05-20      | 6.5000%  | N/A     | $1051099.00        | $1082460.17        | Agency Mortgage-Backed Securities |
| GNCL CL DF4990      | 2066-08-15      | 5.4000%  | N/A     | $88522.00          | $90236.76          | Agency Mortgage-Backed Securities |
| GNII ET DC6382 C    | 2064-05-20      | 7.5000%  | N/A     | $1425966.00        | $1078936.24        | Agency Mortgage-Backed Securities |
| GNII ET DJ9251 C    | 2065-05-20      | 3.0000%  | N/A     | $155091.00         | $134824.38         | Agency Mortgage-Backed Securities |
| GNII ET DE1945 C    | 2064-08-20      | 5.0000%  | N/A     | $104148.00         | $102266.88         | Agency Mortgage-Backed Securities |
| GNII RG DK6939 C    | 2054-01-20      | 7.5000%  | N/A     | $1000482.00        | $1054250.52        | Agency Mortgage-Backed Securities |
| GNII RG CO2849 C    | 2042-10-20      | 3.5000%  | N/A     | $1546611.00        | $1140616.91        | Agency Mortgage-Backed Securities |
| GNII RG CT6956 C    | 2038-12-20      | 6.5000%  | N/A     | $1072129.00        | $904704.12         | Agency Mortgage-Backed Securities |
| GNII RG DI7481 C    | 2054-01-20      | 7.0000%  | N/A     | $1003028.00        | $1051212.12        | Agency Mortgage-Backed Securities |
| GNII ET DF3188 C    | 2064-11-20      | 3.5000%  | N/A     | $341900.00         | $304529.87         | Agency Mortgage-Backed Securities |
| GNII ET DK6048 C    | 2065-08-20      | 6.5000%  | N/A     | $571229.00         | $588271.93         | Agency Mortgage-Backed Securities |
| GNII ET DK6121 C    | 2065-05-20      | 4.5000%  | N/A     | $1314732.00        | $1256334.55        | Agency Mortgage-Backed Securities |
| GNII ET DI7151 C    | 2065-04-20      | 5.0000%  | N/A     | $107710.00         | $106170.85         | Agency Mortgage-Backed Securities |
| GNCL CL CN7025      | 2065-04-15      | 5.6400%  | N/A     | $100000.00         | $101931.07         | Agency Mortgage-Backed Securities |
| GNII ET DJ2523 C    | 2064-12-20      | 4.5000%  | N/A     | $202346.00         | $193234.13         | Agency Mortgage-Backed Securities |
| GNII ET DL8595 C    | 2065-08-20      | 6.0000%  | N/A     | $672636.00         | $684670.58         | Agency Mortgage-Backed Securities |
| GNPL PN DC7241      | 2060-04-15      | 5.5400%  | N/A     | $50000.00          | $52116.82          | Agency Mortgage-Backed Securities |
| GNPL PN DI9901      | 2055-06-15      | 6.2200%  | N/A     | $250000.00         | $272616.92         | Agency Mortgage-Backed Securities |
| GNII RG CT5447 C    | 2038-12-20      | 6.0000%  | N/A     | $1514223.00        | $716833.73         | Agency Mortgage-Backed Securities |
| GNPL PN DH1771      | 2060-05-15      | 5.6400%  | N/A     | $50000.00          | $52428.15          | Agency Mortgage-Backed Securities |
| GNII ET DF5696 C    | 2062-05-20      | 4.5000%  | N/A     | $181572.00         | $172710.21         | Agency Mortgage-Backed Securities |
| GNPL PN DG5688      | 2060-04-15      | 5.2100%  | N/A     | $50000.00          | $50915.03          | Agency Mortgage-Backed Securities |
| GNII ET DJ9258 C    | 2065-01-20      | 5.0000%  | N/A     | $888727.00         | $876694.79         | Agency Mortgage-Backed Securities |
| GNII RG CQ7628 C    | 2036-05-20      | 6.0000%  | N/A     | $1205370.00        | $946529.19         | Agency Mortgage-Backed Securities |
| GNII ET DI7827 C    | 2065-02-20      | 5.0000%  | N/A     | $374850.00         | $369514.07         | Agency Mortgage-Backed Securities |
| GNII ET DD0856 C    | 2064-06-20      | 7.5000%  | N/A     | $511538.00         | $251975.04         | Agency Mortgage-Backed Securities |
| GNII ET DJ4646 C    | 2065-03-20      | 3.0000%  | N/A     | $363840.00         | $315981.67         | Agency Mortgage-Backed Securities |
| GNII ET DH3710 C    | 2065-02-20      | 5.0000%  | N/A     | $339624.00         | $334355.83         | Agency Mortgage-Backed Securities |
| GNII ET DG8360 C    | 2065-01-20      | 4.5000%  | N/A     | $784619.00         | $747109.71         | Agency Mortgage-Backed Securities |
| GNPL PN DI9897      | 2060-06-15      | 5.9700%  | N/A     | $100000.00         | $106121.00         | Agency Mortgage-Backed Securities |
| GNPL PN DF6559      | 2060-05-15      | 5.4200%  | N/A     | $50000.00          | $51717.60          | Agency Mortgage-Backed Securities |
| GNII ET DL2117 C    | 2065-07-20      | 6.5000%  | N/A     | $962803.00         | $991528.76         | Agency Mortgage-Backed Securities |
| GNPL PN DJ8027      | 2060-07-15      | 6.1000%  | N/A     | $538600.00         | $574968.49         | Agency Mortgage-Backed Securities |
| GNPL PN DJ4688      | 2060-06-15      | 5.3700%  | N/A     | $250000.00         | $257765.64         | Agency Mortgage-Backed Securities |
| GNII RG CQ7592 C    | 2035-04-20      | 5.0000%  | N/A     | $1299877.00        | $816194.16         | Agency Mortgage-Backed Securities |
| GNII ET DH5058 C    | 2064-11-20      | 4.0000%  | N/A     | $132475.00         | $121595.57         | Agency Mortgage-Backed Securities |
| GNII ET DL1355 C    | 2055-12-20      | 6.0000%  | N/A     | $234165.00         | $238352.96         | Agency Mortgage-Backed Securities |
| GNPL PN DH1773      | 2060-05-15      | 5.6400%  | N/A     | $50000.00          | $52428.15          | Agency Mortgage-Backed Securities |
| GNII ET CY2541 C    | 2063-12-20      | 8.0000%  | N/A     | $3006232.00        | $881564.40         | Agency Mortgage-Backed Securities |
| GNPL PN DA8498      | 2060-02-15      | 5.7500%  | N/A     | $50000.00          | $52830.65          | Agency Mortgage-Backed Securities |
| GNII RG CS7493 C    | 2039-12-20      | 6.0000%  | N/A     | $1340034.00        | $1098169.61        | Agency Mortgage-Backed Securities |
| GNII ET DB7683 C    | 2064-06-20      | 7.5000%  | N/A     | $405913.00         | $230790.76         | Agency Mortgage-Backed Securities |
| GNCL CL DF8944      | 2061-07-15      | 5.9400%  | N/A     | $857620.00         | $845092.74         | Agency Mortgage-Backed Securities |
| GNPL PN DK6734      | 2060-06-15      | 5.8400%  | N/A     | $250000.00         | $265652.87         | Agency Mortgage-Backed Securities |
| GNII ET DD0945 C    | 2064-03-20      | 7.5000%  | N/A     | $65105.00          | $67227.43          | Agency Mortgage-Backed Securities |
| GNII ET DB5587 C    | 2063-12-20      | 8.0000%  | N/A     | $178115.00         | $185148.99         | Agency Mortgage-Backed Securities |
| GNII ET DI5954 C    | 2065-06-20      | 3.5000%  | N/A     | $221838.00         | $198577.54         | Agency Mortgage-Backed Securities |
| GNPL PN DC7248      | 2060-05-15      | 5.5300%  | N/A     | $50000.00          | $52031.10          | Agency Mortgage-Backed Securities |
| GNII ET CX7206 C    | 2062-09-20      | 5.0000%  | N/A     | $271999.00         | $266124.86         | Agency Mortgage-Backed Securities |
| GNII ET DH9348 C    | 2064-11-20      | 4.5000%  | N/A     | $459434.00         | $437805.17         | Agency Mortgage-Backed Securities |
| GNII ET DL7238 C    | 2065-04-20      | 6.5000%  | N/A     | $225755.00         | $232490.75         | Agency Mortgage-Backed Securities |
| GNPL PN DF8957      | 2055-04-15      | 5.6300%  | N/A     | $50000.00          | $52326.74          | Agency Mortgage-Backed Securities |
| GNII ET DI7172 C    | 2065-03-20      | 3.0000%  | N/A     | $466919.00         | $405411.60         | Agency Mortgage-Backed Securities |
| GNPL PN DH1767      | 2060-04-15      | 5.9900%  | N/A     | $100000.00         | $107268.99         | Agency Mortgage-Backed Securities |
| GNII ET DL1358 C    | 2065-08-20      | 6.5000%  | N/A     | $858798.00         | $884421.57         | Agency Mortgage-Backed Securities |
| GNII ET DG8303 C    | 2065-01-20      | 4.5000%  | N/A     | $247363.00         | $235621.57         | Agency Mortgage-Backed Securities |
| GNPL PN DJ8020      | 2060-06-15      | 5.8300%  | N/A     | $50000.00          | $53101.66          | Agency Mortgage-Backed Securities |
| GNHA RM CK2815 H    | 2072-05-20      | 5.8530%  | N/A     | $19550000.00       | $21488685.20       | Agency Mortgage-Backed Securities |
| GNII ET DI3526 C    | 2065-01-20      | 3.0000%  | N/A     | $287040.00         | $249306.38         | Agency Mortgage-Backed Securities |
| GNPL PN CO1754      | 2058-05-15      | 4.7900%  | N/A     | $250000.00         | $245212.40         | Agency Mortgage-Backed Securities |
| GNII ET DJ2556 C    | 2065-03-20      | 3.0000%  | N/A     | $312668.00         | $272597.82         | Agency Mortgage-Backed Securities |
| GNPL PN DJ4972      | 2060-07-15      | 5.8500%  | N/A     | $250000.00         | $265026.10         | Agency Mortgage-Backed Securities |
| GNII RG CS9547 C    | 2038-12-20      | 6.0000%  | N/A     | $1056345.00        | $710483.89         | Agency Mortgage-Backed Securities |
| GNII ET DI7186 C    | 2065-03-20      | 3.0000%  | N/A     | $235939.00         | $204906.06         | Agency Mortgage-Backed Securities |
| GNII ET DL9050 C    | 2065-04-20      | 4.5000%  | N/A     | $393502.00         | $376544.03         | Agency Mortgage-Backed Securities |
| GNII ET DJ5433 C    | 2065-03-20      | 4.0000%  | N/A     | $295645.00         | $272244.45         | Agency Mortgage-Backed Securities |
| GNII ET DI6805 C    | 2065-01-20      | 4.0000%  | N/A     | $349246.00         | $321033.67         | Agency Mortgage-Backed Securities |
| GNII ET DG9570 C    | 2064-12-20      | 4.0000%  | N/A     | $631219.00         | $579680.99         | Agency Mortgage-Backed Securities |
| GNII ET DM2323 C    | 2065-07-20      | 6.5000%  | N/A     | $75265.00          | $77440.80          | Agency Mortgage-Backed Securities |
| GNII ET DL6733 C    | 2065-07-20      | 6.5000%  | N/A     | $422382.00         | $434984.85         | Agency Mortgage-Backed Securities |
| GNPL PN CQ8606      | 2060-03-15      | 5.4500%  | N/A     | $50000.00          | $51892.50          | Agency Mortgage-Backed Securities |
| GNII ET DK6166 C    | 2062-05-20      | 4.5000%  | N/A     | $240792.00         | $230050.57         | Agency Mortgage-Backed Securities |
| GNII RG DI7428 C    | 2054-02-20      | 7.0000%  | N/A     | $1384475.00        | $1040176.37        | Agency Mortgage-Backed Securities |
| GNCL CL DF1288      | 2064-12-15      | 6.0000%  | N/A     | $50000.00          | $52431.78          | Agency Mortgage-Backed Securities |
| GNII ET DJ2542 C    | 2065-05-20      | 4.0000%  | N/A     | $322508.00         | $297417.98         | Agency Mortgage-Backed Securities |
| GNPL PN DJ8021      | 2060-07-15      | 5.7000%  | N/A     | $1000000.00        | $1048800.12        | Agency Mortgage-Backed Securities |
| GNII ET DG3165 C    | 2065-01-20      | 5.0000%  | N/A     | $365218.00         | $359348.28         | Agency Mortgage-Backed Securities |
| GNII ET DF3868 C    | 2064-09-20      | 5.0000%  | N/A     | $68385.00          | $67176.48          | Agency Mortgage-Backed Securities |
| GNII ET DL8354 C    | 2065-08-20      | 6.5000%  | N/A     | $366341.00         | $377271.72         | Agency Mortgage-Backed Securities |
| GNPL PN CU4651      | 2059-02-15      | 5.5400%  | N/A     | $1000000.00        | $1032409.92        | Agency Mortgage-Backed Securities |
| GNPL RX 728041      | 2041-01-15      | 4.5000%  | N/A     | $415000.00         | $287634.94         | Agency Mortgage-Backed Securities |
| GNII ET DI2622 C    | 2062-09-20      | 5.0000%  | N/A     | $287408.00         | $283041.69         | Agency Mortgage-Backed Securities |
| GNII ET DG8302 C    | 2064-11-20      | 4.0000%  | N/A     | $69408.00          | $63669.24          | Agency Mortgage-Backed Securities |
| GNII ET DJ9252 C    | 2065-05-20      | 3.5000%  | N/A     | $662970.00         | $592887.42         | Agency Mortgage-Backed Securities |
| GNII ET DJ9254 C    | 2065-05-20      | 4.5000%  | N/A     | $476897.00         | $455422.49         | Agency Mortgage-Backed Securities |
| GNII RG CR3190 C    | 2039-08-20      | 6.0000%  | N/A     | $1081211.00        | $935142.47         | Agency Mortgage-Backed Securities |
| GNPL PN DC7244      | 2060-05-15      | 5.5900%  | N/A     | $50000.00          | $52514.45          | Agency Mortgage-Backed Securities |
| GNPL PN CW2330      | 2059-02-15      | 5.6200%  | N/A     | $1000000.00        | $1037996.34        | Agency Mortgage-Backed Securities |
| GNII RG CV2879 C    | 2036-06-20      | 6.0000%  | N/A     | $1032503.00        | $704180.85         | Agency Mortgage-Backed Securities |
| GNPL PN DJ7941      | 2060-06-15      | 5.9400%  | N/A     | $50000.00          | $53507.58          | Agency Mortgage-Backed Securities |
| GNII ET DI6810 C    | 2065-01-20      | 4.5000%  | N/A     | $185785.00         | $177152.47         | Agency Mortgage-Backed Securities |
| GNII ET DL9051 C    | 2065-05-20      | 6.5000%  | N/A     | $435605.00         | $448601.95         | Agency Mortgage-Backed Securities |
| GNII ET DF5598 C    | 2062-05-20      | 4.5000%  | N/A     | $117419.00         | $111499.77         | Agency Mortgage-Backed Securities |
| GNII ET DD8413 C    | 2064-07-20      | 7.5000%  | N/A     | $737922.00         | $761942.34         | Agency Mortgage-Backed Securities |
| GNPL PN DA8511      | 2060-06-15      | 5.8400%  | N/A     | $250000.00         | $265652.87         | Agency Mortgage-Backed Securities |
| GNII ET DL3433 C    | 2065-08-20      | 6.5000%  | N/A     | $178996.00         | $184336.80         | Agency Mortgage-Backed Securities |
| GNII RG DF5653 C    | 2041-10-20      | 5.0000%  | N/A     | $1055013.00        | $1025573.75        | Agency Mortgage-Backed Securities |
| GNII ET DJ9253 C    | 2065-04-20      | 4.0000%  | N/A     | $173602.00         | $159851.41         | Agency Mortgage-Backed Securities |
| GNII ET DK5418 C    | 2065-05-20      | 3.5000%  | N/A     | $303222.00         | $271385.18         | Agency Mortgage-Backed Securities |
| GNII ET DD8405 C    | 2064-01-20      | 7.5000%  | N/A     | $315652.00         | $325806.55         | Agency Mortgage-Backed Securities |
| GNPL PN DI9898      | 2060-06-15      | 5.9700%  | N/A     | $50000.00          | $53060.50          | Agency Mortgage-Backed Securities |
| GNII ET DK5420 C    | 2065-06-20      | 5.0000%  | N/A     | $659968.00         | $651394.47         | Agency Mortgage-Backed Securities |
| GNII ET DG3147 C    | 2063-12-20      | 7.5000%  | N/A     | $323204.00         | $334039.58         | Agency Mortgage-Backed Securities |
| GNII ET DL3452 C    | 2065-07-20      | 6.5000%  | N/A     | $129291.00         | $133148.73         | Agency Mortgage-Backed Securities |
| GNII ET DL6722 C    | 2065-07-20      | 6.5000%  | N/A     | $340168.00         | $350317.78         | Agency Mortgage-Backed Securities |
| GNPL PN DE7034      | 2060-05-15      | 5.1500%  | N/A     | $250000.00         | $253561.68         | Agency Mortgage-Backed Securities |
| GNII RG DJ5059 C    | 2051-05-20      | 3.5000%  | N/A     | $1002624.00        | $909763.31         | Agency Mortgage-Backed Securities |
| GNII ET DA7973 C    | 2064-02-20      | 7.5000%  | N/A     | $507456.00         | $276267.02         | Agency Mortgage-Backed Securities |
| GNII ET DI2612 C    | 2062-04-20      | 3.5000%  | N/A     | $155551.00         | $138663.70         | Agency Mortgage-Backed Securities |
| GNII ET DF5630 C    | 2062-05-20      | 4.0000%  | N/A     | $250110.00         | $228925.34         | Agency Mortgage-Backed Securities |
| GNII JM MA9657 M    | 2054-05-20      | 6.5000%  | N/A     | $862643.00         | $364622.35         | Agency Mortgage-Backed Securities |
| GNII ET CZ8225 C    | 2064-03-20      | 7.5000%  | N/A     | $273814.00         | $282563.49         | Agency Mortgage-Backed Securities |
| GNPL PN DH1770      | 2060-05-15      | 5.6400%  | N/A     | $50000.00          | $52428.15          | Agency Mortgage-Backed Securities |
| GNII ET DD7862 C    | 2064-06-20      | 4.5000%  | N/A     | $178152.00         | $168980.00         | Agency Mortgage-Backed Securities |
| GNII ET DB9233 C    | 2063-10-20      | 7.5000%  | N/A     | $43370.00          | $44717.86          | Agency Mortgage-Backed Securities |
| GNII RG CV1733 C    | 2039-01-20      | 6.0000%  | N/A     | $1475632.00        | $1118186.50        | Agency Mortgage-Backed Securities |
| GNII ET DJ8679 C    | 2065-04-20      | 3.5000%  | N/A     | $1114021.00        | $996422.82         | Agency Mortgage-Backed Securities |
| GNII ET DJ9261 C    | 2065-05-20      | 5.0000%  | N/A     | $430162.00         | $424326.67         | Agency Mortgage-Backed Securities |
| GNII ET DJ3492 C    | 2064-11-20      | 4.5000%  | N/A     | $375257.00         | $358315.46         | Agency Mortgage-Backed Securities |
| GNII RG DL3352 C    | 2047-12-20      | 3.0000%  | N/A     | $1046495.00        | $926549.23         | Agency Mortgage-Backed Securities |
| GNPL PN CU4609      | 2059-02-15      | 6.4700%  | N/A     | $1000000.00        | $1080830.07        | Agency Mortgage-Backed Securities |
| GNII ET DI7150 C    | 2065-03-20      | 4.5000%  | N/A     | $727977.00         | $694676.82         | Agency Mortgage-Backed Securities |
| GNII RG CR6849 C    | 2038-08-20      | 6.0000%  | N/A     | $1148177.00        | $719961.84         | Agency Mortgage-Backed Securities |
| GNII ET DK6783 C    | 2065-07-20      | 6.0000%  | N/A     | $354259.00         | $360597.28         | Agency Mortgage-Backed Securities |
| GNII ET DL9180 C    | 2065-07-20      | 6.0000%  | N/A     | $1028142.00        | $1046536.15        | Agency Mortgage-Backed Securities |
| GNII ET DJ2521 C    | 2064-11-20      | 3.5000%  | N/A     | $282196.00         | $252336.69         | Agency Mortgage-Backed Securities |
| GNPL PN DL7504      | 2055-09-15      | 5.8800%  | N/A     | $814767.00         | $850601.54         | Agency Mortgage-Backed Securities |
| GNII RG DK6931 C    | 2053-12-20      | 6.0000%  | N/A     | $1001544.00        | $1048534.83        | Agency Mortgage-Backed Securities |
| GNII RG DL3463 C    | 2045-12-20      | 3.0000%  | N/A     | $1028942.00        | $917144.71         | Agency Mortgage-Backed Securities |
| GNII ET DK1422 C    | 2065-05-20      | 3.5000%  | N/A     | $134449.00         | $121023.65         | Agency Mortgage-Backed Securities |
| GNII ET DG8304 C    | 2064-12-20      | 5.0000%  | N/A     | $85708.00          | $84333.92          | Agency Mortgage-Backed Securities |
| GNPL PN DA8508      | 2060-05-15      | 5.9500%  | N/A     | $50000.00          | $52950.31          | Agency Mortgage-Backed Securities |
| GNII ET DH2796 C    | 2065-02-20      | 5.0000%  | N/A     | $574526.00         | $565603.76         | Agency Mortgage-Backed Securities |
| GNII RG DK6902 C    | 2047-12-20      | 3.5000%  | N/A     | $1274069.00        | $1158510.80        | Agency Mortgage-Backed Securities |
| GNII ET DJ7226 C    | 2065-03-20      | 4.0000%  | N/A     | $185018.00         | $170361.61         | Agency Mortgage-Backed Securities |
| GNCL CL CT6899      | 2065-09-15      | 5.4500%  | N/A     | $910600.00         | $944326.70         | Agency Mortgage-Backed Securities |
| GNII ET CX7084 C    | 2064-01-20      | 7.5000%  | N/A     | $415761.00         | $220560.57         | Agency Mortgage-Backed Securities |
| GNII RG CT6918 C    | 2039-04-20      | 6.0000%  | N/A     | $1584336.00        | $978003.58         | Agency Mortgage-Backed Securities |
| GNPL PN CW0778      | 2060-04-15      | 5.4400%  | N/A     | $50000.00          | $51733.72          | Agency Mortgage-Backed Securities |
| GNII ET DI7825 C    | 2065-03-20      | 4.0000%  | N/A     | $1155116.00        | $1062120.51        | Agency Mortgage-Backed Securities |
| GNII RG DI7433 C    | 2054-02-20      | 7.0000%  | N/A     | $1002060.00        | $1049615.91        | Agency Mortgage-Backed Securities |
| GNII ET DJ2770 C    | 2055-06-20      | 5.0000%  | N/A     | $204777.00         | $201261.22         | Agency Mortgage-Backed Securities |
| GNPL PN DK6735      | 2060-06-15      | 5.8400%  | N/A     | $250000.00         | $265652.87         | Agency Mortgage-Backed Securities |
| GNII ET DI4348 C    | 2065-04-20      | 5.0000%  | N/A     | $737004.00         | $726554.06         | Agency Mortgage-Backed Securities |
| GNPL PN DD8092      | 2060-06-15      | 5.5300%  | N/A     | $50000.00          | $52055.35          | Agency Mortgage-Backed Securities |
| GNII ET DI7824 C    | 2065-03-20      | 3.5000%  | N/A     | $733075.00         | $654921.08         | Agency Mortgage-Backed Securities |
| GNII ET DE8183 C    | 2064-08-20      | 7.5000%  | N/A     | $396685.00         | $408154.13         | Agency Mortgage-Backed Securities |
| GNII ET DG3064 C    | 2064-12-20      | 4.0000%  | N/A     | $290206.00         | $266116.80         | Agency Mortgage-Backed Securities |
| GNII RG CQ7560 C    | 2036-04-20      | 6.0000%  | N/A     | $1257172.00        | $868192.91         | Agency Mortgage-Backed Securities |
| GNII ET DK6193 C    | 2062-04-20      | 3.5000%  | N/A     | $204945.00         | $183528.63         | Agency Mortgage-Backed Securities |
| GNII ET DL3386 C    | 2065-08-20      | 6.5000%  | N/A     | $1174468.00        | $1209511.25        | Agency Mortgage-Backed Securities |
| GNII ET DF3189 C    | 2064-11-20      | 4.0000%  | N/A     | $770544.00         | $706937.11         | Agency Mortgage-Backed Securities |
| GNII ET DD0937 C    | 2062-09-20      | 5.0000%  | N/A     | $295920.00         | $290312.48         | Agency Mortgage-Backed Securities |
| GNII RG DI1820 C    | 2050-02-20      | 3.5000%  | N/A     | $1285321.00        | $1156720.03        | Agency Mortgage-Backed Securities |
| GNII ET DC2974 C    | 2064-04-20      | 7.5000%  | N/A     | $271714.00         | $280334.79         | Agency Mortgage-Backed Securities |
| GNPL PN DF3000      | 2060-03-15      | 5.9200%  | N/A     | $1000000.00        | $1093450.99        | Agency Mortgage-Backed Securities |
| GNII ET DD0437 C    | 2061-05-20      | 3.5000%  | N/A     | $258618.00         | $228897.96         | Agency Mortgage-Backed Securities |
| GNPL PN DC4407      | 2059-08-15      | 5.5300%  | N/A     | $1000000.00        | $1035181.94        | Agency Mortgage-Backed Securities |
| GNPL PN CI1786      | 2063-08-15      | 3.8300%  | N/A     | $142360.00         | $131078.40         | Agency Mortgage-Backed Securities |
| GNII ET DB5594 C    | 2064-03-20      | 8.0000%  | N/A     | $1178188.00        | $550218.29         | Agency Mortgage-Backed Securities |
| GNPL PN CV9243      | 2065-06-15      | 5.4500%  | N/A     | $50000.00          | $51862.97          | Agency Mortgage-Backed Securities |
| GNII ET DI1848 C    | 2065-02-20      | 5.0000%  | N/A     | $272269.00         | $268206.11         | Agency Mortgage-Backed Securities |
| GNII ET DI4347 C    | 2065-03-20      | 4.5000%  | N/A     | $457056.00         | $436110.00         | Agency Mortgage-Backed Securities |
| GNPL PN DD4705      | 2060-04-15      | 5.2500%  | N/A     | $100000.00         | $101944.14         | Agency Mortgage-Backed Securities |
| GNII ET DE5333 C    | 2064-09-20      | 7.5000%  | N/A     | $364286.00         | $376560.23         | Agency Mortgage-Backed Securities |
| GNII ET DG3050 C    | 2064-11-20      | 5.0000%  | N/A     | $216292.00         | $212456.35         | Agency Mortgage-Backed Securities |
| GNII ET DI2652 C    | 2062-09-20      | 5.0000%  | N/A     | $46268.00          | $45588.49          | Agency Mortgage-Backed Securities |
| GNPL PN DJ7954      | 2060-07-15      | 5.9900%  | N/A     | $250000.00         | $267670.63         | Agency Mortgage-Backed Securities |
| GNII ET DK6167 C    | 2062-08-20      | 5.0000%  | N/A     | $158166.00         | $156062.61         | Agency Mortgage-Backed Securities |
| GNII ET DE3814 C    | 2064-08-20      | 5.0000%  | N/A     | $279136.00         | $273977.51         | Agency Mortgage-Backed Securities |
| GNII RG CT8011 C    | 2039-02-20      | 6.0000%  | N/A     | $1506908.00        | $656759.81         | Agency Mortgage-Backed Securities |
| GNII ET DL6734 C    | 2065-08-20      | 7.0000%  | N/A     | $261073.00         | $269556.16         | Agency Mortgage-Backed Securities |
| GNPL LM AF7414      | 2035-07-15      | 3.3800%  | N/A     | $400000.00         | $221247.99         | Agency Mortgage-Backed Securities |
| GNII ET DL4564 C    | 2065-08-20      | 7.0000%  | N/A     | $595943.00         | $615307.24         | Agency Mortgage-Backed Securities |
| GNPL PN DJ4682      | 2060-05-15      | 5.6300%  | N/A     | $50000.00          | $52551.73          | Agency Mortgage-Backed Securities |
| GNII ET DL7205 C    | 2065-07-20      | 6.0000%  | N/A     | $375058.00         | $381768.41         | Agency Mortgage-Backed Securities |
| GNII ET DL6730 C    | 2065-08-20      | 6.5000%  | N/A     | $766010.00         | $788865.87         | Agency Mortgage-Backed Securities |
| GNII ET DF5638 C    | 2064-10-20      | 4.0000%  | N/A     | $285259.00         | $261284.79         | Agency Mortgage-Backed Securities |
| GNII RG DJ5109 C    | 2053-12-20      | 7.0000%  | N/A     | $1197258.00        | $1254823.16        | Agency Mortgage-Backed Securities |
| GNII RG CN9953 C    | 2045-10-20      | 3.5000%  | N/A     | $1212250.00        | $899867.27         | Agency Mortgage-Backed Securities |
| GNPL PN DH1765      | 2060-04-15      | 5.9900%  | N/A     | $100000.00         | $107268.99         | Agency Mortgage-Backed Securities |
| GNII RG CT6955 C    | 2035-09-20      | 6.0000%  | N/A     | $1083305.00        | $707773.78         | Agency Mortgage-Backed Securities |
| GNII ET DC1970 C    | 2064-03-20      | 7.5000%  | N/A     | $154776.00         | $159704.27         | Agency Mortgage-Backed Securities |
| GNII JM MA7364 M    | 2051-04-20      | 5.0000%  | N/A     | $619052.00         | $194757.38         | Agency Mortgage-Backed Securities |
| GNCL CL CP2698      | 2066-05-15      | 5.3200%  | N/A     | $1039625.00        | $1053412.28        | Agency Mortgage-Backed Securities |
| GNII ET DF8030 C    | 2064-06-20      | 7.5000%  | N/A     | $198229.00         | $204767.07         | Agency Mortgage-Backed Securities |
| GNII ET DL3430 C    | 2065-06-20      | 6.5000%  | N/A     | $421180.00         | $433746.98         | Agency Mortgage-Backed Securities |
| GNII ET DJ3499 C    | 2065-04-20      | 3.0000%  | N/A     | $155899.00         | $135501.38         | Agency Mortgage-Backed Securities |
| GNPL PN DD2269      | 2060-04-15      | 6.0900%  | N/A     | $100000.00         | $108023.30         | Agency Mortgage-Backed Securities |
| GNII ET DI6890 C    | 2065-03-20      | 4.0000%  | N/A     | $949786.00         | $873183.62         | Agency Mortgage-Backed Securities |
| GNII ET DK6232 C    | 2063-11-20      | 7.5000%  | N/A     | $69594.00          | $72122.51          | Agency Mortgage-Backed Securities |
| GNII ET DI2651 C    | 2062-05-20      | 4.0000%  | N/A     | $117016.00         | $107403.16         | Agency Mortgage-Backed Securities |
| GNII ET CZ4614 C    | 2063-12-20      | 3.0000%  | N/A     | $8764.00           | $7512.07           | Agency Mortgage-Backed Securities |
| GNII ET DJ2708 C    | 2065-07-20      | 6.5000%  | N/A     | $165336.00         | $170269.22         | Agency Mortgage-Backed Securities |
| GNII ET DL4693 C    | 2065-07-20      | 6.5000%  | N/A     | $1222371.00        | $1258842.34        | Agency Mortgage-Backed Securities |
| GNPL PN DD8089      | 2060-04-15      | 5.4000%  | N/A     | $50000.00          | $51634.53          | Agency Mortgage-Backed Securities |
| GNII RG CQ7577 C    | 2034-08-20      | 6.5000%  | N/A     | $1234412.00        | $808001.40         | Agency Mortgage-Backed Securities |
| GNII ET DF2145 C    | 2064-09-20      | 7.5000%  | N/A     | $701325.00         | $552055.88         | Agency Mortgage-Backed Securities |
| GNII ET DK5470 C    | 2065-05-20      | 6.0000%  | N/A     | $142546.00         | $145360.52         | Agency Mortgage-Backed Securities |
| GNII RG DI7441 C    | 2049-09-20      | 3.5000%  | N/A     | $1256347.00        | $1133989.04        | Agency Mortgage-Backed Securities |
| GNII RG CN9927 C    | 2037-11-20      | 6.0000%  | N/A     | $1406184.00        | $1188143.68        | Agency Mortgage-Backed Securities |
| GNPL PN DA8512      | 2060-06-15      | 5.8400%  | N/A     | $250000.00         | $261891.06         | Agency Mortgage-Backed Securities |
| GNII ET DG6717 C    | 2064-10-20      | 3.0000%  | N/A     | $396450.00         | $343271.29         | Agency Mortgage-Backed Securities |
| GNPL PN DC7230      | 2060-03-15      | 5.6500%  | N/A     | $50000.00          | $52423.26          | Agency Mortgage-Backed Securities |
| GNII RG CS4129 C    | 2038-10-20      | 6.0000%  | N/A     | $1051396.00        | $810920.12         | Agency Mortgage-Backed Securities |
| GNII ET DJ2558 C    | 2065-03-20      | 5.5000%  | N/A     | $251443.00         | $251915.66         | Agency Mortgage-Backed Securities |
| GNII ET DK6120 C    | 2065-06-20      | 4.0000%  | N/A     | $588957.00         | $542740.62         | Agency Mortgage-Backed Securities |
| GNII ET DJ5100 C    | 2064-08-20      | 4.0000%  | N/A     | $231420.00         | $213102.76         | Agency Mortgage-Backed Securities |
| GNII ET DK5419 C    | 2065-05-20      | 4.0000%  | N/A     | $792030.00         | $729873.19         | Agency Mortgage-Backed Securities |
| GNII RG DL3366 C    | 2053-07-20      | 7.0000%  | N/A     | $1003689.00        | $1054986.99        | Agency Mortgage-Backed Securities |
| GNII RG CF4672 C    | 2038-11-20      | 6.0000%  | N/A     | $1562742.00        | $1059267.11        | Agency Mortgage-Backed Securities |
| GNII ET DI8700 C    | 2065-03-20      | 3.5000%  | N/A     | $277454.00         | $247693.10         | Agency Mortgage-Backed Securities |
| GNPL PN DJ7945      | 2060-06-15      | 6.0200%  | N/A     | $50000.00          | $53809.62          | Agency Mortgage-Backed Securities |
| GNCL CL CN0562      | 2067-02-15      | 5.8900%  | N/A     | $1000000.00        | $1051203.11        | Agency Mortgage-Backed Securities |
| GNII ET DH3763 C    | 2064-11-20      | 5.0000%  | N/A     | $217178.00         | $213350.12         | Agency Mortgage-Backed Securities |
| GNII ET DG8757 C    | 2064-11-20      | 6.5000%  | N/A     | $856263.00         | $841424.84         | Agency Mortgage-Backed Securities |
| GNII RG CO7654 C    | 2043-09-20      | 3.5000%  | N/A     | $1182598.00        | $865258.08         | Agency Mortgage-Backed Securities |
| GNPL PN DJ7951      | 2060-07-15      | 5.9900%  | N/A     | $250000.00         | $267670.63         | Agency Mortgage-Backed Securities |
| GNII RG CV1661 C    | 2039-02-20      | 6.0000%  | N/A     | $1021540.00        | $881699.95         | Agency Mortgage-Backed Securities |
| GNPL PN DJ5972      | 2060-07-15      | 5.6000%  | N/A     | $1000000.00        | $1046555.66        | Agency Mortgage-Backed Securities |
| GNPL PN DF8954      | 2060-04-15      | 5.3500%  | N/A     | $50000.00          | $51434.10          | Agency Mortgage-Backed Securities |
| GNII ET DF5076 C    | 2060-02-20      | 5.0000%  | N/A     | $94534.00          | $92713.15          | Agency Mortgage-Backed Securities |
| GNII ET DI8660 C    | 2065-03-20      | 3.0000%  | N/A     | $308496.00         | $267917.46         | Agency Mortgage-Backed Securities |
| GNII ET DE1950 C    | 2064-09-20      | 7.5000%  | N/A     | $1028043.00        | $1065740.35        | Agency Mortgage-Backed Securities |
| GNII ET DJ5515 C    | 2065-03-20      | 5.0000%  | N/A     | $279081.00         | $275174.08         | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1822683118.11
- **C.18.a - Value (excl. sponsor support):** $1822683118.11
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DF8, C.4 - ISIN: US3130B7DF81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $630467036.40
- **C.18.a - Value (excl. sponsor support):** $630467036.40
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4V0, C.4 - ISIN: US3133ER4V07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79999532.00
- **C.18.a - Value (excl. sponsor support):** $79999532.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2001791814.43
- **C.18.a - Value (excl. sponsor support):** $2001791814.43
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 134: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6E69, C.4 - ISIN: US3130B6E699, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $423520679.51
- **C.18.a - Value (excl. sponsor support):** $423520679.51
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SM9, C.4 - ISIN: US3130B6SM94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $256377884.87
- **C.18.a - Value (excl. sponsor support):** $256377884.87
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BYDQMLJW3
- **C.18 - Value (incl. sponsor support):** $364500000.00
- **C.18.a - Value (excl. sponsor support):** $364500000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2032-12-20      | 4.0000%  | N/A     | $155391.00         | $38138.13          | Agency Mortgage-Backed Securities         |
| GNMA_24-157B                                         | 2054-09-20      | 2.3050%  | N/A     | $100000000.00      | $8833319.22        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-44  | 2048-03-20      | 0.0000%  | N/A     | $148500000.00      | $450839.58         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2032-02-20      | 6.0000%  | N/A     | $174998.00         | $616.87            | Agency Mortgage-Backed Securities         |
| GNMA_21-225G                                         | 2051-12-20      | 3.0000%  | N/A     | $48280384.00       | $4916066.58        | Agency Collateralized Mortgage Obligation |
| GNMA_22-137L                                         | 2052-08-20      | 1.7050%  | N/A     | $30008128.00       | $2218452.77        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-12-20      | 6.0000%  | N/A     | $35000.00          | $64.71             | Agency Mortgage-Backed Securities         |
| GNMA_23-57B                                          | 2053-04-20      | 1.8550%  | N/A     | $56262272.00       | $4547628.72        | Agency Collateralized Mortgage Obligation |
| GNMA_24-149E                                         | 2054-09-20      | 2.3550%  | N/A     | $37500000.00       | $4057593.11        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                          | 2055-04-20      | 1.6050%  | N/A     | $41952576.00       | $4826915.89        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-08-20      | 3.5000%  | N/A     | $105000.00         | $76704.61          | Agency Mortgage-Backed Securities         |
| GNMA_20-187B                                         | 2050-12-20      | 3.0000%  | N/A     | $27957280.00       | $3042159.43        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 4.5000%  | N/A     | $2999289.00        | $3007195.12        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-12-20      | 2.0000%  | N/A     | $35045000.00       | $17165831.23       | Agency Mortgage-Backed Securities         |
| GNMA_25-83C                                          | 2055-05-20      | 1.4550%  | N/A     | $18000000.00       | $1460265.19        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 5.5000%  | N/A     | $30000000.00       | $29996371.67       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-01-20      | 2.5000%  | N/A     | $1250000.00        | $248591.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-09-20      | 3.5000%  | N/A     | $900000.00         | $98828.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 6.5000%  | N/A     | $2783800.00        | $2939318.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2034-04-20      | 6.0000%  | N/A     | $100000.00         | $1190.47           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2034-08-20      | 6.0000%  | N/A     | $108997.00         | $1187.24           | Agency Mortgage-Backed Securities         |
| GNMA_21-228C                                         | 2051-12-20      | 3.0000%  | N/A     | $28000000.00       | $2242855.85        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-08-20      | 6.0000%  | N/A     | $29000.00          | $5310.75           | Agency Mortgage-Backed Securities         |
| GNMA_21-158L                                         | 2051-09-20      | 3.0000%  | N/A     | $37516352.00       | $5302784.89        | Agency Collateralized Mortgage Obligation |
| GNMA_24-137B                                         | 2054-08-20      | 1.8550%  | N/A     | $40000000.00       | $3645243.86        | Agency Collateralized Mortgage Obligation |
| GNMA_20-127C                                         | 2050-08-20      | 3.0000%  | N/A     | $41662848.00       | $3437452.20        | Agency Collateralized Mortgage Obligation |
| GNMA_20-151                                          | 2050-10-20      | 3.0000%  | N/A     | $103333248.00      | $9409193.37        | Agency Collateralized Mortgage Obligation |
| GNMA_19-70K                                          | 2049-06-20      | 1.6451%  | N/A     | $67574912.00       | $1934364.02        | Agency Collateralized Mortgage Obligation |
| GNMA_25-116Q                                         | 2055-07-20      | 1.5550%  | N/A     | $76237056.00       | $4757918.62        | Agency Collateralized Mortgage Obligation |
| GNMA_20-167G                                         | 2050-11-20      | 2.5000%  | N/A     | $74562944.00       | $7040344.01        | Agency Collateralized Mortgage Obligation |
| GNMA_24-96J                                          | 2054-06-20      | 2.9050%  | N/A     | $50000000.00       | $1646869.56        | Agency Collateralized Mortgage Obligation |
| GNMA_21-46F                                          | 2051-03-20      | 2.0000%  | N/A     | $18750000.00       | $1801313.46        | Agency Collateralized Mortgage Obligation |
| GNMA_22-213G                                         | 2050-08-20      | 2.5000%  | N/A     | $39927296.00       | $4891302.66        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51F                                          | 2054-03-20      | 1.5050%  | N/A     | $24679500.00       | $1782434.09        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64L                                          | 2054-04-20      | 1.0550%  | N/A     | $100000000.00      | $3016155.99        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2033-05-20      | 4.0000%  | N/A     | $63783.00          | $4959.11           | Agency Mortgage-Backed Securities         |
| GNMA_20-149J                                         | 2050-10-20      | 0.0000%  | N/A     | $25080383.00       | $382919.94         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-03-20      | 6.0000%  | N/A     | $239000.00         | $52334.57          | Agency Mortgage-Backed Securities         |
| GNMA_24-96H                                          | 2054-06-20      | 1.0050%  | N/A     | $60000000.00       | $2641885.69        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64C                                          | 2054-04-20      | 1.5550%  | N/A     | $25000000.00       | $1491258.17        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-10-20      | 3.5000%  | N/A     | $2000000.00        | $174900.68         | Agency Mortgage-Backed Securities         |
| GNMA_24-109J                                         | 2054-07-20      | 6.5000%  | N/A     | $10384608.00       | $1631519.50        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2033-03-20      | 3.5000%  | N/A     | $472031.00         | $84550.89          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-06-20      | 5.5000%  | N/A     | $13744680.00       | $11547932.53       | Agency Mortgage-Backed Securities         |
| GNMA_24-51Q                                          | 2054-03-20      | 2.8050%  | N/A     | $60000000.00       | $3778952.84        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-02-20      | 2.5000%  | N/A     | $841861.00         | $382442.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2033-02-20      | 4.0000%  | N/A     | $375844.00         | $18639.38          | Agency Mortgage-Backed Securities         |
| GNMA_24-155C                                         | 2054-09-20      | 1.8050%  | N/A     | $53191488.00       | $4063461.78        | Agency Collateralized Mortgage Obligation |
| GNMA_20-129G                                         | 2050-09-20      | 2.5000%  | N/A     | $54105600.00       | $4701782.99        | Agency Collateralized Mortgage Obligation |
| GNMA_21-199G                                         | 2051-11-20      | 3.0000%  | N/A     | $20976000.00       | $1294440.48        | Agency Collateralized Mortgage Obligation |
| GNMA_24-204F                                         | 2054-12-20      | 1.7050%  | N/A     | $64600000.00       | $6741052.92        | Agency Collateralized Mortgage Obligation |
| GNMA_24-126P                                         | 2054-08-20      | 2.3050%  | N/A     | $40000000.00       | $5038527.21        | Agency Collateralized Mortgage Obligation |
| GNMA_23-128A                                         | 2053-08-20      | 1.5550%  | N/A     | $46526592.00       | $2153530.07        | Agency Collateralized Mortgage Obligation |
| GNMA_24-137B                                         | 2054-08-20      | 1.8550%  | N/A     | $70476160.00       | $5935586.20        | Agency Collateralized Mortgage Obligation |
| GNMA_25-2K                                           | 2055-01-20      | 1.6150%  | N/A     | $27259840.00       | $3250239.91        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2035-02-20      | 4.0000%  | N/A     | $37025.00          | $6677.40           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-05-20      | 3.0000%  | N/A     | $74899000.00       | $8439480.67        | Agency Mortgage-Backed Securities         |
| GNMA_24-51C                                          | 2054-03-20      | 0.9550%  | N/A     | $50000000.00       | $3092912.92        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-01-20      | 3.0000%  | N/A     | $6861000.00        | $4368145.76        | Agency Mortgage-Backed Securities         |
| GNMA_24-44J                                          | 2054-03-20      | 2.3050%  | N/A     | $118750000.00      | $11983530.47       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-04-20      | 6.0000%  | N/A     | $25000.00          | $2460.32           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-10-20      | 6.0000%  | N/A     | $10000000.00       | $8954746.39        | Agency Mortgage-Backed Securities         |
| GNMA_21-30D                                          | 2051-02-20      | 2.0000%  | N/A     | $34218176.00       | $2667079.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-10-20      | 6.0000%  | N/A     | $56559.00          | $1161.87           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-01-20      | 2.5000%  | N/A     | $800000.00         | $103218.60         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-11-20      | 5.5000%  | N/A     | $20000000.00       | $14715515.06       | Agency Mortgage-Backed Securities         |
| GNMA_24-H18J                                         | 2073-01-20      | 0.8625%  | N/A     | $49862272.00       | $1806712.46        | Agency Collateralized Mortgage Obligation |
| GNMA_20-183H                                         | 2050-12-20      | 0.0000%  | N/A     | $33213280.00       | $280482.61         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-12-20      | 4.5000%  | N/A     | $3509.00           | $241.31            | Agency Mortgage-Backed Securities         |
| GNMA_21-136G                                         | 2051-08-20      | 3.0000%  | N/A     | $33333312.00       | $2927768.93        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2032-06-20      | 7.5000%  | N/A     | $58878.00          | $6692.75           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2035-08-20      | 4.0000%  | N/A     | $63781.00          | $14616.61          | Agency Mortgage-Backed Securities         |
| GNMA_20-176D                                         | 2050-11-20      | 3.0000%  | N/A     | $59144320.00       | $6329951.63        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2035-06-20      | 3.5000%  | N/A     | $144616.00         | $37449.62          | Agency Mortgage-Backed Securities         |
| GNMA_24-79G                                          | 2054-05-20      | 2.9050%  | N/A     | $42086464.00       | $4418711.64        | Agency Collateralized Mortgage Obligation |
| GNMA_24-112C                                         | 2054-07-20      | 2.2550%  | N/A     | $14883072.00       | $1591922.70        | Agency Collateralized Mortgage Obligation |
| GNMA_24-155G                                         | 2054-09-20      | 1.6950%  | N/A     | $65692560.00       | $4839235.19        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-05-20      | 5.0000%  | N/A     | $10000000.00       | $8360861.92        | Agency Mortgage-Backed Securities         |
| GNMA_21-158Q                                         | 2051-09-20      | 2.5000%  | N/A     | $21014688.00       | $2157353.36        | Agency Collateralized Mortgage Obligation |
| GNMA_24-125G                                         | 2054-08-20      | 1.6550%  | N/A     | $62421376.00       | $4909351.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-05-20      | 6.0000%  | N/A     | $17000.00          | $6027.95           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-01-20      | 3.5000%  | N/A     | $350000.00         | $41762.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2034-12-20      | 4.0000%  | N/A     | $1026276.00        | $165187.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2032-09-20      | 6.0000%  | N/A     | $150000.00         | $631.12            | Agency Mortgage-Backed Securities         |
| GNMA_23-75D                                          | 2050-06-20      | 4.0000%  | N/A     | $50000000.00       | $8381815.49        | Agency Collateralized Mortgage Obligation |
| GNMA_21-223C                                         | 2051-12-20      | 3.0000%  | N/A     | $32876736.00       | $4554562.11        | Agency Collateralized Mortgage Obligation |
| GNMA_24-43D                                          | 2054-03-20      | 0.9750%  | N/A     | $75000000.00       | $2234555.73        | Agency Collateralized Mortgage Obligation |
| GNMA_23-82D                                          | 2053-06-20      | 1.7050%  | N/A     | $14105888.00       | $1164612.50        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97Z                                          | 2054-12-20      | 1.6550%  | N/A     | $75000000.00       | $6808954.08        | Agency Collateralized Mortgage Obligation |
| GNMA_21-165A                                         | 2051-09-20      | 3.0000%  | N/A     | $32495104.00       | $2531245.86        | Agency Collateralized Mortgage Obligation |
| GNMA_20-187F                                         | 2050-12-20      | 3.0000%  | N/A     | $11130976.00       | $1220778.58        | Agency Collateralized Mortgage Obligation |
| GNMA_21-146M                                         | 2050-07-20      | 2.5000%  | N/A     | $21864960.00       | $1767772.95        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-167 | 2050-11-20      | 2.0000%  | N/A     | $54680640.00       | $3734994.74        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1CC                                          | 2055-01-20      | 1.5750%  | N/A     | $70000000.00       | $7265102.67        | Agency Collateralized Mortgage Obligation |
| GNMA_24-159C                                         | 2054-10-20      | 1.1550%  | N/A     | $50000000.00       | $3407845.97        | Agency Collateralized Mortgage Obligation |
| GNMA_24-77F                                          | 2054-05-20      | 0.8050%  | N/A     | $50000000.00       | $1665056.83        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                          | 2055-03-20      | 1.6050%  | N/A     | $112615040.00      | $10139975.61       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-04-20      | 5.5000%  | N/A     | $10635984.00       | $9909425.05        | Agency Mortgage-Backed Securities         |
| GNMA_20-129K                                         | 2050-09-20      | 3.0000%  | N/A     | $40000000.00       | $3852687.23        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-12-20      | 2.5000%  | N/A     | $1772860.00        | $1108622.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2036-09-20      | 6.0000%  | N/A     | $418822.00         | $3561.62           | Agency Mortgage-Backed Securities         |
| GNMA_23-H26B                                         | 2071-08-20      | 0.6866%  | N/A     | $16618848.00       | $703290.74         | Agency Collateralized Mortgage Obligation |
| GNMA_21-225G                                         | 2051-12-20      | 2.0000%  | N/A     | $17381600.00       | $1610204.07        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-02-20      | 2.5000%  | N/A     | $1746458.00        | $761127.95         | Agency Mortgage-Backed Securities         |
| GNMA_25-20A                                          | 2055-01-20      | 1.6250%  | N/A     | $40790400.00       | $3371769.88        | Agency Collateralized Mortgage Obligation |
| GNMA_18-113D                                         | 2048-08-20      | 0.0000%  | N/A     | $100000000.00      | $291783.97         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-09-20      | 3.0000%  | N/A     | $2085000.00        | $306653.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-02-20      | 6.0000%  | N/A     | $1122000.00        | $154448.64         | Agency Mortgage-Backed Securities         |
| GNMA_25-60A                                          | 2055-04-20      | 1.6050%  | N/A     | $26019712.00       | $1965421.97        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-05-20      | 4.5000%  | N/A     | $2567700.00        | $1911638.83        | Agency Mortgage-Backed Securities         |
| GNMA_21-25A                                          | 2051-02-20      | 2.0000%  | N/A     | $37500000.00       | $3282430.97        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2035-01-20      | 4.0000%  | N/A     | $119953.00         | $23009.23          | Agency Mortgage-Backed Securities         |
| GNMA_24-126L                                         | 2054-08-20      | 2.3050%  | N/A     | $25100000.00       | $2623873.44        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-04-20      | 6.0000%  | N/A     | $83000.00          | $20983.99          | Agency Mortgage-Backed Securities         |
| GNMA_25-69G                                          | 2055-04-20      | 2.2550%  | N/A     | $8719664.00        | $631149.31         | Agency Collateralized Mortgage Obligation |
| GNMA_21-58A                                          | 2051-02-20      | 3.0000%  | N/A     | $66333312.00       | $5189618.64        | Agency Collateralized Mortgage Obligation |

### Security 137: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5MS4, C.4 - ISIN: US3130B5MS46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $428718568.63
- **C.18.a - Value (excl. sponsor support):** $428718568.63
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $586629295.92
- **C.18.a - Value (excl. sponsor support):** $586629295.92
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 139: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $669714421.15
- **C.18.a - Value (excl. sponsor support):** $669714421.15
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BRTT4RJY8
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2043-06-01      | 4.0000%  | N/A     | $2018984.00        | $125970.48         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-02-20      | 5.0000%  | N/A     | $1109002.00        | $131116.21         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-05-20      | 7.0000%  | N/A     | $1390560.00        | $1434713.58        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2036-07-01      | 2.5000%  | N/A     | $884803.00         | $467244.24         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-09-01      | 6.0000%  | N/A     | $36000.00          | $34697.19          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | N/A     | $1685122.00        | $1747460.39        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2046-12-01      | 3.0000%  | N/A     | $5950000.00        | $1167277.89        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-01-01      | 6.0000%  | N/A     | $1483052.00        | $1434110.77        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-11-20      | 3.0000%  | N/A     | $665000.00         | $111485.39         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-01-01      | 5.0000%  | N/A     | $139000.00         | $133107.55         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2046-05-01      | 3.0000%  | N/A     | $13003168.00       | $1665888.80        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-02-01      | 4.0000%  | N/A     | $839342.00         | $767897.06         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-04-01      | 3.0000%  | N/A     | $51000.00          | $31704.68          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.0000%  | N/A     | $1072454.00        | $1107959.38        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-05-01      | 5.5000%  | N/A     | $1785784.00        | $1803446.98        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2031-04-20      | 3.5000%  | N/A     | $1003784.00        | $105675.14         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-06-01      | 3.0000%  | N/A     | $44986.00          | $32790.60          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $1446200.00        | $1516629.30        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-11-15      | 7.0000%  | N/A     | $5770700.00        | $5896000.32        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $2899872.00        | $3029010.72        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2027-01-31      | 4.1250%  | N/A     | $7720200.00        | $7784097.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2055-02-15      | 0.0000%  | N/A     | $6579238.68        | $1502711.27        | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $1653408.00        | $1727036.83        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-10-01      | 5.0000%  | N/A     | $12198496.00       | $9707049.68        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-05-01      | 2.5000%  | N/A     | $713000.00         | $320685.03         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-02-20      | 5.5000%  | N/A     | $1530000.00        | $172314.90         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $1250490.00        | $1300418.33        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2046-02-15      | 2.5000%  | N/A     | $32850600.00       | $22519056.31       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 7.5000%  | N/A     | $3775144.00        | $4012068.49        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-01-01      | 2.0000%  | N/A     | $130000.00         | $64299.38          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2027-08-15      | 0.0000%  | N/A     | $916000.00         | $853314.46         | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $4062592.00        | $4170648.48        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-04-20      | 6.5000%  | N/A     | $1656566.00        | $1704120.60        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2031-07-15      | 0.1250%  | N/A     | $47097400.00       | $53133845.25       | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2047-04-01      | 4.5000%  | N/A     | $1000000.00        | $94666.82          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $2102476.00        | $2224572.16        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2026-07-31      | 0.6250%  | N/A     | $20200.00          | $19621.54          | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.0000%  | N/A     | $25624832.00       | $26437002.52       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-08-01      | 5.0000%  | N/A     | $3203096.00        | $2765059.72        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.0000%  | N/A     | $7456344.00        | $7698158.20        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2043-05-01      | 3.0000%  | N/A     | $408000.00         | $68925.82          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-04-20      | 6.5000%  | N/A     | $8597200.00        | $8547017.58        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-03-01      | 3.0000%  | N/A     | $245000.00         | $151543.34         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-07-01      | 4.0000%  | N/A     | $12319520.00       | $5733214.66        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $1159082.00        | $1218334.91        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-06-20      | 6.0000%  | N/A     | $139770.00         | $106514.33         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2042-01-01      | 3.5000%  | N/A     | $1559558.00        | $203009.85         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-05-01      | 5.5000%  | N/A     | $1420366.00        | $1440177.39        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2026-02-19      | 0.0000%  | N/A     | $8009000.00        | $7862731.63        | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 4.0000%  | N/A     | $50000000.00       | $36596488.48       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-07-20      | 5.5000%  | N/A     | $1780000.00        | $183523.01         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-10-01      | 5.0000%  | N/A     | $29000.00          | $21936.85          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-08-01      | 5.0000%  | N/A     | $2969876.00        | $2571908.14        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-10-20      | 4.5000%  | N/A     | $6675000.00        | $166137.54         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | N/A     | $5231824.00        | $5392797.29        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $2407460.00        | $2519682.68        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2050-01-15      | 4.5000%  | N/A     | $1256208.00        | $916961.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2028-04-01      | 2.5000%  | N/A     | $6575000.00        | $264540.16         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-08-20      | 4.5000%  | N/A     | $150000.00         | $20631.08          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2047-08-15      | 2.7500%  | N/A     | $159557600.00      | $112360652.75      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SX5, C.4 - ISIN: US3130B6SX59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $85869138.72
- **C.18.a - Value (excl. sponsor support):** $85869138.72
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: Citibank NA

- **C.1 - Title:** Citibank NA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: BYDQMLJ03
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 3/8 TRIB 32    | 2032-04-15      | 3.3750%  | N/A     | $400.00            | $828.37            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  | N/A     | $59900.00          | $62385.13          | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53    | 2053-02-15      | 1.5000%  | N/A     | $31595400.00       | $26722571.13       | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  | N/A     | $200.00            | $125.59            | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  | N/A     | $100.00            | $69.02             | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  | N/A     | $4692500.00        | $4851506.29        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  | N/A     | $300.00            | $214.29            | U.S. Treasuries (including strips) |
| 4 NOTE AV 27     | 2027-12-15      | 4.0000%  | N/A     | $100.00            | $101.66            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AL 26 | 2026-03-15      | 4.6250%  | N/A     | $300.00            | $307.33            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  | N/A     | $100.00            | $98.58             | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  | N/A     | $800.00            | $567.45            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  | N/A     | $2430300.00        | $2465211.10        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | N/A     | $1051600.00        | $1069590.76        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  | N/A     | $100.00            | $55.55             | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  | N/A     | $900.00            | $1004.31           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  | N/A     | $3400.00           | $3475.45           | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26  | 2026-10-31      | 1.6250%  | N/A     | $2000.00           | $1960.16           | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | N/A     | $200.00            | $199.23            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  | N/A     | $100.00            | $102.33            | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44    | 2044-02-15      | 1.3750%  | N/A     | $686000.00         | $797663.19         | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  | N/A     | $100.00            | $98.21             | U.S. Treasuries (including strips) |
| 4 NOTE V 28      | 2028-02-29      | 4.0000%  | N/A     | $243600.00         | $250633.85         | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  | N/A     | $200.00            | $128.72            | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  | N/A     | $100.00            | $85.81             | U.S. Treasuries (including strips) |
| 3 BOND 42        | 2042-05-15      | 3.0000%  | N/A     | $5000.00           | $4024.94           | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  | N/A     | $300.00            | $281.76            | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  | N/A     | $1000.00           | $838.87            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  | N/A     | $488400.00         | $493508.61         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AL 27 | 2027-03-15      | 4.2500%  | N/A     | $26000.00          | $26699.26          | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  | N/A     | $200.00            | $165.64            | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | N/A     | $2900.00           | $2809.43           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  | N/A     | $100.00            | $103.08            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | N/A     | $100.00            | $104.51            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  | N/A     | $100.00            | $101.30            | U.S. Treasuries (including strips) |
| 6 1/4 BOND 30    | 2030-05-15      | 6.2500%  | N/A     | $149800.00         | $168860.51         | U.S. Treasuries (including strips) |
| 5 1/4 BOND 29    | 2029-02-15      | 5.2500%  | N/A     | $2000.00           | $2114.09           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  | N/A     | $400.00            | $409.33            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  | N/A     | $300.00            | $302.22            | U.S. Treasuries (including strips) |
| 0 5/8 TRIN A 26  | 2026-01-15      | 0.6250%  | N/A     | $4500.00           | $6086.93           | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  | N/A     | $600.00            | $373.56            | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Y 26  | 2026-04-30      | 0.7500%  | N/A     | $62600.00          | $61407.03          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  | N/A     | $600.00            | $604.84            | U.S. Treasuries (including strips) |
| 6 1/8 BOND 29    | 2029-08-15      | 6.1250%  | N/A     | $300.00            | $327.82            | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 52    | 2052-02-15      | 0.1250%  | N/A     | $22794600.00       | $13848770.37       | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 55    | 2055-02-15      | 2.3750%  | N/A     | $87776800.00       | $85593863.91       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  | N/A     | $100.00            | $101.47            | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | N/A     | $100.00            | $95.21             | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  | N/A     | $72100.00          | $77225.06          | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | N/A     | $100.00            | $99.41             | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  | N/A     | $600.00            | $559.52            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | N/A     | $411300.00         | $404194.46         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  | N/A     | $700.00            | $733.92            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  | N/A     | $6600.00           | $6715.23           | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52    | 2052-05-15      | 2.8750%  | N/A     | $800.00            | $562.87            | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 25  | 2025-11-15      | 2.2500%  | N/A     | $11250200.00       | $11274263.93       | U.S. Treasuries (including strips) |
| 5 1/2 BOND 28    | 2028-08-15      | 5.5000%  | N/A     | $461100.00         | $486867.37         | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | N/A     | $200.00            | $173.74            | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  | N/A     | $11400.00          | $8851.09           | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  | N/A     | $100.00            | $99.38             | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51    | 2051-02-15      | 0.1250%  | N/A     | $3838000.00        | $2553117.70        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  | N/A     | $55400.00          | $56069.15          | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  | N/A     | $4000.00           | $4103.86           | U.S. Treasuries (including strips) |
| BILL 09/04/25    | 2025-09-04      | 0.0000%  | N/A     | $60200.00          | $60157.26          | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  | N/A     | $300.00            | $270.47            | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  | N/A     | $300.00            | $220.12            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | N/A     | $82600.00          | $84243.56          | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | N/A     | $131900.00         | $136256.91         | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  | N/A     | $1000.00           | $644.37            | U.S. Treasuries (including strips) |
| 1 1/4 TRIN X 28  | 2028-04-15      | 1.2500%  | N/A     | $1000.00           | $1088.07           | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  | N/A     | $500.00            | $495.66            | U.S. Treasuries (including strips) |
| 1 TRIB 49        | 2049-02-15      | 1.0000%  | N/A     | $900.00            | $829.91            | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  | N/A     | $100.00            | $99.23             | U.S. Treasuries (including strips) |
| 4 3/8 BOND 38    | 2038-02-15      | 4.3750%  | N/A     | $6500.00           | $6505.74           | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  | N/A     | $35300.00          | $35656.32          | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  | N/A     | $100.00            | $98.83             | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  | N/A     | $600.00            | $436.58            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  | N/A     | $1000.00           | $1016.11           | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  | N/A     | $1320200.00        | $1355408.66        | U.S. Treasuries (including strips) |
| 3 NOTE Q 25      | 2025-09-30      | 3.0000%  | N/A     | $100.00            | $101.12            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AS 26 | 2026-09-15      | 4.6250%  | N/A     | $300.00            | $308.60            | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1525015244.00
- **C.18.a - Value (excl. sponsor support):** $1525015244.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 144: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75R1, C.4 - ISIN: US3130B75R13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $522011437.02
- **C.18.a - Value (excl. sponsor support):** $522011437.02
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DB7, C.4 - ISIN: US3130B7DB77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $420311071.79
- **C.18.a - Value (excl. sponsor support):** $420311071.79
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5N87, C.4 - ISIN: US3130B5N874, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1280647394.47
- **C.18.a - Value (excl. sponsor support):** $1280647394.47
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDKZ4E05
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | N/A     | $1000.00           | $972.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | N/A     | $208488900.00      | $210593414.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | N/A     | $2112300.00        | $1962497.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | N/A     | $100.00            | $101.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | N/A     | $800.00            | $809.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | N/A     | $37800.00          | $38459.98          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | N/A     | $579103900.00      | $598726949.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | N/A     | $102116000.00      | $100138396.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | N/A     | $362726300.00      | $363538471.75      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $300816798.00
- **C.18.a - Value (excl. sponsor support):** $300816798.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1502441212.29
- **C.18.a - Value (excl. sponsor support):** $1502441212.29
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 150: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD3QX822
- **C.18 - Value (incl. sponsor support):** $1696000000.00
- **C.18.a - Value (excl. sponsor support):** $1696000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC REMIC SERIES K-J44       A-2    20330225 4.61400 | 2033-02-25      | 4.6140%  | N/A     | $13700000.00       | $13943992.42       | Agency Collateralized Mortgage Obligation |
| FNRA CL092HF R24F092                                   | 2054-12-25      | 5.5484%  | N/A     | $7020000.00        | $6679240.02        | Agency Collateralized Mortgage Obligation |
| FNRM CL033E R25F033                                    | 2052-02-25      | 5.0000%  | N/A     | $1299674.00        | $1199482.78        | Agency Collateralized Mortgage Obligation |
| FKRM P009A2 01/25/31                                   | 2031-01-25      | 1.8780%  | N/A     | $1220744.00        | $1098599.61        | Agency Collateralized Mortgage Obligation |
| GNRM 2020-129 AG                                       | 2050-09-20      | 1.0000%  | N/A     | $1755000.00        | $835522.76         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-104 FA                                       | 2054-06-20      | 5.4450%  | N/A     | $30000000.00       | $24487218.22       | Agency Collateralized Mortgage Obligation |
| FERM 5513LB 03/25/55                                   | 2055-03-25      | 5.0000%  | N/A     | $3108712.00        | $3018845.01        | Agency Collateralized Mortgage Obligation |
| FGRM 4725TP 08/15/47                                   | 2047-08-15      | 3.5000%  | N/A     | $1700000.00        | $145800.35         | Agency Collateralized Mortgage Obligation |
| FERA 5575BZ 09/25/55                                   | 2055-09-25      | 4.5000%  | N/A     | $10297472.00       | $9700403.98        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-092 AC                                       | 2066-03-16      | 5.0000%  | N/A     | $13985000.00       | $13890693.57       | Agency Collateralized Mortgage Obligation |
| FNRM CL054A R25F054                                    | 2051-04-25      | 4.5000%  | N/A     | $13191472.00       | $12854183.32       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-114 YF                                       | 2055-07-20      | 5.8650%  | N/A     | $100000000.00      | $100130605.34      | Agency Collateralized Mortgage Obligation |
| FNRM CL040EV R25F040                                   | 2036-06-25      | 5.0000%  | N/A     | $6459808.00        | $6431318.46        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-114 LN                                       | 2055-07-20      | 4.5000%  | N/A     | $17420096.00       | $16395271.75       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-092 AH                                       | 2064-06-16      | 2.0000%  | N/A     | $5300000.00        | $3972912.00        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-039 CL                                       | 2055-02-20      | 5.0000%  | N/A     | $2251032.00        | $2090546.67        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-108 GC                                       | 2052-06-20      | 5.5000%  | N/A     | $53249408.00       | $40696177.85       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-039 ME                                       | 2048-01-20      | 3.0000%  | N/A     | $3082072.00        | $2772706.73        | Agency Collateralized Mortgage Obligation |
| FNRA RC099FE R24F099                                   | 2055-01-25      | 5.7984%  | N/A     | $14982000.00       | $13520403.33       | Agency Collateralized Mortgage Obligation |
| MNRM CL002A1 R25M002                                   | 2030-04-25      | 4.4500%  | N/A     | $5751000.00        | $5821260.61        | Agency Collateralized Mortgage Obligation |
| FERA 5575SA 09/25/55                                   | 2055-09-25      | 0.8107%  | N/A     | $115000000.00      | $4724438.74        | Agency Collateralized Mortgage Obligation |
| FNRM RC106PY R13F106                                   | 2033-10-25      | 3.0000%  | N/A     | $8777000.00        | $4355304.82        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-164 MF                                       | 2053-11-20      | 5.5450%  | N/A     | $50000000.00       | $26501308.13       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-105 KF                                       | 2055-06-20      | 5.7450%  | N/A     | $45000000.00       | $45057209.55       | Agency Collateralized Mortgage Obligation |
| FERM 5028PK 10/25/50                                   | 2050-10-25      | 1.5000%  | N/A     | $20000000.00       | $11682860.02       | Agency Collateralized Mortgage Obligation |
| FNRM CL040BV R25F040                                   | 2036-06-25      | 5.0000%  | N/A     | $20078880.00       | $20020851.96       | Agency Collateralized Mortgage Obligation |
| FNRM CL012GA R21F012                                   | 2050-07-25      | 1.0000%  | N/A     | $2264248.00        | $705235.55         | Agency Collateralized Mortgage Obligation |
| FGRM 3598MB 11/15/39                                   | 2039-11-15      | 4.5000%  | N/A     | $17400000.00       | $1193392.83        | Agency Collateralized Mortgage Obligation |
| FNRM RC055HJ R17F055                                   | 2046-11-25      | 3.0000%  | N/A     | $17056096.00       | $1334357.28        | Agency Collateralized Mortgage Obligation |
| FNRA CL032F R24F032                                    | 2054-06-25      | 5.6484%  | N/A     | $20000000.00       | $17027598.38       | Agency Collateralized Mortgage Obligation |
| FGRM 5104EC 12/15/47                                   | 2047-12-15      | 1.0000%  | N/A     | $46480576.00       | $12786441.48       | Agency Collateralized Mortgage Obligation |
| FERM 05575B 01/25/52                                   | 2052-01-25      | 4.5000%  | N/A     | $40765312.00       | $40583498.71       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-078 KA                                       | 2050-07-20      | 5.5000%  | N/A     | $1881590.00        | $1864013.65        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-1504      A-2    20320425 3.42400 | 2032-04-25      | 3.4240%  | N/A     | $1225000.00        | $1198995.84        | Agency Collateralized Mortgage Obligation |
| FGRM 4039LT 05/15/42                                   | 2042-05-15      | 3.5000%  | N/A     | $13000.00          | $11350.30          | Agency Collateralized Mortgage Obligation |
| FERA 5575SC 09/25/55                                   | 2055-09-25      | 0.0000%  | N/A     | $187500000.00      | $3748500.00        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-PLB2      A      20330625 4.82500 | 2033-06-25      | 4.8250%  | N/A     | $77625000.00       | $79766190.77       | Agency Collateralized Mortgage Obligation |
| FERM 5544GV 05/25/36                                   | 2036-05-25      | 5.0000%  | N/A     | $21962112.00       | $21902914.52       | Agency Collateralized Mortgage Obligation |
| FERA 5575SH 09/25/55                                   | 2055-09-25      | 0.9107%  | N/A     | $64850941.00       | $2802999.56        | Agency Collateralized Mortgage Obligation |
| FERM 5544MA 08/25/52                                   | 2052-08-25      | 5.0000%  | N/A     | $11090800.00       | $11042764.51       | Agency Collateralized Mortgage Obligation |
| FERM 5575EI 04/25/53                                   | 2053-04-25      | 6.0000%  | N/A     | $24633216.00       | $5618705.20        | Agency Collateralized Mortgage Obligation |
| GNRM 2017-80 MC                                        | 2047-10-20      | 3.0000%  | N/A     | $4600000.00        | $915264.36         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-151 FU                                       | 2054-09-20      | 5.5150%  | N/A     | $30000000.00       | $27745148.57       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-079 F                                        | 2055-05-20      | 5.6950%  | N/A     | $50000000.00       | $49958965.49       | Agency Collateralized Mortgage Obligation |
| MNRA CL010A2 R18M010                                   | 2028-07-25      | 3.4661%  | N/A     | $5700000.00        | $5456798.93        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-001 FL                                       | 2053-01-20      | 5.3450%  | N/A     | $50000000.00       | $34497339.25       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-025 CF                                       | 2055-02-20      | 5.9450%  | N/A     | $30000000.00       | $25018660.26       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-064 FU                                       | 2054-04-20      | 5.3450%  | N/A     | $30000000.00       | $25940650.76       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-028 FN                                       | 2054-07-20      | 5.3950%  | N/A     | $4112170.00        | $3871362.86        | Agency Collateralized Mortgage Obligation |
| FERA 5575SB 09/25/55                                   | 2055-09-25      | 0.8047%  | N/A     | $137976064.00      | $7384811.19        | Agency Collateralized Mortgage Obligation |
| FGRM 4215EY 06/15/33                                   | 2033-06-15      | 3.0000%  | N/A     | $6489130.00        | $6202740.90        | Agency Collateralized Mortgage Obligation |
| FERM 5363VM 11/25/53                                   | 2053-11-25      | 6.0000%  | N/A     | $5023152.00        | $4596086.59        | Agency Collateralized Mortgage Obligation |
| FNRM CL068BA R20F068                                   | 2060-10-25      | 1.5000%  | N/A     | $7000000.00        | $2476676.81        | Agency Collateralized Mortgage Obligation |
| FNRM CL096BE R11F096                                   | 2041-10-25      | 3.5000%  | N/A     | $1000000.00        | $886210.22         | Agency Collateralized Mortgage Obligation |
| MNRA CL006A2 R23M006                                   | 2028-07-25      | 4.1900%  | N/A     | $1705000.00        | $1637899.49        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-009 A                                        | 2063-06-16      | 2.3500%  | N/A     | $91300000.00       | $81271124.97       | Agency Collateralized Mortgage Obligation |
| FGRM 4048BE 05/15/42                                   | 2042-05-15      | 4.0000%  | N/A     | $7064000.00        | $6580187.42        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-104 FA                                       | 2055-06-20      | 5.6450%  | N/A     | $5000000.00        | $4983568.38        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-114 HA                                       | 2051-06-20      | 4.5000%  | N/A     | $58516672.00       | $58022073.21       | Agency Collateralized Mortgage Obligation |
| FERM 5146NB 08/25/51                                   | 2051-08-25      | 2.0000%  | N/A     | $1960000.00        | $1082769.77        | Agency Collateralized Mortgage Obligation |
| FNRA CL090FB R24F090                                   | 2053-11-25      | 5.5984%  | N/A     | $5000000.00        | $4491245.42        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-115 FA                                       | 2053-08-20      | 5.3950%  | N/A     | $100000000.00      | $51290709.01       | Agency Collateralized Mortgage Obligation |
| FERM 5575AV 08/25/36                                   | 2036-08-25      | 5.0000%  | N/A     | $7287608.00        | $7420708.06        | Agency Collateralized Mortgage Obligation |
| FNRM CL072Z R25F072                                    | 2051-03-25      | 4.5000%  | N/A     | $3613600.00        | $3030202.35        | Agency Collateralized Mortgage Obligation |
| FGRM 4411CD 09/15/44                                   | 2044-09-15      | 2.5000%  | N/A     | $28287000.00       | $1825882.26        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 NF                                       | 2055-06-20      | 6.0000%  | N/A     | $100000000.00      | $100206937.43      | Agency Collateralized Mortgage Obligation |
| FNRM CL101CB R11F101                                   | 2041-10-25      | 4.0000%  | N/A     | $14791000.00       | $2917602.46        | Agency Collateralized Mortgage Obligation |
| FNRM RC003NC R16F003                                   | 2046-02-25      | 2.2500%  | N/A     | $94000000.00       | $15230994.69       | Agency Collateralized Mortgage Obligation |
| FERM 05575C 09/25/55                                   | 2055-09-25      | 5.0000%  | N/A     | $10007088.00       | $9917293.29        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-131 KS                                       | 2055-08-20      | 0.1527%  | N/A     | $1672730000.00     | $26710437.00       | Agency Collateralized Mortgage Obligation |
| FNRA RC033DF R25F033                                   | 2055-04-25      | 5.5484%  | N/A     | $83012224.00       | $81555002.24       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 FY                                       | 2065-06-20      | 5.6450%  | N/A     | $5000000.00        | $4844946.61        | Agency Collateralized Mortgage Obligation |
| FGRM 4246LB 02/15/43                                   | 2043-02-15      | 2.5000%  | N/A     | $1000000.00        | $848532.44         | Agency Collateralized Mortgage Obligation |
| FERA 5575MB 09/25/55                                   | 2055-09-25      | 8.2953%  | N/A     | $5384608.00        | $5367499.50        | Agency Collateralized Mortgage Obligation |
| GNRM 2012-115 A                                        | 2045-04-16      | 2.1306%  | N/A     | $34025000.00       | $10522792.34       | Agency Collateralized Mortgage Obligation |
| FNRM CL076CD R24F076                                   | 2044-07-25      | 6.5000%  | N/A     | $18846144.00       | $8253882.93        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-060 MB                                       | 2050-08-20      | 5.0000%  | N/A     | $14350000.00       | $14157381.94       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-114 LJ                                       | 2055-07-20      | 4.5000%  | N/A     | $52384768.00       | $48555441.46       | Agency Collateralized Mortgage Obligation |
| FERM 05575P 11/25/53                                   | 2053-11-25      | 5.0000%  | N/A     | $29077664.00       | $29310194.85       | Agency Collateralized Mortgage Obligation |
| FGRM 4555PC 02/15/46                                   | 2046-02-15      | 3.0000%  | N/A     | $4236000.00        | $3552162.75        | Agency Collateralized Mortgage Obligation |
| FNRM RC089MC R15F089                                   | 2042-03-25      | 2.7500%  | N/A     | $25000000.00       | $2578443.51        | Agency Collateralized Mortgage Obligation |
| FERM 05575A 11/25/51                                   | 2051-11-25      | 5.0000%  | N/A     | $40172032.00       | $40469220.23       | Agency Collateralized Mortgage Obligation |
| FERA 5575FC 09/25/55                                   | 2055-09-25      | 5.2963%  | N/A     | $187500000.00      | $189546465.19      | Agency Collateralized Mortgage Obligation |
| FERM 4935KP 12/25/49                                   | 2049-12-25      | 2.5000%  | N/A     | $2948000.00        | $987806.10         | Agency Collateralized Mortgage Obligation |
| FERM 5575ED 04/25/53                                   | 2053-04-25      | 4.0000%  | N/A     | $147799296.00      | $145214598.32      | Agency Collateralized Mortgage Obligation |
| GNRA 2023-133 KF                                       | 2053-09-20      | 5.7450%  | N/A     | $50000000.00       | $18590017.25       | Agency Collateralized Mortgage Obligation |
| FGRM 4176DA 12/15/42                                   | 2042-12-15      | 3.0000%  | N/A     | $57660000.00       | $5552251.61        | Agency Collateralized Mortgage Obligation |
| FERM 5428VT 11/25/36                                   | 2036-11-25      | 6.0000%  | N/A     | $5558456.00        | $5708893.76        | Agency Collateralized Mortgage Obligation |

### Security 151: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $542697918.33
- **C.18.a - Value (excl. sponsor support):** $542697918.33
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6DC7, C.4 - ISIN: US3130B6DC77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $413335588.27
- **C.18.a - Value (excl. sponsor support):** $413335588.27
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $395407778.53
- **C.18.a - Value (excl. sponsor support):** $395407778.53
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYDQKHFE8
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | N/A     | $289671400.00      | $298584137.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | N/A     | $360000.00         | $363939.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | N/A     | $156126400.00      | $160051955.24      | U.S. Treasuries (including strips) |

### Security 155: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B56P8, C.4 - ISIN: US3130B56P83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1164988501.45
- **C.18.a - Value (excl. sponsor support):** $1164988501.45
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: Fixed Income Clearing Corporation - BOFA

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

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | N/A     | $29175900.00       | $29615051.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | N/A     | $100.00            | $73.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | N/A     | $100.00            | $100.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | N/A     | $20155900.00       | $20277563.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | N/A     | $13900.00          | $14655.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | N/A     | $190000000.00      | $183958353.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-02      | 0.0000%  | N/A     | $100.00            | $99.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | N/A     | $200.00            | $203.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | N/A     | $100.00            | $98.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | N/A     | $3176000.00        | $3259523.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | N/A     | $400.00            | $371.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 2.6250%  | N/A     | $17887900.00       | $17873909.71       | U.S. Treasuries (including strips) |

### Security 157: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95340094.62
- **C.18.a - Value (excl. sponsor support):** $95340094.62
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: Nomura Securities International Ltd.

- **C.1 - Title:** Nomura Securities International Ltd.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYDQMLK50
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's: NR; Standard & Poor's: NR; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-09-20      | 2.5000%  | N/A     | $33700.00          | $16787.61          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2046-05-15      | 4.0000%  | N/A     | $86107.00          | $4994.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-12-20      | 4.5000%  | N/A     | $345700.00         | $12247.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2027-09-20      | 8.0000%  | N/A     | $30104.00          | $4.41              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-05-20      | 5.5000%  | N/A     | $2700.00           | $2212.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2030-09-20      | 7.5000%  | N/A     | $12645742.00       | $6853.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-01-15      | 6.5000%  | N/A     | $25948.00          | $314.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-07-15      | 4.5000%  | N/A     | $63931.00          | $1761.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2030-12-15      | 6.5000%  | N/A     | $559002.00         | $820.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-03-15      | 6.5000%  | N/A     | $125023.00         | $12.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-02-15      | 7.0000%  | N/A     | $25084.00          | $89.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-12-20      | 5.0000%  | N/A     | $98000.00          | $1518.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-07-15      | 6.5000%  | N/A     | $37000.00          | $216.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2048-07-15      | 5.0000%  | N/A     | $1213382.00        | $219041.74         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-04-15      | 7.0000%  | N/A     | $34000.00          | $138.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2050-02-15      | 3.0000%  | N/A     | $34771.00          | $7465.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2028-11-20      | 3.5000%  | N/A     | $20810.00          | $619.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-11-15      | 7.0000%  | N/A     | $134954.00         | $734.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-05-15      | 6.5000%  | N/A     | $280000.00         | $221.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-02-15      | 7.0000%  | N/A     | $150000.00         | $121.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-08-20      | 6.5000%  | N/A     | $30000.00          | $409.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-12-15      | 7.0000%  | N/A     | $2362532.00        | $118.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-04-15      | 6.0000%  | N/A     | $4321269.00        | $6018.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 5.5000%  | N/A     | $80426.00          | $81475.74          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-06-15      | 7.0000%  | N/A     | $44761.00          | $424.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-08-20      | 2.0000%  | N/A     | $1504.00           | $883.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-06-20      | 3.0000%  | N/A     | $4100.00           | $1554.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-06-15      | 6.5000%  | N/A     | $75000.00          | $233.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-11-15      | 7.0000%  | N/A     | $76604.00          | $7.55              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2028-03-01      | 5.0000%  | N/A     | $25467638.00       | $70388.31          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-02-15      | 7.5000%  | N/A     | $219000.00         | $270.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-03-15      | 6.5000%  | N/A     | $101000.00         | $115.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-04-15      | 6.5000%  | N/A     | $855000.00         | $917.71            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2048-06-01      | 3.0000%  | N/A     | $942100.00         | $400846.97         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-11-20      | 3.5000%  | N/A     | $5700.00           | $423.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-05-15      | 7.0000%  | N/A     | $577527.00         | $595.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-01-15      | 6.5000%  | N/A     | $200000.00         | $372.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-03-20      | 6.0000%  | N/A     | $638748.00         | $14663.81          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-01-15      | 7.5000%  | N/A     | $2516141.00        | $41480.92          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-06-20      | 4.0000%  | N/A     | $50000.00          | $5149.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-03-20      | 3.5000%  | N/A     | $26772.00          | $4656.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2030-04-20      | 8.5000%  | N/A     | $487118.00         | $76.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-07-15      | 7.5000%  | N/A     | $684986.00         | $5927.14           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2043-10-01      | 4.5000%  | N/A     | $3200000.00        | $473894.07         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-07-20      | 4.5000%  | N/A     | $14247760.00       | $237928.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-11-15      | 6.5000%  | N/A     | $35000.00          | $474.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2045-03-15      | 4.0000%  | N/A     | $19805.00          | $1060.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-03-15      | 6.0000%  | N/A     | $124000.00         | $824.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-03-20      | 6.0000%  | N/A     | $26400.00          | $15594.04          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-03-15      | 6.0000%  | N/A     | $175000.00         | $203.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2028-09-20      | 3.5000%  | N/A     | $798900.00         | $21224.86          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-02-15      | 7.0000%  | N/A     | $175688.00         | $8.68              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-09-01      | 6.0000%  | N/A     | $227900.00         | $210828.37         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-06-15      | 4.5000%  | N/A     | $4167.00           | $3035.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-10-15      | 6.5000%  | N/A     | $25000.00          | $45.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-03-15      | 4.0000%  | N/A     | $6815.00           | $5219.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 4.0000%  | N/A     | $4090.00           | $2857.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-04-20      | 5.5000%  | N/A     | $67000.00          | $863.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2046-10-15      | 3.0000%  | N/A     | $6722.00           | $1902.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-09-20      | 5.5000%  | N/A     | $45000.00          | $1593.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-05-15      | 6.5000%  | N/A     | $285000.00         | $316.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-12-20      | 4.0000%  | N/A     | $50000.00          | $2574.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-09-15      | 6.5000%  | N/A     | $105693.00         | $2055.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-02-15      | 6.5000%  | N/A     | $25000.00          | $575.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-10-20      | 5.0000%  | N/A     | $49117.00          | $1556.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-10-15      | 6.5000%  | N/A     | $50299.00          | $841.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-10-15      | 7.0000%  | N/A     | $3465579.00        | $4467.37           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-04-01      | 5.0000%  | N/A     | $1022600.00        | $780843.38         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-06-15      | 6.5000%  | N/A     | $181869.00         | $1232.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-12-15      | 8.0000%  | N/A     | $9078534.00        | $2312.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-09-20      | 4.0000%  | N/A     | $1080000.00        | $53318.38          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-09-15      | 6.5000%  | N/A     | $93273.00          | $358.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-01-15      | 7.0000%  | N/A     | $1749040.00        | $64.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-07-20      | 3.5000%  | N/A     | $10156.00          | $2380.78           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-05-01      | 3.0000%  | N/A     | $452600.00         | $309557.85         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-12-15      | 6.5000%  | N/A     | $250000.00         | $29.53             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2050-11-01      | 2.0000%  | N/A     | $134600.00         | $70959.50          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-04-15      | 7.0000%  | N/A     | $2503760.00        | $54497.83          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-08-15      | 5.0000%  | N/A     | $25189.00          | $314.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-09-15      | 3.0000%  | N/A     | $77272.00          | $32919.65          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-11-15      | 5.0000%  | N/A     | $73348.00          | $8714.54           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2025-11-15      | 7.5000%  | N/A     | $2502382.00        | $27492.13          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-07-20      | 3.0000%  | N/A     | $984762.00         | $269030.61         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-09-15      | 7.0000%  | N/A     | $839583.00         | $2211.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-01-20      | 4.0000%  | N/A     | $1500.00           | $966.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-08-15      | 6.5000%  | N/A     | $75227.00          | $647.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-10-20      | 4.0000%  | N/A     | $25000.00          | $1061.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-07-20      | 3.0000%  | N/A     | $1520.00           | $933.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-06-15      | 7.0000%  | N/A     | $229907.00         | $209.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-07-20      | 3.5000%  | N/A     | $35666.00          | $1997.47           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2051-09-01      | 2.5000%  | N/A     | $923168.00         | $588596.85         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-03-15      | 6.5000%  | N/A     | $37813.00          | $248.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-02-20      | 4.5000%  | N/A     | $1030800.00        | $46185.97          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $907935.00         | $943395.23         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-09-15      | 7.0000%  | N/A     | $500625.00         | $263.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-10-15      | 7.0000%  | N/A     | $165000.00         | $756.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-08-20      | 6.0000%  | N/A     | $20000.00          | $162.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-05-15      | 6.5000%  | N/A     | $12870000.00       | $10056.38          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-02-15      | 3.1000%  | N/A     | $10200.00          | $5538.85           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2043-07-01      | 4.0000%  | N/A     | $400000.00         | $63532.59          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-11-20      | 4.5000%  | N/A     | $3347.00           | $273.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-07-15      | 6.5000%  | N/A     | $444483.00         | $270.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-10-15      | 7.0000%  | N/A     | $7271983.00        | $2166.32           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2050-11-01      | 2.5000%  | N/A     | $364100.00         | $157875.33         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-11-15      | 7.0000%  | N/A     | $1093937.00        | $5679.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 2.5000%  | N/A     | $55230.00          | $33705.71          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-05-15      | 7.0000%  | N/A     | $400000.00         | $543.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-04-20      | 3.5000%  | N/A     | $100000.00         | $6266.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-06-15      | 6.5000%  | N/A     | $45321.00          | $28.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-01-20      | 4.5000%  | N/A     | $10000000.00       | $225739.31         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-06-20      | 4.0000%  | N/A     | $1001862.00        | $44637.09          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2025-10-20      | 8.0000%  | N/A     | $499509.00         | $1.79              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-07-01      | 6.5000%  | N/A     | $78400.00          | $75778.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-09-15      | 7.0000%  | N/A     | $34000.00          | $46.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-10-15      | 6.5000%  | N/A     | $50000.00          | $86.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-03-01      | 6.5000%  | N/A     | $123700.00         | $129071.04         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 3.0000%  | N/A     | $603911.00         | $502648.88         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-11-20      | 3.5000%  | N/A     | $1532000.00        | $1080856.68        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-06-15      | 6.5000%  | N/A     | $50000.00          | $1275.44           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-06-01      | 5.5000%  | N/A     | $58492.00          | $57759.61          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-09-20      | 2.0000%  | N/A     | $16000.00          | $9363.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-06-15      | 4.5000%  | N/A     | $500000.00         | $75.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-11-15      | 3.5000%  | N/A     | $6147.00           | $807.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-02-15      | 7.0000%  | N/A     | $250000.00         | $160.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-04-20      | 3.0000%  | N/A     | $132400.00         | $109142.17         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-08-20      | 6.5000%  | N/A     | $1076329.00        | $2926.96           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-06-15      | 5.4900%  | N/A     | $162210.00         | $3837.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-11-20      | 3.5000%  | N/A     | $11027.00          | $1385.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-11-15      | 7.0000%  | N/A     | $244698.00         | $1571.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-06-20      | 4.5000%  | N/A     | $2222302.00        | $110261.22         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786817 C                      | 2052-12-20      | 0.0000%  | N/A     | $4500.00           | $3119.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2029-10-20      | 3.5000%  | N/A     | $133000.00         | $9536.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-10-20      | 4.0000%  | N/A     | $1000.00           | $48.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-06-15      | 5.0000%  | N/A     | $799000.00         | $75433.30          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-05-15      | 6.0000%  | N/A     | $1329836.00        | $13123.12          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-08-15      | 7.5000%  | N/A     | $258230.00         | $1229.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-03-20      | 4.0000%  | N/A     | $171043.00         | $50756.88          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2028-12-20      | 6.5000%  | N/A     | $150000.00         | $155.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-09-15      | 6.5000%  | N/A     | $65023.00          | $617.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-05-15      | 7.0000%  | N/A     | $369000.00         | $303.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-08-20      | 4.0000%  | N/A     | $50000.00          | $1972.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-05-15      | 3.7500%  | N/A     | $22700.00          | $3111.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-10-15      | 7.0000%  | N/A     | $310218.00         | $3564.39           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-01-15      | 7.0000%  | N/A     | $300000.00         | $1417.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-01-15      | 6.5000%  | N/A     | $45000.00          | $2151.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-12-15      | 7.0000%  | N/A     | $991770.00         | $819.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 5.5000%  | N/A     | $8775.00           | $7420.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-12-15      | 7.0000%  | N/A     | $35937.00          | $68.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-06-15      | 7.0000%  | N/A     | $495000.00         | $319.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-09-15      | 6.5000%  | N/A     | $230318.00         | $3027.71           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-05-15      | 7.0000%  | N/A     | $2820944.00        | $531.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-11-15      | 7.0000%  | N/A     | $25000.00          | $919.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 5.5000%  | N/A     | $16348.00          | $16459.66          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-07-15      | 3.5000%  | N/A     | $1488800.00        | $9214.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-10-15      | 7.5000%  | N/A     | $744933.00         | $768.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-09-15      | 7.0000%  | N/A     | $37497607.00       | $52525.89          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-10-15      | 7.0000%  | N/A     | $30000.00          | $76.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-03-20      | 1.5000%  | N/A     | $315951.00         | $245667.27         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-05-15      | 5.2300%  | N/A     | $2160347.00        | $2191637.34        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-10-15      | 6.5000%  | N/A     | $25272.00          | $448.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-11-20      | 5.5000%  | N/A     | $25000.00          | $301.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-03-15      | 7.0000%  | N/A     | $25000.00          | $5.88              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-09-15      | 6.5000%  | N/A     | $25610.00          | $1824.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 6.5000%  | N/A     | $235581.00         | $191837.16         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-07-15      | 4.0000%  | N/A     | $32356.00          | $6992.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-08-15      | 6.0000%  | N/A     | $261142.00         | $861.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2026-02-20      | 4.0000%  | N/A     | $480000.00         | $653.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-05-15      | 6.5000%  | N/A     | $54000.00          | $32.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-04-15      | 7.0000%  | N/A     | $1128781.00        | $5833.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-01-15      | 6.5000%  | N/A     | $39654.00          | $136.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2043-04-15      | 2.5000%  | N/A     | $19846.00          | $2705.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2048-06-15      | 5.0000%  | N/A     | $1007.00           | $352.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-06-20      | 5.0000%  | N/A     | $191000.00         | $2598.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-04-15      | 7.0000%  | N/A     | $29273.00          | $350.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-11-15      | 5.0000%  | N/A     | $1026675.00        | $109295.65         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-06-20      | 3.0000%  | N/A     | $205740.00         | $93369.83          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-12-15      | 5.0000%  | N/A     | $35000.00          | $3831.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-04-15      | 7.5000%  | N/A     | $760805.00         | $217.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-02-15      | 6.5000%  | N/A     | $1514881.00        | $180.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-02-15      | 7.0000%  | N/A     | $665879.00         | $1016.32           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2049-11-01      | 3.5000%  | N/A     | $2363352.00        | $541628.17         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-12-20      | 7.0000%  | N/A     | $35000.00          | $6226.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-05-15      | 5.5000%  | N/A     | $140000.00         | $700.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-02-15      | 7.0000%  | N/A     | $4011664.00        | $93.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-10-15      | 7.5000%  | N/A     | $265629.00         | $1728.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-09-15      | 6.5000%  | N/A     | $802000.00         | $766.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2035-05-15      | 5.5000%  | N/A     | $50000.00          | $600.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-11-15      | 5.2500%  | N/A     | $981449.00         | $33825.26          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-04-15      | 7.0000%  | N/A     | $1051344.00        | $1563.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-06-15      | 6.5000%  | N/A     | $90000.00          | $200.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-09-15      | 6.5000%  | N/A     | $60473.00          | $309.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-09-15      | 6.5000%  | N/A     | $25000.00          | $317.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-07-20      | 4.5000%  | N/A     | $35239.00          | $253.07            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2042-04-01      | 3.0000%  | N/A     | $261000.00         | $176478.42         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2035-01-15      | 6.5000%  | N/A     | $150000.00         | $1585.39           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-10-15      | 7.5000%  | N/A     | $707314.00         | $6607.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-03-20      | 5.5000%  | N/A     | $25000.00          | $92.09             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2038-06-01      | 5.5000%  | N/A     | $22110000.00       | $119193.49         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-05-15      | 3.5000%  | N/A     | $1385000.00        | $2755.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-09-20      | 2.0000%  | N/A     | $1200.00           | $478.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-10-15      | 4.5000%  | N/A     | $3499.00           | $941.61            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2035-07-01      | 5.0000%  | N/A     | $16361036.00       | $167714.04         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-10-15      | 5.0000%  | N/A     | $25000.00          | $302.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-09-15      | 6.5000%  | N/A     | $25000.00          | $234.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-09-15      | 4.7000%  | N/A     | $1013.00           | $112.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-04-15      | 7.0000%  | N/A     | $75000.00          | $302.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-09-15      | 6.5000%  | N/A     | $25000.00          | $428.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.5000%  | N/A     | $2992.00           | $2307.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-05-15      | 7.0000%  | N/A     | $313137.00         | $662.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-03-15      | 6.5000%  | N/A     | $69000.00          | $127.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-07-15      | 7.0000%  | N/A     | $25069.00          | $325.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 3.5000%  | N/A     | $2028.00           | $1296.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-11-15      | 6.5000%  | N/A     | $25000.00          | $308.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-03-15      | 7.0000%  | N/A     | $29619030.00       | $6604.48           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-06-15      | 7.0000%  | N/A     | $792357.00         | $293.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-10-15      | 7.0000%  | N/A     | $250000.00         | $211.08            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2032-04-01      | 7.0000%  | N/A     | $13461096.00       | $166972.14         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-05-15      | 6.5000%  | N/A     | $52995.00          | $142.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.5000%  | N/A     | $42013.00          | $28992.11          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-02-20      | 4.5000%  | N/A     | $206000.00         | $8023.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-06-20      | 3.0000%  | N/A     | $770061.00         | $302254.17         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-02-01      | 6.5000%  | N/A     | $146110.00         | $125406.33         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-11-20      | 4.0000%  | N/A     | $90000.00          | $74580.76          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-08-20      | 5.0000%  | N/A     | $75175.00          | $1210.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-10-20      | 2.5000%  | N/A     | $14074.00          | $9489.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-09-15      | 4.0000%  | N/A     | $40000.00          | $2301.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-12-15      | 6.5000%  | N/A     | $25000.00          | $845.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-06-20      | 4.5000%  | N/A     | $1250000.00        | $35714.48          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.5000%  | N/A     | $1600.00           | $979.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2026-02-20      | 3.5000%  | N/A     | $5061107.00        | $9963.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-04-15      | 5.0000%  | N/A     | $328700.00         | $1757.26           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-04-20      | 4.0000%  | N/A     | $6600.00           | $2634.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-10-20      | 4.0000%  | N/A     | $899000.00         | $44513.32          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-08-15      | 6.5000%  | N/A     | $845886.00         | $107.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-02-20      | 2.5000%  | N/A     | $7485.00           | $4969.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-12-15      | 6.5000%  | N/A     | $990001.00         | $2970.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-08-15      | 6.5000%  | N/A     | $25000.00          | $1185.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-01-15      | 5.0000%  | N/A     | $25000.00          | $1206.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-11-15      | 6.5000%  | N/A     | $35000.00          | $231.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-04-15      | 6.0000%  | N/A     | $531432.00         | $6784.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-04-15      | 7.0000%  | N/A     | $100000.00         | $32.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-11-20      | 5.0000%  | N/A     | $250000.00         | $1139.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-09-15      | 2.5000%  | N/A     | $6260.00           | $1769.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-10-20      | 4.5000%  | N/A     | $1473342.00        | $5130.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-04-15      | 6.5000%  | N/A     | $230642.00         | $595.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-01-15      | 6.5000%  | N/A     | $25000.00          | $132.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-09-20      | 4.0000%  | N/A     | $40000.00          | $1819.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-10-15      | 5.0000%  | N/A     | $22549.00          | $3153.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-07-15      | 7.5000%  | N/A     | $80069.00          | $56.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-03-15      | 7.0000%  | N/A     | $200000.00         | $3448.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-09-20      | 5.0000%  | N/A     | $65529.00          | $3384.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.0000%  | N/A     | $5917.00           | $3092.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-07-20      | 6.0000%  | N/A     | $25000.00          | $79.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-07-15      | 6.5000%  | N/A     | $465450.00         | $129.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2027-05-20      | 2.5000%  | N/A     | $1386400.00        | $23609.31          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-12-15      | 6.0000%  | N/A     | $142541.00         | $535.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-09-15      | 6.5000%  | N/A     | $33800.00          | $840.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-09-20      | 6.0000%  | N/A     | $27100.00          | $21188.36          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-11-15      | 6.5000%  | N/A     | $160496.00         | $367.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-03-15      | 6.5000%  | N/A     | $25000.00          | $645.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-06-20      | 2.5000%  | N/A     | $17100.00          | $3311.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-05-15      | 5.0000%  | N/A     | $50000.00          | $726.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-03-15      | 7.0000%  | N/A     | $164440.00         | $269.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-04-15      | 5.5000%  | N/A     | $26000.00          | $1364.63           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2028-08-01      | 2.0000%  | N/A     | $1065000.00        | $67344.10          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-05-15      | 6.5000%  | N/A     | $74000.00          | $69.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-04-20      | 5.0000%  | N/A     | $127460.00         | $4207.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-01-15      | 7.0000%  | N/A     | $263493.00         | $110.99            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-04-01      | 4.5000%  | N/A     | $371100.00         | $302543.06         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-04-20      | 3.0000%  | N/A     | $190900.00         | $86621.28          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-01-15      | 7.0000%  | N/A     | $179731.00         | $97.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-08-15      | 6.5000%  | N/A     | $103632.00         | $626.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2031-08-20      | 7.5000%  | N/A     | $36790.00          | $4816.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-10-15      | 7.0000%  | N/A     | $2003925.00        | $545.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-10-15      | 6.7500%  | N/A     | $30000.00          | $197.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-08-15      | 6.5000%  | N/A     | $137176.00         | $450.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-08-15      | 7.0000%  | N/A     | $35097.00          | $239.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-04-20      | 4.5000%  | N/A     | $51212.00          | $4099.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-05-15      | 4.5000%  | N/A     | $24815.00          | $3440.11           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786949 C                      | 2053-08-20      | 0.0000%  | N/A     | $5347.00           | $4412.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-11-20      | 5.0000%  | N/A     | $837201.00         | $38323.52          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2030-01-15      | 7.0000%  | N/A     | $120000.00         | $123.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-02-20      | 3.0000%  | N/A     | $13442.00          | $10187.66          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-04-15      | 6.0000%  | N/A     | $2856929.00        | $29608.23          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-03-15      | 7.0000%  | N/A     | $148758.00         | $134.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-07-15      | 7.0000%  | N/A     | $3012541.00        | $8572.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-06-20      | 4.0000%  | N/A     | $18600.00          | $382.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-08-15      | 7.0000%  | N/A     | $1279510.00        | $2649.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-02-15      | 3.5000%  | N/A     | $45000.00          | $59.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2035-06-15      | 6.0000%  | N/A     | $55200.00          | $797.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 4.0000%  | N/A     | $230400.00         | $168636.62         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-10-20      | 6.0000%  | N/A     | $25132.00          | $251.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-03-15      | 4.5000%  | N/A     | $33500.00          | $518.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-09-15      | 6.5000%  | N/A     | $141696.00         | $756.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-06-20      | 6.0000%  | N/A     | $10000.00          | $6630.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-11-20      | 4.0000%  | N/A     | $139200.00         | $93499.15          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-05-15      | 7.0000%  | N/A     | $1518273.00        | $1340.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-01-20      | 6.0000%  | N/A     | $43000.00          | $124.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-03-15      | 7.0000%  | N/A     | $50000.00          | $14.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-04-15      | 7.0000%  | N/A     | $212649.00         | $61.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-01-20      | 4.5000%  | N/A     | $80000.00          | $2021.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-09-20      | 6.0000%  | N/A     | $45000.00          | $401.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-10-15      | 6.5000%  | N/A     | $25000.00          | $188.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-01-20      | 5.0000%  | N/A     | $4170.00           | $115.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-05-20      | 5.0000%  | N/A     | $57486.00          | $731.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-02-20      | 3.0000%  | N/A     | $75900.00          | $8432.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-12-15      | 2.5000%  | N/A     | $304700.00         | $4984.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-02-20      | 3.5000%  | N/A     | $8200.00           | $3622.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-09-15      | 6.0000%  | N/A     | $459980.00         | $5270.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 3.0000%  | N/A     | $3280400.00        | $2019653.72        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-09-15      | 6.5000%  | N/A     | $195008.00         | $1072.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-09-15      | 6.0000%  | N/A     | $233093.00         | $4869.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-05-15      | 7.0000%  | N/A     | $60000.00          | $44.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-02-15      | 7.0000%  | N/A     | $25228.00          | $10.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-08-20      | 4.5000%  | N/A     | $968500.00         | $26829.99          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-06-20      | 2.0000%  | N/A     | $48800.00          | $23551.82          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-11-15      | 7.0000%  | N/A     | $3162465.00        | $533.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-01-20      | 4.5000%  | N/A     | $1100.00           | $280.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-11-15      | 7.5000%  | N/A     | $25260.00          | $73.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-07-15      | 6.5000%  | N/A     | $121000.00         | $890.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2026-06-20      | 5.0000%  | N/A     | $1000000.00        | $35.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-09-15      | 7.5000%  | N/A     | $10100000.00       | $5220.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-10-15      | 6.5000%  | N/A     | $80000.00          | $758.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-12-15      | 7.0000%  | N/A     | $184000.00         | $1367.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-03-15      | 6.5000%  | N/A     | $100324.00         | $48.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-07-15      | 6.5000%  | N/A     | $25021.00          | $887.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-06-20      | 4.5000%  | N/A     | $3500000.00        | $241326.46         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2039-01-01      | 5.0000%  | N/A     | $10009835.00       | $161971.54         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-09-15      | 4.7500%  | N/A     | $962747.00         | $80893.53          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-11-20      | 5.5000%  | N/A     | $1341000.00        | $7616.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 6.0000%  | N/A     | $1100.00           | $737.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-09-15      | 4.5000%  | N/A     | $85343.00          | $4896.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-12-15      | 6.0000%  | N/A     | $2000000.00        | $66698.29          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2029-10-20      | 7.5000%  | N/A     | $5000000.00        | $2683.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-05-15      | 6.5000%  | N/A     | $25000.00          | $75.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-02-15      | 7.0000%  | N/A     | $500000.00         | $126.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-05-20      | 4.5000%  | N/A     | $180000.00         | $4733.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-01-20      | 2.5000%  | N/A     | $88000.00          | $42126.42          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-03-15      | 3.5000%  | N/A     | $33279.00          | $8766.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-09-20      | 5.5000%  | N/A     | $414926.00         | $350127.94         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-09-15      | 7.0000%  | N/A     | $1170431.00        | $477.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-02-15      | 3.0000%  | N/A     | $3774.00           | $3014.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-12-15      | 7.0000%  | N/A     | $74045.00          | $27.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-06-20      | 5.5000%  | N/A     | $1033815.00        | $89692.18          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-02-20      | 5.5000%  | N/A     | $65000.00          | $852.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-02-20      | 4.5000%  | N/A     | $188000.00         | $4136.95           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-09-15      | 7.5000%  | N/A     | $25580.00          | $6.50              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-07-20      | 7.5000%  | N/A     | $373340.00         | $514.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2037-10-01      | 6.0000%  | N/A     | $12627716.00       | $129083.86         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-07-15      | 7.0000%  | N/A     | $62446.00          | $327.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-06-20      | 5.0000%  | N/A     | $68600.00          | $5284.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-04-15      | 4.5000%  | N/A     | $897300.00         | $8683.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-04-15      | 7.0000%  | N/A     | $226000.00         | $22.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 7.5000%  | N/A     | $3173.00           | $3291.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-11-15      | 6.0000%  | N/A     | $419658.00         | $2653.96           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-10-15      | 6.0000%  | N/A     | $50000.00          | $446.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-07-15      | 7.0000%  | N/A     | $175000.00         | $77.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-06-15      | 6.5000%  | N/A     | $57405.00          | $207.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-05-15      | 7.0000%  | N/A     | $2514171.00        | $39555.76          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2028-12-20      | 6.0000%  | N/A     | $100000.00         | $147.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-02-15      | 5.5000%  | N/A     | $285000.00         | $2317.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-11-15      | 6.5000%  | N/A     | $300000.00         | $2184.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2051-06-15      | 3.5000%  | N/A     | $200000.00         | $72666.32          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2030-09-20      | 2.5000%  | N/A     | $20400.00          | $1729.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-07-20      | 4.6250%  | N/A     | $12000000.00       | $360414.67         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-01-20      | 4.0000%  | N/A     | $82000.00          | $4957.39           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-04-20      | 5.0000%  | N/A     | $51947.00          | $3635.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2030-12-15      | 7.0000%  | N/A     | $200000.00         | $180.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2025-12-15      | 7.0000%  | N/A     | $1179068.00        | $50.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-06-20      | 4.0000%  | N/A     | $47300.00          | $2729.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-09-15      | 4.0000%  | N/A     | $58000.00          | $21474.79          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2041-06-01      | 4.2500%  | N/A     | $787175.00         | $330516.45         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-01-15      | 6.5000%  | N/A     | $335000.00         | $1496.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-07-20      | 6.5000%  | N/A     | $50000.00          | $663.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-05-15      | 7.0000%  | N/A     | $680000.00         | $1307.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-04-20      | 4.5000%  | N/A     | $12400.00          | $828.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-09-20      | 3.5000%  | N/A     | $127222.00         | $50844.99          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-07-15      | 6.5000%  | N/A     | $213523.00         | $529.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-10-01      | 4.0000%  | N/A     | $164000.00         | $137656.07         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-05-15      | 6.5000%  | N/A     | $36467.00          | $437.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-10-15      | 6.5000%  | N/A     | $324000.00         | $2847.19           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-07-20      | 2.5000%  | N/A     | $15755.00          | $6500.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-03-15      | 7.5000%  | N/A     | $837569.00         | $6937.26           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2032-07-01      | 6.5000%  | N/A     | $3400000.00        | $72581.33          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-11-15      | 7.0000%  | N/A     | $2377111.00        | $716.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2046-08-15      | 4.5000%  | N/A     | $289605.00         | $14761.50          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-05-20      | 5.0000%  | N/A     | $300000.00         | $236957.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-07-15      | 7.5000%  | N/A     | $98816.00          | $41.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2046-07-15      | 4.5000%  | N/A     | $51603.00          | $16837.33          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-01-20      | 4.0000%  | N/A     | $115000.00         | $9002.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-02-20      | 4.0000%  | N/A     | $89000.00          | $7346.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-07-15      | 6.5000%  | N/A     | $50000.00          | $730.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 5.0000%  | N/A     | $3911.00           | $3747.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2029-08-20      | 8.0000%  | N/A     | $335000.00         | $38.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-06-15      | 6.5000%  | N/A     | $25000.00          | $2328.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-08-15      | 6.5000%  | N/A     | $33317.00          | $453.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-05-20      | 4.5000%  | N/A     | $50000.00          | $642.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-01-20      | 6.5000%  | N/A     | $22000.00          | $263.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-08-15      | 6.5000%  | N/A     | $250000.00         | $299.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-05-20      | 4.5000%  | N/A     | $92742.00          | $6322.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-10-20      | 4.0000%  | N/A     | $35673.00          | $697.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-07-15      | 6.5000%  | N/A     | $90000.00          | $668.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-07-20      | 2.5000%  | N/A     | $1338712.00        | $766623.12         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 3.0000%  | N/A     | $300000.00         | $217105.27         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2028-01-20      | 8.0000%  | N/A     | $1622289.00        | $293.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-12-15      | 4.5000%  | N/A     | $85063.00          | $2965.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-04-15      | 6.5000%  | N/A     | $33000.00          | $528.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-01-15      | 7.0000%  | N/A     | $181185.00         | $715.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2035-05-15      | 5.5000%  | N/A     | $66666.00          | $1356.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-12-15      | 6.5000%  | N/A     | $40000.00          | $100.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-06-15      | 7.0000%  | N/A     | $2522148.00        | $47518.88          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-07-15      | 6.5000%  | N/A     | $66057.00          | $488.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2027-06-20      | 8.0000%  | N/A     | $500000.00         | $117.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-04-20      | 4.0000%  | N/A     | $230000.00         | $7676.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-04-20      | 3.0000%  | N/A     | $1516123.00        | $237040.14         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-04-20      | 4.5000%  | N/A     | $270000.00         | $9647.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-02-15      | 6.5000%  | N/A     | $25000.00          | $187.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-08-01      | 2.0000%  | N/A     | $1000000.00        | $597770.66         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.5000%  | N/A     | $22236.00          | $14325.17          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-10-15      | 7.5000%  | N/A     | $728816.00         | $9422.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-10-15      | 6.5000%  | N/A     | $72780.00          | $489.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-03-15      | 7.0000%  | N/A     | $140411.00         | $592.41            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2051-08-01      | 1.5000%  | N/A     | $288868.00         | $197622.36         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-12-20      | 4.0000%  | N/A     | $12400.00          | $638.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-06-15      | 7.0000%  | N/A     | $331000.00         | $18.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-06-15      | 7.0000%  | N/A     | $76555.00          | $51.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-04-15      | 7.0000%  | N/A     | $85816.00          | $49.81             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2033-10-01      | 5.0000%  | N/A     | $10841919.00       | $178418.37         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-12-15      | 5.5000%  | N/A     | $35000.00          | $514.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-09-20      | 5.5000%  | N/A     | $11000.00          | $7709.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-08-15      | 7.0000%  | N/A     | $37000.00          | $713.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-09-20      | 4.0000%  | N/A     | $123000.00         | $6559.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-07-20      | 4.5000%  | N/A     | $1018.00           | $52.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.0000%  | N/A     | $198338.00         | $196982.33         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-05-20      | 4.0000%  | N/A     | $465672.00         | $26242.54          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-02-15      | 7.5000%  | N/A     | $2517548.00        | $42807.51          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-11-20      | 5.5000%  | N/A     | $34975300.00       | $46021.99          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-02-15      | 7.0000%  | N/A     | $90000.00          | $122.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-07-15      | 6.0000%  | N/A     | $200000.00         | $4141.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-10-15      | 6.5000%  | N/A     | $50000.00          | $317.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-09-15      | 6.5000%  | N/A     | $200000.00         | $373.35            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2027-05-31      | 3.8750%  | N/A     | $747000.00         | $756366.40         | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-09-15      | 4.0000%  | N/A     | $5500.00           | $452.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-04-01      | 2.5000%  | N/A     | $344300.00         | $249478.42         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-10-15      | 7.5000%  | N/A     | $504918.00         | $42.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-04-15      | 7.0000%  | N/A     | $29921127.00       | $50953.12          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-07-15      | 7.0000%  | N/A     | $217479.00         | $213.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2035-04-15      | 5.8600%  | N/A     | $25444.00          | $3345.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-06-20      | 4.5000%  | N/A     | $254000.00         | $6410.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-07-15      | 6.5000%  | N/A     | $299314.00         | $2373.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-10-15      | 6.5000%  | N/A     | $101925.00         | $886.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-10-20      | 3.0000%  | N/A     | $3083.00           | $1827.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-09-15      | 7.0000%  | N/A     | $50710.00          | $3423.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-03-15      | 7.0000%  | N/A     | $5475320.00        | $6968.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-12-15      | 7.0000%  | N/A     | $150000.00         | $1047.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-04-15      | 6.5000%  | N/A     | $25371.00          | $14.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-06-20      | 3.0000%  | N/A     | $16000.00          | $8115.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2045-04-15      | 4.5000%  | N/A     | $7478.00           | $1622.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-09-15      | 6.5000%  | N/A     | $135000.00         | $654.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2043-02-15      | 3.0000%  | N/A     | $157433.00         | $71184.28          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2063-07-20      | 6.0000%  | N/A     | $268500.00         | $70899.43          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787290 C                      | 2053-09-20      | 0.0000%  | N/A     | $10061944.00       | $7818881.11        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-09-15      | 6.5000%  | N/A     | $25000.00          | $69.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-06-15      | 5.5000%  | N/A     | $54000.00          | $673.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-03-20      | 5.5000%  | N/A     | $1808.00           | $897.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-02-15      | 7.0000%  | N/A     | $100000.00         | $49.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2030-07-20      | 3.0000%  | N/A     | $980000.00         | $60170.08          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-06-15      | 7.0000%  | N/A     | $370413.00         | $751.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-05-15      | 6.5000%  | N/A     | $80000.00          | $149.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-08-15      | 6.0000%  | N/A     | $181435.00         | $2115.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-07-15      | 6.5000%  | N/A     | $341000.00         | $594.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-04-15      | 6.0000%  | N/A     | $71000.00          | $157.42            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2045-12-01      | 3.5000%  | N/A     | $2107260.00        | $326199.65         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2027-11-20      | 3.5000%  | N/A     | $19800.00          | $587.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 2.5000%  | N/A     | $1406417.00        | $1128487.46        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-05-20      | 4.0000%  | N/A     | $15000.00          | $655.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2045-04-15      | 3.0000%  | N/A     | $6574.00           | $658.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-02-15      | 7.0000%  | N/A     | $1887843.00        | $294.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-09-20      | 5.0000%  | N/A     | $1700.00           | $1331.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-04-15      | 6.5000%  | N/A     | $30000.00          | $303.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2026-10-20      | 3.0000%  | N/A     | $500000.00         | $4284.45           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-06-15      | 6.5000%  | N/A     | $550000.00         | $1385.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-08-20      | 4.0000%  | N/A     | $3013000.00        | $329708.18         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-03-20      | 5.0000%  | N/A     | $70000.00          | $706.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-06-15      | 6.5000%  | N/A     | $25000.00          | $45.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 3.0000%  | N/A     | $9300.00           | $5919.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-06-15      | 7.0000%  | N/A     | $50000.00          | $61.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-09-15      | 6.5000%  | N/A     | $50181.00          | $921.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-05-15      | 6.5000%  | N/A     | $55000.00          | $55.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-02-15      | 6.5000%  | N/A     | $32928.00          | $547.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-05-20      | 4.0000%  | N/A     | $100000.00         | $4510.48           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-12-15      | 6.0000%  | N/A     | $255000.00         | $745.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-04-15      | 6.5000%  | N/A     | $44159.00          | $509.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 3.0000%  | N/A     | $31557.00          | $23112.95          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-08-15      | 6.5000%  | N/A     | $25000.00          | $22.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-05-15      | 6.5000%  | N/A     | $303000.00         | $590.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 5.0000%  | N/A     | $1228.00           | $1201.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-11-15      | 7.0000%  | N/A     | $41371875.00       | $2085.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-01-15      | 4.5000%  | N/A     | $6000.00           | $1668.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2031-05-20      | 6.5000%  | N/A     | $100000.00         | $181.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2046-12-15      | 2.5000%  | N/A     | $717283.00         | $331841.36         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-08-15      | 7.0000%  | N/A     | $72298.00          | $30.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-12-15      | 7.0000%  | N/A     | $1349967.00        | $3238.01           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-07-20      | 5.0000%  | N/A     | $776222.00         | $55152.07          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-12-15      | 6.0000%  | N/A     | $552954.00         | $5093.46           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-02-15      | 6.5000%  | N/A     | $284575.00         | $5403.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-04-15      | 7.0000%  | N/A     | $480188.00         | $64.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-03-15      | 7.0000%  | N/A     | $188100.00         | $8.42              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-07-15      | 7.0000%  | N/A     | $305000.00         | $643.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-09-20      | 2.5000%  | N/A     | $1235.00           | $472.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-07-20      | 7.0000%  | N/A     | $25000.00          | $1038.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-07-15      | 7.0000%  | N/A     | $300000.00         | $459.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-04-20      | 4.5000%  | N/A     | $268000.00         | $4428.35           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2042-07-01      | 5.0000%  | N/A     | $86000.00          | $59715.56          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-10-15      | 7.0000%  | N/A     | $50765.00          | $2642.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-10-20      | 5.0000%  | N/A     | $35900.00          | $2910.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-04-15      | 7.0000%  | N/A     | $2519624.00        | $45051.16          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-07-20      | 3.0000%  | N/A     | $25000.00          | $6038.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-10-20      | 3.5000%  | N/A     | $2147000.00        | $258985.27         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2030-05-15      | 7.5000%  | N/A     | $371034.00         | $310.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-03-15      | 7.0000%  | N/A     | $1800000.00        | $87.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-07-15      | 7.0000%  | N/A     | $283723.00         | $2392.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-04-15      | 7.0000%  | N/A     | $60000.00          | $6.53              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-02-20      | 4.0000%  | N/A     | $145237.00         | $7613.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-04-15      | 4.5000%  | N/A     | $192000.00         | $34241.89          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-12-20      | 5.0000%  | N/A     | $25000.00          | $163.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-03-20      | 3.0000%  | N/A     | $18000.00          | $1526.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-03-15      | 7.0000%  | N/A     | $268557.00         | $9.22              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-07-15      | 6.5000%  | N/A     | $80000.00          | $336.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-07-15      | 5.0000%  | N/A     | $700634.00         | $31383.75          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-01-15      | 7.0000%  | N/A     | $686875.00         | $16.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-12-15      | 7.0000%  | N/A     | $1087993.00        | $440.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-09-20      | 3.0000%  | N/A     | $48028.00          | $29359.98          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-06-20      | 3.5000%  | N/A     | $15000257.00       | $2698717.41        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-02-15      | 6.5000%  | N/A     | $32581.00          | $263.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 3.0000%  | N/A     | $5100.00           | $3264.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-09-20      | 3.0000%  | N/A     | $30030.00          | $23560.11          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-09-15      | 6.5000%  | N/A     | $400000.00         | $1006.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-03-15      | 7.0000%  | N/A     | $200000.00         | $139.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-07-15      | 7.0000%  | N/A     | $208863.00         | $1912.97           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-04-01      | 3.0000%  | N/A     | $1001581.00        | $737019.26         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 2.0000%  | N/A     | $1548.00           | $925.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-09-20      | 4.5000%  | N/A     | $20217400.00       | $848835.15         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-11-15      | 7.0000%  | N/A     | $75526.00          | $1534.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 5.0000%  | N/A     | $4853.00           | $4755.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-03-15      | 6.0000%  | N/A     | $500000.00         | $7687.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-08-15      | 6.5000%  | N/A     | $99979.00          | $578.55            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                           | 2026-12-01      | 3.0000%  | N/A     | $20720000.00       | $197481.39         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2040-12-01      | 5.0000%  | N/A     | $2078254.00        | $304321.63         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-05-20      | 4.5000%  | N/A     | $98900.00          | $19659.06          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-12-15      | 7.0000%  | N/A     | $398474.00         | $574.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2049-06-15      | 4.0000%  | N/A     | $300000.00         | $15666.26          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-04-15      | 7.0000%  | N/A     | $922746.00         | $829.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-03-15      | 7.0000%  | N/A     | $110000.00         | $26.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-04-20      | 4.5000%  | N/A     | $785000.00         | $11490.28          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-04-15      | 6.5000%  | N/A     | $196000.00         | $801.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-04-15      | 7.0000%  | N/A     | $32725.00          | $37.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2050-07-15      | 2.5000%  | N/A     | $23821.00          | $9473.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-01-15      | 7.0000%  | N/A     | $664881.00         | $131.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-07-15      | 6.5000%  | N/A     | $565000.00         | $635.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-11-15      | 6.5000%  | N/A     | $150000.00         | $34.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-07-20      | 5.5000%  | N/A     | $236379.00         | $1856.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-07-20      | 3.5000%  | N/A     | $1100.00           | $123.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-07-20      | 3.5000%  | N/A     | $17324.00          | $2142.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 3.0000%  | N/A     | $222019.00         | $196810.02         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-07-15      | 4.7000%  | N/A     | $409395.00         | $82062.65          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-03-20      | 5.5000%  | N/A     | $100000.00         | $1481.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-01-20      | 3.0000%  | N/A     | $93600.00          | $43719.82          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-01-20      | 4.5000%  | N/A     | $6144.00           | $544.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-01-15      | 4.5000%  | N/A     | $200000.00         | $8962.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-12-15      | 6.5000%  | N/A     | $63977.00          | $82.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-03-15      | 6.5000%  | N/A     | $456738.00         | $7522.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-01-20      | 5.5000%  | N/A     | $50000.00          | $649.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-02-15      | 7.0000%  | N/A     | $133000.00         | $860.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-12-20      | 4.5000%  | N/A     | $20000.00          | $2262.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 5.0000%  | N/A     | $404248.00         | $398269.54         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-05-20      | 3.0000%  | N/A     | $36897.00          | $30845.77          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-03-15      | 7.0000%  | N/A     | $200000.00         | $204.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2025-12-15      | 3.5000%  | N/A     | $4100000.00        | $4072.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-05-20      | 3.0000%  | N/A     | $7099.00           | $4951.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-09-20      | 3.5000%  | N/A     | $1629995.00        | $126261.97         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2030-04-30      | 3.8750%  | N/A     | $5000.00           | $5104.71           | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-11-20      | 6.0000%  | N/A     | $125000.00         | $1365.98           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-10-15      | 6.5000%  | N/A     | $72000.00          | $1650.47           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2055-08-15      | 4.7500%  | N/A     | $6011500.00        | $5906371.28        | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-10-15      | 6.5000%  | N/A     | $105956.00         | $1182.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2027-09-20      | 2.5000%  | N/A     | $2648785.00        | $63522.58          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-12-15      | 6.5000%  | N/A     | $1140000.00        | $1233.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-03-20      | 4.5000%  | N/A     | $604215.00         | $9430.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-01-15      | 2.4500%  | N/A     | $94900.00          | $20384.31          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-02-15      | 6.5000%  | N/A     | $25000.00          | $33.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-04-15      | 7.0000%  | N/A     | $2518553.00        | $43925.45          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-09-20      | 4.0000%  | N/A     | $271288.00         | $14635.45          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-07-15      | 7.5000%  | N/A     | $1171022.00        | $2383.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $1971.00           | $1989.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-10-15      | 6.5000%  | N/A     | $150000.00         | $4111.45           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-10-15      | 6.0000%  | N/A     | $227263.00         | $1041.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-09-20      | 5.5000%  | N/A     | $142000.00         | $1201.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-12-15      | 7.0000%  | N/A     | $8165752.00        | $5016.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-11-15      | 6.5000%  | N/A     | $25000.00          | $36.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-10-15      | 7.0000%  | N/A     | $477184.00         | $770.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-11-20      | 4.0000%  | N/A     | $165309.00         | $8837.23           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-06-01      | 5.0000%  | N/A     | $79140.00          | $78801.24          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-10-15      | 6.5000%  | N/A     | $85000.00          | $1076.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-09-15      | 6.5000%  | N/A     | $60000.00          | $29.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-09-20      | 3.0000%  | N/A     | $101600.00         | $10694.82          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-01-20      | 3.0000%  | N/A     | $1100.00           | $125.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 5.5000%  | N/A     | $19000.00          | $8175.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-08-15      | 7.0000%  | N/A     | $207000.00         | $717.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-09-15      | 6.0000%  | N/A     | $519210.00         | $3237.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-10-15      | 4.0000%  | N/A     | $5700.00           | $1872.10           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-01-01      | 3.0000%  | N/A     | $1991200.00        | $682842.73         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-04-15      | 4.5000%  | N/A     | $38800.00          | $6315.00           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                           | 2036-08-01      | 3.5000%  | N/A     | $2224053.00        | $367787.85         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-05-20      | 4.0000%  | N/A     | $148333.00         | $8620.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-08-15      | 6.5000%  | N/A     | $520000.00         | $6885.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-07-20      | 6.5000%  | N/A     | $952300.00         | $295964.94         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-08-20      | 5.0000%  | N/A     | $1898689.00        | $11704.52          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-03-15      | 7.0000%  | N/A     | $150000.00         | $384.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-12-15      | 7.0000%  | N/A     | $199675.00         | $27.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-08-15      | 4.7500%  | N/A     | $1347650.00        | $55500.80          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2046-06-15      | 4.0000%  | N/A     | $14500.00          | $1785.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-02-15      | 6.5000%  | N/A     | $100000.00         | $115.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-04-20      | 3.0000%  | N/A     | $11600.00          | $1775.38           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-07-15      | 4.0000%  | N/A     | $991400.00         | $5673.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-10-15      | 5.5000%  | N/A     | $25000.00          | $164.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-01-15      | 7.0000%  | N/A     | $131442.00         | $78.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2025-10-15      | 7.5000%  | N/A     | $2514748.00        | $39917.18          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-12-20      | 3.5000%  | N/A     | $1650.00           | $172.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-10-15      | 6.5000%  | N/A     | $119863.00         | $1192.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-01-20      | 3.5000%  | N/A     | $26002.00          | $2603.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-09-20      | 4.0000%  | N/A     | $1801359.00        | $124781.72         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2030-07-20      | 7.5000%  | N/A     | $2607207.00        | $384.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-05-15      | 6.5000%  | N/A     | $69133.00          | $188.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-05-20      | 4.0000%  | N/A     | $1000.00           | $92.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-05-20      | 5.0000%  | N/A     | $12782.00          | $9760.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2027-01-20      | 3.0000%  | N/A     | $1070000.00        | $9571.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-01-15      | 6.5000%  | N/A     | $57047.00          | $125.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2050-02-15      | 3.0000%  | N/A     | $112100.00         | $21055.75          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-07-15      | 7.0000%  | N/A     | $25000.00          | $270.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-10-15      | 4.5000%  | N/A     | $145000.00         | $2063.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-07-20      | 3.5000%  | N/A     | $3097121.00        | $341197.91         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-05-20      | 3.0000%  | N/A     | $2331716.00        | $219939.15         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-09-20      | 6.0000%  | N/A     | $25000.00          | $293.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-06-15      | 6.5000%  | N/A     | $25000.00          | $598.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-02-20      | 2.5000%  | N/A     | $26800.00          | $5861.15           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2050-09-01      | 4.5000%  | N/A     | $100000.00         | $73270.80          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-08-20      | 5.0000%  | N/A     | $28000.00          | $2814.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-01-20      | 4.0000%  | N/A     | $1349.00           | $72.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-05-15      | 6.5000%  | N/A     | $315000.00         | $1447.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-02-15      | 6.0000%  | N/A     | $10306113.00       | $36272.35          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-05-15      | 7.0000%  | N/A     | $33000.00          | $9.59              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2030-07-20      | 8.5000%  | N/A     | $532059.00         | $169.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-05-20      | 4.5000%  | N/A     | $1900000.00        | $144954.35         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2030-11-20      | 8.0000%  | N/A     | $124572.00         | $17181.41          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-11-15      | 4.0000%  | N/A     | $110067.00         | $5860.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-04-20      | 3.0000%  | N/A     | $158244.00         | $33779.27          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-09-01      | 6.5000%  | N/A     | $1544734.00        | $742651.79         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-08-15      | 6.5000%  | N/A     | $65000.00          | $1175.53           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2027-06-01      | 3.0000%  | N/A     | $16075276.00       | $334390.07         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2030-12-20      | 8.5000%  | N/A     | $25000.00          | $16.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-02-20      | 5.0000%  | N/A     | $9555.00           | $312.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-01-15      | 5.0000%  | N/A     | $45000.00          | $2066.87           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 5.5000%  | N/A     | $9332.00           | $7704.46           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2028-07-20      | 8.5000%  | N/A     | $100000.00         | $46.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-04-15      | 5.3900%  | N/A     | $1100.00           | $1133.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-03-15      | 4.5000%  | N/A     | $100000.00         | $36798.99          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-02-15      | 7.5000%  | N/A     | $80953.00          | $305.62            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2047-09-01      | 3.5000%  | N/A     | $2633211.00        | $557266.51         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-09-15      | 6.5000%  | N/A     | $31984.00          | $139.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-11-15      | 7.0000%  | N/A     | $1120000.00        | $1125.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-04-15      | 6.5000%  | N/A     | $400386.00         | $296.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-05-15      | 7.0000%  | N/A     | $807140.00         | $1706.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-07-15      | 6.5000%  | N/A     | $250000.00         | $249.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-12-15      | 6.5000%  | N/A     | $69889.00          | $666.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-06-15      | 7.0000%  | N/A     | $2510667.00        | $35945.88          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-10-15      | 7.0000%  | N/A     | $1518649.00        | $586.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-09-15      | 6.0000%  | N/A     | $114550.00         | $159.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-08-15      | 7.0000%  | N/A     | $3976320.00        | $4498.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-11-15      | 7.0000%  | N/A     | $36714.00          | $320.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-12-15      | 6.5000%  | N/A     | $50000.00          | $81.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-12-20      | 4.5000%  | N/A     | $100000.00         | $2504.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-08-15      | 7.0000%  | N/A     | $325000.00         | $46.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-10-20      | 1.5000%  | N/A     | $20031.00          | $14344.78          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 4.0000%  | N/A     | $9000.00           | $6158.10           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-06-01      | 4.5000%  | N/A     | $8937575.00        | $456262.96         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-09-20      | 3.0000%  | N/A     | $90000.00          | $8099.25           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-09-15      | 6.5000%  | N/A     | $1438196.00        | $8152.24           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2051-08-01      | 2.5000%  | N/A     | $1092789.00        | $679802.81         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-08-15      | 7.0000%  | N/A     | $98911.00          | $92.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-03-15      | 7.5000%  | N/A     | $540978.00         | $1846.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-05-15      | 6.5000%  | N/A     | $125000.00         | $192.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-06-20      | 3.0000%  | N/A     | $998700.00         | $138335.73         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-03-15      | 4.0000%  | N/A     | $2300300.00        | $3179.51           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-12-01      | 5.5000%  | N/A     | $78111.00          | $78487.96          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-07-15      | 7.0000%  | N/A     | $57950.00          | $42.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-09-20      | 5.0000%  | N/A     | $86000.00          | $1219.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-01-15      | 7.0000%  | N/A     | $26000.00          | $39.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2030-06-15      | 8.5000%  | N/A     | $1929974.00        | $2032.48           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-01-20      | 6.5000%  | N/A     | $750800.00         | $74174.38          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-08-15      | 7.0000%  | N/A     | $504342.00         | $4920.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-03-20      | 2.5000%  | N/A     | $807850.00         | $141149.87         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-04-15      | 6.0000%  | N/A     | $25000.00          | $36.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-08-15      | 7.0000%  | N/A     | $162693.00         | $97.64             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2030-10-01      | 8.5000%  | N/A     | $23899684.00       | $303972.53         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2043-03-15      | 3.0000%  | N/A     | $7400.00           | $2644.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-04-15      | 6.5000%  | N/A     | $61000.00          | $369.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-12-20      | 4.0000%  | N/A     | $16920.00          | $1567.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-05-20      | 1.5000%  | N/A     | $379628.00         | $83210.75          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-05-15      | 6.5000%  | N/A     | $150000.00         | $1046.45           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-09-15      | 7.0000%  | N/A     | $816493.00         | $638.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-01-15      | 5.5000%  | N/A     | $50000.00          | $149.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-05-15      | 4.0000%  | N/A     | $1000000.00        | $707.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-05-15      | 7.0000%  | N/A     | $136622.00         | $68.94             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2030-08-15      | 0.6250%  | N/A     | $100.00            | $86.15             | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-08-20      | 4.0000%  | N/A     | $850000.00         | $54483.77          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.5000%  | N/A     | $8989.00           | $5974.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-01-20      | 2.5000%  | N/A     | $1567.00           | $1035.74           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2030-01-01      | 3.5000%  | N/A     | $2648215.00        | $404938.50         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-07-20      | 4.5000%  | N/A     | $18600.00          | $4555.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-12-20      | 4.5000%  | N/A     | $5740.00           | $2254.38           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-06-20      | 3.5000%  | N/A     | $50000.00          | $5150.39           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-05-20      | 6.5000%  | N/A     | $51000.00          | $7273.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-04-15      | 7.0000%  | N/A     | $257000.00         | $408.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-06-15      | 6.7500%  | N/A     | $225000.00         | $146.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-03-15      | 7.5000%  | N/A     | $1800000.00        | $1584.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-09-15      | 6.5000%  | N/A     | $62422.00          | $1248.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-01-20      | 4.0000%  | N/A     | $1709280.00        | $179626.97         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-06-15      | 7.0000%  | N/A     | $1007904.00        | $35661.05          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-12-15      | 7.0000%  | N/A     | $93133.00          | $81.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 4.0000%  | N/A     | $118456.00         | $110297.37         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2043-03-01      | 4.0000%  | N/A     | $2680100.00        | $317420.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2049-09-15      | 4.0000%  | N/A     | $60000.00          | $8243.40           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-05-01      | 5.5000%  | N/A     | $101800.00         | $102764.73         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-02-20      | 3.5000%  | N/A     | $31054.00          | $2239.23           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2056-02-01      | 4.0000%  | N/A     | $790500.00         | $237227.12         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-12-20      | 3.5000%  | N/A     | $22617.00          | $1402.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-02-20      | 4.5000%  | N/A     | $850000.00         | $65058.62          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-09-15      | 7.0000%  | N/A     | $288226.00         | $717.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-11-15      | 7.0000%  | N/A     | $992533.00         | $3526.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-10-15      | 7.0000%  | N/A     | $993865.00         | $2886.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-01-15      | 7.0000%  | N/A     | $46000.00          | $3308.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-01-15      | 6.5000%  | N/A     | $371000.00         | $1041.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-03-15      | 6.5000%  | N/A     | $175000.00         | $377.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-04-15      | 7.0000%  | N/A     | $80000.00          | $2.68              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-08-20      | 6.5000%  | N/A     | $12000.00          | $112.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-04-15      | 6.5000%  | N/A     | $50000.00          | $9.99              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-04-15      | 6.0000%  | N/A     | $50000.00          | $56.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-09-20      | 6.0000%  | N/A     | $37418.00          | $2768.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-07-15      | 7.0000%  | N/A     | $322173.00         | $2051.38           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-05-20      | 5.0000%  | N/A     | $2898.00           | $440.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-12-20      | 5.0000%  | N/A     | $11591.00          | $2095.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-03-20      | 3.0000%  | N/A     | $27700.00          | $4541.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-03-15      | 7.0000%  | N/A     | $332663.00         | $603.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-12-20      | 5.0000%  | N/A     | $123500.00         | $627.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2046-12-15      | 2.5000%  | N/A     | $605115.00         | $208867.55         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-09-15      | 6.5000%  | N/A     | $261781.00         | $5101.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-07-15      | 7.0000%  | N/A     | $80000.00          | $1273.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.0000%  | N/A     | $15000.00          | $14873.74          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-05-01      | 5.5000%  | N/A     | $100000.00         | $77477.09          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.5000%  | N/A     | $14065.00          | $8976.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-07-15      | 7.0000%  | N/A     | $160000.00         | $676.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2028-10-20      | 6.5000%  | N/A     | $500000.00         | $420.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-11-15      | 6.5000%  | N/A     | $130000.00         | $325.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-07-15      | 7.0000%  | N/A     | $600000.00         | $124.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-06-20      | 4.5000%  | N/A     | $499972.00         | $7878.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-02-20      | 4.5000%  | N/A     | $88610.00          | $6605.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-05-20      | 2.5000%  | N/A     | $3000.00           | $1559.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-11-20      | 5.0000%  | N/A     | $25000.00          | $7071.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-02-15      | 6.5000%  | N/A     | $27595.00          | $498.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-10-20      | 3.5000%  | N/A     | $5559.00           | $2912.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-08-15      | 7.0000%  | N/A     | $3484843.00        | $8177.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-04-15      | 6.5000%  | N/A     | $69054.00          | $76.28             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2045-02-15      | 4.7500%  | N/A     | $2141000.00        | $2122795.22        | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-07-15      | 7.0000%  | N/A     | $1400000.00        | $1840.95           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-01-20      | 3.0000%  | N/A     | $5000.00           | $3183.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-06-20      | 4.0000%  | N/A     | $158000.00         | $6707.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2049-12-15      | 2.5000%  | N/A     | $375623.00         | $244099.38         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2047-09-01      | 4.0000%  | N/A     | $2670000.00        | $675807.06         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-06-15      | 7.0000%  | N/A     | $676368.00         | $1508.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-11-15      | 6.5000%  | N/A     | $100000.00         | $123.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-12-15      | 6.5000%  | N/A     | $25000.00          | $1192.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 2.0000%  | N/A     | $221385.00         | $124288.02         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-07-15      | 5.5000%  | N/A     | $50000.00          | $320.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2045-05-15      | 4.0000%  | N/A     | $30000.00          | $1149.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-11-15      | 7.5000%  | N/A     | $10000000.00       | $3289.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-09-15      | 6.5000%  | N/A     | $250000.00         | $238.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-07-20      | 5.0000%  | N/A     | $1300.00           | $970.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-12-15      | 8.0000%  | N/A     | $1500000.00        | $326.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-06-01      | 2.5000%  | N/A     | $1200000.00        | $700418.70         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-03-01      | 4.0000%  | N/A     | $1236594.00        | $124466.58         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-06-15      | 2.5000%  | N/A     | $1000000.00        | $15468.54          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2033-11-01      | 6.5000%  | N/A     | $16904892.00       | $488774.13         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-08-15      | 7.0000%  | N/A     | $1369950.00        | $330.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-09-15      | 7.0000%  | N/A     | $840510.00         | $281.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 4.0000%  | N/A     | $2000.00           | $1792.39           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-04-15      | 6.5000%  | N/A     | $50000.00          | $175.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2050-04-15      | 3.0000%  | N/A     | $130000.00         | $22427.98          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-04-15      | 6.5000%  | N/A     | $130000.00         | $2675.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2025-12-20      | 3.5000%  | N/A     | $10788474.00       | $15981.97          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2046-09-15      | 4.0000%  | N/A     | $221000.00         | $62636.32          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-09-15      | 6.5000%  | N/A     | $294228.00         | $3991.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-06-15      | 6.5000%  | N/A     | $35888.00          | $333.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-04-15      | 7.0000%  | N/A     | $344882.00         | $559.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2043-03-15      | 3.0000%  | N/A     | $1880000.00        | $383690.58         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2049-02-15      | 4.5000%  | N/A     | $600200.00         | $24694.75          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-10-15      | 5.8600%  | N/A     | $953915.00         | $72396.38          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-06-20      | 4.5000%  | N/A     | $10700.00          | $4957.42           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-07-01      | 5.0000%  | N/A     | $95615.00          | $94712.18          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-04-20      | 3.0000%  | N/A     | $1839600.00        | $189695.80         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2025-10-15      | 7.0000%  | N/A     | $2511384.00        | $36502.92          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2044-04-01      | 4.5000%  | N/A     | $4105025.00        | $682843.90         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2031-03-20      | 7.5000%  | N/A     | $2000000.00        | $1484.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-10-15      | 7.0000%  | N/A     | $71700.00          | $1394.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-07-15      | 6.5000%  | N/A     | $50000.00          | $45.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-08-15      | 4.4500%  | N/A     | $28800.00          | $7640.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 8.0000%  | N/A     | $4878.00           | $5161.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-05-15      | 4.0000%  | N/A     | $500000.00         | $34.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-11-20      | 4.5000%  | N/A     | $100000.00         | $5648.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-04-20      | 4.0000%  | N/A     | $145000.00         | $7586.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-07-15      | 6.5000%  | N/A     | $409358.00         | $7584.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-04-15      | 6.5000%  | N/A     | $35069.00          | $160.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2045-08-15      | 3.0000%  | N/A     | $2175.00           | $241.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-03-15      | 6.0000%  | N/A     | $10998677.00       | $152883.22         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-01-20      | 4.5000%  | N/A     | $10005795.00       | $210776.30         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-11-20      | 4.0000%  | N/A     | $28694.00          | $1448.10           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-08-01      | 5.5000%  | N/A     | $900000.00         | $791627.41         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-12-20      | 5.0000%  | N/A     | $55433.00          | $7299.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-03-20      | 4.5000%  | N/A     | $77000.00          | $1701.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-03-15      | 6.0000%  | N/A     | $1504817.00        | $3601.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-09-15      | 7.0000%  | N/A     | $872343.00         | $771.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-04-20      | 3.5000%  | N/A     | $20100.00          | $1375.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-11-15      | 7.0000%  | N/A     | $1136821.00        | $1299.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-11-15      | 6.0000%  | N/A     | $110585.00         | $283.43            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2047-09-01      | 3.5000%  | N/A     | $2498200.00        | $546018.61         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-09-01      | 4.5000%  | N/A     | $101100.00         | $96535.84          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-09-15      | 7.0000%  | N/A     | $188093.00         | $37.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 5.5000%  | N/A     | $1700.00           | $1451.01           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2046-06-01      | 3.5000%  | N/A     | $188678.00         | $32144.09          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-12-15      | 7.0000%  | N/A     | $221797.00         | $610.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-04-15      | 7.0000%  | N/A     | $530000.00         | $254.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-06-20      | 4.5000%  | N/A     | $29470.00          | $944.14            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2027-08-15      | 3.7500%  | N/A     | $21248200.00       | $21313360.37       | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2047-10-01      | 3.5000%  | N/A     | $5097700.00        | $613860.45         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-02-20      | 3.0000%  | N/A     | $773100.00         | $127989.56         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-08-15      | 6.5000%  | N/A     | $499341.00         | $3934.49           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-07-01      | 4.0000%  | N/A     | $87360.00          | $57798.31          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-02-20      | 3.0000%  | N/A     | $33906.00          | $4205.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-05-20      | 4.5000%  | N/A     | $2500.00           | $2104.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-03-20      | 5.0000%  | N/A     | $17800.00          | $1423.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-08-20      | 3.0000%  | N/A     | $33000.00          | $9729.75           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-05-15      | 6.5000%  | N/A     | $475000.00         | $70.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-05-15      | 7.0000%  | N/A     | $569873.00         | $505.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-03-20      | 4.5000%  | N/A     | $1727500.00        | $154562.65         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-09-15      | 5.8600%  | N/A     | $95465.00          | $8536.75           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2030-02-01      | 3.5000%  | N/A     | $935526.00         | $45703.59          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-05-15      | 7.0000%  | N/A     | $3066826.00        | $1971.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-08-20      | 6.0000%  | N/A     | $632706.00         | $5720.29           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2034-09-01      | 3.0000%  | N/A     | $3691418.00        | $640278.21         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2027-08-01      | 3.0000%  | N/A     | $10648554.00       | $259309.29         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2030-02-15      | 7.7500%  | N/A     | $30000.00          | $62.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-01-20      | 3.5000%  | N/A     | $8050.00           | $5149.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-08-15      | 4.5000%  | N/A     | $50000.00          | $982.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2035-09-15      | 6.5000%  | N/A     | $39000.00          | $1637.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-01-15      | 6.5000%  | N/A     | $479000.00         | $641.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-02-15      | 3.0000%  | N/A     | $1000000.00        | $1614.83           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-10-01      | 6.0000%  | N/A     | $1049200.00        | $843065.80         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-09-15      | 4.0000%  | N/A     | $24900.00          | $9910.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-03-20      | 3.0000%  | N/A     | $5349.00           | $1086.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-06-15      | 7.0000%  | N/A     | $2521969.00        | $47287.94          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-08-15      | 4.5000%  | N/A     | $49000.00          | $6201.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2030-08-15      | 8.0000%  | N/A     | $434541.00         | $384.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-01-20      | 3.0000%  | N/A     | $16000.00          | $3218.26           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-01-15      | 7.5000%  | N/A     | $5918605.00        | $176.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2027-11-20      | 6.5000%  | N/A     | $6930000.00        | $4162.95           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-10-15      | 6.5000%  | N/A     | $745000.00         | $32.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-10-15      | 5.0000%  | N/A     | $115700.00         | $1671.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-11-20      | 2.5000%  | N/A     | $18000.00          | $2363.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-07-20      | 5.0000%  | N/A     | $1097.00           | $410.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 4.0000%  | N/A     | $18209.00          | $5960.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-12-20      | 7.5000%  | N/A     | $10000.00          | $2773.54           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-07-15      | 7.0000%  | N/A     | $276000.00         | $310.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-10-15      | 5.0000%  | N/A     | $30000.00          | $345.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-02-15      | 7.0000%  | N/A     | $5037225.00        | $6175.64           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2049-04-01      | 5.5000%  | N/A     | $1330477.00        | $291960.32         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2046-03-15      | 5.0000%  | N/A     | $1033963.00        | $317562.67         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-05-20      | 2.5000%  | N/A     | $237200.00         | $38508.25          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2026-05-20      | 3.5000%  | N/A     | $1374000.00        | $3526.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-04-15      | 7.0000%  | N/A     | $65000.00          | $55.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-06-15      | 7.0000%  | N/A     | $925857.00         | $356.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-06-15      | 4.5000%  | N/A     | $60000.00          | $1655.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-11-20      | 3.0000%  | N/A     | $3289.00           | $2122.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-08-15      | 7.0000%  | N/A     | $134331.00         | $411.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-09-15      | 6.5000%  | N/A     | $170000.00         | $751.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-03-15      | 6.5000%  | N/A     | $36629.00          | $38.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-08-20      | 2.5000%  | N/A     | $8142.00           | $6316.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-11-20      | 2.5000%  | N/A     | $37042.00          | $6243.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-09-15      | 5.5000%  | N/A     | $100000.00         | $420.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-10-15      | 7.0000%  | N/A     | $3397540.00        | $2295.45           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-11-01      | 4.0000%  | N/A     | $1247700.00        | $369219.61         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-08-20      | 4.0000%  | N/A     | $23422.00          | $16977.47          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-09-15      | 7.0000%  | N/A     | $67617.00          | $1245.45           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-05-15      | 6.5000%  | N/A     | $279409.00         | $227.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-11-15      | 6.0000%  | N/A     | $544255.00         | $8032.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-09-20      | 3.5000%  | N/A     | $610000.00         | $501271.72         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-08-15      | 6.5000%  | N/A     | $44188.00          | $687.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-11-20      | 5.0000%  | N/A     | $15666.00          | $5670.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-12-15      | 7.0000%  | N/A     | $319972.00         | $356.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-09-20      | 5.5000%  | N/A     | $10800.00          | $8597.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-06-15      | 6.5000%  | N/A     | $110000.00         | $392.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-10-15      | 6.5000%  | N/A     | $1910000.00        | $2091.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-03-15      | 3.4900%  | N/A     | $160700.00         | $27583.24          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-03-15      | 6.5000%  | N/A     | $50000.00          | $473.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-08-15      | 7.0000%  | N/A     | $135176.00         | $365.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-06-20      | 3.0000%  | N/A     | $1057.00           | $734.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2025-10-15      | 7.0000%  | N/A     | $2050610.00        | $2.99              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-10-20      | 3.0000%  | N/A     | $5199.00           | $4051.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2028-02-20      | 7.5000%  | N/A     | $250000.00         | $51.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-02-15      | 6.5000%  | N/A     | $50182.00          | $143.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-03-15      | 6.5000%  | N/A     | $15000.00          | $111.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-09-20      | 5.0000%  | N/A     | $156000.00         | $25522.19          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-04-20      | 3.5000%  | N/A     | $7589.00           | $5816.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2025-10-20      | 4.0000%  | N/A     | $2834416.00        | $628.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-10-15      | 6.5000%  | N/A     | $100000.00         | $27.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2027-06-20      | 7.5000%  | N/A     | $35000.00          | $6.14              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-10-15      | 4.0000%  | N/A     | $821000.00         | $38127.25          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-02-15      | 6.5000%  | N/A     | $230000.00         | $2857.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-06-15      | 6.5000%  | N/A     | $80000.00          | $123.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-07-15      | 4.5000%  | N/A     | $1012.00           | $164.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 6.0000%  | N/A     | $10300.00          | $7910.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-02-15      | 6.5000%  | N/A     | $264996.00         | $22.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-04-15      | 4.5000%  | N/A     | $8700.00           | $2641.54           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-12-15      | 7.0000%  | N/A     | $490522.00         | $628.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-08-20      | 3.5000%  | N/A     | $1000.00           | $73.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-01-15      | 7.0000%  | N/A     | $240870.00         | $104.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2029-06-20      | 7.5000%  | N/A     | $25230.00          | $12.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-07-15      | 4.0000%  | N/A     | $500000.00         | $1770.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-02-15      | 6.0000%  | N/A     | $1757535.00        | $7028.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2026-04-20      | 4.5000%  | N/A     | $323445.00         | $482.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-04-15      | 7.0000%  | N/A     | $490700.00         | $1893.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-05-15      | 7.0000%  | N/A     | $278181.00         | $2225.54           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-10-15      | 7.5000%  | N/A     | $175974.00         | $631.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-12-15      | 7.0000%  | N/A     | $300000.00         | $1655.96           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 5.0000%  | N/A     | $65035.00          | $63792.20          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-08-15      | 7.0000%  | N/A     | $324749.00         | $978.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-06-20      | 4.5000%  | N/A     | $41000.00          | $1181.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-07-20      | 5.0000%  | N/A     | $25000.00          | $307.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-03-20      | 5.5000%  | N/A     | $5700.00           | $4380.96           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-12-15      | 6.0000%  | N/A     | $50000.00          | $173.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-10-20      | 3.5000%  | N/A     | $1100.00           | $75.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 3.0000%  | N/A     | $12053.00          | $8743.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-07-15      | 7.0000%  | N/A     | $50000.00          | $57.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-11-20      | 6.5000%  | N/A     | $65000.00          | $941.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-10-15      | 7.0000%  | N/A     | $27940.00          | $788.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-07-20      | 4.5000%  | N/A     | $1526700.00        | $138008.83         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-09-15      | 7.0000%  | N/A     | $589975.00         | $1030.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-05-15      | 7.0000%  | N/A     | $30055.00          | $154.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-09-15      | 7.0000%  | N/A     | $438801.00         | $9617.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-09-15      | 6.5000%  | N/A     | $245000.00         | $246.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2027-05-20      | 3.0000%  | N/A     | $500000.00         | $6848.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-12-15      | 5.0000%  | N/A     | $1100.00           | $37.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $108858.00         | $112683.88         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-09-15      | 6.5000%  | N/A     | $300000.00         | $399.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-11-20      | 6.0000%  | N/A     | $15871945.00       | $11048444.70       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-11-15      | 6.5000%  | N/A     | $25000.00          | $65.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-03-15      | 5.2500%  | N/A     | $1550.00           | $1589.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-06-20      | 4.0000%  | N/A     | $19100.00          | $1851.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-01-20      | 3.0000%  | N/A     | $85100.00          | $11987.60          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-03-20      | 4.5000%  | N/A     | $203000.00         | $8287.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-11-15      | 7.0000%  | N/A     | $125000.00         | $63.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2029-02-20      | 6.5000%  | N/A     | $130000.00         | $138.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-01-15      | 6.5000%  | N/A     | $630000.00         | $838.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-03-15      | 6.5000%  | N/A     | $50000.00          | $283.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2046-08-15      | 4.5000%  | N/A     | $17390.00          | $3901.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-05-20      | 2.5000%  | N/A     | $1208.00           | $805.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-06-15      | 7.5000%  | N/A     | $1136986.00        | $732.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-06-15      | 6.5000%  | N/A     | $335000.00         | $209.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2046-04-15      | 4.0000%  | N/A     | $964400.00         | $156189.01         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-06-15      | 7.0000%  | N/A     | $2519825.00        | $45386.49          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-10-15      | 6.5000%  | N/A     | $25000.00          | $719.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-05-15      | 6.5000%  | N/A     | $250277.00         | $321.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-01-20      | 5.0000%  | N/A     | $34999.00          | $3775.48           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-07-15      | 7.0000%  | N/A     | $68394.00          | $38.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-09-15      | 7.0000%  | N/A     | $100000.00         | $213.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-04-15      | 7.5000%  | N/A     | $388317.00         | $223.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-02-15      | 6.5000%  | N/A     | $28206.00          | $737.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-04-15      | 7.0000%  | N/A     | $1422627.00        | $3516.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-09-15      | 6.5000%  | N/A     | $25000.00          | $70.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-07-15      | 5.0000%  | N/A     | $50000.00          | $414.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-05-15      | 7.0000%  | N/A     | $914735.00         | $1936.70           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2050-01-01      | 2.5000%  | N/A     | $1200000.00        | $388225.74         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-09-20      | 3.5000%  | N/A     | $13023.00          | $8072.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-06-15      | 7.0000%  | N/A     | $335630.00         | $10.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-02-15      | 7.5000%  | N/A     | $2505293.00        | $30440.30          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-11-15      | 6.0000%  | N/A     | $115000.00         | $138.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2050-03-15      | 3.5000%  | N/A     | $47377.00          | $4636.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-06-15      | 6.5000%  | N/A     | $95000.00          | $407.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-08-15      | 6.5000%  | N/A     | $33506.00          | $75.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-02-15      | 6.5000%  | N/A     | $41098.00          | $122.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-08-15      | 6.5000%  | N/A     | $65831.00          | $972.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-01-15      | 7.0000%  | N/A     | $428097.00         | $102.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-11-20      | 3.5000%  | N/A     | $9900.00           | $779.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-01-15      | 6.5000%  | N/A     | $80534.00          | $911.15            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2049-11-01      | 3.0000%  | N/A     | $2000000.00        | $204931.05         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 5.5000%  | N/A     | $110373.00         | $112451.81         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-02-15      | 6.5000%  | N/A     | $200000.00         | $1920.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-04-20      | 4.5000%  | N/A     | $1154939.00        | $213242.54         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-03-15      | 7.0000%  | N/A     | $184184.00         | $284.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-08-20      | 4.5000%  | N/A     | $784406.00         | $36195.41          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-05-15      | 7.0000%  | N/A     | $545384.00         | $46.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-09-15      | 4.7500%  | N/A     | $25092.00          | $1307.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-07-20      | 2.5000%  | N/A     | $8700.00           | $5042.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-03-15      | 5.3500%  | N/A     | $15390700.00       | $15735665.82       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2026-06-20      | 7.5000%  | N/A     | $35000.00          | $3.67              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-04-20      | 4.0000%  | N/A     | $152000.00         | $7341.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-05-20      | 4.5000%  | N/A     | $1300.00           | $126.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-05-15      | 6.5000%  | N/A     | $529074.00         | $143.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-07-20      | 4.5000%  | N/A     | $60000.00          | $2228.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-11-20      | 3.5000%  | N/A     | $5234212.00        | $1166681.04        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2032-08-01      | 7.0000%  | N/A     | $14877000.00       | $96749.08          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-08-15      | 4.0000%  | N/A     | $80000.00          | $8307.23           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-07-01      | 4.0000%  | N/A     | $1309101.00        | $676936.29         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-02-20      | 3.5000%  | N/A     | $70000.00          | $6621.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2030-10-15      | 7.0000%  | N/A     | $50000.00          | $204.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2026-06-20      | 4.5000%  | N/A     | $198199.00         | $569.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2028-11-20      | 6.0000%  | N/A     | $223000.00         | $289.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-03-15      | 6.5000%  | N/A     | $25000.00          | $29.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-06-15      | 2.5000%  | N/A     | $1043600.00        | $19256.93          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-06-20      | 5.5000%  | N/A     | $1100.00           | $531.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-08-20      | 5.0000%  | N/A     | $210639.00         | $3312.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2046-12-15      | 3.0000%  | N/A     | $270993.00         | $130683.15         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-08-15      | 7.0000%  | N/A     | $1014000.00        | $616.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-09-15      | 6.5000%  | N/A     | $215000.00         | $6269.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-01-15      | 6.5000%  | N/A     | $100000.00         | $125.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-10-15      | 7.0000%  | N/A     | $27023.00          | $395.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-07-20      | 3.0000%  | N/A     | $38000.00          | $9126.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2025-11-15      | 7.0000%  | N/A     | $340470.00         | $8.20              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 5.5000%  | N/A     | $686145.00         | $689286.92         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-04-01      | 2.5000%  | N/A     | $391500.00         | $286430.85         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-07-15      | 7.0000%  | N/A     | $50000.00          | $1046.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-02-15      | 7.0000%  | N/A     | $263000.00         | $32.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 5.0000%  | N/A     | $2140.00           | $2090.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-10-15      | 6.5000%  | N/A     | $220000.00         | $2742.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-11-20      | 5.5000%  | N/A     | $80000.00          | $769.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-10-20      | 6.0000%  | N/A     | $10600.00          | $1601.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-09-20      | 3.5000%  | N/A     | $1040000.00        | $97404.61          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-09-15      | 7.0000%  | N/A     | $870261.00         | $2460.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-02-20      | 5.0000%  | N/A     | $45000.00          | $683.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 4.0000%  | N/A     | $13592.00          | $8420.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-12-15      | 4.0000%  | N/A     | $1025000.00        | $760.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-03-15      | 7.0000%  | N/A     | $461169.00         | $49.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-08-20      | 5.5000%  | N/A     | $30000.00          | $203.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-02-15      | 6.5000%  | N/A     | $800000.00         | $953.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-11-15      | 7.5000%  | N/A     | $637168.00         | $500.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-11-20      | 5.0000%  | N/A     | $275000.00         | $2470.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-04-15      | 7.0000%  | N/A     | $1087120.00        | $996.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-04-15      | 6.5000%  | N/A     | $1130000.00        | $1717.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-08-20      | 4.0000%  | N/A     | $115182.00         | $84529.84          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-02-20      | 5.0000%  | N/A     | $1758.00           | $1730.36           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-12-01      | 6.0000%  | N/A     | $693000.00         | $522807.11         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-11-20      | 4.5000%  | N/A     | $75000.00          | $1263.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-10-20      | 5.5000%  | N/A     | $50103.00          | $682.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-10-15      | 7.5000%  | N/A     | $72191.00          | $279.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 1.5000%  | N/A     | $18783.00          | $11104.40          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-03-15      | 4.0000%  | N/A     | $147309.00         | $66181.64          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2051-07-15      | 4.0000%  | N/A     | $1809.00           | $1134.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-03-15      | 6.5000%  | N/A     | $1007968.00        | $19315.89          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2036-01-01      | 6.5000%  | N/A     | $16775975.00       | $300939.88         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-11-20      | 4.5000%  | N/A     | $892024.00         | $805429.94         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2047-07-01      | 4.5000%  | N/A     | $280167.00         | $55899.79          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2028-05-20      | 6.5000%  | N/A     | $70000.00          | $130.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-07-20      | 4.5000%  | N/A     | $1000.00           | $51.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2030-01-15      | 7.0000%  | N/A     | $75000.00          | $188.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-07-01      | 2.0000%  | N/A     | $617000.00         | $363156.79         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2030-07-15      | 9.0000%  | N/A     | $25000.00          | $141.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-05-20      | 3.5000%  | N/A     | $42271.00          | $4152.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-07-15      | 6.0000%  | N/A     | $226000.00         | $2938.68           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-03-01      | 4.0000%  | N/A     | $114051.00         | $106110.12         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-04-15      | 3.5000%  | N/A     | $325000.00         | $732.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-07-20      | 6.0000%  | N/A     | $49460.00          | $450.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-08-15      | 5.0000%  | N/A     | $600000.00         | $9080.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2048-07-15      | 4.0000%  | N/A     | $1016989.00        | $144407.28         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-04-15      | 6.5000%  | N/A     | $830738.00         | $1348.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-09-20      | 4.5000%  | N/A     | $12956.00          | $371.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-02-20      | 5.0000%  | N/A     | $27882600.00       | $217626.79         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-03-20      | 3.0000%  | N/A     | $50444.00          | $7800.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2043-04-15      | 3.5000%  | N/A     | $112800.00         | $12247.02          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-01-15      | 4.5000%  | N/A     | $27499.00          | $1497.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-03-15      | 6.5000%  | N/A     | $25000.00          | $128.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-08-20      | 5.0000%  | N/A     | $743750.00         | $19057.07          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-04-20      | 4.0000%  | N/A     | $194829.00         | $15653.18          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-08-15      | 6.5000%  | N/A     | $41629.00          | $486.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-11-15      | 6.5000%  | N/A     | $70000.00          | $54.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-12-15      | 7.0000%  | N/A     | $1403261.00        | $410.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-07-15      | 3.5000%  | N/A     | $1050000.00        | $11872.30          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-09-20      | 3.5000%  | N/A     | $1014.00           | $500.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2028-04-20      | 3.5000%  | N/A     | $72500.00          | $2057.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-04-15      | 6.5000%  | N/A     | $63200.00          | $276.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-06-15      | 6.5000%  | N/A     | $863711.00         | $902.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-09-15      | 6.5000%  | N/A     | $390000.00         | $202.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-07-15      | 6.5000%  | N/A     | $1400000.00        | $802.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-12-20      | 6.5000%  | N/A     | $52800.00          | $1854.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-06-15      | 7.0000%  | N/A     | $2375018.00        | $254.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-10-15      | 7.0000%  | N/A     | $1990000.00        | $4515.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-02-20      | 4.5000%  | N/A     | $600000.00         | $107937.64         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-05-15      | 7.0000%  | N/A     | $155000.00         | $85.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-09-20      | 5.0000%  | N/A     | $2000.00           | $156.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-04-15      | 7.0000%  | N/A     | $1008050.00        | $14948.02          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-02-15      | 7.5000%  | N/A     | $254775.00         | $1211.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2048-08-15      | 4.0000%  | N/A     | $377200.00         | $80589.32          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-09-15      | 6.5000%  | N/A     | $223943.00         | $2090.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-12-15      | 7.0000%  | N/A     | $500000.00         | $633.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-07-20      | 5.0000%  | N/A     | $250815.00         | $3799.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-07-15      | 6.5000%  | N/A     | $201314.00         | $2182.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2025-12-20      | 8.0000%  | N/A     | $5635000.00        | $20.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-06-15      | 7.0000%  | N/A     | $81877.00          | $3178.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-01-20      | 7.5000%  | N/A     | $28687.00          | $5940.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-06-20      | 3.5000%  | N/A     | $5511.00           | $606.47            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2046-03-01      | 4.0000%  | N/A     | $1824700.00        | $289221.77         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-01-15      | 6.5000%  | N/A     | $20000.00          | $128.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-01-20      | 6.0000%  | N/A     | $47340.00          | $8097.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-01-15      | 6.5000%  | N/A     | $100000.00         | $187.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-06-15      | 4.5000%  | N/A     | $77817.00          | $3612.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-06-15      | 6.5000%  | N/A     | $140000.00         | $1585.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-08-20      | 4.0000%  | N/A     | $170000.00         | $8165.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 5.0000%  | N/A     | $3600.00           | $2716.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-07-20      | 3.5000%  | N/A     | $130000.00         | $9997.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-07-15      | 7.0000%  | N/A     | $30000.00          | $95.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-08-15      | 6.5000%  | N/A     | $40369.00          | $516.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-01-15      | 7.5000%  | N/A     | $60726.00          | $4.09              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.5000%  | N/A     | $1058.00           | $825.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-09-15      | 7.0000%  | N/A     | $1015074.00        | $258.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-07-15      | 4.5000%  | N/A     | $88000.00          | $2220.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-09-15      | 5.2700%  | N/A     | $9358600.00        | $9514127.67        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-10-15      | 6.5000%  | N/A     | $59853.00          | $721.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-09-15      | 7.0000%  | N/A     | $125000.00         | $172.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-05-20      | 3.0000%  | N/A     | $85000.00          | $7092.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-06-15      | 7.0000%  | N/A     | $1035964.00        | $3585.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-12-15      | 6.5000%  | N/A     | $77000.00          | $1297.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-07-15      | 6.5000%  | N/A     | $41628.00          | $6.64              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-03-15      | 7.5000%  | N/A     | $29000.00          | $85.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-06-15      | 7.0000%  | N/A     | $57839.00          | $103.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 4.5000%  | N/A     | $19971.00          | $8388.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 6.0000%  | N/A     | $6260.00           | $6126.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-11-15      | 6.0000%  | N/A     | $157734.00         | $8710.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-05-15      | 7.0000%  | N/A     | $560860.00         | $248.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-04-15      | 7.0000%  | N/A     | $104126.00         | $1.42              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-10-15      | 6.5000%  | N/A     | $50000.00          | $140.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-08-15      | 6.5000%  | N/A     | $65142.00          | $975.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-08-15      | 6.5000%  | N/A     | $11000.00          | $242.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-01-15      | 6.5000%  | N/A     | $150000.00         | $1554.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-07-20      | 6.5000%  | N/A     | $250000.00         | $2798.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 3.5000%  | N/A     | $2641.00           | $1915.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-08-20      | 5.0000%  | N/A     | $472672.00         | $5428.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-06-15      | 6.5000%  | N/A     | $52606.00          | $671.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-04-20      | 5.0000%  | N/A     | $107800.00         | $1395.15           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2043-09-01      | 3.5250%  | N/A     | $285300.00         | $72045.40          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 6.5000%  | N/A     | $3900.00           | $2204.57           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-04-15      | 6.5000%  | N/A     | $475000.00         | $459.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-12-15      | 6.0000%  | N/A     | $365689.00         | $6110.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-11-15      | 8.0000%  | N/A     | $250000.00         | $22.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-07-15      | 7.0000%  | N/A     | $300286.00         | $238.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2043-07-15      | 2.5000%  | N/A     | $24512.00          | $2450.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-05-15      | 7.0000%  | N/A     | $2522097.00        | $47516.01          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-01-15      | 4.0000%  | N/A     | $5394.00           | $4418.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-08-15      | 6.5000%  | N/A     | $75000.00          | $85.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2049-11-15      | 5.4400%  | N/A     | $3200.00           | $3277.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-04-15      | 7.0000%  | N/A     | $909000.00         | $990.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-03-15      | 6.5000%  | N/A     | $25000.00          | $88.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-09-15      | 6.5000%  | N/A     | $663500.00         | $7316.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-12-15      | 6.0000%  | N/A     | $2447600.00        | $449365.58         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2048-05-15      | 5.0000%  | N/A     | $1052837.00        | $392980.65         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-08-15      | 7.0000%  | N/A     | $128961.00         | $573.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-09-15      | 4.5000%  | N/A     | $205000.00         | $2990.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-01-15      | 7.0000%  | N/A     | $207761.00         | $28.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2048-01-15      | 4.5000%  | N/A     | $350448.00         | $177349.18         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2027-11-20      | 7.5000%  | N/A     | $40000.00          | $17.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-07-20      | 3.5000%  | N/A     | $1030.00           | $553.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-08-20      | 6.0000%  | N/A     | $50000.00          | $977.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-12-15      | 6.5000%  | N/A     | $162500.00         | $1747.19           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787485 C                      | 2054-07-20      | 0.0000%  | N/A     | $1000.00           | $944.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-06-15      | 6.5000%  | N/A     | $972152.00         | $726.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-04-15      | 7.0000%  | N/A     | $144681.00         | $91.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2049-07-15      | 4.0000%  | N/A     | $56000.00          | $7495.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2048-10-15      | 3.0000%  | N/A     | $7700.00           | $4023.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-07-20      | 4.5000%  | N/A     | $2000.00           | $1876.73           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-03-01      | 2.0000%  | N/A     | $838000.00         | $473980.13         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 5.5000%  | N/A     | $407014.00         | $416040.09         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-12-20      | 6.0000%  | N/A     | $946000.00         | $51675.87          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2026-04-20      | 3.5000%  | N/A     | $94900.00          | $280.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-11-15      | 6.5000%  | N/A     | $26640.00          | $515.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-07-20      | 4.5000%  | N/A     | $10000000.00       | $97930.56          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2046-12-01      | 3.5000%  | N/A     | $2247200.00        | $599108.55         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-08-15      | 7.5000%  | N/A     | $936032.00         | $10625.56          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-06-20      | 5.5000%  | N/A     | $198000.00         | $2572.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2046-10-15      | 3.0000%  | N/A     | $23200.00          | $8331.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-10-20      | 3.0000%  | N/A     | $46852.00          | $6133.13           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-01-01      | 5.5000%  | N/A     | $122445.00         | $118610.47         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-10-15      | 6.5000%  | N/A     | $10000.00          | $87.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-09-15      | 7.0000%  | N/A     | $48290.00          | $2695.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-12-15      | 4.0000%  | N/A     | $111000.00         | $39129.85          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-07-15      | 5.0000%  | N/A     | $15767.00          | $3560.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 3.0000%  | N/A     | $11100.00          | $7362.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-05-15      | 6.5000%  | N/A     | $62820.00          | $505.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-01-01      | 5.0000%  | N/A     | $153777.00         | $150550.73         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-08-15      | 6.5000%  | N/A     | $265850.00         | $2504.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-02-15      | 7.0000%  | N/A     | $515995.00         | $1009.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-03-20      | 4.5000%  | N/A     | $23410520.00       | $814320.20         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-12-20      | 4.0000%  | N/A     | $125219.00         | $6438.46           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-03-20      | 5.0000%  | N/A     | $105000.00         | $882.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-09-15      | 4.7500%  | N/A     | $96173.00          | $3723.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-05-15      | 6.5000%  | N/A     | $875000.00         | $1460.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-02-20      | 4.0000%  | N/A     | $813800.00         | $47623.77          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-09-15      | 6.5000%  | N/A     | $25000.00          | $249.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-07-15      | 5.9300%  | N/A     | $20000.00          | $21322.92          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-06-15      | 6.0000%  | N/A     | $270297.00         | $1875.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-02-20      | 6.5000%  | N/A     | $6400.00           | $1280.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-03-20      | 6.0000%  | N/A     | $47000.00          | $287.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-10-20      | 4.5000%  | N/A     | $12150716.00       | $302425.49         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-02-15      | 6.5000%  | N/A     | $400000.00         | $128.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-10-15      | 7.5000%  | N/A     | $61473.00          | $699.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-06-15      | 6.0000%  | N/A     | $35000.00          | $179.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-06-15      | 4.5000%  | N/A     | $213000.00         | $3608.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-04-15      | 7.0000%  | N/A     | $285000.00         | $145.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-02-15      | 7.0000%  | N/A     | $85048.00          | $16.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-12-20      | 4.0000%  | N/A     | $2400.00           | $261.35            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                           | 2031-03-01      | 3.0000%  | N/A     | $2515000.00        | $254517.77         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-07-15      | 6.5000%  | N/A     | $100000.00         | $127.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2043-04-15      | 2.5000%  | N/A     | $6819.00           | $2161.46           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                           | 2026-02-01      | 3.5000%  | N/A     | $38790600.00       | $88563.27          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-12-20      | 6.5000%  | N/A     | $29900.00          | $12703.32          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-03-15      | 7.0000%  | N/A     | $171000.00         | $498.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-02-20      | 4.5000%  | N/A     | $2138359.00        | $423841.09         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-05-15      | 4.5000%  | N/A     | $60000.00          | $429.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-09-15      | 6.5000%  | N/A     | $26283.00          | $794.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-06-15      | 6.5000%  | N/A     | $166150.00         | $2513.25           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-10-15      | 7.0000%  | N/A     | $1039218.00        | $2365.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-11-15      | 3.0000%  | N/A     | $4300.00           | $491.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-12-15      | 6.5000%  | N/A     | $65000.00          | $790.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-08-20      | 5.0000%  | N/A     | $60000.00          | $1217.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-06-20      | 5.0000%  | N/A     | $48476.00          | $733.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-12-15      | 6.5000%  | N/A     | $87638.00          | $170.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2045-08-15      | 5.0000%  | N/A     | $80179.00          | $1738.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 7.5000%  | N/A     | $76101.00          | $58786.51          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-07-15      | 7.5000%  | N/A     | $680000.00         | $662.97            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2036-10-01      | 2.5000%  | N/A     | $621000.00         | $112860.76         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2045-10-15      | 3.0000%  | N/A     | $7397.00           | $761.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-08-15      | 5.7300%  | N/A     | $3200.00           | $3365.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-11-15      | 7.0000%  | N/A     | $75000.00          | $1457.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-06-15      | 7.0000%  | N/A     | $535073.00         | $628.64            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-05-01      | 2.5000%  | N/A     | $263000.00         | $181385.08         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-05-15      | 7.0000%  | N/A     | $106574.00         | $14.89             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2032-02-01      | 2.5000%  | N/A     | $121804.00         | $59540.56          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-07-15      | 7.0000%  | N/A     | $31000.00          | $102.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-04-15      | 6.5000%  | N/A     | $331000.00         | $168.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-11-20      | 4.0000%  | N/A     | $1200000.00        | $28046.23          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-05-20      | 3.0000%  | N/A     | $263400.00         | $66621.11          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-09-20      | 4.5000%  | N/A     | $103800.00         | $25049.18          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-11-15      | 6.5000%  | N/A     | $35000.00          | $258.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-02-15      | 7.0000%  | N/A     | $80000.00          | $36.57             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2029-01-01      | 6.0000%  | N/A     | $35000000.00       | $194213.28         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-04-15      | 6.5000%  | N/A     | $115322.00         | $746.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-03-01      | 5.0000%  | N/A     | $1566500.00        | $295769.68         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-10-15      | 7.0000%  | N/A     | $88000.00          | $658.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-10-01      | 3.0000%  | N/A     | $911900.00         | $632459.99         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2042-11-01      | 3.5000%  | N/A     | $460800.00         | $81954.95          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-12-20      | 4.0000%  | N/A     | $641200.00         | $68126.16          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-08-15      | 6.5000%  | N/A     | $200355.00         | $229.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-05-15      | 6.5000%  | N/A     | $500000.00         | $306.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-03-15      | 6.5000%  | N/A     | $45000.00          | $88.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-08-20      | 6.0000%  | N/A     | $35783600.00       | $52110.89          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-09-20      | 4.5000%  | N/A     | $100000.00         | $1483.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-10-15      | 6.5000%  | N/A     | $80000.00          | $632.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 5.0000%  | N/A     | $100000.00         | $85317.03          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-01-20      | 5.0000%  | N/A     | $40000.00          | $426.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-10-15      | 4.7500%  | N/A     | $277874.00         | $4099.87           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-04-15      | 7.0000%  | N/A     | $1310839.00        | $17632.16          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2026-06-20      | 3.5000%  | N/A     | $1476794.00        | $6043.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-10-15      | 7.0000%  | N/A     | $435847.00         | $266.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-02-20      | 2.5000%  | N/A     | $273640.00         | $8038.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-05-20      | 2.5000%  | N/A     | $10199.00          | $7225.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-08-15      | 7.0000%  | N/A     | $25000.00          | $55.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-02-20      | 6.5000%  | N/A     | $14200.00          | $636.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-11-15      | 6.5000%  | N/A     | $75000.00          | $181.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-05-15      | 7.0000%  | N/A     | $2521826.00        | $47451.66          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-05-15      | 7.0000%  | N/A     | $5500000.00        | $855.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-07-15      | 6.5000%  | N/A     | $25000.00          | $85.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-01-20      | 3.5000%  | N/A     | $2175.00           | $287.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-09-15      | 6.5000%  | N/A     | $176500.00         | $736.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-04-15      | 7.0000%  | N/A     | $113370.00         | $243.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-02-15      | 6.5000%  | N/A     | $201000.00         | $40.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-01-20      | 3.5000%  | N/A     | $2712.00           | $583.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-09-20      | 4.5000%  | N/A     | $1996758.00        | $7607.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-07-15      | 6.5000%  | N/A     | $26119.00          | $1560.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-05-15      | 7.0000%  | N/A     | $550000.00         | $228.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2026-11-20      | 3.5000%  | N/A     | $459000.00         | $2605.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2045-09-15      | 4.5000%  | N/A     | $262078.00         | $4084.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-01-15      | 7.5000%  | N/A     | $250000.00         | $1133.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.0000%  | N/A     | $1100.00           | $1057.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-08-20      | 4.0000%  | N/A     | $21718.00          | $5248.86           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2042-05-01      | 3.5000%  | N/A     | $1643800.00        | $263322.59         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-06-20      | 7.0000%  | N/A     | $2066.00           | $337.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-04-15      | 6.5000%  | N/A     | $50000.00          | $52.91             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2045-11-01      | 3.0000%  | N/A     | $2050000.00        | $416983.61         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2035-05-01      | 4.6870%  | N/A     | $36514832.00       | $679878.57         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-07-15      | 5.9000%  | N/A     | $9200.00           | $9787.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-07-20      | 4.0000%  | N/A     | $1665.00           | $1278.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-10-15      | 7.0000%  | N/A     | $50000.00          | $911.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-09-15      | 6.5000%  | N/A     | $1313000.00        | $559.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-07-15      | 6.5000%  | N/A     | $995000.00         | $17034.57          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-04-15      | 7.0000%  | N/A     | $253199.00         | $737.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-01-15      | 7.0000%  | N/A     | $243554.00         | $101.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-06-15      | 7.0000%  | N/A     | $293532.00         | $11.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-06-15      | 7.0000%  | N/A     | $4047178.00        | $702.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-04-01      | 6.0000%  | N/A     | $215289.00         | $185250.32         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-02-15      | 7.5000%  | N/A     | $2505274.00        | $30489.27          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-08-15      | 6.0000%  | N/A     | $910447.00         | $4933.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-12-15      | 7.0000%  | N/A     | $60000.00          | $53.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-03-20      | 3.0000%  | N/A     | $163700.00         | $65425.82          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-09-15      | 7.0000%  | N/A     | $47291.00          | $1092.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-04-15      | 7.5000%  | N/A     | $7302145.00        | $671.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-04-15      | 6.5000%  | N/A     | $25706.00          | $967.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-06-20      | 3.0000%  | N/A     | $90000.00          | $40358.92          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2035-06-15      | 5.8600%  | N/A     | $1011545.00        | $100058.54         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-05-15      | 7.0000%  | N/A     | $400715.00         | $75.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-03-20      | 3.0000%  | N/A     | $32293.00          | $6452.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-06-15      | 6.5000%  | N/A     | $25000.00          | $1867.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-12-15      | 6.0000%  | N/A     | $50000.00          | $342.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-01-20      | 3.0000%  | N/A     | $1065300.00        | $762075.25         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.5000%  | N/A     | $131481.00         | $89100.08          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-12-15      | 6.5000%  | N/A     | $25000.00          | $392.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-06-15      | 7.0000%  | N/A     | $991056.00         | $214.76            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2043-07-01      | 4.0000%  | N/A     | $498400.00         | $92084.95          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-04-15      | 5.5000%  | N/A     | $50000.00          | $529.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-07-01      | 5.5000%  | N/A     | $358916.00         | $343238.99         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-06-20      | 4.5000%  | N/A     | $308343.00         | $2550.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-12-20      | 4.5000%  | N/A     | $49218.00          | $6122.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-09-20      | 5.0000%  | N/A     | $118200.00         | $51715.94          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2049-05-01      | 3.5000%  | N/A     | $228000.00         | $56456.99          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-01-20      | 3.0000%  | N/A     | $45797.00          | $5238.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-10-15      | 6.5000%  | N/A     | $70809.00          | $329.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-01-20      | 4.0000%  | N/A     | $1100.00           | $44.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-04-20      | 5.0000%  | N/A     | $22300.00          | $16974.55          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-09-20      | 3.0000%  | N/A     | $1284100.00        | $736199.95         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 2.0000%  | N/A     | $1000.00           | $570.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-09-15      | 4.5000%  | N/A     | $60571.00          | $47158.05          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-04-20      | 3.5000%  | N/A     | $20611.00          | $1390.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-08-15      | 6.5000%  | N/A     | $27980.00          | $291.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-05-20      | 3.0000%  | N/A     | $18506.00          | $2085.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-10-15      | 6.5000%  | N/A     | $110321.00         | $567.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-08-20      | 4.5000%  | N/A     | $35000.00          | $330.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-05-20      | 3.5000%  | N/A     | $25000.00          | $1811.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-05-15      | 6.5000%  | N/A     | $32518.00          | $615.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-02-20      | 4.5000%  | N/A     | $1768539.00        | $670302.75         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2026-08-20      | 3.5000%  | N/A     | $1832015.00        | $8163.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-02-20      | 6.5000%  | N/A     | $25000.00          | $397.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-08-15      | 7.2500%  | N/A     | $25000.00          | $72.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-09-20      | 2.5000%  | N/A     | $10497.00          | $6256.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-04-15      | 6.5000%  | N/A     | $550000.00         | $815.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 5.0000%  | N/A     | $45160.00          | $44136.83          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-03-15      | 6.5000%  | N/A     | $629361.00         | $6634.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-07-20      | 4.5000%  | N/A     | $145435.00         | $1375.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-08-15      | 4.5000%  | N/A     | $1056.00           | $128.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-05-15      | 6.5000%  | N/A     | $1066000.00        | $1113.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-01-20      | 4.0000%  | N/A     | $22000.00          | $1244.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-05-15      | 7.0000%  | N/A     | $47655.00          | $7.33              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2046-01-15      | 5.0000%  | N/A     | $46500.00          | $1671.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-06-15      | 6.5000%  | N/A     | $171000.00         | $875.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-10-15      | 4.5000%  | N/A     | $162498.00         | $1939.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-04-15      | 7.0000%  | N/A     | $100000.00         | $565.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-03-01      | 2.5000%  | N/A     | $152300.00         | $105359.44         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-07-20      | 5.0000%  | N/A     | $80000.00          | $1152.98           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-01-20      | 6.0000%  | N/A     | $20000.00          | $919.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-07-15      | 7.0000%  | N/A     | $85803.00          | $739.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-05-20      | 4.0000%  | N/A     | $70000.00          | $2433.71           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-02-15      | 5.5000%  | N/A     | $100000.00         | $163.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2049-08-01      | 4.0000%  | N/A     | $1559800.00        | $326015.37         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-03-15      | 7.0000%  | N/A     | $264039.00         | $463.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-03-20      | 4.0000%  | N/A     | $44310.00          | $2441.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-08-15      | 6.5000%  | N/A     | $990000.00         | $396.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2025-11-20      | 4.0000%  | N/A     | $1200000.00        | $588.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-10-15      | 5.3000%  | N/A     | $2000.00           | $2044.26           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2029-12-20      | 7.5000%  | N/A     | $200291.00         | $123.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-06-15      | 7.5000%  | N/A     | $200000.00         | $150.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 2.5000%  | N/A     | $744946.00         | $514396.81         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-09-20      | 3.0000%  | N/A     | $12392.00          | $6291.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-03-20      | 4.5000%  | N/A     | $44100.00          | $9035.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-01-15      | 7.0000%  | N/A     | $631816.00         | $6735.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-02-15      | 6.0000%  | N/A     | $1994873.00        | $9884.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2031-06-20      | 6.0000%  | N/A     | $50000.00          | $118.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-03-15      | 7.0000%  | N/A     | $6671035.00        | $388.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-04-15      | 6.0000%  | N/A     | $1100.00           | $36.14             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-04-01      | 5.0000%  | N/A     | $131100.00         | $127492.48         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-10-20      | 3.5000%  | N/A     | $905397.00         | $67369.87          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-07-01      | 6.0000%  | N/A     | $600000.00         | $470426.31         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-02-15      | 7.5000%  | N/A     | $109042.00         | $59.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2065-05-15      | 5.6400%  | N/A     | $10278.00          | $10814.81          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-10-20      | 2.0000%  | N/A     | $2500.00           | $1861.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-09-15      | 6.5000%  | N/A     | $700000.00         | $1554.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-07-20      | 3.5000%  | N/A     | $2700.00           | $443.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-03-20      | 6.5000%  | N/A     | $3200.00           | $413.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-12-15      | 8.0000%  | N/A     | $58241.00          | $77.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-03-15      | 6.5000%  | N/A     | $115000.00         | $237.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-01-01      | 2.5000%  | N/A     | $726600.00         | $469893.97         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-11-15      | 5.2300%  | N/A     | $20000.00          | $20341.81          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-03-15      | 4.5000%  | N/A     | $632765.00         | $490697.38         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-02-15      | 7.5000%  | N/A     | $130746.00         | $191.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-03-15      | 6.7500%  | N/A     | $92000.00          | $309.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-02-15      | 7.0000%  | N/A     | $670564.00         | $907.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2026-12-20      | 8.0000%  | N/A     | $6300593.00        | $417.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-06-15      | 6.5000%  | N/A     | $83674.00          | $629.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2026-08-01      | 4.0000%  | N/A     | $20413000.00       | $176603.17         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-02-15      | 7.0000%  | N/A     | $212644.00         | $47.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-07-01      | 2.5000%  | N/A     | $91800.00          | $68323.81          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-06-01      | 5.0000%  | N/A     | $84898.00          | $84369.02          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-06-15      | 6.5000%  | N/A     | $25000.00          | $43.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-11-15      | 7.5000%  | N/A     | $1425000.00        | $597.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-10-20      | 4.5000%  | N/A     | $200000.00         | $156529.76         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-07-01      | 3.5000%  | N/A     | $5000000.00        | $227840.19         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-03-20      | 6.0000%  | N/A     | $20000.00          | $234.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2049-10-15      | 3.0000%  | N/A     | $292969.00         | $180681.68         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-10-20      | 5.0000%  | N/A     | $1050000.00        | $16624.61          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-03-15      | 7.0000%  | N/A     | $475000.00         | $424.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2049-07-15      | 4.5000%  | N/A     | $62334.00          | $4221.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 3.0000%  | N/A     | $1500.00           | $840.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-08-20      | 3.0000%  | N/A     | $3095.00           | $422.79            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2049-05-01      | 4.0000%  | N/A     | $535966.00         | $59199.90          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-05-20      | 6.0000%  | N/A     | $180000.00         | $525.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-04-15      | 7.0000%  | N/A     | $3534082.00        | $5621.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-12-15      | 6.5000%  | N/A     | $625000.00         | $7051.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-12-15      | 4.0000%  | N/A     | $1083.00           | $86.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-12-20      | 3.5000%  | N/A     | $25983.00          | $2605.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-12-15      | 7.0000%  | N/A     | $1095000.00        | $691.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-06-15      | 7.0000%  | N/A     | $13299412.00       | $16220.94          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 4.5000%  | N/A     | $7896.00           | $7041.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-04-20      | 3.0000%  | N/A     | $9000.00           | $4652.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-04-15      | 6.5000%  | N/A     | $45723.00          | $978.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-09-15      | 4.7500%  | N/A     | $25066.00          | $478.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-03-20      | 3.0000%  | N/A     | $32700.00          | $2343.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-07-15      | 6.5000%  | N/A     | $250000.00         | $861.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-08-15      | 6.5000%  | N/A     | $854448.00         | $11716.54          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-06-20      | 2.5000%  | N/A     | $24472.00          | $4003.45           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-05-15      | 7.0000%  | N/A     | $313142.00         | $286.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2037-12-01      | 6.5000%  | N/A     | $11653000.00       | $79078.16          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-08-20      | 4.5000%  | N/A     | $85000.00          | $7632.26           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-04-01      | 6.0000%  | N/A     | $119095.00         | $122746.10         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-06-15      | 7.0000%  | N/A     | $7455919.00        | $12030.03          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-05-15      | 6.5000%  | N/A     | $104000.00         | $551.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2030-10-15      | 4.5000%  | N/A     | $8897.00           | $1466.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-10-15      | 7.0000%  | N/A     | $317264.00         | $5419.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2027-10-20      | 8.0000%  | N/A     | $30735.00          | $11.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2050-03-15      | 3.5000%  | N/A     | $77338.00          | $7408.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-05-15      | 7.5000%  | N/A     | $640849.00         | $5767.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 4.0000%  | N/A     | $1100.00           | $781.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-11-20      | 3.5000%  | N/A     | $760000.00         | $52795.45          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-08-20      | 4.0000%  | N/A     | $5100.00           | $564.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-04-15      | 7.0000%  | N/A     | $274895.00         | $368.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-09-15      | 7.0000%  | N/A     | $300000.00         | $84.12             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                           | 2049-04-01      | 3.5000%  | N/A     | $19773601.00       | $735799.33         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-03-20      | 4.0000%  | N/A     | $100000.00         | $4419.46           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-07-15      | 6.5000%  | N/A     | $300000.00         | $207.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-09-15      | 7.0000%  | N/A     | $452005.00         | $3689.03           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-02-01      | 2.5000%  | N/A     | $216887.00         | $175453.34         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-06-15      | 3.7500%  | N/A     | $15000.00          | $1529.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-10-15      | 7.0000%  | N/A     | $64695.00          | $149.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-03-15      | 4.5000%  | N/A     | $1305000.00        | $49699.17          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2049-09-01      | 3.5000%  | N/A     | $315000.00         | $83770.09          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2028-09-20      | 7.5000%  | N/A     | $725000.00         | $323.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 3.0000%  | N/A     | $425000.00         | $242580.56         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2046-07-15      | 4.5000%  | N/A     | $221804.00         | $7273.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.5000%  | N/A     | $706582.00         | $495287.15         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-07-20      | 4.0000%  | N/A     | $45000.00          | $1851.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2035-08-15      | 4.5000%  | N/A     | $25000.00          | $283.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-05-20      | 3.0000%  | N/A     | $195900.00         | $95971.51          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-06-15      | 6.5000%  | N/A     | $54563.00          | $295.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-04-20      | 2.5000%  | N/A     | $85677.00          | $43825.98          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-05-20      | 3.5000%  | N/A     | $21138590.00       | $2486817.79        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-07-15      | 7.0000%  | N/A     | $105000.00         | $566.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-06-20      | 3.5000%  | N/A     | $1688999.00        | $283287.91         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-01-20      | 3.5000%  | N/A     | $27916.00          | $9430.19           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-04-20      | 5.0000%  | N/A     | $5394885.00        | $179336.21         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-09-20      | 5.5000%  | N/A     | $16931.00          | $2567.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-02-15      | 3.0000%  | N/A     | $990000.00         | $257493.52         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-10-15      | 5.7500%  | N/A     | $28413.00          | $5071.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-01-20      | 6.0000%  | N/A     | $30000.00          | $187.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-09-15      | 5.8600%  | N/A     | $891282.00         | $144167.09         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-07-15      | 6.5000%  | N/A     | $368325.00         | $2629.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-05-20      | 5.5000%  | N/A     | $50000.00          | $631.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-06-15      | 7.0000%  | N/A     | $63246957.00       | $7426.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-10-15      | 4.0000%  | N/A     | $38053.00          | $5911.86           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-06-01      | 3.5000%  | N/A     | $757801.00         | $504760.15         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-08-15      | 6.5000%  | N/A     | $35046.00          | $241.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-07-15      | 7.0000%  | N/A     | $100000.00         | $260.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-03-01      | 5.5000%  | N/A     | $1076815.00        | $832803.21         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-04-15      | 6.5000%  | N/A     | $425000.00         | $261.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2031-12-20      | 6.0000%  | N/A     | $50000.00          | $160.39            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                           | 2027-11-01      | 2.0000%  | N/A     | $1999000.00        | $74853.36          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-07-20      | 3.5000%  | N/A     | $59264.00          | $1509.99           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2051-12-01      | 2.0000%  | N/A     | $459700.00         | $282675.11         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-04-15      | 6.5000%  | N/A     | $78000.00          | $2082.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-02-20      | 4.0000%  | N/A     | $314000.00         | $9928.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-05-15      | 7.0000%  | N/A     | $40000.00          | $26.32             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2031-12-01      | 7.0000%  | N/A     | $10204390.00       | $140065.49         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-10-20      | 4.5000%  | N/A     | $150000.00         | $2256.01           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-07-15      | 7.0000%  | N/A     | $61000.00          | $1250.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-04-15      | 6.5000%  | N/A     | $102015.00         | $167.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-07-01      | 7.0000%  | N/A     | $70096.00          | $61721.58          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-01-20      | 6.5000%  | N/A     | $400000.00         | $5594.40           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-06-01      | 5.0000%  | N/A     | $96600.00          | $67526.51          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.5000%  | N/A     | $4400.00           | $2760.42           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-12-01      | 5.5000%  | N/A     | $119700.00         | $109471.02         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2028-11-20      | 3.0000%  | N/A     | $1000.00           | $33.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-01-20      | 4.5000%  | N/A     | $99000.00          | $7502.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-11-15      | 4.0000%  | N/A     | $6900.00           | $3551.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-01-20      | 5.0000%  | N/A     | $96000.00          | $968.99            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2032-01-01      | 2.5000%  | N/A     | $331238.00         | $163779.15         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-06-15      | 6.0000%  | N/A     | $90300.00          | $2528.48           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 2.5000%  | N/A     | $11000.00          | $6680.70           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2030-04-01      | 3.0000%  | N/A     | $3012679.00        | $248664.58         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-10-20      | 3.5000%  | N/A     | $121110.00         | $7466.75           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.0000%  | N/A     | $8559.00           | $8797.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-01-20      | 3.5000%  | N/A     | $30574.00          | $4007.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2050-10-15      | 2.5000%  | N/A     | $68404.00          | $31511.86          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-10-15      | 7.0000%  | N/A     | $40000.00          | $1254.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-03-15      | 4.7500%  | N/A     | $822923.00         | $74402.77          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-01-20      | 3.5000%  | N/A     | $14969.00          | $1443.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-01-20      | 5.5000%  | N/A     | $30000.00          | $1161.96           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-11-15      | 7.0000%  | N/A     | $6069404.00        | $2136.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-12-20      | 5.5000%  | N/A     | $30000.00          | $284.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-04-20      | 4.0000%  | N/A     | $130000.00         | $7010.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-08-15      | 6.5000%  | N/A     | $25000.00          | $142.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-10-15      | 6.5000%  | N/A     | $25000.00          | $173.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-08-15      | 6.5000%  | N/A     | $199980.00         | $2219.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-04-15      | 7.0000%  | N/A     | $1000000.00        | $3241.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-05-15      | 7.5000%  | N/A     | $1644768.00        | $41.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-12-20      | 3.5000%  | N/A     | $5131.00           | $372.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-12-20      | 3.0000%  | N/A     | $908800.00         | $128681.57         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-05-20      | 4.0000%  | N/A     | $193000.00         | $7315.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-07-15      | 4.5000%  | N/A     | $897000.00         | $35094.13          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-05-20      | 6.5000%  | N/A     | $1805.00           | $1335.08           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                           | 2027-02-01      | 3.0000%  | N/A     | $10000000.00       | $99627.09          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-06-20      | 2.0000%  | N/A     | $50000.00          | $24166.86          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-03-15      | 7.0000%  | N/A     | $29138.00          | $122.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-07-15      | 7.0000%  | N/A     | $225880.00         | $144.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-04-15      | 3.0000%  | N/A     | $1024.00           | $470.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2026-03-01      | 4.0000%  | N/A     | $30501800.00       | $70163.02          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-03-20      | 5.0000%  | N/A     | $30000.00          | $522.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2050-08-15      | 2.5000%  | N/A     | $30082.00          | $7982.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-04-20      | 3.5000%  | N/A     | $1000.00           | $74.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-08-15      | 7.0000%  | N/A     | $55482.00          | $26.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-09-20      | 2.5000%  | N/A     | $8524.00           | $5776.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-09-20      | 3.5000%  | N/A     | $80642.00          | $50652.98          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-11-15      | 7.0000%  | N/A     | $3944000.00        | $4660.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-11-15      | 7.0000%  | N/A     | $1243693.00        | $1755.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-09-15      | 4.4900%  | N/A     | $3648.00           | $159.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 3.5000%  | N/A     | $16500.00          | $11638.54          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-11-20      | 5.0000%  | N/A     | $749699.00         | $30902.62          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-02-01      | 5.5000%  | N/A     | $59000.00          | $59511.25          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2030-11-15      | 7.0000%  | N/A     | $449397.00         | $1306.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-12-20      | 6.5000%  | N/A     | $1126060.00        | $49185.12          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 2.5000%  | N/A     | $16100.00          | $8121.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-09-15      | 6.5000%  | N/A     | $4200.00           | $43.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-04-15      | 6.5000%  | N/A     | $35468.00          | $292.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-07-15      | 7.0000%  | N/A     | $55000.00          | $299.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2031-05-20      | 7.5000%  | N/A     | $160000.00         | $146.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-03-15      | 7.0000%  | N/A     | $263447.00         | $16.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 4.5000%  | N/A     | $3122.00           | $2229.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-08-20      | 2.5000%  | N/A     | $20659.00          | $7246.75           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-03-20      | 4.5000%  | N/A     | $150000.00         | $5247.26           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-01-15      | 6.0000%  | N/A     | $5411220.00        | $33352.96          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2026-07-20      | 3.5000%  | N/A     | $75000.00          | $215.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-08-15      | 5.5000%  | N/A     | $50000.00          | $446.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-12-01      | 2.5000%  | N/A     | $881000.00         | $538197.48         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2046-12-15      | 4.0000%  | N/A     | $14000.00          | $1914.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-11-15      | 7.0000%  | N/A     | $992677.00         | $2302.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-10-20      | 3.0000%  | N/A     | $114015.00         | $61435.13          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2045-08-20      | 2.5000%  | N/A     | $61100.00          | $11522.81          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-10-15      | 5.0000%  | N/A     | $398000.00         | $7975.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-06-15      | 7.5000%  | N/A     | $45788.00          | $68.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-02-15      | 7.0000%  | N/A     | $621974.00         | $1239.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-07-20      | 4.5000%  | N/A     | $850000.00         | $37618.42          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-08-20      | 4.5000%  | N/A     | $16000.00          | $1558.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-05-15      | 6.5000%  | N/A     | $78777.00          | $1060.04           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2047-05-01      | 4.5000%  | N/A     | $698700.00         | $65337.18          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-11-20      | 3.0000%  | N/A     | $6000.00           | $4199.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-07-15      | 5.0000%  | N/A     | $30000.00          | $244.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2025-09-15      | 3.5000%  | N/A     | $1615000.00        | $177.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 3.0000%  | N/A     | $2255.00           | $1521.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-12-15      | 3.0000%  | N/A     | $17800.00          | $9341.30           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-09-15      | 3.0000%  | N/A     | $1400.00           | $838.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-12-20      | 7.0000%  | N/A     | $10000.00          | $177.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-03-15      | 7.5000%  | N/A     | $2513286.00        | $38532.10          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-03-01      | 3.0000%  | N/A     | $977000.00         | $661742.37         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-01-15      | 6.0000%  | N/A     | $10638980.00       | $133804.71         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-07-01      | 5.0000%  | N/A     | $69171.00          | $68939.04          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2046-12-15      | 4.0000%  | N/A     | $32545.00          | $1469.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-08-15      | 6.5000%  | N/A     | $259668.00         | $1124.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-01-20      | 2.5000%  | N/A     | $741832.00         | $122879.13         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-12-15      | 5.5000%  | N/A     | $47000.00          | $340.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-03-20      | 7.0000%  | N/A     | $578870.00         | $33099.46          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-01-15      | 6.5000%  | N/A     | $56360.00          | $483.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-01-20      | 4.5000%  | N/A     | $108000.00         | $1627.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-03-20      | 3.5000%  | N/A     | $374806.00         | $58062.15          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-04-15      | 6.0000%  | N/A     | $876753.00         | $17343.50          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2041-10-01      | 4.0000%  | N/A     | $3010000.00        | $425533.91         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-12-01      | 3.0000%  | N/A     | $3247000.00        | $375818.33         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2048-01-15      | 4.0000%  | N/A     | $1200.00           | $552.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-08-20      | 6.5000%  | N/A     | $72000.00          | $1167.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-11-15      | 6.5000%  | N/A     | $103966.00         | $153.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-08-15      | 7.0000%  | N/A     | $65645.00          | $1507.50           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2050-08-01      | 1.5000%  | N/A     | $160640.00         | $83353.33          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2034-03-01      | 5.5000%  | N/A     | $8508185.00        | $65356.63          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-08-15      | 6.5000%  | N/A     | $111000.00         | $908.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-12-15      | 7.0000%  | N/A     | $220000.00         | $334.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-06-20      | 7.5000%  | N/A     | $5000.00           | $1742.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-01-20      | 5.5000%  | N/A     | $148000.00         | $1869.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-09-15      | 7.0000%  | N/A     | $994353.00         | $5795.36           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                           | 2043-01-01      | 3.0000%  | N/A     | $3130300.00        | $551033.46         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-01-20      | 6.5000%  | N/A     | $71000.00          | $11773.91          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-01-20      | 5.5000%  | N/A     | $1212.00           | $95.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-07-15      | 6.0000%  | N/A     | $240000.00         | $2891.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-06-15      | 6.5000%  | N/A     | $681000.00         | $866.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-10-15      | 7.0000%  | N/A     | $4840383.00        | $285.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-12-15      | 6.5000%  | N/A     | $80000.00          | $39.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-05-20      | 1.5000%  | N/A     | $13707.00          | $8432.93           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-03-01      | 5.5000%  | N/A     | $416448.00         | $316990.54         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-09-20      | 5.0000%  | N/A     | $9300.00           | $537.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-11-15      | 6.5000%  | N/A     | $1011771.00        | $1511.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-01-20      | 3.5000%  | N/A     | $74000.00          | $5382.22           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-10-01      | 5.5000%  | N/A     | $169500.00         | $156894.10         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-06-20      | 5.0000%  | N/A     | $940000.00         | $61979.75          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-12-15      | 6.5000%  | N/A     | $35000.00          | $35.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-03-15      | 6.5000%  | N/A     | $3347532.00        | $10489.44          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-02-01      | 5.5000%  | N/A     | $777136.00         | $782923.56         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-12-15      | 6.5000%  | N/A     | $522000.00         | $832.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-06-01      | 4.0000%  | N/A     | $92522.00          | $79260.69          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-08-15      | 6.5000%  | N/A     | $49864.00          | $391.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2029-01-20      | 6.0000%  | N/A     | $175000.00         | $241.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-02-20      | 5.5000%  | N/A     | $25000.00          | $281.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-05-15      | 7.0000%  | N/A     | $86833.00          | $339.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-12-20      | 3.5000%  | N/A     | $941621.00         | $132665.18         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-08-15      | 6.5000%  | N/A     | $94958.00          | $248.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-10-15      | 7.0000%  | N/A     | $862612.00         | $2767.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-03-15      | 7.0000%  | N/A     | $150000.00         | $290.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-03-20      | 4.0000%  | N/A     | $29608.00          | $2703.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-11-15      | 6.5000%  | N/A     | $187000.00         | $169.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-01-15      | 6.5000%  | N/A     | $48500.00          | $7.29              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-11-20      | 4.0000%  | N/A     | $79000.00          | $3476.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-06-15      | 7.0000%  | N/A     | $100034.00         | $81.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 4.5000%  | N/A     | $12322251.00       | $9278063.33        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                           | 2033-02-01      | 3.5000%  | N/A     | $794203.00         | $74275.95          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-10-15      | 6.5000%  | N/A     | $50000.00          | $49.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-02-20      | 4.0000%  | N/A     | $51000.00          | $2205.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-03-15      | 4.5000%  | N/A     | $6938.00           | $6231.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-06-15      | 4.5000%  | N/A     | $300855.00         | $65860.93          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-12-20      | 4.5000%  | N/A     | $1011249.00        | $806238.61         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-09-20      | 6.0000%  | N/A     | $21762.00          | $1949.97           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2026-11-15      | 6.5000%  | N/A     | $440000.00         | $463519.24         | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-07-01      | 5.0000%  | N/A     | $127733.00         | $127201.81         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-03-20      | 5.0000%  | N/A     | $10400.00          | $484.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-01-15      | 6.5000%  | N/A     | $663000.00         | $771.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-12-15      | 7.0000%  | N/A     | $719863.00         | $559.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2028-11-20      | 6.5000%  | N/A     | $330000.00         | $299.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 5.5000%  | N/A     | $50000.00          | $20983.09          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-02-15      | 7.0000%  | N/A     | $25000.00          | $1.73              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-06-20      | 5.0000%  | N/A     | $1033936.00        | $757416.60         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-01-20      | 4.5000%  | N/A     | $62811.00          | $6462.99           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-12-01      | 6.5000%  | N/A     | $500000.00         | $395038.64         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-08-15      | 7.0000%  | N/A     | $75000.00          | $87.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2043-09-15      | 4.0000%  | N/A     | $17200.00          | $6234.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-04-15      | 7.2500%  | N/A     | $125000.00         | $142.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-01-20      | 3.0000%  | N/A     | $37100.00          | $5607.80           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                           | 2044-01-01      | 4.0000%  | N/A     | $14000061.00       | $293498.66         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-04-20      | 4.0000%  | N/A     | $2106389.00        | $189202.69         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2028-12-01      | 6.5000%  | N/A     | $19000000.00       | $197732.46         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-05-15      | 7.0000%  | N/A     | $998792.00         | $306.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-04-15      | 6.5000%  | N/A     | $25939.00          | $89.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-09-20      | 5.0000%  | N/A     | $80300.00          | $3440.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-09-15      | 6.5000%  | N/A     | $1431300.00        | $1531.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-01-15      | 6.5000%  | N/A     | $300000.00         | $369.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-04-15      | 7.0000%  | N/A     | $89196.00          | $1204.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-09-15      | 7.0000%  | N/A     | $34740.00          | $13.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2030-10-20      | 7.5000%  | N/A     | $2000000.00        | $1254.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-11-15      | 5.2700%  | N/A     | $10900.00          | $11094.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-05-20      | 5.0000%  | N/A     | $380763.00         | $5162.79           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2051-02-01      | 3.0000%  | N/A     | $1315166.00        | $637129.35         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2043-03-15      | 2.5000%  | N/A     | $70000.00          | $9788.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-09-15      | 7.0000%  | N/A     | $50000.00          | $547.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-11-15      | 6.5000%  | N/A     | $50000.00          | $75.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-07-15      | 7.0000%  | N/A     | $440327.00         | $1927.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2048-01-15      | 4.0000%  | N/A     | $26000.00          | $9106.57           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-02-20      | 4.5000%  | N/A     | $1078.00           | $431.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 3.5000%  | N/A     | $5749.00           | $4148.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-02-20      | 3.0000%  | N/A     | $1500.00           | $1141.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-05-20      | 4.5000%  | N/A     | $43719.00          | $10141.53          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2049-11-15      | 3.0000%  | N/A     | $20000.00          | $7510.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-05-15      | 7.0000%  | N/A     | $85000.00          | $454.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-01-15      | 6.5000%  | N/A     | $145000.00         | $272.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-12-20      | 4.5000%  | N/A     | $81769.00          | $8105.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-11-15      | 4.0000%  | N/A     | $1029405.00        | $73399.08          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-03-15      | 7.0000%  | N/A     | $41533.00          | $2.07              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-02-15      | 3.1000%  | N/A     | $12398.00          | $7676.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-07-15      | 3.5000%  | N/A     | $400000.00         | $1073.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-08-15      | 6.5000%  | N/A     | $780894.00         | $9249.96           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-10-15      | 5.0100%  | N/A     | $3400.00           | $3399.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-10-15      | 6.5000%  | N/A     | $167000.00         | $128.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-07-20      | 5.0000%  | N/A     | $105000.00         | $4172.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-09-20      | 3.0000%  | N/A     | $12000.00          | $7893.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-03-15      | 7.0000%  | N/A     | $25000.00          | $347.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-10-20      | 3.5000%  | N/A     | $1480000.00        | $470893.31         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-11-15      | 6.5000%  | N/A     | $25000.00          | $465.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-01-15      | 7.0000%  | N/A     | $156620.00         | $208.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-09-20      | 4.5000%  | N/A     | $379400.00         | $2519.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-03-15      | 3.4900%  | N/A     | $12288.00          | $5250.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-04-20      | 6.0000%  | N/A     | $100000.00         | $1364.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-04-20      | 4.5000%  | N/A     | $7391.00           | $535.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-12-01      | 6.0000%  | N/A     | $96086.00          | $97731.39          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2031-07-20      | 7.5000%  | N/A     | $212000.00         | $147.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-08-15      | 7.0000%  | N/A     | $66493.00          | $117.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-02-15      | 7.0000%  | N/A     | $2519779.00        | $45102.72          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-01-01      | 3.0000%  | N/A     | $199000.00         | $124818.02         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-11-15      | 7.0000%  | N/A     | $150000.00         | $566.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-03-20      | 6.5000%  | N/A     | $75000.00          | $1445.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-10-15      | 6.5000%  | N/A     | $38000.00          | $269.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-06-15      | 7.0000%  | N/A     | $2505488.00        | $30700.83          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-05-15      | 7.0000%  | N/A     | $150133.00         | $192.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.5000%  | N/A     | $16098.00          | $8442.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-05-15      | 6.0000%  | N/A     | $201337.00         | $2037.30           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-01-15      | 7.0000%  | N/A     | $896740.00         | $16.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-03-15      | 7.5000%  | N/A     | $2508948.00        | $34184.90          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-01-15      | 7.0000%  | N/A     | $243533.00         | $61.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2049-01-15      | 4.5000%  | N/A     | $20467.00          | $1785.86           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2044-03-01      | 4.5000%  | N/A     | $1189958.00        | $831963.14         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $3314.00           | $3371.45           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-08-15      | 6.5000%  | N/A     | $110204.00         | $1834.53           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-01-01      | 2.5000%  | N/A     | $130000.00         | $86848.03          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2050-04-15      | 3.5000%  | N/A     | $9154.00           | $2587.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-10-15      | 5.1800%  | N/A     | $43000.00          | $43487.36          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-06-15      | 7.0000%  | N/A     | $93000.00          | $318.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-06-20      | 3.0000%  | N/A     | $17185.00          | $12666.62          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-11-20      | 7.0000%  | N/A     | $14000.00          | $250.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-04-15      | 5.0000%  | N/A     | $179000.00         | $1585.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-09-20      | 3.5000%  | N/A     | $3000.00           | $2200.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2064-07-20      | 7.0000%  | N/A     | $6220.00           | $4891.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-04-15      | 6.5000%  | N/A     | $156050.00         | $19.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-03-15      | 7.0000%  | N/A     | $30420.00          | $34.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-08-20      | 5.5000%  | N/A     | $10000.00          | $274.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-05-15      | 6.5000%  | N/A     | $100000.00         | $850.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-04-20      | 3.5000%  | N/A     | $777353.00         | $91499.65          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-10-15      | 4.5000%  | N/A     | $14964.00          | $5227.57           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-12-15      | 6.5000%  | N/A     | $32000.00          | $290.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-08-20      | 6.0000%  | N/A     | $25000.00          | $237.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-08-15      | 4.5000%  | N/A     | $107000.00         | $1213.75           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-08-15      | 3.5000%  | N/A     | $1320000.00        | $3973.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-12-15      | 6.5000%  | N/A     | $399960.00         | $4078.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-01-15      | 6.5000%  | N/A     | $761561.00         | $1042.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-09-20      | 5.5000%  | N/A     | $1857433.00        | $6629.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-07-15      | 7.0000%  | N/A     | $50000.00          | $954.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-10-20      | 3.0000%  | N/A     | $19579.00          | $9616.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-11-15      | 6.5000%  | N/A     | $55000.00          | $117.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-09-20      | 5.0000%  | N/A     | $827497.00         | $698821.50         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 2.5000%  | N/A     | $100000.00         | $52546.05          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-11-20      | 3.0000%  | N/A     | $2237.00           | $1452.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-08-15      | 6.5000%  | N/A     | $37560.00          | $2170.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-01-15      | 7.0000%  | N/A     | $276769.00         | $1214.53           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-06-01      | 6.0000%  | N/A     | $68746.00          | $64646.07          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-04-15      | 6.5000%  | N/A     | $25042.00          | $205.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-09-15      | 6.5000%  | N/A     | $38257.00          | $116.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2030-05-20      | 2.5000%  | N/A     | $97300.00          | $6416.54           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-03-20      | 6.5000%  | N/A     | $90000.00          | $2285.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.0000%  | N/A     | $126463.00         | $129592.18         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-04-15      | 6.5000%  | N/A     | $102000.00         | $84.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-03-15      | 7.5000%  | N/A     | $250000.00         | $5.23              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-06-15      | 7.0000%  | N/A     | $218772.00         | $496.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-05-15      | 6.7500%  | N/A     | $55000.00          | $308.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-06-15      | 4.5000%  | N/A     | $150000.00         | $2685.50           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2042-08-01      | 3.5000%  | N/A     | $8484225.00        | $345463.61         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-03-15      | 7.0000%  | N/A     | $200000.00         | $8.05              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 4.5000%  | N/A     | $1985.00           | $1842.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-12-15      | 7.0000%  | N/A     | $504364.00         | $2283.19           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-09-15      | 6.5000%  | N/A     | $100000.00         | $155.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-02-20      | 3.5000%  | N/A     | $390200.00         | $40716.12          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-11-15      | 6.0000%  | N/A     | $1179083.00        | $10162.20          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-11-20      | 5.5000%  | N/A     | $2973817.00        | $2188062.44        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-06-01      | 6.0000%  | N/A     | $84189.00          | $84117.99          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2046-07-15      | 4.5000%  | N/A     | $4311.00           | $879.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-08-20      | 4.5000%  | N/A     | $123000.00         | $4523.03           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-06-01      | 4.0000%  | N/A     | $86000.00          | $63387.41          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-01-20      | 4.0000%  | N/A     | $428228.00         | $21969.03          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-08-15      | 7.0000%  | N/A     | $27875.00          | $672.21            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-06-01      | 5.0000%  | N/A     | $66123.00          | $65808.71          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-09-15      | 6.0000%  | N/A     | $842849.00         | $4403.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-04-15      | 6.5000%  | N/A     | $201319.00         | $9397.46           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-12-15      | 5.8600%  | N/A     | $734044.00         | $50197.67          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-05-20      | 3.0000%  | N/A     | $108600.00         | $11872.95          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-06-15      | 7.0000%  | N/A     | $5547539.00        | $622.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-03-15      | 6.5000%  | N/A     | $25672.00          | $142.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2026-08-20      | 8.0000%  | N/A     | $25117.00          | $2.04              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-06-20      | 2.5000%  | N/A     | $4389425.00        | $2425180.08        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 3.5000%  | N/A     | $1479.00           | $567.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 4.0000%  | N/A     | $53000.00          | $44087.35          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2026-09-20      | 8.0000%  | N/A     | $500000.00         | $63.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-04-20      | 2.5000%  | N/A     | $13912.00          | $10825.20          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-11-15      | 7.0000%  | N/A     | $25602.00          | $59.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2028-01-20      | 7.5000%  | N/A     | $29964.00          | $9.56              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-09-15      | 7.0000%  | N/A     | $151677.00         | $544.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-03-15      | 6.5000%  | N/A     | $210000.00         | $34.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-03-15      | 4.0000%  | N/A     | $752257.00         | $665198.81         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-02-15      | 6.5000%  | N/A     | $150000.00         | $595.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-02-20      | 4.5000%  | N/A     | $19600.00          | $1662.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-04-15      | 6.5000%  | N/A     | $27550.00          | $1662.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 2.5000%  | N/A     | $7200.00           | $4266.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-12-20      | 4.5000%  | N/A     | $250000.00         | $13686.18          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-04-15      | 6.5000%  | N/A     | $275000.00         | $244.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-07-15      | 6.5000%  | N/A     | $35395.00          | $343.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-06-15      | 7.0000%  | N/A     | $40140750.00       | $4267.75           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-03-15      | 7.0000%  | N/A     | $2515937.00        | $41365.56          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2025-12-15      | 3.5000%  | N/A     | $2425000.00        | $3154.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-09-15      | 7.0000%  | N/A     | $575984.00         | $4948.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-08-15      | 7.0000%  | N/A     | $77000.00          | $701.84            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                           | 2037-07-01      | 5.8000%  | N/A     | $6184900.00        | $268183.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-06-15      | 6.5000%  | N/A     | $75000.00          | $966.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-11-20      | 6.5000%  | N/A     | $2000000.00        | $5180.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-07-20      | 4.0000%  | N/A     | $144741.00         | $6311.71           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-03-15      | 7.0000%  | N/A     | $69000.00          | $242.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-06-15      | 6.5000%  | N/A     | $316980.00         | $88.87             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                           | 2043-08-01      | 4.5000%  | N/A     | $2660600.00        | $842041.29         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2027-02-20      | 3.5000%  | N/A     | $9957529.00        | $90031.93          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-03-15      | 6.5000%  | N/A     | $420000.00         | $911.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-10-20      | 5.5000%  | N/A     | $1165.00           | $1146.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.5000%  | N/A     | $681580.00         | $479340.56         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-04-15      | 6.5000%  | N/A     | $75972.00          | $537.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-10-15      | 6.5000%  | N/A     | $50000.00          | $898.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2048-01-15      | 4.0000%  | N/A     | $156000.00         | $68599.40          | Agency Mortgage-Backed Securities  |
| SHELL: GNMA GNII SP 786657 C               | 2053-04-20      | 0.0000%  | N/A     | $500000.00         | $399532.07         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-06-15      | 7.0000%  | N/A     | $51125.00          | $58.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2045-11-15      | 4.0000%  | N/A     | $18000.00          | $1847.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-11-15      | 6.0000%  | N/A     | $366748.00         | $2187.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-10-20      | 6.5000%  | N/A     | $19000.00          | $1316.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2050-02-15      | 4.5000%  | N/A     | $40053.00          | $1966.45           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-10-15      | 7.0000%  | N/A     | $35500.00          | $220.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-06-20      | 5.0000%  | N/A     | $40000.00          | $568.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-03-15      | 6.5000%  | N/A     | $102000.00         | $71.71             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2033-09-01      | 5.0000%  | N/A     | $36000000.00       | $794148.11         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-08-20      | 2.0000%  | N/A     | $42000.00          | $8675.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-03-15      | 3.5000%  | N/A     | $1100000.00        | $1915.98           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2032-04-01      | 7.0000%  | N/A     | $12188414.00       | $66984.72          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 5.0000%  | N/A     | $86928.00          | $84951.90          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2034-01-01      | 5.0000%  | N/A     | $20176260.00       | $252458.30         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-12-15      | 7.0000%  | N/A     | $280799.00         | $361.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-06-20      | 3.5000%  | N/A     | $2660000.00        | $528851.82         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 3.0000%  | N/A     | $4000.00           | $2738.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-09-20      | 4.5000%  | N/A     | $28000.00          | $2372.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-07-20      | 5.5000%  | N/A     | $140000.00         | $1468.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-02-15      | 6.5000%  | N/A     | $135000.00         | $1124.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-03-15      | 7.0000%  | N/A     | $357993.00         | $234.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-01-20      | 4.5000%  | N/A     | $216000.00         | $8304.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2025-12-15      | 3.5000%  | N/A     | $3095000.00        | $3133.96           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-02-15      | 6.0000%  | N/A     | $383818.00         | $3836.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2025-09-15      | 4.0000%  | N/A     | $4500000.00        | $225.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-02-15      | 7.0000%  | N/A     | $154434.00         | $472.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-11-15      | 7.0000%  | N/A     | $992513.00         | $4085.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-10-15      | 7.5000%  | N/A     | $25667.00          | $134.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-09-15      | 6.5000%  | N/A     | $25000.00          | $641.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2045-02-01      | 3.5000%  | N/A     | $376400.00         | $80915.70          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-01-20      | 3.5000%  | N/A     | $28579.00          | $2328.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-11-20      | 4.5000%  | N/A     | $30000.00          | $630.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2045-10-15      | 3.0000%  | N/A     | $23934.00          | $3093.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2043-09-15      | 2.5000%  | N/A     | $10172.00          | $450.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-02-20      | 5.0000%  | N/A     | $25078.00          | $285.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-08-15      | 7.0000%  | N/A     | $1292463.00        | $4254.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-11-20      | 3.5000%  | N/A     | $1032200.00        | $44613.96          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-10-20      | 4.0000%  | N/A     | $1000.00           | $120.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-01-20      | 3.5000%  | N/A     | $72107.00          | $44031.08          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-08-15      | 7.0000%  | N/A     | $1697805.00        | $1356.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-09-15      | 5.5000%  | N/A     | $50000.00          | $307.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-09-20      | 3.5000%  | N/A     | $7994080.00        | $818707.13         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-05-15      | 6.5000%  | N/A     | $30960.00          | $138.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-12-20      | 3.5000%  | N/A     | $643355.00         | $46996.23          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-12-20      | 4.5000%  | N/A     | $50000.00          | $795.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-06-15      | 7.5000%  | N/A     | $106185.00         | $984.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-05-15      | 6.5000%  | N/A     | $500000.00         | $3273.26           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.5000%  | N/A     | $80518.00          | $56522.97          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-08-15      | 7.0000%  | N/A     | $70279.00          | $79.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-10-15      | 6.5000%  | N/A     | $422242.00         | $557.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-10-15      | 7.5000%  | N/A     | $318134.00         | $1104.30           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-09-20      | 3.5000%  | N/A     | $15177.00          | $2134.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-10-15      | 2.5000%  | N/A     | $1100.00           | $20.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-12-15      | 6.5000%  | N/A     | $52861.00          | $1874.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2030-01-15      | 5.5000%  | N/A     | $551633.00         | $11384.04          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-01-20      | 4.5000%  | N/A     | $1382.00           | $104.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-11-15      | 6.0000%  | N/A     | $70126.00          | $4009.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-05-20      | 4.5000%  | N/A     | $350000.00         | $6115.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2030-02-15      | 7.0000%  | N/A     | $45000.00          | $75.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-02-15      | 4.0000%  | N/A     | $47221.00          | $30834.86          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-03-15      | 7.0000%  | N/A     | $31000.00          | $70.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-08-20      | 2.5000%  | N/A     | $272100.00         | $211576.62         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-01-15      | 4.0000%  | N/A     | $115889.00         | $24951.91          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-12-20      | 5.0000%  | N/A     | $25000.00          | $1907.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2043-05-15      | 2.5000%  | N/A     | $17249.00          | $3834.25           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-10-15      | 6.5000%  | N/A     | $65294.00          | $118.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-06-20      | 3.0000%  | N/A     | $168100.00         | $17132.64          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 5.0000%  | N/A     | $48589.00          | $47578.46          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-09-20      | 6.5000%  | N/A     | $160000.00         | $1726.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-08-15      | 4.5000%  | N/A     | $72000.00          | $2290.98           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2029-07-20      | 6.5000%  | N/A     | $5000000.00        | $5000.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2043-03-15      | 2.5000%  | N/A     | $222749.00         | $6901.54           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-03-15      | 6.5000%  | N/A     | $100999.00         | $17.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-07-20      | 5.0000%  | N/A     | $35000.00          | $3580.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 3.5000%  | N/A     | $6700.00           | $5074.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-08-15      | 7.0000%  | N/A     | $107022.00         | $317.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 5.0000%  | N/A     | $2832059.00        | $2767665.33        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2031-11-20      | 6.0000%  | N/A     | $50000.00          | $160.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-11-15      | 7.0000%  | N/A     | $1380772.00        | $5387.96           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-07-15      | 5.0000%  | N/A     | $50000.00          | $637.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-04-15      | 7.0000%  | N/A     | $283792.00         | $466.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-08-20      | 7.0000%  | N/A     | $170000.00         | $6688.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-09-15      | 6.0000%  | N/A     | $36000.00          | $174.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-03-20      | 5.5000%  | N/A     | $40000.00          | $524.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2046-06-15      | 3.0000%  | N/A     | $10800.00          | $5637.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-07-15      | 7.0000%  | N/A     | $94000.00          | $220.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2029-06-20      | 6.5000%  | N/A     | $85000.00          | $94.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-10-20      | 3.0000%  | N/A     | $1177.00           | $442.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-09-15      | 6.5000%  | N/A     | $235882.00         | $2422.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-05-15      | 5.0000%  | N/A     | $50000.00          | $8591.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-07-20      | 5.0000%  | N/A     | $800000.00         | $74132.99          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-12-15      | 7.2500%  | N/A     | $450000.00         | $577.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-01-15      | 7.0000%  | N/A     | $90216.00          | $89.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-08-15      | 6.5000%  | N/A     | $68205.00          | $629.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-07-01      | 2.5000%  | N/A     | $98900.00          | $59740.58          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-02-15      | 7.0000%  | N/A     | $40000.00          | $14.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-04-15      | 7.5000%  | N/A     | $218215.00         | $2630.25           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2049-06-15      | 4.0000%  | N/A     | $3711.00           | $325.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-08-15      | 6.5000%  | N/A     | $174269.00         | $1525.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-11-15      | 6.5000%  | N/A     | $350000.00         | $978.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-06-15      | 7.0000%  | N/A     | $156000.00         | $389.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-01-15      | 5.5000%  | N/A     | $15700.00          | $3248.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 2.5000%  | N/A     | $2581.00           | $1667.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-01-15      | 6.5000%  | N/A     | $40222.00          | $47.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-03-20      | 7.0000%  | N/A     | $10000.00          | $4082.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-04-15      | 6.5000%  | N/A     | $125000.00         | $5951.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-02-20      | 6.5000%  | N/A     | $50000.00          | $102.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-07-15      | 7.5000%  | N/A     | $81643.00          | $828.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-10-15      | 7.0000%  | N/A     | $2697298.00        | $226.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-06-15      | 6.5000%  | N/A     | $125000.00         | $586.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-08-15      | 6.5000%  | N/A     | $35000.00          | $1357.40           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786280 C                      | 2052-07-20      | 0.0000%  | N/A     | $9100.00           | $6526.01           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-08-20      | 2.0000%  | N/A     | $29700.00          | $22014.18          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-04-15      | 6.5000%  | N/A     | $50000.00          | $10.47             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2035-03-01      | 5.5000%  | N/A     | $14098400.00       | $140256.77         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-09-01      | 5.5000%  | N/A     | $150000.00         | $100662.60         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-11-15      | 5.1700%  | N/A     | $2800.00           | $2830.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2035-07-15      | 5.8600%  | N/A     | $880664.00         | $260242.41         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-04-15      | 7.0000%  | N/A     | $62881.00          | $100.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 2.5000%  | N/A     | $31700.00          | $18380.26          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-11-20      | 4.5000%  | N/A     | $853000.00         | $31212.18          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-02-15      | 6.5000%  | N/A     | $25000.00          | $310.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-08-20      | 4.5000%  | N/A     | $7263.00           | $5541.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-09-20      | 4.0000%  | N/A     | $14300.00          | $1419.95           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-05-15      | 7.0000%  | N/A     | $105000.00         | $69.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-05-15      | 7.0000%  | N/A     | $78000.00          | $172.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-10-15      | 6.5000%  | N/A     | $502500.00         | $761.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-04-15      | 6.5000%  | N/A     | $35000.00          | $17.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2030-05-20      | 8.0000%  | N/A     | $250000.00         | $112.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2025-11-15      | 7.0000%  | N/A     | $2515570.00        | $40733.97          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-07-15      | 7.0000%  | N/A     | $143250.00         | $8598.71           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-02-15      | 6.5000%  | N/A     | $250000.00         | $945.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-07-20      | 5.0000%  | N/A     | $35000.00          | $1530.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-07-20      | 7.0000%  | N/A     | $4300.00           | $993.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-09-15      | 6.5000%  | N/A     | $35068.00          | $177.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-09-15      | 6.5000%  | N/A     | $35000.00          | $251.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-09-15      | 6.5000%  | N/A     | $100000.00         | $1616.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-08-15      | 6.5000%  | N/A     | $1000000.00        | $1428.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-05-15      | 6.5000%  | N/A     | $28942.00          | $765.14            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2043-07-01      | 5.5000%  | N/A     | $258000.00         | $163644.03         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-11-15      | 6.5000%  | N/A     | $148965.00         | $1139.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-11-15      | 4.5000%  | N/A     | $750000.00         | $14726.88          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-02-15      | 3.5000%  | N/A     | $2455000.00        | $4496.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-04-15      | 7.0000%  | N/A     | $695219.00         | $1143.98           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-05-15      | 4.0000%  | N/A     | $879420.00         | $91273.41          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-09-15      | 7.5000%  | N/A     | $566550.00         | $1365.50           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2035-01-01      | 6.6640%  | N/A     | $22956651.00       | $557153.19         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-01-20      | 5.0000%  | N/A     | $39000.00          | $643.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-02-20      | 3.0000%  | N/A     | $10000.00          | $1700.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-08-15      | 5.0000%  | N/A     | $500000.00         | $6219.52           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2049-07-01      | 3.5000%  | N/A     | $790300.00         | $229691.90         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-02-15      | 5.0000%  | N/A     | $1100.00           | $89.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-04-15      | 7.0000%  | N/A     | $128184.00         | $215.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-07-15      | 6.5000%  | N/A     | $35000.00          | $448.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-01-20      | 4.5000%  | N/A     | $1000000.00        | $805209.58         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-02-20      | 7.0000%  | N/A     | $32000.00          | $6427.87           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $4240.00           | $4395.74           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2051-09-01      | 2.5000%  | N/A     | $100000.00         | $64729.56          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-04-15      | 7.0000%  | N/A     | $340000.00         | $483.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-09-15      | 5.0000%  | N/A     | $20000.00          | $408.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-02-20      | 7.5000%  | N/A     | $5000.00           | $1512.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-04-15      | 7.0000%  | N/A     | $967027.00         | $1327.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-04-15      | 6.5000%  | N/A     | $356000.00         | $426.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-09-20      | 3.5000%  | N/A     | $20000.00          | $1145.14           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786134 C                      | 2052-04-20      | 0.0000%  | N/A     | $8309.00           | $4591.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-10-15      | 6.0000%  | N/A     | $910692.00         | $2168.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-12-15      | 7.0000%  | N/A     | $730102.00         | $835.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-01-15      | 5.5000%  | N/A     | $25000.00          | $61.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-09-15      | 6.5000%  | N/A     | $50000.00          | $328.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-03-15      | 7.0000%  | N/A     | $111597.00         | $8.79              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-03-20      | 1.5000%  | N/A     | $353768.00         | $269039.12         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2030-02-15      | 7.0000%  | N/A     | $40971.00          | $1087.81           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2043-01-01      | 6.0000%  | N/A     | $320400.00         | $187505.29         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-10-20      | 4.0000%  | N/A     | $7600.00           | $427.36            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-01-01      | 2.5000%  | N/A     | $1243066.00        | $796081.50         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-10-20      | 4.5000%  | N/A     | $277000.00         | $12754.35          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 4.0000%  | N/A     | $30780.00          | $20356.87          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-01-15      | 6.5000%  | N/A     | $105663.00         | $1320.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-01-15      | 6.5000%  | N/A     | $31000.00          | $62.59             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2039-04-01      | 6.0000%  | N/A     | $19665015.00       | $211800.23         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2030-04-15      | 7.0000%  | N/A     | $25000.00          | $859.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-06-15      | 5.2500%  | N/A     | $25084.00          | $2260.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-08-15      | 6.5000%  | N/A     | $75669.00          | $133.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-06-20      | 5.0000%  | N/A     | $145000.00         | $9892.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-07-20      | 2.5000%  | N/A     | $6900.00           | $2214.70           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2047-07-01      | 3.5000%  | N/A     | $1958400.00        | $600145.86         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-12-20      | 6.0000%  | N/A     | $50000.00          | $900.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-04-15      | 6.5000%  | N/A     | $79949.00          | $120.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-03-15      | 6.5000%  | N/A     | $30000.00          | $35.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-11-15      | 7.0000%  | N/A     | $3143121.00        | $174.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-04-15      | 6.5000%  | N/A     | $50000.00          | $285.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-09-20      | 5.5000%  | N/A     | $86700.00          | $716.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-01-20      | 4.0000%  | N/A     | $92700.00          | $9550.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-05-20      | 4.5000%  | N/A     | $29466926.00       | $21136.13          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2026-11-20      | 4.0000%  | N/A     | $525000.00         | $4971.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-02-20      | 5.5000%  | N/A     | $10808695.00       | $56085.97          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-03-15      | 6.5000%  | N/A     | $25000.00          | $137.79            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                           | 2043-06-01      | 3.5000%  | N/A     | $4269800.00        | $535285.12         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-09-15      | 6.5000%  | N/A     | $853772.00         | $7422.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-01-15      | 6.5000%  | N/A     | $40000.00          | $140.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-02-20      | 6.0000%  | N/A     | $303204.00         | $9768.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2048-01-15      | 5.0000%  | N/A     | $1100.00           | $139.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-10-15      | 3.0000%  | N/A     | $12260.00          | $1324.01           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-07-15      | 6.5000%  | N/A     | $370000.00         | $865.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-03-20      | 5.0000%  | N/A     | $1069902.00        | $717820.22         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-06-15      | 7.0000%  | N/A     | $57660.00          | $762.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-06-15      | 4.5000%  | N/A     | $31166.00          | $3171.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-09-15      | 3.0000%  | N/A     | $7901.00           | $4653.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-05-15      | 7.0000%  | N/A     | $34000.00          | $67.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-03-15      | 6.5000%  | N/A     | $400000.00         | $875.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-02-15      | 5.5000%  | N/A     | $40000.00          | $628.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-11-15      | 7.0000%  | N/A     | $971221.00         | $2149.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-08-15      | 4.5000%  | N/A     | $1250000.00        | $143.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-06-20      | 3.5000%  | N/A     | $1454.00           | $1253.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2027-03-20      | 2.5000%  | N/A     | $1000000.00        | $11144.61          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-02-15      | 2.6500%  | N/A     | $329600.00         | $54230.26          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-05-15      | 7.0000%  | N/A     | $668734.00         | $91.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-05-15      | 6.5000%  | N/A     | $79304.00          | $633.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-03-01      | 1.5000%  | N/A     | $704300.00         | $443159.65         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-01-15      | 6.5000%  | N/A     | $750000.00         | $2247.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-10-20      | 4.5000%  | N/A     | $37000.00          | $1286.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-08-20      | 4.0000%  | N/A     | $987139.00         | $743102.32         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-02-01      | 6.5000%  | N/A     | $300000.00         | $217672.62         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-06-15      | 6.5000%  | N/A     | $170000.00         | $477.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-12-15      | 6.0000%  | N/A     | $212790.00         | $4293.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-07-15      | 6.5000%  | N/A     | $290000.00         | $571.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-09-15      | 7.0000%  | N/A     | $945000.00         | $776.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2026-10-20      | 3.5000%  | N/A     | $326388.00         | $1832.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-05-20      | 3.5000%  | N/A     | $567475.00         | $9731.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-11-15      | 6.5000%  | N/A     | $30000.00          | $49.12             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786335 C                      | 2052-09-20      | 0.0000%  | N/A     | $200000.00         | $147940.07         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 7.0000%  | N/A     | $336684.00         | $290985.71         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-09-15      | 7.5000%  | N/A     | $2514798.00        | $40090.43          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-06-20      | 5.5000%  | N/A     | $500000.00         | $6344.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-05-20      | 5.5000%  | N/A     | $144000.00         | $1191.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2028-05-20      | 6.5000%  | N/A     | $930000.00         | $638.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-10-20      | 3.0000%  | N/A     | $31700.00          | $4287.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-06-15      | 6.5000%  | N/A     | $990437.00         | $5881.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-08-15      | 6.5000%  | N/A     | $114178.00         | $1442.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2025-11-15      | 4.0000%  | N/A     | $275000.00         | $253.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-01-15      | 7.0000%  | N/A     | $7056211.00        | $531.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-01-15      | 7.0000%  | N/A     | $171500.00         | $101.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-06-15      | 7.0000%  | N/A     | $100000.00         | $183.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-09-15      | 7.0000%  | N/A     | $351001.00         | $1083.47           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2039-09-01      | 5.0000%  | N/A     | $1191900.00        | $67594.63          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2032-02-01      | 3.0000%  | N/A     | $465000.00         | $74980.98          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-03-20      | 4.0000%  | N/A     | $193000.00         | $8114.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2030-12-15      | 3.5000%  | N/A     | $12400.00          | $344.01            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-06-01      | 3.5000%  | N/A     | $475000.00         | $351134.76         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-01-15      | 6.5000%  | N/A     | $233000.00         | $469.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-07-15      | 7.0000%  | N/A     | $25000.00          | $69.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-06-15      | 6.5000%  | N/A     | $787007.00         | $797.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-11-15      | 6.5000%  | N/A     | $190000.00         | $276.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-06-20      | 5.5000%  | N/A     | $50000.00          | $621.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-04-20      | 5.0000%  | N/A     | $28000.00          | $13132.35          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 4.5000%  | N/A     | $42600.00          | $10994.08          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-05-15      | 7.0000%  | N/A     | $44194988.00       | $74590.40          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-11-15      | 6.5000%  | N/A     | $27899.00          | $2101.43           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-02-01      | 5.5000%  | N/A     | $68226.00          | $68737.59          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-07-15      | 7.0000%  | N/A     | $215000.00         | $77.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-06-15      | 7.0000%  | N/A     | $222148.00         | $434.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2026-04-20      | 3.0000%  | N/A     | $614013.00         | $5700.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-03-20      | 3.5000%  | N/A     | $9697600.00        | $1843475.66        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2048-05-15      | 4.0000%  | N/A     | $964536.00         | $88576.38          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-01-15      | 6.5000%  | N/A     | $75000.00          | $2178.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-10-15      | 7.0000%  | N/A     | $2030000.00        | $266.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-06-01      | 5.5000%  | N/A     | $378688.00         | $384805.85         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-09-15      | 7.5000%  | N/A     | $623785.00         | $68.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-04-15      | 7.0000%  | N/A     | $55000.00          | $33.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-08-20      | 4.5000%  | N/A     | $246000.00         | $8805.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2049-07-15      | 5.0000%  | N/A     | $11900.00          | $2313.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-04-15      | 5.0000%  | N/A     | $285700.00         | $2501.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-08-15      | 4.5000%  | N/A     | $2500000.00        | $2917.32           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2034-03-01      | 4.0000%  | N/A     | $1165553.00        | $380603.27         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2044-06-15      | 5.0000%  | N/A     | $13400.00          | $1932.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-04-20      | 5.0000%  | N/A     | $238074.00         | $2885.21           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2048-11-01      | 4.0000%  | N/A     | $1322100.00        | $403139.10         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-11-15      | 6.5000%  | N/A     | $260000.00         | $1825.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-08-20      | 4.5000%  | N/A     | $6900.00           | $1508.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2045-06-15      | 4.0000%  | N/A     | $50000.00          | $2876.69           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2043-09-01      | 3.2750%  | N/A     | $98600.00          | $67090.49          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-03-20      | 4.5000%  | N/A     | $77290.00          | $62756.49          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-10-15      | 6.0000%  | N/A     | $248556.00         | $2799.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-11-15      | 7.0000%  | N/A     | $1273641.00        | $74.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-03-20      | 5.5000%  | N/A     | $30225.00          | $205.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-11-15      | 6.5000%  | N/A     | $52765.00          | $586.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-05-20      | 4.0000%  | N/A     | $2622.00           | $2343.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2054-10-15      | 5.1800%  | N/A     | $8500.00           | $8594.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-10-15      | 6.5000%  | N/A     | $242360.00         | $587.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-08-20      | 5.0000%  | N/A     | $30000.00          | $568.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2029-07-20      | 7.5000%  | N/A     | $285000.00         | $151.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-06-20      | 5.0000%  | N/A     | $104000.00         | $28898.33          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-10-15      | 7.0000%  | N/A     | $78000.00          | $816.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-07-20      | 4.0000%  | N/A     | $186266.00         | $7441.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-02-20      | 6.0000%  | N/A     | $52000.00          | $625.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-01-15      | 3.5000%  | N/A     | $650000.00         | $9440.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-02-15      | 6.5000%  | N/A     | $61000.00          | $12.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-05-20      | 6.0000%  | N/A     | $16000.00          | $2001.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-10-15      | 7.0000%  | N/A     | $228000.00         | $837.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-08-15      | 7.0000%  | N/A     | $752163.00         | $596.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-04-15      | 4.5000%  | N/A     | $3100.00           | $1028.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2050-03-15      | 4.0000%  | N/A     | $100000.00         | $24009.71          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-04-15      | 7.0000%  | N/A     | $33332.00          | $423.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-05-15      | 7.0000%  | N/A     | $383666.00         | $532.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-03-15      | 6.5000%  | N/A     | $720000.00         | $400.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-06-15      | 6.0000%  | N/A     | $35000.00          | $1277.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-12-15      | 7.0000%  | N/A     | $991501.00         | $3358.39           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-12-15      | 7.0000%  | N/A     | $50000.00          | $6.10              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 2.5000%  | N/A     | $7900.00           | $4837.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-03-20      | 4.5000%  | N/A     | $125000.00         | $9894.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-11-20      | 4.0000%  | N/A     | $16173.00          | $8027.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.0000%  | N/A     | $3698.00           | $3818.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-09-20      | 5.5000%  | N/A     | $1096.00           | $48.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-04-20      | 5.0000%  | N/A     | $3036.00           | $337.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-03-15      | 7.0000%  | N/A     | $2509475.00        | $34760.29          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-04-15      | 6.5000%  | N/A     | $266417.00         | $26.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-05-20      | 3.5000%  | N/A     | $28600.00          | $965.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-06-15      | 6.5000%  | N/A     | $25000.00          | $148.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-12-15      | 6.5000%  | N/A     | $25000.00          | $61.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2029-08-20      | 7.5000%  | N/A     | $40000.00          | $41.04             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787058 C                      | 2053-08-20      | 0.0000%  | N/A     | $500000.00         | $402946.72         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-08-15      | 5.5000%  | N/A     | $75000.00          | $533.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-03-20      | 3.0000%  | N/A     | $61361.00          | $6548.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-03-15      | 7.0000%  | N/A     | $804832.00         | $3584.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-11-15      | 7.0000%  | N/A     | $2118639.00        | $1974.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-12-15      | 6.5000%  | N/A     | $537507.00         | $855.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2029-07-20      | 7.0000%  | N/A     | $9000.00           | $252.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-05-15      | 7.0000%  | N/A     | $95000.00          | $101.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-02-15      | 7.0000%  | N/A     | $307198.00         | $191.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-01-20      | 5.0000%  | N/A     | $23198700.00       | $1402813.50        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-12-15      | 7.0000%  | N/A     | $50000.00          | $1014.60           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-10-01      | 4.0000%  | N/A     | $440000.00         | $334628.50         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-10-20      | 3.5000%  | N/A     | $10149486.00       | $2036084.44        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-03-20      | 5.0000%  | N/A     | $41000.00          | $517.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-01-20      | 7.5000%  | N/A     | $6191.00           | $2315.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 6.0000%  | N/A     | $1241990.00        | $1269439.01        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-03-20      | 4.0000%  | N/A     | $67000.00          | $51737.95          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-02-15      | 7.0000%  | N/A     | $150000.00         | $251.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-12-20      | 2.5000%  | N/A     | $25000.00          | $5699.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2064-10-15      | 4.7100%  | N/A     | $9037159.00        | $8899114.63        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-02-15      | 6.0000%  | N/A     | $15017847.00       | $36106.04          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 5.0000%  | N/A     | $2400.00           | $2355.29           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2034-11-01      | 6.5000%  | N/A     | $16597380.00       | $334672.47         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-10-15      | 4.0000%  | N/A     | $10205.00          | $4539.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-03-15      | 6.5000%  | N/A     | $31598.00          | $1317.45           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-04-20      | 2.5000%  | N/A     | $301903.00         | $83574.21          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-01-15      | 6.5000%  | N/A     | $550000.00         | $1918.65           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-06-01      | 5.0000%  | N/A     | $120465.00         | $119504.85         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-04-15      | 6.5000%  | N/A     | $306301.00         | $707.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-05-15      | 7.0000%  | N/A     | $1125000.00        | $50.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-08-20      | 4.0000%  | N/A     | $8854.00           | $6269.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-02-20      | 2.5000%  | N/A     | $254200.00         | $168898.69         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-10-20      | 4.5000%  | N/A     | $5000.00           | $1720.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-05-15      | 6.5000%  | N/A     | $333762.00         | $493.67            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2051-10-01      | 2.0000%  | N/A     | $221400.00         | $170781.89         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-09-01      | 3.0000%  | N/A     | $262619.00         | $211360.35         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-07-20      | 4.5000%  | N/A     | $100012.00         | $1405.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-01-20      | 4.5000%  | N/A     | $175000.00         | $8938.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-05-20      | 4.0000%  | N/A     | $800000.00         | $75431.22          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-01-15      | 6.0000%  | N/A     | $100000.00         | $1880.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2025-12-15      | 3.5000%  | N/A     | $607824.00         | $532.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-10-20      | 2.5000%  | N/A     | $15700.00          | $2240.96           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-06-20      | 4.0000%  | N/A     | $13413.00          | $8590.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-12-15      | 7.0000%  | N/A     | $99922.00          | $1824.26           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2048-04-15      | 4.0000%  | N/A     | $234113.00         | $43095.70          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-01-15      | 7.0000%  | N/A     | $84000.00          | $33.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2028-08-20      | 3.5000%  | N/A     | $1075000.00        | $32510.08          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-09-20      | 3.0000%  | N/A     | $1001.00           | $143.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-11-15      | 7.0000%  | N/A     | $35000.00          | $327.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-01-20      | 5.0000%  | N/A     | $500000.00         | $45388.72          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-01-15      | 5.5000%  | N/A     | $25000.00          | $294.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-03-15      | 7.0000%  | N/A     | $203906.00         | $336.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 2.5000%  | N/A     | $14000.00          | $8180.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-05-15      | 6.5000%  | N/A     | $27130.00          | $1854.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-11-15      | 3.2000%  | N/A     | $2223.00           | $467.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 2.5000%  | N/A     | $12185.00          | $8003.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-09-15      | 7.0000%  | N/A     | $759392.00         | $3439.25           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2036-12-01      | 2.5000%  | N/A     | $403000.00         | $249547.33         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-05-15      | 7.5000%  | N/A     | $4950000.00        | $9886.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-10-15      | 6.5000%  | N/A     | $250000.00         | $227.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2035-01-15      | 5.8600%  | N/A     | $960477.00         | $93302.09          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-11-15      | 7.0000%  | N/A     | $2027626.00        | $543.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-05-15      | 6.5000%  | N/A     | $25000.00          | $47.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-10-15      | 7.0000%  | N/A     | $477184.00         | $252.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2037-04-01      | 2.5000%  | N/A     | $312400.00         | $61176.12          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-03-20      | 3.0000%  | N/A     | $1200.00           | $98.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-05-15      | 2.6500%  | N/A     | $25800.00          | $8579.87           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2037-04-01      | 6.5000%  | N/A     | $14932356.00       | $194688.33         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2047-02-01      | 4.0000%  | N/A     | $2442800.00        | $659936.61         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-07-15      | 6.5000%  | N/A     | $614322.00         | $4540.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-08-20      | 4.0000%  | N/A     | $254000.00         | $63611.24          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-09-15      | 6.5000%  | N/A     | $25000.00          | $1289.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-05-15      | 6.5000%  | N/A     | $25000.00          | $18.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-02-20      | 3.5000%  | N/A     | $1855912.00        | $185200.80         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-07-15      | 6.5000%  | N/A     | $53180.00          | $1673.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-09-20      | 5.5000%  | N/A     | $19085.00          | $15834.03          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-09-15      | 7.0000%  | N/A     | $75000.00          | $93.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 4.5000%  | N/A     | $10293.00          | $9738.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 4.0000%  | N/A     | $1539.00           | $1381.68           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2042-07-01      | 4.0000%  | N/A     | $1846500.00        | $232338.78         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2049-10-15      | 3.5000%  | N/A     | $90323.00          | $9266.57           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-11-15      | 7.0000%  | N/A     | $2000000.00        | $3430.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-10-20      | 3.5000%  | N/A     | $1788.00           | $711.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-01-15      | 7.0000%  | N/A     | $111453.00         | $1027.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-12-15      | 7.0000%  | N/A     | $633272.00         | $2246.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-10-15      | 6.5000%  | N/A     | $437840.00         | $1004.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-07-15      | 7.0000%  | N/A     | $30000.00          | $69.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-01-15      | 9.0000%  | N/A     | $1001328.00        | $6358.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-07-15      | 7.0000%  | N/A     | $939675.00         | $1099.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-05-15      | 7.0000%  | N/A     | $892454.00         | $196.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-08-20      | 3.0000%  | N/A     | $1294400.00        | $177285.48         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-03-20      | 4.5000%  | N/A     | $189010.00         | $3190.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2063-07-20      | 3.0000%  | N/A     | $10062.00          | $8551.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-09-20      | 4.5000%  | N/A     | $7628.00           | $752.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-10-15      | 7.0000%  | N/A     | $36000.00          | $39.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-02-20      | 5.5000%  | N/A     | $74000.00          | $848.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2035-07-01      | 5.8600%  | N/A     | $593300.00         | $105182.66         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-04-15      | 7.0000%  | N/A     | $634044.00         | $3061.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 3.0000%  | N/A     | $70300.00          | $49189.54          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 3.0000%  | N/A     | $5647.00           | $3988.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2027-11-20      | 3.0000%  | N/A     | $434700.00         | $9996.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-08-20      | 5.5000%  | N/A     | $40000.00          | $437.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-10-01      | 2.0000%  | N/A     | $546500.00         | $353645.85         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-09-15      | 4.5000%  | N/A     | $268700.00         | $4557.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-08-15      | 7.0000%  | N/A     | $225599.00         | $521.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-09-15      | 6.5000%  | N/A     | $135000.00         | $58.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-07-20      | 3.0000%  | N/A     | $2510.00           | $1874.45           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-07-20      | 3.0000%  | N/A     | $130085.00         | $20611.71          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-01-15      | 6.5000%  | N/A     | $50000.00          | $675.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2025-10-20      | 5.0000%  | N/A     | $3000000.00        | $336.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 5.0000%  | N/A     | $1040.00           | $1021.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2050-07-15      | 2.5000%  | N/A     | $39693.00          | $15463.89          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 3.0000%  | N/A     | $10087.00          | $3517.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-07-15      | 7.0000%  | N/A     | $100000.00         | $80.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-02-15      | 5.0000%  | N/A     | $17400.00          | $1563.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-05-20      | 4.5000%  | N/A     | $20212380.00       | $161457.90         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-02-20      | 5.0000%  | N/A     | $127000.00         | $1621.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-11-20      | 3.0000%  | N/A     | $722000.00         | $354351.21         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-02-15      | 6.5000%  | N/A     | $132929.00         | $9.96              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2035-01-15      | 5.0000%  | N/A     | $79004.00          | $2034.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-09-15      | 6.5000%  | N/A     | $40000.00          | $339.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-10-15      | 7.5000%  | N/A     | $113894.00         | $137.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 2.5000%  | N/A     | $3500.00           | $2062.48           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-01-15      | 6.5000%  | N/A     | $54556.00          | $47.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-10-15      | 6.5000%  | N/A     | $113981.00         | $1035.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-08-20      | 4.5000%  | N/A     | $34314066.00       | $251134.16         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-02-15      | 7.0000%  | N/A     | $180000.00         | $620.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-06-15      | 7.0000%  | N/A     | $610250.00         | $442.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-10-20      | 5.0000%  | N/A     | $330000.00         | $3514.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-04-15      | 7.0000%  | N/A     | $101017.00         | $19.92             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-04-01      | 4.5000%  | N/A     | $97043.00          | $92177.31          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-06-15      | 4.0000%  | N/A     | $26000.00          | $4193.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-11-20      | 3.5000%  | N/A     | $93450.00          | $10189.92          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-04-15      | 7.0000%  | N/A     | $184996.00         | $90.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-03-20      | 7.5000%  | N/A     | $293933.00         | $40629.31          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-03-20      | 4.0000%  | N/A     | $30977.00          | $3086.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-06-15      | 6.5000%  | N/A     | $578603.00         | $3743.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-04-15      | 6.5000%  | N/A     | $25372.00          | $564.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-08-15      | 6.5000%  | N/A     | $50827.00          | $105.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-04-20      | 2.5000%  | N/A     | $1099.00           | $232.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-08-15      | 6.5000%  | N/A     | $100000.00         | $237.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-10-20      | 4.5000%  | N/A     | $68000.00          | $958.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-08-20      | 3.5000%  | N/A     | $17931236.00       | $3859335.78        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-06-20      | 3.5000%  | N/A     | $64025.00          | $6530.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-02-15      | 4.0000%  | N/A     | $8343.00           | $6390.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 5.0000%  | N/A     | $247014.00         | $241681.98         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-01-20      | 5.0000%  | N/A     | $4400.00           | $228.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-10-15      | 6.5000%  | N/A     | $85000.00          | $151.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-06-20      | 6.0000%  | N/A     | $9291.00           | $9457.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-07-15      | 5.5600%  | N/A     | $1500.00           | $1555.85           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-03-01      | 2.5000%  | N/A     | $400000.00         | $273174.55         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-10-15      | 7.0000%  | N/A     | $166289.00         | $84.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-05-15      | 6.5000%  | N/A     | $90000.00          | $333.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2046-04-15      | 5.0000%  | N/A     | $11510.00          | $6734.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 6.0000%  | N/A     | $15100.00          | $12454.06          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-03-15      | 6.5000%  | N/A     | $846076.00         | $121.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-06-15      | 4.2500%  | N/A     | $265530.00         | $82634.15          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-05-15      | 6.5000%  | N/A     | $45000.00          | $71.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-11-15      | 7.0000%  | N/A     | $242000.00         | $180.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-05-15      | 7.0000%  | N/A     | $50990.00          | $131.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2060-12-20      | 3.0000%  | N/A     | $5747.00           | $4849.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-09-15      | 7.0000%  | N/A     | $780209.00         | $660.67            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2033-04-01      | 5.0000%  | N/A     | $17875000.00       | $114321.39         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-03-15      | 7.0000%  | N/A     | $205000.00         | $3.09              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2027-01-20      | 3.5000%  | N/A     | $574555.00         | $4356.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-10-15      | 7.5000%  | N/A     | $5000000.00        | $737.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-04-15      | 6.5000%  | N/A     | $99310.00          | $651.42            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2042-04-01      | 3.5000%  | N/A     | $355000.00         | $57556.68          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-06-01      | 5.0000%  | N/A     | $672571.00         | $665722.60         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-08-20      | 3.0000%  | N/A     | $160000.00         | $8358.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-11-15      | 6.0000%  | N/A     | $75000.00          | $446.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-05-15      | 7.0000%  | N/A     | $50000.00          | $395.10            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786843 C                      | 2052-03-20      | 0.0000%  | N/A     | $91800.00          | $64473.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-03-15      | 6.5000%  | N/A     | $37940.00          | $829.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2029-01-20      | 6.5000%  | N/A     | $2525000.00        | $3019.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-03-15      | 6.5000%  | N/A     | $95019.00          | $152.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-08-20      | 3.5000%  | N/A     | $142166.00         | $7346.50           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2043-12-01      | 4.5000%  | N/A     | $2636700.00        | $418688.88         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-10-15      | 6.5000%  | N/A     | $50000.00          | $402.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-06-15      | 7.0000%  | N/A     | $25012.00          | $109.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-08-20      | 5.5000%  | N/A     | $48000.00          | $576.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-12-20      | 4.5000%  | N/A     | $11274.00          | $8841.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-02-20      | 2.5000%  | N/A     | $135556.00         | $105590.95         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-11-15      | 7.0000%  | N/A     | $1180171.00        | $6027.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.0000%  | N/A     | $2596.00           | $2529.19           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-10-15      | 6.5000%  | N/A     | $40000.00          | $7.62              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-04-20      | 7.0000%  | N/A     | $10000.00          | $4056.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-01-15      | 6.0000%  | N/A     | $2521583.00        | $72016.55          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2035-07-01      | 5.0000%  | N/A     | $17800000.00       | $183143.01         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-11-15      | 6.5000%  | N/A     | $855000.00         | $317.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2025-12-15      | 7.0000%  | N/A     | $100000.00         | $3.07              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-06-15      | 6.5000%  | N/A     | $50000.00          | $40.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-05-20      | 3.5000%  | N/A     | $25002.00          | $981.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2029-07-15      | 7.0000%  | N/A     | $174164.00         | $78.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-06-15      | 5.7200%  | N/A     | $10000.00          | $10493.77          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-06-20      | 5.5000%  | N/A     | $12108.00          | $6443.74           | Agency Mortgage-Backed Securities  |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2359847434.34
- **C.18.a - Value (excl. sponsor support):** $2359847434.34
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2813559207.48
- **C.18.a - Value (excl. sponsor support):** $2813559207.48
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BYDQMLJQ6
- **C.18 - Value (incl. sponsor support):** $65000000.00
- **C.18.a - Value (excl. sponsor support):** $65000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2038-08-01      | 5.0000%  | N/A     | $1761982.00        | $1416465.42        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-06-01      | 5.0000%  | N/A     | $10812416.00       | $10691307.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-03-01      | 5.0000%  | N/A     | $5120.00           | $5061.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-11-01      | 7.0000%  | N/A     | $2274676.00        | $1783508.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-12-01      | 2.5000%  | N/A     | $215000.00         | $85480.66          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | N/A     | $2590208.00        | $2669903.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-06-01      | 5.5000%  | N/A     | $7000.00           | $6299.40           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-04-01      | 6.0000%  | N/A     | $17010.00          | $14566.92          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-09-01      | 6.5000%  | N/A     | $5986080.00        | $5019741.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-05-01      | 2.5000%  | N/A     | $1367150.00        | $918052.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2049-07-01      | 3.5000%  | N/A     | $602999.00         | $123610.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-12-01      | 5.5000%  | N/A     | $16917728.00       | $14404174.20       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2054-01-15      | 7.0000%  | N/A     | $8229136.00        | $8430219.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-10-01      | 5.5000%  | N/A     | $25000.00          | $23287.65          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.0000%  | N/A     | $4324064.00        | $3949188.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-02-20      | 6.0000%  | N/A     | $299993.00         | $266818.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2027-05-01      | 3.5000%  | N/A     | $10500000.00       | $164265.17         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-11-01      | 6.0000%  | N/A     | $165000.00         | $141536.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-11-01      | 6.5000%  | N/A     | $18819168.00       | $15753621.13       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-04-01      | 5.5000%  | N/A     | $7000.00           | $6279.18           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2046-06-01      | 3.0000%  | N/A     | $4524040.00        | $926453.62         | Agency Mortgage-Backed Securities |

### Security 162: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRT5BLUX4
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_15-80                                           | 2043-02-20      | 0.4115%  | N/A     | $67553541.00       | $179200.80         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2031-09-01      | 1.6000%  | N/A     | $9031968.00        | $7707012.83        | Agency Mortgage-Backed Securities         |
| FNMA_24-54D                                          | 2046-12-25      | 0.0027%  | N/A     | $110680678.00      | $1847.62           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2033-12-15      | 6.5000%  | N/A     | $8914426.00        | $255142.47         | Agency Mortgage-Backed Securities         |
| FHLMC_5069                                           | 2051-02-25      | 2.5000%  | N/A     | $100000.00         | $10099.77          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-04-01      | 5.0000%  | N/A     | $386634.00         | $316649.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2042-08-15      | 3.5000%  | N/A     | $300000.00         | $19032.53          | Agency Mortgage-Backed Securities         |
| FNMA_21-44C                                          | 2051-07-25      | 2.5000%  | N/A     | $1000000.00        | $149586.49         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H28D                                         | 2073-12-20      | 0.6492%  | N/A     | $25510541.00       | $1637589.28        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-11-01      | 5.5000%  | N/A     | $55000.00          | $48765.30          | Agency Mortgage-Backed Securities         |
| GNMA_22-81E                                          | 2052-05-20      | 4.5000%  | N/A     | $1223.00           | $864.55            | Agency Collateralized Mortgage Obligation |
| FNMA_21-42G                                          | 2046-02-25      | 2.0483%  | N/A     | $18923526.00       | $468711.51         | Agency Collateralized Mortgage Obligation |
| GNMA_24-97A                                          | 2054-06-20      | 5.5450%  | N/A     | $2776906.00        | $1583209.17        | Agency Collateralized Mortgage Obligation |
| GNMA_15-63C                                          | 2040-01-20      | 0.4271%  | N/A     | $41565066.00       | $114700.46         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2030-07-01      | 3.0000%  | N/A     | $77512.00          | $7471.98           | Agency Mortgage-Backed Securities         |
| GNMA_14-100A                                         | 2041-04-20      | 0.5343%  | N/A     | $42674465.00       | $153226.86         | Agency Collateralized Mortgage Obligation |
| GNMA_24-44J                                          | 2054-03-20      | 1.0550%  | N/A     | $200087.00         | $12122.98          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC REMICS FHLMC_5377                        | 2051-12-25      | 2.5000%  | N/A     | $5961504.00        | $665106.01         | Agency Collateralized Mortgage Obligation |
| FHLMC_5330B                                          | 2053-08-25      | 0.0000%  | N/A     | $2098098.00        | $1233877.89        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5010    | 2050-09-25      | 2.5000%  | N/A     | $1648152.00        | $197044.94         | Agency Collateralized Mortgage Obligation |
| FNMA_25-50A                                          | 2055-07-25      | 0.0500%  | N/A     | $25000000.00       | $38448.68          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2047-05-01      | 4.5000%  | N/A     | $36225.00          | $7253.09           | Agency Mortgage-Backed Securities         |
| GNMA_24-5B                                           | 2054-01-20      | 5.5000%  | N/A     | $2630859.00        | $2653536.42        | Agency Collateralized Mortgage Obligation |
| FHLMC_5344C                                          | 2053-10-25      | 0.0000%  | N/A     | $4235860.00        | $2595559.87        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-10-15      | 3.5000%  | N/A     | $591506.00         | $49927.20          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2042-01-15      | 3.5000%  | N/A     | $446145.00         | $26255.45          | Agency Mortgage-Backed Securities         |
| GNMA_24-28B                                          | 2054-02-20      | 6.5000%  | N/A     | $12941000.00       | $1958025.30        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-01-01      | 1.6100%  | N/A     | $8200000.00        | $5823648.74        | Agency Mortgage-Backed Securities         |
| GNMA_10-106                                          | 2040-08-20      | 1.5451%  | N/A     | $102857142.00      | $1036151.23        | Agency Collateralized Mortgage Obligation |
| GNMA_21-97D                                          | 2051-06-20      | 3.5000%  | N/A     | $35764301.00       | $2047477.24        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-11-01      | 4.5000%  | N/A     | $603442.00         | $483689.79         | Agency Mortgage-Backed Securities         |
| GNMA_24-142F                                         | 2054-09-20      | 2.3550%  | N/A     | $25859435.00       | $1991268.22        | Agency Collateralized Mortgage Obligation |
| GNMA_20-116B                                         | 2050-08-20      | 0.0000%  | N/A     | $100062.00         | $1173.33           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-10-15      | 5.0000%  | N/A     | $521487.00         | $39322.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-04-01      | 3.5000%  | N/A     | $771387.00         | $536265.18         | Agency Mortgage-Backed Securities         |
| FHLMC_5442C                                          | 2054-08-25      | 2.6816%  | N/A     | $98318962.00       | $6339662.84        | Agency Collateralized Mortgage Obligation |
| GNMA_11-80                                           | 2041-06-20      | 2.2151%  | N/A     | $150000000.00      | $491531.76         | Agency Collateralized Mortgage Obligation |
| GNMA_16-29H                                          | 2038-11-20      | 0.1649%  | N/A     | $22783027.00       | $83007.50          | Agency Collateralized Mortgage Obligation |
| FNMA_22-3B                                           | 2052-02-25      | 2.1120%  | N/A     | $24793712.00       | $737301.90         | Agency Collateralized Mortgage Obligation |
| GNMA_24-H03J                                         | 2074-02-20      | 0.7889%  | N/A     | $30000000.00       | $2082554.66        | Agency Collateralized Mortgage Obligation |
| FNMA_21-62C                                          | 2047-10-25      | 2.5000%  | N/A     | $6300014.00        | $753592.87         | Agency Collateralized Mortgage Obligation |
| GNMA_24-64K                                          | 2054-04-20      | 0.8550%  | N/A     | $67045184.00       | $3287707.55        | Agency Collateralized Mortgage Obligation |
| FNMA_20-50A                                          | 2050-07-25      | 4.5000%  | N/A     | $16631000.00       | $1085519.82        | Agency Collateralized Mortgage Obligation |
| FHLMC_5357D                                          | 2053-11-25      | 0.0000%  | N/A     | $7142858.00        | $3569525.30        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 7.0000%  | N/A     | $8541.00           | $8806.33           | Agency Mortgage-Backed Securities         |
| GNMA_21-41N                                          | 2050-10-20      | 2.0000%  | N/A     | $100325.00         | $6094.47           | Agency Collateralized Mortgage Obligation |
| FNMA_12-14                                           | 2042-03-25      | 2.0371%  | N/A     | $1377957.00        | $12367.61          | Agency Collateralized Mortgage Obligation |
| GNMA_25-26B                                          | 2055-02-20      | 1.6550%  | N/A     | $54715948.00       | $4401782.31        | Agency Collateralized Mortgage Obligation |
| FHLMC_4923F                                          | 2053-01-15      | 0.4895%  | N/A     | $127689986.00      | $489882.45         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_20-56                                | 2050-08-25      | 2.5000%  | N/A     | $2221806.00        | $253874.43         | Agency Collateralized Mortgage Obligation |
| FNMA_24-56C                                          | 2054-08-25      | 2.7516%  | N/A     | $12924751.00       | $1092241.49        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H02C                                         | 2074-01-20      | 0.7264%  | N/A     | $3514100.00        | $224164.00         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-5   | 2033-06-20      | 2.2451%  | N/A     | $185158.00         | $8.74              | Agency Collateralized Mortgage Obligation |
| GNMA_24-39K                                          | 2054-03-20      | 2.0550%  | N/A     | $2036749.00        | $96587.28          | Agency Collateralized Mortgage Obligation |
| GNMA_18-92A                                          | 2046-08-20      | 0.4866%  | N/A     | $68850447.00       | $375481.71         | Agency Collateralized Mortgage Obligation |
| FNMA_21-3                                            | 2051-02-25      | 2.5000%  | N/A     | $2799076.00        | $360169.81         | Agency Collateralized Mortgage Obligation |
| FNMA_23-49E                                          | 2061-09-25      | 5.5000%  | N/A     | $5617904.00        | $847861.39         | Agency Collateralized Mortgage Obligation |
| GNMA_24-126J                                         | 2054-08-20      | 0.9050%  | N/A     | $99900000.00       | $4416123.50        | Agency Collateralized Mortgage Obligation |
| FHLMC_5442C                                          | 2054-08-25      | 0.0000%  | N/A     | $4032397.00        | $2699616.49        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-11-20      | 4.5000%  | N/A     | $2975755.00        | $589312.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-12-01      | 4.0200%  | N/A     | $98377.00          | $95791.32          | Agency Mortgage-Backed Securities         |
| FNMA_18-53D                                          | 2048-07-25      | 1.8348%  | N/A     | $14683720.00       | $138726.90         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-08-01      | 3.5000%  | N/A     | $1412380.00        | $1255965.12        | Agency Mortgage-Backed Securities         |
| FNMA_21-33                                           | 2047-05-25      | 2.5000%  | N/A     | $5340697.00        | $552074.94         | Agency Collateralized Mortgage Obligation |
| GNMA_17-91A                                          | 2038-11-20      | 0.2698%  | N/A     | $36294701.00       | $137331.99         | Agency Collateralized Mortgage Obligation |
| GNMA_13-10                                           | 2043-01-20      | 1.8451%  | N/A     | $83866385.00       | $419200.17         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 6.5000%  | N/A     | $1071358.00        | $1101519.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-05-01      | 6.5000%  | N/A     | $1000.00           | $1044.65           | Agency Mortgage-Backed Securities         |
| FNMA_21-82C                                          | 2051-12-25      | 2.1357%  | N/A     | $21791680.00       | $595954.77         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-07-01      | 7.0000%  | N/A     | $1000.00           | $1039.57           | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_2084                               | 2028-08-15      | 4.2928%  | N/A     | $641796.00         | $49.74             | Agency Collateralized Mortgage Obligation |
| GNMA_20-76A                                          | 2050-05-20      | 1.6451%  | N/A     | $31245111.00       | $1343540.40        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-07-01      | 6.5000%  | N/A     | $20000.00          | $14973.70          | Agency Mortgage-Backed Securities         |
| GNMA_23-48H                                          | 2053-03-20      | 5.3450%  | N/A     | $8330621.00        | $3823466.23        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-11-01      | 3.0000%  | N/A     | $2000000.00        | $350547.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-01-01      | 5.6300%  | N/A     | $1099717.00        | $1173843.30        | Agency Mortgage-Backed Securities         |
| GNMA_24-H20E                                         | 2074-11-20      | 0.8594%  | N/A     | $36000000.00       | $2411199.88        | Agency Collateralized Mortgage Obligation |
| GNMA_17-59D                                          | 2042-06-20      | 0.3416%  | N/A     | $23468606.00       | $100526.04         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-01-01      | 2.0000%  | N/A     | $45000.00          | $28527.26          | Agency Mortgage-Backed Securities         |
| GNMA_24-9B                                           | 2054-01-20      | 1.5050%  | N/A     | $75000000.00       | $3456708.25        | Agency Collateralized Mortgage Obligation |
| FNMA_21-34G                                          | 2049-12-25      | 1.5371%  | N/A     | $45340933.00       | $1853557.53        | Agency Collateralized Mortgage Obligation |
| FHLMC_5571A                                          | 2055-08-25      | 1.4516%  | N/A     | $133591730.00      | $9684637.62        | Agency Collateralized Mortgage Obligation |
| FNMA_18-76A                                          | 2045-06-25      | 1.6371%  | N/A     | $101661.00         | $2871.50           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 5.5000%  | N/A     | $972742.00         | $972624.35         | Agency Mortgage-Backed Securities         |
| FNMA_25-48                                           | 2055-06-25      | 5.0000%  | N/A     | $1000.00           | $961.25            | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5071                               | 2051-02-25      | 2.5000%  | N/A     | $299990.00         | $28633.30          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2040-08-20      | 5.0000%  | N/A     | $7045611.00        | $1172.65           | Agency Collateralized Mortgage Obligation |
| GNMA_14-8                                            | 2044-01-16      | 0.0256%  | N/A     | $198453000.00      | $419038.44         | Agency Collateralized Mortgage Obligation |
| FHLMC_5355A                                          | 2053-11-25      | 0.0000%  | N/A     | $8321270.00        | $4531468.97        | Agency Collateralized Mortgage Obligation |
| GNMA_19-129F                                         | 2046-02-20      | 0.2322%  | N/A     | $73811077.00       | $441138.27         | Agency Collateralized Mortgage Obligation |
| FNMA_25-34A                                          | 2055-05-25      | 1.6016%  | N/A     | $6117504.00        | $465969.00         | Agency Collateralized Mortgage Obligation |
| GNMA_19-69G                                          | 2044-07-20      | 0.3429%  | N/A     | $39767332.00       | $309598.40         | Agency Collateralized Mortgage Obligation |
| GNMA_24-174A                                         | 2054-10-20      | 0.0000%  | N/A     | $1367799.00        | $3.40              | Agency Collateralized Mortgage Obligation |
| GNMA_14-69                                           | 2036-06-20      | 0.3104%  | N/A     | $52040339.00       | $211274.15         | Agency Collateralized Mortgage Obligation |
| GNMA_18-18A                                          | 2043-11-20      | 1.5613%  | N/A     | $84926629.00       | $597893.25         | Agency Collateralized Mortgage Obligation |
| GNMA_22-213F                                         | 2052-12-20      | 5.2450%  | N/A     | $4842428.00        | $3306855.59        | Agency Collateralized Mortgage Obligation |
| GNMA_16-121J                                         | 2040-12-20      | 0.2552%  | N/A     | $94316353.00       | $413241.62         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-06-01      | 5.5000%  | N/A     | $279295.00         | $236564.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2028-10-01      | 3.0000%  | N/A     | $164000.00         | $12572.55          | Agency Mortgage-Backed Securities         |
| GNMA_24-27B                                          | 2054-02-20      | 5.5000%  | N/A     | $61977344.00       | $11166430.39       | Agency Collateralized Mortgage Obligation |
| GNMA_23-123D                                         | 2053-08-20      | 0.0300%  | N/A     | $20000000.00       | $9610.06           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-22     | 2051-10-25      | 2.5000%  | N/A     | $2361283.00        | $349883.08         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-195 | 2052-11-20      | 0.0000%  | N/A     | $126712.00         | $65913.79          | Agency Collateralized Mortgage Obligation |
| FHLMC_5507B                                          | 2055-02-25      | 0.6516%  | N/A     | $34936400.00       | $819355.76         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-07-01      | 2.5000%  | N/A     | $4261712.00        | $2033038.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2030-08-01      | 3.7500%  | N/A     | $182200.00         | $179366.19         | Agency Mortgage-Backed Securities         |
| GNMA_23-189A                                         | 2053-12-20      | 2.7050%  | N/A     | $424457.00         | $17674.44          | Agency Collateralized Mortgage Obligation |
| GNMA_15-57                                           | 2045-04-20      | 1.1451%  | N/A     | $136500000.00      | $1134298.69        | Agency Collateralized Mortgage Obligation |
| FNMA_12-86A                                          | 2042-08-25      | 1.0371%  | N/A     | $119725333.00      | $947708.62         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-03-20      | 6.5000%  | N/A     | $4337192.00        | $4212454.12        | Agency Mortgage-Backed Securities         |
| GNMA_23-H16D                                         | 2073-06-20      | 0.3891%  | N/A     | $100000.00         | $3836.69           | Agency Collateralized Mortgage Obligation |
| FNMA_22-18F                                          | 2051-11-25      | 4.0000%  | N/A     | $15671258.00       | $2053593.10        | Agency Collateralized Mortgage Obligation |
| GNMA_24-7A                                           | 2054-01-20      | 5.4450%  | N/A     | $7912911.00        | $3938678.99        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-07-01      | 4.2400%  | N/A     | $1010.00           | $943.20            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2029-08-15      | 7.0000%  | N/A     | $7991856.00        | $545617.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-09-20      | 4.5000%  | N/A     | $5803563.00        | $38537.41          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-15  | 2049-02-20      | 1.5951%  | N/A     | $70798857.00       | $1387032.08        | Agency Collateralized Mortgage Obligation |
| FNMA_13-60E                                          | 2042-10-25      | 1.7500%  | N/A     | $7429.00           | $473.10            | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3837                               | 2041-04-15      | 4.0000%  | N/A     | $1001.00           | $429.79            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 7.0000%  | N/A     | $13998.00          | $14432.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 6.5000%  | N/A     | $97789.00          | $99778.26          | Agency Mortgage-Backed Securities         |
| GNMA_24-H07                                          | 2074-04-20      | 0.7813%  | N/A     | $50000000.00       | $2919130.42        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2045-02-15      | 3.5000%  | N/A     | $228496.00         | $12405.78          | Agency Mortgage-Backed Securities         |
| GNMA_24-21C                                          | 2054-02-20      | 1.6050%  | N/A     | $74779345.00       | $3920667.88        | Agency Collateralized Mortgage Obligation |
| FHLMC_5144D                                          | 2051-04-25      | 2.5000%  | N/A     | $8800000.00        | $744033.59         | Agency Collateralized Mortgage Obligation |
| FNMA_10-113B                                         | 2040-10-25      | 2.1371%  | N/A     | $32968164.00       | $64601.88          | Agency Collateralized Mortgage Obligation |
| GNMA_21-135D                                         | 2051-08-20      | 1.8451%  | N/A     | $5430995.00        | $541499.07         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-10-20      | 4.5000%  | N/A     | $108362.00         | $22392.04          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 4.5000%  | N/A     | $2290139.00        | $2132902.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-03-20      | 7.0000%  | N/A     | $96970.00          | $99981.23          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-05-01      | 5.5000%  | N/A     | $10000.00          | $9316.33           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2063-05-20      | 6.5000%  | N/A     | $30393.00          | $31242.38          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2033-01-20      | 6.4500%  | N/A     | $2439430.00        | $220445.81         | Agency Mortgage-Backed Securities         |
| FNMA_20-72F                                          | 2050-10-25      | 3.5000%  | N/A     | $20706496.00       | $1056821.53        | Agency Collateralized Mortgage Obligation |
| GNMA_25-10A                                          | 2055-01-20      | 1.5850%  | N/A     | $63435982.00       | $4444710.77        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $1027.99           | Agency Mortgage-Backed Securities         |
| GNMA_24-127G                                         | 2052-12-20      | 5.5000%  | N/A     | $2000.00           | $2114.60           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-09-01      | 6.5000%  | N/A     | $1256538.00        | $1270569.46        | Agency Mortgage-Backed Securities         |
| GNMA_25-146D                                         | 2053-04-20      | 1.8550%  | N/A     | $95793666.00       | $6071856.81        | Agency Collateralized Mortgage Obligation |
| GNMA_17-66A                                          | 2041-04-20      | 0.1296%  | N/A     | $63354203.00       | $275071.08         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-03-20      | 6.5000%  | N/A     | $264114.00         | $271111.94         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-02-01      | 7.5000%  | N/A     | $407191.00         | $423174.69         | Agency Mortgage-Backed Securities         |
| FNMA_23-54C                                          | 2053-11-25      | 0.0000%  | N/A     | $25191968.00       | $14333125.85       | Agency Collateralized Mortgage Obligation |
| GNMA_25-118D                                         | 2055-07-20      | 1.5550%  | N/A     | $50000000.00       | $2336149.82        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-12-20      | 4.5000%  | N/A     | $797388.00         | $535252.14         | Agency Mortgage-Backed Securities         |
| FNMA_24-82F                                          | 2054-11-25      | 5.5984%  | N/A     | $49997999.00       | $43900831.51       | Agency Collateralized Mortgage Obligation |
| GNMA_23-187F                                         | 2053-12-20      | 5.5950%  | N/A     | $3835478.00        | $2035936.57        | Agency Collateralized Mortgage Obligation |
| FHLMC_5445D                                          | 2054-08-25      | 2.7016%  | N/A     | $36962800.00       | $2926124.90        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-08-20      | 4.5000%  | N/A     | $2035334.00        | $14895.99          | Agency Mortgage-Backed Securities         |
| GNMA_25-118A                                         | 2055-07-20      | 5.5182%  | N/A     | $8823807.00        | $9222748.71        | Agency Collateralized Mortgage Obligation |
| FHLMC_5452K                                          | 2054-09-25      | 2.2016%  | N/A     | $25943354.00       | $2355511.96        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-09-01      | 5.0000%  | N/A     | $7000.00           | $6578.43           | Agency Mortgage-Backed Securities         |
| FNMA_23-40E                                          | 2053-09-25      | 2.2516%  | N/A     | $107332910.00      | $6899125.03        | Agency Collateralized Mortgage Obligation |
| GNMA_25-26C                                          | 2055-02-20      | 2.2250%  | N/A     | $33725024.00       | $2538990.57        | Agency Collateralized Mortgage Obligation |
| FNMA_15-34A                                          | 2045-06-25      | 0.0000%  | N/A     | $804374.00         | $49.26             | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-05-01      | 6.5000%  | N/A     | $7060.00           | $6650.72           | Agency Mortgage-Backed Securities         |
| GNMA_12-106C                                         | 2042-09-20      | 4.4800%  | N/A     | $486383.00         | $12165.92          | Agency Collateralized Mortgage Obligation |
| FHLMC_5196A                                          | 2051-07-25      | 2.5000%  | N/A     | $7861120.00        | $710909.16         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-08-20      | 7.0000%  | N/A     | $17786692.00       | $18364642.88       | Agency Mortgage-Backed Securities         |
| GNMA_14-99                                           | 2036-11-20      | 0.5695%  | N/A     | $72459294.00       | $292484.38         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-07-01      | 6.0000%  | N/A     | $22051.00          | $19840.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-12-20      | 6.5000%  | N/A     | $2750000.00        | $37862.07          | Agency Mortgage-Backed Securities         |
| FHLMC_5530B                                          | 2055-04-25      | 1.0016%  | N/A     | $100009.00         | $5848.43           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2030-06-01      | 3.9500%  | N/A     | $7435114.00        | $7383852.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2048-01-15      | 4.5000%  | N/A     | $573279.00         | $290115.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-08-01      | 6.0000%  | N/A     | $6025791.00        | $6186876.46        | Agency Mortgage-Backed Securities         |
| GNMA_23-H05D                                         | 2073-01-20      | 0.9922%  | N/A     | $12424345.00       | $987979.88         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-04-01      | 5.0000%  | N/A     | $1033431.00        | $759682.10         | Agency Mortgage-Backed Securities         |
| GNMA_24-172B                                         | 2054-10-20      | 5.4450%  | N/A     | $3650649.00        | $3139003.07        | Agency Collateralized Mortgage Obligation |
| GNMA_22-218A                                         | 2052-12-20      | 2.5050%  | N/A     | $31487488.00       | $2366153.78        | Agency Collateralized Mortgage Obligation |
| GNMA_23-187C                                         | 2053-12-20      | 5.6450%  | N/A     | $9327116.00        | $3703481.56        | Agency Collateralized Mortgage Obligation |
| GNMA_17-132C                                         | 2040-02-20      | 0.3807%  | N/A     | $60685062.00       | $315518.74         | Agency Collateralized Mortgage Obligation |
| GNMA_23-153D                                         | 2053-10-20      | 0.0100%  | N/A     | $106656.00         | $12.20             | Agency Collateralized Mortgage Obligation |
| GNMA_14-90M                                          | 2038-10-20      | 0.5367%  | N/A     | $61239231.00       | $162641.93         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2031-11-01      | 1.7500%  | N/A     | $105086.00         | $91484.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-11-20      | 4.6250%  | N/A     | $1616494.00        | $64769.88          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-08-20      | 6.5000%  | N/A     | $33756728.00       | $34763946.26       | Agency Mortgage-Backed Securities         |
| GNMA_16-29G                                          | 2042-05-20      | 0.4371%  | N/A     | $40317194.00       | $141088.73         | Agency Collateralized Mortgage Obligation |
| FANNIEMAE-ACES FNMA_16-M11                           | 2039-07-25      | 2.9440%  | N/A     | $8144.00           | $469.67            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-02-20      | 5.5000%  | N/A     | $500000.00         | $32738.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-04-01      | 5.5000%  | N/A     | $139119.00         | $138424.15         | Agency Mortgage-Backed Securities         |
| GNMA_23-164J                                         | 2053-11-20      | 2.7550%  | N/A     | $14401169.00       | $1192809.54        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-06-01      | 3.3700%  | N/A     | $6668403.00        | $6181150.20        | Agency Mortgage-Backed Securities         |
| GNMA_23-76E                                          | 2053-05-20      | 5.3450%  | N/A     | $765207.00         | $468899.87         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2042-08-15      | 3.5000%  | N/A     | $499840.00         | $34773.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-12-20      | 4.7500%  | N/A     | $2175000.00        | $54076.35          | Agency Mortgage-Backed Securities         |
| GNMA_14-181                                          | 2040-02-20      | 0.2203%  | N/A     | $26202046.00       | $88100.78          | Agency Collateralized Mortgage Obligation |
| FHLMC_5479A                                          | 2054-12-25      | 0.0000%  | N/A     | $150000000.00      | $2374.00           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2040-02-01      | 3.2600%  | N/A     | $2161393.00        | $1880464.31        | Agency Mortgage-Backed Securities         |
| GNMA_21-155N                                         | 2051-07-20      | 1.8451%  | N/A     | $10500000.00       | $993599.36         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-07-01      | 4.5000%  | N/A     | $2129224.00        | $403817.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-11-01      | 6.5000%  | N/A     | $637208.00         | $638772.39         | Agency Mortgage-Backed Securities         |
| GNMA_23-76D                                          | 2053-05-20      | 5.3450%  | N/A     | $8986466.00        | $4037240.46        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5013                               | 2050-09-25      | 2.5000%  | N/A     | $700000.00         | $85981.45          | Agency Collateralized Mortgage Obligation |
| FNMA_20-97A                                          | 2051-01-25      | 2.0000%  | N/A     | $300002.00         | $33788.26          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-02-20      | 2.5000%  | N/A     | $77826.00          | $51673.30          | Agency Mortgage-Backed Securities         |
| FNMA_21-69G                                          | 2049-01-25      | 2.5000%  | N/A     | $8000000.00        | $995840.45         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-04-01      | 5.0000%  | N/A     | $1044223.00        | $812153.22         | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_2322                               | 2029-06-15      | 4.1428%  | N/A     | $376.00            | $0.03              | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.5000%  | N/A     | $5096.00           | $5321.40           | Agency Mortgage-Backed Securities         |
| GNMA_24-9C                                           | 2054-01-20      | 2.1050%  | N/A     | $17877000.00       | $446183.61         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-09-20      | 4.5000%  | N/A     | $76406.00          | $35921.30          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-07-01      | 6.0000%  | N/A     | $446840.00         | $381159.88         | Agency Mortgage-Backed Securities         |
| GNMA_19-108C                                         | 2032-02-20      | 4.5000%  | N/A     | $19275832.00       | $76140.67          | Agency Collateralized Mortgage Obligation |
| GNMA_16-135G                                         | 2041-08-20      | 0.2529%  | N/A     | $101868319.00      | $473186.25         | Agency Collateralized Mortgage Obligation |
| FNMA_23-49D                                          | 2048-05-25      | 5.0000%  | N/A     | $46813628.00       | $5414363.42        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2042-05-15      | 3.5000%  | N/A     | $543000.00         | $38306.55          | Agency Mortgage-Backed Securities         |
| FHLMC_5252E                                          | 2050-10-25      | 3.5000%  | N/A     | $1000.00           | $959.44            | Agency Collateralized Mortgage Obligation |
| FNMA_20-61D                                          | 2050-09-25      | 4.0000%  | N/A     | $8092488.00        | $621354.46         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-89     | 2050-12-25      | 2.5000%  | N/A     | $300000.00         | $31403.43          | Agency Collateralized Mortgage Obligation |
| GNMA_24-200C                                         | 2054-12-20      | 1.7050%  | N/A     | $14803456.00       | $1106763.13        | Agency Collateralized Mortgage Obligation |
| GNMA_24-59D                                          | 2054-04-20      | 1.1050%  | N/A     | $152748445.00      | $6553366.07        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE ACES FNMA_16-M4                           | 2026-03-25      | 2.5760%  | N/A     | $1477.00           | $844.59            | Agency Collateralized Mortgage Obligation |
| GNMA_23-H10D                                         | 2071-06-20      | 0.5198%  | N/A     | $100028.00         | $2019.78           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-02-20      | 5.5000%  | N/A     | $1100000.00        | $82808.16          | Agency Mortgage-Backed Securities         |
| GNMA_24-134G                                         | 2053-08-20      | 2.1550%  | N/A     | $115248996.00      | $4902640.97        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 7.0000%  | N/A     | $1405186.00        | $1237029.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2045-12-15      | 4.5000%  | N/A     | $531796.00         | $24145.77          | Agency Mortgage-Backed Securities         |
| FHLMC_3990                                           | 2027-01-15      | 2.1928%  | N/A     | $128650.00         | $23.87             | Agency Collateralized Mortgage Obligation |
| FNMA_24-M5B                                          | 2033-10-25      | 4.7170%  | N/A     | $1352.00           | $1362.56           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-03-20      | 7.0000%  | N/A     | $255848.00         | $263754.65         | Agency Mortgage-Backed Securities         |
| GNMA_15-63A                                          | 2042-03-20      | 0.5378%  | N/A     | $126723829.00      | $257314.00         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-02-01      | 7.5000%  | N/A     | $21348.00          | $22714.68          | Agency Mortgage-Backed Securities         |
| FHR_5148                                             | 2049-06-25      | 2.0000%  | N/A     | $997620.00         | $104229.00         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2042-11-01      | 3.5000%  | N/A     | $19500720.00       | $2195897.31        | Agency Mortgage-Backed Securities         |
| GNMA_18-51B                                          | 2046-11-20      | 0.3101%  | N/A     | $25850460.00       | $111943.07         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-06-20      | 6.2500%  | N/A     | $966671.00         | $20112.12          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-05-01      | 2.0000%  | N/A     | $61000.00          | $36184.08          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-05-01      | 6.0000%  | N/A     | $25000.00          | $21929.05          | Agency Mortgage-Backed Securities         |
| FHLMC_5196D                                          | 2052-02-25      | 0.0000%  | N/A     | $123805.00         | $8.39              | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC GOLD                                     | 2047-02-01      | 4.0000%  | N/A     | $2897996.00        | $507623.70         | Agency Mortgage-Backed Securities         |
| GNMA_20-11C                                          | 2048-10-20      | 0.2750%  | N/A     | $2509218.00        | $16352.94          | Agency Collateralized Mortgage Obligation |
| GNMA_25-82A                                          | 2065-05-20      | 0.6050%  | N/A     | $85482631.00       | $1862408.43        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE ACES FNMA_16-M3                           | 2026-02-25      | 2.7020%  | N/A     | $400000.00         | $169480.69         | Agency Collateralized Mortgage Obligation |
| GNMA_24-128B                                         | 2054-08-20      | 2.3250%  | N/A     | $44800000.00       | $2884114.39        | Agency Collateralized Mortgage Obligation |
| FHLMC_5505C                                          | 2055-02-25      | 0.7016%  | N/A     | $121682473.00      | $4925744.89        | Agency Collateralized Mortgage Obligation |
| GNMA_24-89A                                          | 2054-05-20      | 5.5000%  | N/A     | $232276.00         | $236827.39         | Agency Collateralized Mortgage Obligation |
| FNSTR_429                                            | 2051-09-25      | 2.0000%  | N/A     | $1149994.00        | $135343.64         | Agency Collateralized Mortgage Obligation |
| GNMA_17-60A                                          | 2038-10-20      | 2.0451%  | N/A     | $13891689.00       | $83483.75          | Agency Collateralized Mortgage Obligation |
| GNMA_23-22H                                          | 2053-02-20      | 5.2450%  | N/A     | $6641912.00        | $5059457.42        | Agency Collateralized Mortgage Obligation |
| GNMA_24-157D                                         | 2053-08-20      | 0.0000%  | N/A     | $9792440.00        | $6073869.04        | Agency Collateralized Mortgage Obligation |
| FHLMC_5505D                                          | 2055-02-25      | 0.6516%  | N/A     | $87810011.00       | $3020521.08        | Agency Collateralized Mortgage Obligation |
| FHLMC_5364A                                          | 2053-12-25      | 0.0000%  | N/A     | $1317799.00        | $713883.05         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-06-01      | 6.5000%  | N/A     | $1000.00           | $1040.98           | Agency Mortgage-Backed Securities         |
| GNMA_23-H23E                                         | 2073-09-20      | 0.7249%  | N/A     | $20448560.00       | $1158350.26        | Agency Collateralized Mortgage Obligation |
| GNMA_14-69                                           | 2037-09-20      | 0.4359%  | N/A     | $104785743.00      | $261388.39         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-07-01      | 5.1700%  | N/A     | $1306700.00        | $1319596.08        | Agency Mortgage-Backed Securities         |
| FHLMC_4900G                                          | 2049-07-25      | 1.5871%  | N/A     | $47997410.00       | $1462987.48        | Agency Collateralized Mortgage Obligation |
| GNMA_14-129G                                         | 2041-10-20      | 0.7465%  | N/A     | $42270863.00       | $112186.22         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-04-20      | 4.5000%  | N/A     | $128256.00         | $114173.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-06-20      | 6.4920%  | N/A     | $4416379.00        | $454715.32         | Agency Mortgage-Backed Securities         |
| GNMA_15-82                                           | 2041-04-20      | 0.6661%  | N/A     | $58404259.00       | $202227.24         | Agency Collateralized Mortgage Obligation |
| GNMA_25-4E                                           | 2055-01-20      | 0.1168%  | N/A     | $199554477.00      | $57226.89          | Agency Collateralized Mortgage Obligation |
| FNMA_22-86                                           | 2050-05-25      | 2.5000%  | N/A     | $323685.00         | $38370.03          | Agency Collateralized Mortgage Obligation |
| FHLMC_5474B                                          | 2054-11-25      | 1.0016%  | N/A     | $29847773.00       | $1526410.36        | Agency Collateralized Mortgage Obligation |
| FNMA_21-61A                                          | 2051-09-25      | 2.5000%  | N/A     | $5615145.00        | $449571.46         | Agency Collateralized Mortgage Obligation |
| FNMA_23-20B                                          | 2061-03-25      | 1.8461%  | N/A     | $26145567.00       | $898509.46         | Agency Collateralized Mortgage Obligation |
| GNMA_15-152C                                         | 2040-05-20      | 0.4780%  | N/A     | $30325747.00       | $123849.37         | Agency Collateralized Mortgage Obligation |
| FNMA_24-80C                                          | 2054-11-25      | 1.5516%  | N/A     | $59647454.00       | $4106904.25        | Agency Collateralized Mortgage Obligation |
| GNMA_24-40C                                          | 2054-01-20      | 6.0000%  | N/A     | $22481133.00       | $2607227.08        | Agency Collateralized Mortgage Obligation |
| GNMA_23-187F                                         | 2053-12-20      | 0.9050%  | N/A     | $100000000.00      | $1932292.13        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 7.0000%  | N/A     | $1257763.00        | $1235663.79        | Agency Mortgage-Backed Securities         |
| FANNIE MAE FNMA_20-74                                | 2050-10-25      | 2.5000%  | N/A     | $415143.00         | $48769.35          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5059                               | 2051-01-25      | 2.5000%  | N/A     | $900000.00         | $115502.19         | Agency Collateralized Mortgage Obligation |
| FNMA_21-61E                                          | 2049-04-25      | 2.5000%  | N/A     | $1600001.00        | $196054.97         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-08-20      | 5.1560%  | N/A     | $731641.00         | $531932.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-12-01      | 3.0000%  | N/A     | $25000.00          | $12074.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2042-07-15      | 3.5000%  | N/A     | $255580.00         | $37711.64          | Agency Mortgage-Backed Securities         |
| FNMA_20-62B                                          | 2050-09-25      | 2.5000%  | N/A     | $2700008.00        | $324963.73         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5010                               | 2050-09-25      | 2.5000%  | N/A     | $600000.00         | $56509.83          | Agency Collateralized Mortgage Obligation |

### Security 163: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BYDQMLJM5
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2046-05-15      | 0.0000%  | N/A     | $11186224.00       | $3850689.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | N/A     | $10606400.00       | $13629015.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 0.0000%  | N/A     | $3784000.00        | $3584594.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | N/A     | $16918900.00       | $18774312.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 0.0000%  | N/A     | $42937384.96       | $37057711.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | N/A     | $69586400.00       | $45857378.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 0.0000%  | N/A     | $2861414.40        | $996152.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-08-15      | 0.0000%  | N/A     | $43381309.44       | $26410411.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 0.0000%  | N/A     | $4411500.00        | $4234501.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | N/A     | $84453000.00       | $53956940.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 0.0000%  | N/A     | $392000.00         | $308622.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-08-15      | 0.0000%  | N/A     | $48498524.16       | $26330188.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.0000%  | N/A     | $73558097.92       | $60879771.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 0.0000%  | N/A     | $1750000.00        | $1255198.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.0000%  | N/A     | $41670737.92       | $13778887.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | N/A     | $23766800.00       | $24922800.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 0.0000%  | N/A     | $200000.00         | $194605.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | N/A     | $36479467.52       | $22823342.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | N/A     | $71038400.00       | $93207125.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 0.0000%  | N/A     | $6900000.00        | $6776821.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 0.0000%  | N/A     | $129623800.00      | $33573601.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 0.0000%  | N/A     | $1229900.00        | $392871.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 0.0000%  | N/A     | $50879447.04       | $40250883.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 0.0000%  | N/A     | $56635200.00       | $17623515.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 0.0000%  | N/A     | $8710983.68        | $2732957.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 0.0000%  | N/A     | $54306160.64       | $27222646.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | N/A     | $3159500.00        | $3133299.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 0.0000%  | N/A     | $15377305.60       | $3716325.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-11-15      | 0.0000%  | N/A     | $44972441.60       | $24053780.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 0.0000%  | N/A     | $21854904.32       | $5087187.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 0.0000%  | N/A     | $35093824.00       | $11163977.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 0.0000%  | N/A     | $103600.00         | $101750.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 0.0000%  | N/A     | $22187376.64       | $11298522.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 0.0000%  | N/A     | $43636326.40       | $10749590.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 0.0000%  | N/A     | $878300.00         | $387467.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | N/A     | $45528800.00       | $47372395.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 0.0000%  | N/A     | $26565000.00       | $10171021.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | N/A     | $25477000.00       | $21375655.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 0.0000%  | N/A     | $250000.00         | $245469.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | N/A     | $47323300.00       | $33713582.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 0.0000%  | N/A     | $5831838.89        | $1804429.27        | U.S. Treasuries (including strips) |

### Security 164: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53L0, C.4 - ISIN: US3130B53L07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250012540.00
- **C.18.a - Value (excl. sponsor support):** $250012540.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1950146398.56
- **C.18.a - Value (excl. sponsor support):** $1950146398.56
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 166: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJN2, C.4 - ISIN: US3133ERJN27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $230623796.10
- **C.18.a - Value (excl. sponsor support):** $230623796.10
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 167: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62T2, C.4 - ISIN: US3130B62T24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1132695010.97
- **C.18.a - Value (excl. sponsor support):** $1132695010.97
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7J21, C.4 - ISIN: US3130B7J217, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $437857089.12
- **C.18.a - Value (excl. sponsor support):** $437857089.12
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYDQMULB6
- **C.18 - Value (incl. sponsor support):** $616000000.00
- **C.18.a - Value (excl. sponsor support):** $616000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | N/A     | $58250000.00       | $57243683.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | N/A     | $25000000.00       | $24586903.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 3.0000%  | N/A     | $11362300.00       | $11489069.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | N/A     | $87500000.00       | $90578525.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | N/A     | $22400000.00       | $23604962.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | N/A     | $28586000.00       | $29184624.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | N/A     | $20000000.00       | $19702462.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | N/A     | $100000000.00      | $102326844.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.2500%  | N/A     | $25000000.00       | $25088629.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | N/A     | $19530000.00       | $20085615.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | N/A     | $44435100.00       | $41283809.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | N/A     | $19000400.00       | $18638310.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | N/A     | $11012800.00       | $11485986.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | N/A     | $50000000.00       | $50506294.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | N/A     | $100000000.00      | $102514344.30      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2114241531.38
- **C.18.a - Value (excl. sponsor support):** $2114241531.38
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1952671469.06
- **C.18.a - Value (excl. sponsor support):** $1952671469.06
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 172: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $161933118.87
- **C.18.a - Value (excl. sponsor support):** $161933118.87
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 173: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3C3, C.4 - ISIN: US3133ER3C35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85017308.55
- **C.18.a - Value (excl. sponsor support):** $85017308.55
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QU4, C.4 - ISIN: US912797QU41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $693444824.63
- **C.18.a - Value (excl. sponsor support):** $693444824.63
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QT7, C.4 - ISIN: US912797QT77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4138356275.25
- **C.18.a - Value (excl. sponsor support):** $4138356275.25
- **C.19 - Percentage of Net Assets:** 2.2300%
- **C.17 - Yield as of Reporting Date:** 2.7400%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 176: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDDRC0M9
- **C.18 - Value (incl. sponsor support):** $1450000000.00
- **C.18.a - Value (excl. sponsor support):** $1450000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_25-116V                                          | 2050-08-20      | 2.2550%  | N/A     | $10191270.00       | $1725841.78        | Agency Collateralized Mortgage Obligation |
| FHLMC_5480C                                           | 2054-03-25      | 0.8016%  | N/A     | $99180488.00       | $2912262.94        | Agency Collateralized Mortgage Obligation |
| GNMA_20-98G                                           | 2050-07-20      | 1.7451%  | N/A     | $2722000.00        | $167006.92         | Agency Collateralized Mortgage Obligation |
| GNMA_22-129B                                          | 2052-07-20      | 0.0000%  | N/A     | $20000000.00       | $370552.65         | Agency Collateralized Mortgage Obligation |
| GNMA_23-1A                                            | 2053-01-20      | 2.8050%  | N/A     | $55620961.00       | $3210218.87        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120J                                          | 2052-03-20      | 4.0000%  | N/A     | $14230627.00       | $2737966.46        | Agency Collateralized Mortgage Obligation |
| GNMA_23-123F                                          | 2049-07-20      | 1.5951%  | N/A     | $33283888.00       | $3095743.28        | Agency Collateralized Mortgage Obligation |
| FHLMC_5009B                                           | 2050-07-25      | 3.5000%  | N/A     | $19357142.00       | $2225498.70        | Agency Collateralized Mortgage Obligation |
| FNMA_24-76B                                           | 2054-11-25      | 1.0516%  | N/A     | $66069423.00       | $2987768.13        | Agency Collateralized Mortgage Obligation |
| FNMA_21-46A                                           | 2051-07-25      | 3.0000%  | N/A     | $11105094.00       | $1303836.04        | Agency Collateralized Mortgage Obligation |
| FHLMC_5039H                                           | 2050-11-25      | 2.0000%  | N/A     | $27125000.00       | $2197060.46        | Agency Collateralized Mortgage Obligation |
| GNMA_19-115C                                          | 2049-09-20      | 1.6451%  | N/A     | $7598875.00        | $180030.21         | Agency Collateralized Mortgage Obligation |
| GNMA_23-189E                                          | 2053-12-20      | 1.6550%  | N/A     | $42880594.00       | $2582845.22        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-134  | 2047-09-20      | 1.7451%  | N/A     | $50000000.00       | $1228066.36        | Agency Collateralized Mortgage Obligation |
| GNMA_24-130B                                          | 2054-08-20      | 1.6050%  | N/A     | $100000000.00      | $4203417.25        | Agency Collateralized Mortgage Obligation |
| GNMA_24-24D                                           | 2054-02-20      | 1.6050%  | N/A     | $50000000.00       | $2461580.92        | Agency Collateralized Mortgage Obligation |
| FNS_425                                               | 2048-07-25      | 3.5000%  | N/A     | $100000.00         | $2687.72           | Agency Collateralized Mortgage Obligation |
| GNMA_23-120C                                          | 2053-08-20      | 1.5450%  | N/A     | $30000000.00       | $815573.47         | Agency Collateralized Mortgage Obligation |
| FNMA_24-77B                                           | 2053-10-25      | 0.3516%  | N/A     | $109568653.00      | $3137536.57        | Agency Collateralized Mortgage Obligation |
| FREMF_18-KW04                                         | 2032-12-25      | 0.1000%  | N/A     | $33470647.00       | $119817.49         | Agency Collateralized Mortgage Obligation |
| GNMA_25-120E                                          | 2053-10-20      | 1.8050%  | N/A     | $22069312.00       | $1236192.04        | Agency Collateralized Mortgage Obligation |
| GNMA_24-127D                                          | 2054-08-20      | 0.9250%  | N/A     | $90000000.00       | $4360848.24        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-153  | 2049-12-20      | 4.0000%  | N/A     | $6021688.00        | $445713.42         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5056     | 2050-12-25      | 2.5000%  | N/A     | $22198242.00       | $1971958.54        | Agency Collateralized Mortgage Obligation |
| GNMA_20-039                                           | 2062-02-16      | 0.7875%  | N/A     | $127000000.00      | $3393019.05        | Agency Collateralized Mortgage Obligation |
| GNMA_21-26C                                           | 2051-02-20      | 2.0000%  | N/A     | $21065270.00       | $1781204.68        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_20-96                                 | 2051-01-25      | 3.0000%  | N/A     | $10000000.00       | $1028848.01        | Agency Collateralized Mortgage Obligation |
| FNMA_20-60B                                           | 2050-09-25      | 3.5000%  | N/A     | $23000000.00       | $1747164.12        | Agency Collateralized Mortgage Obligation |
| GNMA_20-103                                           | 2063-01-16      | 0.8532%  | N/A     | $98000000.00       | $2598224.24        | Agency Collateralized Mortgage Obligation |
| FHLMC_5068G                                           | 2050-11-25      | 3.0000%  | N/A     | $21700000.00       | $1645606.37        | Agency Collateralized Mortgage Obligation |
| FHLMC_4678A                                           | 2046-01-15      | 4.0000%  | N/A     | $15842693.00       | $204599.62         | Agency Collateralized Mortgage Obligation |
| GNMA_24-184H                                          | 2054-11-20      | 1.5550%  | N/A     | $100000000.00      | $2653475.44        | Agency Collateralized Mortgage Obligation |
| FNMA_21-56D                                           | 2051-09-25      | 2.5000%  | N/A     | $12171500.00       | $596824.66         | Agency Collateralized Mortgage Obligation |
| GNMA_21-175G                                          | 2051-10-20      | 3.0000%  | N/A     | $3125000.00        | $388532.13         | Agency Collateralized Mortgage Obligation |
| FNMA_21-70C                                           | 2051-10-25      | 4.0000%  | N/A     | $27940370.00       | $3077497.35        | Agency Collateralized Mortgage Obligation |
| FREMF_21-K130                                         | 2031-07-25      | 0.1000%  | N/A     | $230951341.00      | $1096043.79        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-22   | 2045-02-20      | 1.1451%  | N/A     | $27000000.00       | $810905.95         | Agency Collateralized Mortgage Obligation |
| FHLMC_5440K                                           | 2054-07-25      | 2.7516%  | N/A     | $12645832.00       | $1328864.49        | Agency Collateralized Mortgage Obligation |
| GNMA_20-77G                                           | 2049-03-20      | 1.5951%  | N/A     | $54871755.00       | $1466724.99        | Agency Collateralized Mortgage Obligation |
| GNMA_20-167F                                          | 2050-11-20      | 1.8451%  | N/A     | $7396000.00        | $726486.32         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2054-11-20      | 4.0000%  | N/A     | $14857.00          | $13578.90          | Agency Mortgage-Backed Securities         |
| GNMA_21-98G                                           | 2051-06-20      | 3.0000%  | N/A     | $41950213.00       | $3353414.45        | Agency Collateralized Mortgage Obligation |
| GNMA_21-51                                            | 2062-10-16      | 1.0186%  | N/A     | $105382259.00      | $5981970.27        | Agency Collateralized Mortgage Obligation |
| FHLMC_5056C                                           | 2050-12-25      | 1.9516%  | N/A     | $21000000.00       | $2098844.69        | Agency Collateralized Mortgage Obligation |
| FNMA_20-36N                                           | 2050-06-25      | 3.0000%  | N/A     | $8333333.00        | $899249.52         | Agency Collateralized Mortgage Obligation |
| FHLMC_5053B                                           | 2050-12-25      | 2.5000%  | N/A     | $22800000.00       | $2218886.59        | Agency Collateralized Mortgage Obligation |
| GNMA_20-185L                                          | 2050-07-20      | 3.5000%  | N/A     | $37247719.00       | $2706869.84        | Agency Collateralized Mortgage Obligation |
| FNMA_19-43D                                           | 2049-08-25      | 1.6371%  | N/A     | $44514530.00       | $1590945.16        | Agency Collateralized Mortgage Obligation |
| GNMA_21-124                                           | 2062-10-16      | 0.9901%  | N/A     | $33300000.00       | $1770715.47        | Agency Collateralized Mortgage Obligation |
| GNMA_21-8Y                                            | 2051-01-20      | 3.0000%  | N/A     | $28613480.00       | $3948228.36        | Agency Collateralized Mortgage Obligation |
| GNMA_23-69C                                           | 2051-10-20      | 2.5000%  | N/A     | $21552516.00       | $1828314.54        | Agency Collateralized Mortgage Obligation |
| GNMA_21-165H                                          | 2051-09-20      | 2.5000%  | N/A     | $44820000.00       | $3418904.16        | Agency Collateralized Mortgage Obligation |
| GNMA_20-122Q                                          | 2050-08-20      | 2.5000%  | N/A     | $22000000.00       | $1749383.26        | Agency Collateralized Mortgage Obligation |
| GNMA_25-89H                                           | 2055-05-20      | 2.1050%  | N/A     | $18500000.00       | $1454829.86        | Agency Collateralized Mortgage Obligation |
| GNMA_21-226C                                          | 2051-12-20      | 0.0000%  | N/A     | $111124000.00      | $387008.57         | Agency Collateralized Mortgage Obligation |
| GNMA_22-47H                                           | 2052-03-20      | 0.0000%  | N/A     | $31000000.00       | $81701.11          | Agency Collateralized Mortgage Obligation |
| GNMA_23-188B                                          | 2053-12-20      | 2.7050%  | N/A     | $30000000.00       | $1318148.81        | Agency Collateralized Mortgage Obligation |
| FHLMC_4976B                                           | 2050-05-25      | 3.5000%  | N/A     | $9400000.00        | $740892.01         | Agency Collateralized Mortgage Obligation |
| GNMA_23-23B                                           | 2053-02-20      | 0.0000%  | N/A     | $50000000.00       | $750765.41         | Agency Collateralized Mortgage Obligation |
| FREMF_22_K747                                         | 2028-12-25      | 0.1000%  | N/A     | $212159495.00      | $586361.74         | Agency Collateralized Mortgage Obligation |
| GNMA_19-15E                                           | 2049-02-20      | 1.5951%  | N/A     | $3356000.00        | $95167.36          | Agency Collateralized Mortgage Obligation |
| GNMA_24-43A                                           | 2054-03-20      | 0.9250%  | N/A     | $50000000.00       | $2329609.00        | Agency Collateralized Mortgage Obligation |
| GNMA_21-58C                                           | 2051-04-20      | 1.8451%  | N/A     | $43783865.00       | $1773578.46        | Agency Collateralized Mortgage Obligation |
| FRESB_23-S111                                         | 2043-09-25      | 0.5737%  | N/A     | $214000000.00      | $4171325.76        | Agency Collateralized Mortgage Obligation |
| GNMA_20-142B                                          | 2050-09-20      | 1.8451%  | N/A     | $8000000.00        | $672896.67         | Agency Collateralized Mortgage Obligation |
| GNMA_20-17N                                           | 2040-04-20      | 0.3955%  | N/A     | $138116787.00      | $619413.31         | Agency Collateralized Mortgage Obligation |
| GNMA_19-125B                                          | 2049-10-20      | 1.5951%  | N/A     | $61643345.00       | $2477798.34        | Agency Collateralized Mortgage Obligation |
| FHLMC_5398C                                           | 2054-04-25      | 2.2016%  | N/A     | $100000000.00      | $3094986.19        | Agency Collateralized Mortgage Obligation |
| GNMA_21-139L                                          | 2051-08-20      | 3.0000%  | N/A     | $7938185.00        | $967742.09         | Agency Collateralized Mortgage Obligation |
| FNMA_21-68C                                           | 2051-10-25      | 0.0000%  | N/A     | $141714000.00      | $685034.46         | Agency Collateralized Mortgage Obligation |
| GNMA_20-142A                                          | 2050-09-20      | 1.8451%  | N/A     | $64225682.00       | $4730394.81        | Agency Collateralized Mortgage Obligation |
| GNMA_24-83E                                           | 2054-05-20      | 0.8300%  | N/A     | $120000000.00      | $2304111.09        | Agency Collateralized Mortgage Obligation |
| FHLMC_5424B                                           | 2054-06-25      | 1.4516%  | N/A     | $96642475.00       | $3509290.45        | Agency Collateralized Mortgage Obligation |
| GNMA_21-83A                                           | 2051-05-20      | 0.0000%  | N/A     | $191853621.00      | $2296018.80        | Agency Collateralized Mortgage Obligation |
| GNMA_21-63                                            | 2061-04-16      | 0.8155%  | N/A     | $78800000.00       | $4123093.51        | Agency Collateralized Mortgage Obligation |
| GNMA_23-54B                                           | 2053-04-20      | 1.8050%  | N/A     | $51071341.00       | $2642814.77        | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                           | 2054-12-25      | 0.7016%  | N/A     | $121265842.00      | $4299524.34        | Agency Collateralized Mortgage Obligation |
| GNMA_19-7                                             | 2061-01-16      | 0.9013%  | N/A     | $156000000.00      | $1558238.92        | Agency Collateralized Mortgage Obligation |
| GNMA_16-79                                            | 2046-06-20      | 3.5000%  | N/A     | $60441000.00       | $480807.87         | Agency Collateralized Mortgage Obligation |
| FHLMC_5019A                                           | 2050-10-25      | 3.0000%  | N/A     | $98339966.00       | $7487993.93        | Agency Collateralized Mortgage Obligation |
| GNMA_24-173J                                          | 2054-10-20      | 1.1550%  | N/A     | $46837432.00       | $1451479.98        | Agency Collateralized Mortgage Obligation |
| GNMA_20-30A                                           | 2050-03-20      | 1.5951%  | N/A     | $10560142.00       | $571443.16         | Agency Collateralized Mortgage Obligation |
| GNMA_25-25Y                                           | 2055-02-20      | 0.9050%  | N/A     | $200000000.00      | $4366512.46        | Agency Collateralized Mortgage Obligation |
| GNMA_21-138C                                          | 2051-08-20      | 2.5000%  | N/A     | $23000000.00       | $1569749.42        | Agency Collateralized Mortgage Obligation |
| GNMA_24-117C                                          | 2054-07-20      | 2.2050%  | N/A     | $34231517.00       | $2318679.74        | Agency Collateralized Mortgage Obligation |
| GNMA_22-10K                                           | 2052-01-20      | 0.0000%  | N/A     | $199999998.00      | $54755.42          | Agency Collateralized Mortgage Obligation |
| FNMA_24-73D                                           | 2050-07-25      | 1.5371%  | N/A     | $59157758.00       | $6735584.19        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120E                                          | 2055-05-20      | 0.6550%  | N/A     | $40359058.00       | $1371820.91        | Agency Collateralized Mortgage Obligation |
| FNMA_19-15C                                           | 2049-04-25      | 1.5371%  | N/A     | $22000000.00       | $749952.94         | Agency Collateralized Mortgage Obligation |
| GNMA_12-122                                           | 2042-10-20      | 4.0000%  | N/A     | $17684560.00       | $309260.91         | Agency Collateralized Mortgage Obligation |
| GNMA_25-120E                                          | 2053-11-20      | 1.6550%  | N/A     | $52745107.00       | $2909832.76        | Agency Collateralized Mortgage Obligation |
| FREMF_17-KW02                                         | 2026-12-25      | 0.1000%  | N/A     | $451764000.00      | $266235.31         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2047-11-20      | 3.0000%  | N/A     | $3705000.00        | $498957.15         | Agency Mortgage-Backed Securities         |
| GNMA_21-136H                                          | 2049-02-20      | 4.0000%  | N/A     | $19235093.00       | $2326869.01        | Agency Collateralized Mortgage Obligation |
| FHLMC_5460E                                           | 2054-10-25      | 1.6516%  | N/A     | $5405656.00        | $563579.93         | Agency Collateralized Mortgage Obligation |
| GNMA_15-186C                                          | 2045-12-20      | 4.0000%  | N/A     | $20431000.00       | $480731.10         | Agency Collateralized Mortgage Obligation |
| GNMA_25-70B                                           | 2055-04-20      | 0.8550%  | N/A     | $70000000.00       | $2005351.46        | Agency Collateralized Mortgage Obligation |
| GNMA_24-132C                                          | 2054-08-20      | 1.6050%  | N/A     | $81995768.00       | $5241026.72        | Agency Collateralized Mortgage Obligation |
| FHLMC_5508B                                           | 2055-02-25      | 1.1516%  | N/A     | $100000000.00      | $3708176.43        | Agency Collateralized Mortgage Obligation |
| GNMA_20-134                                           | 2050-09-20      | 3.0000%  | N/A     | $8366886.00        | $597732.74         | Agency Collateralized Mortgage Obligation |
| FNMA_21-84A                                           | 2051-11-25      | 3.0000%  | N/A     | $18665764.00       | $1626717.45        | Agency Collateralized Mortgage Obligation |
| GNMA_21-8S                                            | 2051-01-20      | 3.0000%  | N/A     | $100000.00         | $10407.99          | Agency Collateralized Mortgage Obligation |
| FNMA_19-59J                                           | 2049-10-25      | 1.5371%  | N/A     | $33712500.00       | $1518411.32        | Agency Collateralized Mortgage Obligation |
| GNMA_20-95P                                           | 2050-07-20      | 1.7451%  | N/A     | $46200000.00       | $4013977.04        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120M                                          | 2052-06-20      | 4.5000%  | N/A     | $16360096.00       | $3175036.47        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_18-45                                 | 2048-06-25      | 1.7371%  | N/A     | $55413670.00       | $942435.47         | Agency Collateralized Mortgage Obligation |
| FHLMC_5060C                                           | 2050-11-25      | 3.0000%  | N/A     | $12302666.00       | $1400795.89        | Agency Collateralized Mortgage Obligation |
| GNMA_21-159D                                          | 2051-09-20      | 2.5000%  | N/A     | $34505500.00       | $2502808.61        | Agency Collateralized Mortgage Obligation |
| GNMA_16-69F                                           | 2046-05-20      | 1.6451%  | N/A     | $28666666.00       | $637759.01         | Agency Collateralized Mortgage Obligation |
| GNMA_19-122                                           | 2061-07-16      | 1.0045%  | N/A     | $37500000.00       | $738583.79         | Agency Collateralized Mortgage Obligation |
| GNMA_24-173J                                          | 2054-10-20      | 1.1550%  | N/A     | $34514656.00       | $2114716.71        | Agency Collateralized Mortgage Obligation |
| FHLMC_5080B                                           | 2050-04-25      | 3.5000%  | N/A     | $5000000.00        | $580677.82         | Agency Collateralized Mortgage Obligation |
| GNMA_15-111                                           | 2045-08-20      | 1.7451%  | N/A     | $22237939.00       | $274094.89         | Agency Collateralized Mortgage Obligation |
| GNMA_16-87                                            | 2058-08-16      | 0.6223%  | N/A     | $50000000.00       | $397692.26         | Agency Collateralized Mortgage Obligation |
| FNMA_24-73C                                           | 2054-10-25      | 1.6516%  | N/A     | $43700638.00       | $4222409.16        | Agency Collateralized Mortgage Obligation |
| FHLMC_5071W                                           | 2051-02-25      | 2.5000%  | N/A     | $12076634.00       | $934617.84         | Agency Collateralized Mortgage Obligation |
| GNMA_21-97D                                           | 2051-06-20      | 1.8451%  | N/A     | $31827550.00       | $3240184.50        | Agency Collateralized Mortgage Obligation |
| GNMA_21-37                                            | 2061-01-16      | 0.7984%  | N/A     | $50029383.00       | $2674082.56        | Agency Mortgage-Backed Securities         |
| FNMA_20-2E                                            | 2059-07-25      | 1.5871%  | N/A     | $15000000.00       | $689854.13         | Agency Collateralized Mortgage Obligation |
| GNMA_24-182                                           | 2054-11-20      | 1.0550%  | N/A     | $65000000.00       | $2403268.25        | Agency Collateralized Mortgage Obligation |
| GNMA_22-24A                                           | 2052-02-20      | 0.0000%  | N/A     | $250000000.00      | $581772.36         | Agency Collateralized Mortgage Obligation |
| FHLMC_5400C                                           | 2054-04-25      | 1.5516%  | N/A     | $73405076.00       | $3020564.65        | Agency Collateralized Mortgage Obligation |
| GNMA_23-166H                                          | 2048-07-20      | 4.5000%  | N/A     | $21179037.00       | $3655525.37        | Agency Collateralized Mortgage Obligation |
| FNMA_25-26D                                           | 2054-06-25      | 0.9516%  | N/A     | $75000000.00       | $3112485.12        | Agency Collateralized Mortgage Obligation |
| GNMA_13-169                                           | 2043-11-20      | 1.5951%  | N/A     | $50655000.00       | $798567.81         | Agency Collateralized Mortgage Obligation |
| GNMA_23-166C                                          | 2053-11-20      | 0.7950%  | N/A     | $50000000.00       | $628098.10         | Agency Collateralized Mortgage Obligation |
| GNMA_16-68                                            | 2046-05-20      | 4.0000%  | N/A     | $7500000.00        | $214157.37         | Agency Collateralized Mortgage Obligation |
| FHLMC_5400B                                           | 2054-04-25      | 1.9016%  | N/A     | $62000000.00       | $2737708.73        | Agency Collateralized Mortgage Obligation |
| GNMA_24-111E                                          | 2054-07-20      | 0.8550%  | N/A     | $100000000.00      | $3305773.04        | Agency Collateralized Mortgage Obligation |
| GNMA_20-36F                                           | 2050-03-20      | 1.6451%  | N/A     | $32204571.00       | $1858004.57        | Agency Collateralized Mortgage Obligation |
| GNMA_20-189L                                          | 2049-12-20      | 1.5951%  | N/A     | $31002000.00       | $1033408.24        | Agency Collateralized Mortgage Obligation |
| FHLMC_4937                                            | 2049-12-25      | 1.5871%  | N/A     | $345612857.00      | $11521383.69       | Agency Collateralized Mortgage Obligation |
| GNMA_24-181C                                          | 2054-11-20      | 0.1050%  | N/A     | $50000000.00       | $867338.85         | Agency Collateralized Mortgage Obligation |
| FHLMC_5458A                                           | 2054-10-25      | 1.8016%  | N/A     | $8104064.00        | $803017.93         | Agency Collateralized Mortgage Obligation |
| GNMA_22-47J                                           | 2052-03-20      | 0.0000%  | N/A     | $20000000.00       | $46710.59          | Agency Collateralized Mortgage Obligation |
| FHLMC_5417D                                           | 2054-06-25      | 0.8016%  | N/A     | $28400000.00       | $685571.53         | Agency Collateralized Mortgage Obligation |
| GNMA_15-156                                           | 2045-10-20      | 1.1951%  | N/A     | $18160000.00       | $138848.53         | Agency Collateralized Mortgage Obligation |
| GNMA_25-86                                            | 2067-09-16      | 0.8454%  | N/A     | $143417941.00      | $10906222.19       | Agency Collateralized Mortgage Obligation |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_20-SB78 | 2040-06-25      | 1.1028%  | N/A     | $61500000.00       | $1582177.48        | Agency Collateralized Mortgage Obligation |
| FRESB_19-SB65                                         | 2039-06-25      | 1.5160%  | N/A     | $10944000.00       | $168668.71         | Agency Collateralized Mortgage Obligation |
| GNMA_20-11B                                           | 2050-01-20      | 1.6451%  | N/A     | $2254000.00        | $70576.90          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4995A    | 2050-06-25      | 4.5000%  | N/A     | $53714422.00       | $3678310.18        | Agency Collateralized Mortgage Obligation |
| FREMF_18-K158                                         | 2033-11-25      | 0.1000%  | N/A     | $703865000.00      | $3382283.52        | Agency Collateralized Mortgage Obligation |
| FNMA_24-7                                             | 2053-09-25      | 1.4516%  | N/A     | $79000000.00       | $3304002.37        | Agency Collateralized Mortgage Obligation |
| FHLMC_5320A                                           | 2053-07-25      | 1.3516%  | N/A     | $47000000.00       | $2555790.92        | Agency Collateralized Mortgage Obligation |
| GNMA_21-112                                           | 2063-10-16      | 0.9925%  | N/A     | $61000000.00       | $3367122.42        | Agency Collateralized Mortgage Obligation |
| GNMA_23-137C                                          | 2051-08-20      | 1.9050%  | N/A     | $21391519.00       | $2542273.19        | Agency Collateralized Mortgage Obligation |
| FNMA_24-90A                                           | 2054-12-25      | 0.6516%  | N/A     | $73000000.00       | $1894816.88        | Agency Collateralized Mortgage Obligation |
| FHLMC_5149E                                           | 2051-07-25      | 3.0000%  | N/A     | $39818336.00       | $3482994.58        | Agency Collateralized Mortgage Obligation |
| FNMA_21-44D                                           | 2051-07-25      | 3.0000%  | N/A     | $19267988.00       | $2806457.15        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-07-20      | 6.0000%  | N/A     | $3121731.00        | $3217728.21        | Agency Mortgage-Backed Securities         |
| GNMA_21-122E                                          | 2051-07-20      | 0.0000%  | N/A     | $75820849.00       | $343708.63         | Agency Collateralized Mortgage Obligation |
| FHMS_K124                                             | 2049-02-25      | 2.6201%  | N/A     | $786000.00         | $93029.19          | Agency Collateralized Mortgage Obligation |
| GNMA_25-102B                                          | 2055-06-20      | 2.7550%  | N/A     | $46504547.00       | $4055928.56        | Agency Collateralized Mortgage Obligation |
| GNMA_21-138A                                          | 2051-08-20      | 0.0000%  | N/A     | $188559851.00      | $1135833.35        | Agency Collateralized Mortgage Obligation |
| GNMA_15-65C                                           | 2045-05-20      | 4.0000%  | N/A     | $46727316.00       | $1409556.51        | Agency Collateralized Mortgage Obligation |
| GNMA_21-154K                                          | 2051-09-20      | 3.0000%  | N/A     | $44710131.00       | $3604576.87        | Agency Collateralized Mortgage Obligation |
| FHLMC_5566J                                           | 2051-10-25      | 2.2016%  | N/A     | $28822756.00       | $5112063.13        | Agency Collateralized Mortgage Obligation |
| FHLMC_5069E                                           | 2051-02-25      | 3.0000%  | N/A     | $7500000.00        | $720365.75         | Agency Collateralized Mortgage Obligation |
| FREMF_20-K121                                         | 2053-11-25      | 0.1000%  | N/A     | $262295816.00      | $1171092.58        | Agency Collateralized Mortgage Obligation |
| GNMA_24-172D                                          | 2054-10-20      | 1.1550%  | N/A     | $200000000.00      | $4057279.07        | Agency Collateralized Mortgage Obligation |
| GNMA_21-228E                                          | 2051-12-20      | 0.0000%  | N/A     | $75000000.00       | $123939.12         | Agency Collateralized Mortgage Obligation |
| FHLMC_4979A                                           | 2050-06-25      | 1.5871%  | N/A     | $15000000.00       | $586632.71         | Agency Collateralized Mortgage Obligation |
| FNMA_24-15                                            | 2054-04-25      | 1.3516%  | N/A     | $60000000.00       | $2436757.00        | Agency Collateralized Mortgage Obligation |
| GNMA_20-181P                                          | 2050-12-20      | 5.0000%  | N/A     | $81786696.00       | $6917406.23        | Agency Collateralized Mortgage Obligation |
| GNMA_24-130A                                          | 2054-08-20      | 2.3050%  | N/A     | $59747227.00       | $3965597.94        | Agency Collateralized Mortgage Obligation |
| GNMA_24-65G                                           | 2050-09-20      | 2.7550%  | N/A     | $11634268.00       | $1855138.08        | Agency Collateralized Mortgage Obligation |
| GNMA_24-129A                                          | 2050-07-20      | 1.8550%  | N/A     | $27284020.00       | $3430370.34        | Agency Collateralized Mortgage Obligation |
| FNMA_20-38M                                           | 2050-06-25      | 1.0500%  | N/A     | $40019492.00       | $1098135.61        | Agency Collateralized Mortgage Obligation |
| FHLMC_5045B                                           | 2050-11-25      | 1.9016%  | N/A     | $8909091.00        | $767178.45         | Agency Collateralized Mortgage Obligation |
| GNMA_25-102C                                          | 2049-08-20      | 4.0000%  | N/A     | $611990.00         | $131940.80         | Agency Collateralized Mortgage Obligation |
| GNMA_22-215F                                          | 2047-08-20      | 1.6451%  | N/A     | $16980859.00       | $1586380.03        | Agency Collateralized Mortgage Obligation |
| FHLMC_5558A                                           | 2055-07-25      | 0.0000%  | N/A     | $43741190.00       | $32589417.82       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2050-01-20      | 3.0000%  | N/A     | $1011.00           | $181.30            | Agency Mortgage-Backed Securities         |
| GNMA_23-164H                                          | 2053-11-20      | 1.0550%  | N/A     | $85000000.00       | $2548447.69        | Agency Collateralized Mortgage Obligation |
| GNMA_13-33                                            | 2054-04-16      | 0.1723%  | N/A     | $116000000.00      | $77476.73          | Agency Collateralized Mortgage Obligation |
| FHLMC_5178H                                           | 2052-01-25      | 3.0000%  | N/A     | $24780470.00       | $3108165.15        | Agency Collateralized Mortgage Obligation |
| GNMA_19-78B                                           | 2049-06-20      | 1.6451%  | N/A     | $19160664.00       | $546448.36         | Agency Collateralized Mortgage Obligation |
| FHLMC_5358A                                           | 2053-11-25      | 2.0016%  | N/A     | $63461538.00       | $4143867.83        | Agency Collateralized Mortgage Obligation |
| FNMA_23-58F                                           | 2053-12-25      | 2.6516%  | N/A     | $48409043.00       | $1598856.13        | Agency Collateralized Mortgage Obligation |
| FNMA_25-5D                                            | 2055-02-25      | 0.8016%  | N/A     | $80550000.00       | $4352211.75        | Agency Collateralized Mortgage Obligation |
| GNMA_22-159G                                          | 2052-09-20      | 0.3550%  | N/A     | $15500000.00       | $463591.81         | Agency Collateralized Mortgage Obligation |
| FNMA_25-33C                                           | 2054-08-25      | 0.5516%  | N/A     | $10000000.00       | $321584.28         | Agency Collateralized Mortgage Obligation |
| FHSTR_413                                             | 2054-05-25      | 1.4516%  | N/A     | $135500000.00      | $4180637.11        | Agency Collateralized Mortgage Obligation |
| GNMA_20-029                                           | 2060-01-16      | 0.9318%  | N/A     | $6100000.00        | $259427.80         | Agency Collateralized Mortgage Obligation |
| GNMA_18-11E                                           | 2046-07-20      | 3.5000%  | N/A     | $50860570.00       | $554262.09         | Agency Collateralized Mortgage Obligation |
| GNMA_16-108F                                          | 2046-08-20      | 1.5951%  | N/A     | $9000000.00        | $339516.79         | Agency Collateralized Mortgage Obligation |
| FHMS_K117                                             | 2048-10-25      | 2.9670%  | N/A     | $13478000.00       | $1640402.50        | Agency Collateralized Mortgage Obligation |
| GNMA_20-188L                                          | 2050-12-20      | 1.8451%  | N/A     | $2848000.00        | $258550.55         | Agency Collateralized Mortgage Obligation |
| FNMA_24-46A                                           | 2054-07-25      | 1.4016%  | N/A     | $73500000.00       | $3661675.32        | Agency Collateralized Mortgage Obligation |
| GNMA_25-70B                                           | 2055-04-20      | 0.1050%  | N/A     | $50000000.00       | $806760.65         | Agency Collateralized Mortgage Obligation |
| GNMA_24-127D                                          | 2054-08-20      | 1.3050%  | N/A     | $30000000.00       | $1721064.96        | Agency Collateralized Mortgage Obligation |
| GNMA_25-125                                           | 2067-09-16      | 0.4816%  | N/A     | $205467400.00      | $11722683.03       | Agency Collateralized Mortgage Obligation |
| GNMA_23-135D                                          | 2053-09-20      | 1.2550%  | N/A     | $134019143.00      | $1890936.29        | Agency Collateralized Mortgage Obligation |
| FHLMC_5115J                                           | 2049-06-25      | 3.5000%  | N/A     | $1073799.00        | $98310.58          | Agency Collateralized Mortgage Obligation |
| GNMA_23-58A                                           | 2053-04-20      | 1.2150%  | N/A     | $100000000.00      | $3060022.37        | Agency Collateralized Mortgage Obligation |
| FREMF_18-K158                                         | 2033-11-25      | 0.0000%  | N/A     | $58656261.00       | $25723116.70       | Agency Collateralized Mortgage Obligation |
| GNMA_20-112A                                          | 2050-08-20      | 1.7951%  | N/A     | $10863366.00       | $652731.80         | Agency Collateralized Mortgage Obligation |
| FREMF_22-K140                                         | 2054-04-25      | 0.1000%  | N/A     | $250300000.00      | $1287988.23        | Agency Collateralized Mortgage Obligation |
| GNMA_21-27G                                           | 2051-02-20      | 3.0000%  | N/A     | $40010996.00       | $2290040.81        | Agency Collateralized Mortgage Obligation |
| GNMA_22-161F                                          | 2052-09-20      | 1.6350%  | N/A     | $30000000.00       | $2060237.37        | Agency Collateralized Mortgage Obligation |
| FHLMC_5087A                                           | 2051-03-25      | 3.0000%  | N/A     | $14000000.00       | $1573613.66        | Agency Collateralized Mortgage Obligation |
| GNMA_23-147J                                          | 2051-05-20      | 1.9050%  | N/A     | $5170476.00        | $601021.29         | Agency Collateralized Mortgage Obligation |
| GNMA_21-92                                            | 2063-09-16      | 0.7957%  | N/A     | $62684083.00       | $3115215.71        | Agency Collateralized Mortgage Obligation |
| FHLMC_4988F                                           | 2050-06-25      | 3.0000%  | N/A     | $29837551.00       | $3097171.60        | Agency Collateralized Mortgage Obligation |
| GNMA_22-63T                                           | 2050-08-20      | 4.5000%  | N/A     | $8980929.00        | $953344.57         | Agency Collateralized Mortgage Obligation |
| GNMA_24-60B                                           | 2054-04-20      | 0.9716%  | N/A     | $150000000.00      | $4477073.61        | Agency Collateralized Mortgage Obligation |
| GNMA_25-116U                                          | 2050-09-20      | 2.2550%  | N/A     | $4807468.00        | $809027.46         | Agency Collateralized Mortgage Obligation |
| FHLMC_5568C                                           | 2055-08-25      | 1.4516%  | N/A     | $300000000.00      | $21932787.00       | Agency Collateralized Mortgage Obligation |
| GNMA_41-97E                                           | 2054-12-20      | 1.5550%  | N/A     | $130000000.00      | $3829008.78        | Agency Collateralized Mortgage Obligation |
| GNMA_24-77B                                           | 2054-05-20      | 1.4550%  | N/A     | $45000000.00       | $1247233.05        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110  | 2049-09-20      | 1.6451%  | N/A     | $34167000.00       | $1059673.69        | Agency Collateralized Mortgage Obligation |
| FHLMC_5069E                                           | 2051-02-25      | 3.0000%  | N/A     | $26500000.00       | $3172469.28        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                      | 2045-01-25      | 2.1484%  | N/A     | $3357000.00        | $88690.95          | Agency Collateralized Mortgage Obligation |
| GNMA_24-159M                                          | 2054-10-20      | 1.0550%  | N/A     | $100000000.00      | $1976757.75        | Agency Collateralized Mortgage Obligation |
| FHLMC_5464A                                           | 2054-10-25      | 0.4416%  | N/A     | $6500000.00        | $329052.28         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-134  | 2050-09-20      | 2.5000%  | N/A     | $27715031.00       | $1724578.15        | Agency Collateralized Mortgage Obligation |
| GNMA_22-120A                                          | 2052-07-20      | 0.0000%  | N/A     | $30000000.00       | $684233.71         | Agency Collateralized Mortgage Obligation |
| GNMA_24-65F                                           | 2051-06-20      | 2.7550%  | N/A     | $26962927.00       | $4282374.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2056-07-16      | 0.9543%  | N/A     | $86396593.00       | $811192.97         | Agency Collateralized Mortgage Obligation |
| GNMA_23-57F                                           | 2053-04-20      | 1.8250%  | N/A     | $58536982.00       | $3799201.12        | Agency Collateralized Mortgage Obligation |
| FHLMC_5441D                                           | 2054-08-25      | 0.7816%  | N/A     | $17564171.00       | $972169.40         | Agency Collateralized Mortgage Obligation |
| FREMF_16-K59                                          | 2026-11-25      | 0.0000%  | N/A     | $5000000.00        | $3088600.00        | Agency Collateralized Mortgage Obligation |
| GNMA_20-36F                                           | 2050-03-20      | 1.6451%  | N/A     | $36250000.00       | $2906656.46        | Agency Collateralized Mortgage Obligation |
| FHLMC_5115S                                           | 2051-06-25      | 4.0000%  | N/A     | $14000000.00       | $1276956.17        | Agency Collateralized Mortgage Obligation |
| GNMA_22-153B                                          | 2050-05-20      | 1.7050%  | N/A     | $41420673.00       | $3206402.68        | Agency Collateralized Mortgage Obligation |
| GNMA_25-98S                                           | 2055-06-20      | 1.5050%  | N/A     | $31297559.00       | $2762259.52        | Agency Collateralized Mortgage Obligation |
| FHLMC_5460N                                           | 2054-10-25      | 1.0516%  | N/A     | $55008659.00       | $2331789.72        | Agency Collateralized Mortgage Obligation |
| GNMA_25-24A                                           | 2055-02-20      | 0.0000%  | N/A     | $200000000.00      | $2232585.77        | Agency Collateralized Mortgage Obligation |
| GNMA_24-117G                                          | 2047-05-20      | 4.0000%  | N/A     | $6943298.00        | $1030631.82        | Agency Collateralized Mortgage Obligation |
| GNMA_18-104L                                          | 2048-08-20      | 1.7451%  | N/A     | $64759000.00       | $1392980.73        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORGAGE ASSOCIATION GNR_19-151    | 2049-10-20      | 3.5000%  | N/A     | $9882721.00        | $392347.02         | Agency Collateralized Mortgage Obligation |
| GNMA_18-155D                                          | 2048-11-20      | 1.6451%  | N/A     | $230000.00         | $6441.89           | Agency Collateralized Mortgage Obligation |
| GNMA_25-100C                                          | 2055-05-20      | 0.8050%  | N/A     | $106176411.00      | $3016775.88        | Agency Collateralized Mortgage Obligation |
| FHLMC_5534                                            | 2054-05-25      | 0.9516%  | N/A     | $10000000.00       | $449163.53         | Agency Collateralized Mortgage Obligation |
| GNMA_22-6B                                            | 2052-01-20      | 0.0000%  | N/A     | $97543246.00       | $1235949.26        | Agency Collateralized Mortgage Obligation |
| GNMA_22-60K                                           | 2051-02-20      | 3.0000%  | N/A     | $91619203.00       | $11602477.00       | Agency Collateralized Mortgage Obligation |
| GNMA_21-186                                           | 2063-05-16      | 0.7634%  | N/A     | $32800000.00       | $1663581.35        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-112  | 2045-08-20      | 1.2851%  | N/A     | $161020746.00      | $1695816.96        | Agency Collateralized Mortgage Obligation |
| GNMA_25-4E                                            | 2055-01-20      | 0.0961%  | N/A     | $253000000.00      | $3557900.74        | Agency Collateralized Mortgage Obligation |
| GNMA_21-107S                                          | 2051-06-20      | 3.5000%  | N/A     | $33000000.00       | $4168314.73        | Agency Collateralized Mortgage Obligation |
| GNMA_24-129B                                          | 2054-08-20      | 0.8550%  | N/A     | $45000000.00       | $1309469.62        | Agency Collateralized Mortgage Obligation |
| FHLMC_5471A                                           | 2054-11-25      | 0.3516%  | N/A     | $48171086.00       | $1292601.42        | Agency Collateralized Mortgage Obligation |
| FNMA_20-68E                                           | 2050-10-25      | 3.0000%  | N/A     | $15224105.00       | $1329603.41        | Agency Collateralized Mortgage Obligation |
| GNMA_20-122L                                          | 2050-08-20      | 3.0000%  | N/A     | $27698155.00       | $1867851.40        | Agency Collateralized Mortgage Obligation |
| FNMA_24-77C                                           | 2054-11-25      | 1.7016%  | N/A     | $55520663.00       | $1892662.24        | Agency Collateralized Mortgage Obligation |
| GNMA_23-130A                                          | 2053-09-20      | 1.3550%  | N/A     | $75000000.00       | $2846364.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_4988F                                           | 2050-06-25      | 3.0000%  | N/A     | $30000000.00       | $3500753.25        | Agency Collateralized Mortgage Obligation |
| GNMA_19-90H                                           | 2049-07-20      | 1.6451%  | N/A     | $29690784.00       | $930659.77         | Agency Collateralized Mortgage Obligation |
| FHLMC_5072G                                           | 2051-01-25      | 3.0000%  | N/A     | $35859000.00       | $3693284.00        | Agency Collateralized Mortgage Obligation |
| GNMA_19-59A                                           | 2048-02-20      | 1.6451%  | N/A     | $96097941.00       | $2820217.95        | Agency Collateralized Mortgage Obligation |
| FHLMC_5104F                                           | 2049-06-25      | 3.5000%  | N/A     | $12500000.00       | $1125452.03        | Agency Collateralized Mortgage Obligation |
| GNR_21-1                                              | 2051-01-20      | 3.5000%  | N/A     | $22557207.00       | $1864122.95        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120K                                          | 2051-01-20      | 4.0000%  | N/A     | $11789026.00       | $2390413.80        | Agency Collateralized Mortgage Obligation |
| GNMA_20-98A                                           | 2050-07-20      | 1.7451%  | N/A     | $49592185.00       | $3183933.72        | Agency Collateralized Mortgage Obligation |
| FHLMC_5458F                                           | 2054-10-25      | 1.6516%  | N/A     | $9506621.00        | $850429.84         | Agency Collateralized Mortgage Obligation |
| FREMF_20-K1518                                        | 2035-10-25      | 0.1000%  | N/A     | $767927000.00      | $4944290.68        | Agency Collateralized Mortgage Obligation |
| GNMA_20-116G                                          | 2050-08-20      | 1.7451%  | N/A     | $3823000.00        | $231699.20         | Agency Collateralized Mortgage Obligation |
| GNMA_11-145                                           | 2041-11-16      | 1.6256%  | N/A     | $54000000.00       | $1227052.70        | Agency Collateralized Mortgage Obligation |
| GNMA_19-152B                                          | 2049-12-20      | 1.5451%  | N/A     | $33948102.00       | $1177615.88        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51H                                           | 2054-03-20      | 0.8050%  | N/A     | $110000000.00      | $4676823.20        | Agency Collateralized Mortgage Obligation |
| GNMA_25-45A                                           | 2055-03-20      | 1.6050%  | N/A     | $37000000.00       | $2801740.24        | Agency Collateralized Mortgage Obligation |
| GNMA_24-23C                                           | 2054-02-20      | 2.2050%  | N/A     | $100000000.00      | $2503001.68        | Agency Collateralized Mortgage Obligation |
| GNMA_19-119A                                          | 2049-09-20      | 1.5951%  | N/A     | $74202080.00       | $3297750.86        | Agency Collateralized Mortgage Obligation |
| GNR_20-115                                            | 2050-08-20      | 2.5000%  | N/A     | $30431000.00       | $2815830.99        | Agency Collateralized Mortgage Obligation |
| FHLMC_5003D                                           | 2050-08-25      | 1.6371%  | N/A     | $16900000.00       | $1748326.34        | Agency Collateralized Mortgage Obligation |
| GNMA_19-52M                                           | 2049-04-20      | 1.6451%  | N/A     | $7640000.00        | $199679.57         | Agency Collateralized Mortgage Obligation |
| GNMA_24-132A                                          | 2054-08-20      | 0.9050%  | N/A     | $39000000.00       | $1375451.08        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-151  | 2049-12-20      | 3.5000%  | N/A     | $8400000.00        | $413399.92         | Agency Collateralized Mortgage Obligation |
| GNMA_14-19                                            | 2044-02-16      | 1.6256%  | N/A     | $38181818.00       | $306578.29         | Agency Collateralized Mortgage Obligation |
| FNMA_20-71C                                           | 2050-10-25      | 3.0000%  | N/A     | $20532238.00       | $1631980.02        | Agency Collateralized Mortgage Obligation |
| FNMA_14-87                                            | 2045-01-25      | 1.7871%  | N/A     | $117234000.00      | $1282660.28        | Agency Collateralized Mortgage Obligation |
| GNMA_25-22E                                           | 2055-02-20      | 7.0000%  | N/A     | $14655955.00       | $2882713.45        | Agency Collateralized Mortgage Obligation |
| GNMA_20-112                                           | 2050-08-20      | 1.8451%  | N/A     | $53398000.00       | $3871958.18        | Agency Collateralized Mortgage Obligation |
| FNMA_20-38M                                           | 2050-06-25      | 1.0500%  | N/A     | $34769874.00       | $954496.82         | Agency Collateralized Mortgage Obligation |
| FNSTR_430                                             | 2052-06-25      | 2.5000%  | N/A     | $100000.00         | $11732.75          | Agency Collateralized Mortgage Obligation |
| GNMA_24-174J                                          | 2051-04-20      | 2.2201%  | N/A     | $21566888.00       | $3140287.47        | Agency Collateralized Mortgage Obligation |
| GNMA_24-184P                                          | 2054-11-20      | 1.6550%  | N/A     | $50000000.00       | $3664882.40        | Agency Collateralized Mortgage Obligation |
| FNMA_25-59A                                           | 2055-08-25      | 0.7516%  | N/A     | $212714233.00      | $10939989.09       | Agency Collateralized Mortgage Obligation |
| GNMA_20-104D                                          | 2050-07-20      | 3.0000%  | N/A     | $37916667.00       | $3624496.83        | Agency Collateralized Mortgage Obligation |
| FHLMC_5537                                            | 2055-05-25      | 0.5516%  | N/A     | $35000000.00       | $1018731.96        | Agency Collateralized Mortgage Obligation |
| FREMF_22_K747                                         | 2028-11-25      | 0.1000%  | N/A     | $831028000.00      | $2111655.25        | Agency Collateralized Mortgage Obligation |
| FHLMC_4853A                                           | 2049-02-15      | 2.1428%  | N/A     | $11800000.00       | $358068.93         | Agency Collateralized Mortgage Obligation |
| GNMA_19-112M                                          | 2049-09-20      | 1.6151%  | N/A     | $9390125.00        | $314365.86         | Agency Collateralized Mortgage Obligation |
| FHLMC_5053H                                           | 2050-12-25      | 2.5000%  | N/A     | $12500000.00       | $1157249.78        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120E                                          | 2054-02-20      | 1.2550%  | N/A     | $34236047.00       | $1564378.36        | Agency Collateralized Mortgage Obligation |
| GNMA_19-5D                                            | 2049-01-20      | 1.6951%  | N/A     | $30597675.00       | $761041.49         | Agency Collateralized Mortgage Obligation |
| FNMA_20-36D                                           | 2050-06-25      | 3.5000%  | N/A     | $13915215.00       | $1122772.06        | Agency Collateralized Mortgage Obligation |
| FHLMC_5062C                                           | 2051-01-25      | 1.9516%  | N/A     | $9600000.00        | $1123103.53        | Agency Collateralized Mortgage Obligation |
| FNMA_24-57D                                           | 2053-06-25      | 4.0000%  | N/A     | $35317604.00       | $6365400.37        | Agency Collateralized Mortgage Obligation |
| GNMA_23-185B                                          | 2053-12-20      | 1.3550%  | N/A     | $100000000.00      | $1629906.99        | Agency Collateralized Mortgage Obligation |
| GNMA_23-183B                                          | 2053-12-20      | 1.5050%  | N/A     | $50000000.00       | $1273277.02        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2051-07-20      | 2.5000%  | N/A     | $32543348.00       | $18636183.64       | Agency Mortgage-Backed Securities         |
| GNMA_25-102A                                          | 2055-06-20      | 1.5050%  | N/A     | $78016613.00       | $5862959.61        | Agency Collateralized Mortgage Obligation |
| GNMA_23-131L                                          | 2063-09-20      | 2.0050%  | N/A     | $10000000.00       | $168253.14         | Agency Collateralized Mortgage Obligation |
| GNMA_25-23B                                           | 2055-02-20      | 1.6050%  | N/A     | $115612010.00      | $3886287.10        | Agency Collateralized Mortgage Obligation |
| GNMA_25-70C                                           | 2055-04-20      | 0.9050%  | N/A     | $102000000.00      | $4086332.42        | Agency Collateralized Mortgage Obligation |
| GNMA_23-188D                                          | 2053-12-20      | 1.5050%  | N/A     | $50000000.00       | $2312268.01        | Agency Collateralized Mortgage Obligation |
| GNMA_20-61                                            | 2046-01-20      | 0.1227%  | N/A     | $63634638.00       | $88340.68          | Agency Collateralized Mortgage Obligation |
| GNMA_12-131                                           | 2053-02-16      | 0.5511%  | N/A     | $260000000.00      | $588484.02         | Agency Collateralized Mortgage Obligation |
| GNMA_11-141                                           | 2041-10-20      | 1.6451%  | N/A     | $54019000.00       | $574543.30         | Agency Collateralized Mortgage Obligation |
| FNMA_25-12A                                           | 2055-03-25      | 0.7516%  | N/A     | $23953010.00       | $1410236.99        | Agency Collateralized Mortgage Obligation |
| GNMA_23-48L                                           | 2053-03-20      | 1.2550%  | N/A     | $100000000.00      | $2203141.82        | Agency Collateralized Mortgage Obligation |
| GNMA_25-2N                                            | 2055-01-20      | 2.2550%  | N/A     | $40000000.00       | $3719903.99        | Agency Collateralized Mortgage Obligation |
| FNMA_24-67                                            | 2054-09-25      | 0.9816%  | N/A     | $111409735.00      | $4950442.74        | Agency Collateralized Mortgage Obligation |
| FNMA_21-56                                            | 2051-07-25      | 3.0000%  | N/A     | $19999999.00       | $2164398.57        | Agency Collateralized Mortgage Obligation |
| GNMA_24-130C                                          | 2054-08-20      | 1.0550%  | N/A     | $20000000.00       | $710348.06         | Agency Collateralized Mortgage Obligation |
| GNMA_24-58R                                           | 2054-04-20      | 1.5550%  | N/A     | $75000000.00       | $2352685.28        | Agency Collateralized Mortgage Obligation |
| GNMA_25-45A                                           | 2055-03-20      | 0.9550%  | N/A     | $75000000.00       | $4081275.90        | Agency Collateralized Mortgage Obligation |
| GNMA_17-106                                           | 2056-12-16      | 0.6671%  | N/A     | $124450000.00      | $518498.73         | Agency Collateralized Mortgage Obligation |
| FHLMC_4999D                                           | 2043-03-15      | 1.7428%  | N/A     | $18925757.00       | $709054.05         | Agency Collateralized Mortgage Obligation |
| GNMA_20-146B                                          | 2050-09-20      | 3.5000%  | N/A     | $19285714.00       | $1954031.72        | Agency Collateralized Mortgage Obligation |
| GNMA_20-96C                                           | 2049-08-20      | 1.6451%  | N/A     | $8144000.00        | $304524.53         | Agency Collateralized Mortgage Obligation |
| FRESB_19-SB63                                         | 2039-04-25      | 1.7528%  | N/A     | $17964000.00       | $273157.91         | Agency Collateralized Mortgage Obligation |
| GNMA_22-63D                                           | 2050-10-20      | 0.0000%  | N/A     | $30000000.00       | $149973.00         | Agency Collateralized Mortgage Obligation |
| GNMA_24-111D                                          | 2054-07-20      | 1.6550%  | N/A     | $100000000.00      | $4135862.61        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120E                                          | 2054-06-20      | 1.0550%  | N/A     | $78781849.00       | $3319356.90        | Agency Collateralized Mortgage Obligation |
| FNMA_21-42H                                           | 2051-03-25      | 2.0000%  | N/A     | $12011000.00       | $1292649.78        | Agency Collateralized Mortgage Obligation |
| GNMA_24-22A                                           | 2051-05-20      | 3.0000%  | N/A     | $27674541.00       | $4117987.97        | Agency Collateralized Mortgage Obligation |
| GNMA_19-19                                            | 2060-11-16      | 0.9144%  | N/A     | $140000000.00      | $834866.77         | Agency Collateralized Mortgage Obligation |
| GNMA_20-112D                                          | 2050-08-20      | 1.7951%  | N/A     | $36932087.00       | $2840027.55        | Agency Collateralized Mortgage Obligation |
| FHLMC_5470C                                           | 2054-11-25      | 0.9516%  | N/A     | $77784860.00       | $3281199.97        | Agency Collateralized Mortgage Obligation |
| FHMS-K144                                             | 2032-05-25      | 3.3244%  | N/A     | $21396000.00       | $3716327.45        | Agency Collateralized Mortgage Obligation |
| FNMA_20-41J                                           | 2050-06-25      | 1.6371%  | N/A     | $14861349.00       | $719438.51         | Agency Collateralized Mortgage Obligation |
| FHLMC_5363C                                           | 2053-12-25      | 2.5016%  | N/A     | $75000000.00       | $4141835.41        | Agency Collateralized Mortgage Obligation |
| GNMA_19-36B                                           | 2049-03-20      | 1.5951%  | N/A     | $43490980.00       | $929269.01         | Agency Collateralized Mortgage Obligation |
| GNMA_24-183E                                          | 2054-11-20      | 0.0000%  | N/A     | $100000000.00      | $1401497.72        | Agency Collateralized Mortgage Obligation |
| GNMA_15-96C                                           | 2045-07-20      | 3.5000%  | N/A     | $77028571.00       | $517877.18         | Agency Collateralized Mortgage Obligation |
| GNMA_25-120F                                          | 2053-04-20      | 1.8050%  | N/A     | $19039162.00       | $1509074.39        | Agency Collateralized Mortgage Obligation |
| FNMA_25-18D                                           | 2055-03-25      | 1.5016%  | N/A     | $37982080.00       | $2575760.92        | Agency Collateralized Mortgage Obligation |
| GNMA_13-85                                            | 2049-02-16      | 0.3320%  | N/A     | $217675000.00      | $292629.97         | Agency Collateralized Mortgage Obligation |
| FHLMC_4992E                                           | 2050-07-25      | 2.5000%  | N/A     | $38175343.00       | $2662363.89        | Agency Collateralized Mortgage Obligation |
| GNMA_25-70B                                           | 2055-04-20      | 0.9050%  | N/A     | $70000000.00       | $2605803.31        | Agency Collateralized Mortgage Obligation |
| GNMA_20-181                                           | 2050-12-20      | 1.8451%  | N/A     | $17121830.00       | $1838213.40        | Agency Collateralized Mortgage Obligation |
| FNMA_24-60D                                           | 2054-08-25      | 0.8516%  | N/A     | $9503195.00        | $587164.58         | Agency Collateralized Mortgage Obligation |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB47 | 2038-01-25      | 0.5628%  | N/A     | $125000000.00      | $119503.96         | Agency Collateralized Mortgage Obligation |
| FNMA_24-84B                                           | 2054-11-25      | 1.0016%  | N/A     | $10673897.00       | $804198.30         | Agency Collateralized Mortgage Obligation |
| GNMA_20-55A                                           | 2050-04-20      | 0.0000%  | N/A     | $100000000.00      | $127417.15         | Agency Collateralized Mortgage Obligation |
| GNMA_24-76A                                           | 2054-05-20      | 1.6550%  | N/A     | $90000000.00       | $4485488.90        | Agency Collateralized Mortgage Obligation |
| GNMA_25-23J                                           | 2055-02-20      | 0.9050%  | N/A     | $102234978.00      | $2681361.45        | Agency Collateralized Mortgage Obligation |
| FHLMC_5000Q                                           | 2048-05-25      | 5.0000%  | N/A     | $19466144.00       | $840295.69         | Agency Collateralized Mortgage Obligation |
| GNMA_25-23C                                           | 2050-07-20      | 1.6550%  | N/A     | $17658206.00       | $2240311.08        | Agency Collateralized Mortgage Obligation |
| GNMA_23-70M                                           | 2048-10-20      | 1.1451%  | N/A     | $20573726.00       | $1587147.94        | Agency Collateralized Mortgage Obligation |
| GNMA_20-31A                                           | 2050-03-20      | 1.6451%  | N/A     | $47654869.00       | $2434401.84        | Agency Collateralized Mortgage Obligation |
| FHLMC_5038P                                           | 2050-11-25      | 2.5000%  | N/A     | $12500000.00       | $894412.10         | Agency Collateralized Mortgage Obligation |
| FREMF_21-K127                                         | 2054-03-25      | 0.0000%  | N/A     | $51107921.00       | $26977469.42       | Agency Collateralized Mortgage Obligation |
| GNMA_20-135                                           | 2063-01-16      | 0.9862%  | N/A     | $44800000.00       | $1288066.28        | Agency Collateralized Mortgage Obligation |
| GNMA_24-167D                                          | 2054-10-20      | 1.1050%  | N/A     | $67782608.00       | $3619005.80        | Agency Collateralized Mortgage Obligation |
| FHLMC_5051N                                           | 2050-12-25      | 2.0000%  | N/A     | $12347131.00       | $933819.66         | Agency Collateralized Mortgage Obligation |
| FHLMC_5477B                                           | 2050-11-25      | 3.5000%  | N/A     | $51351294.00       | $9363217.63        | Agency Collateralized Mortgage Obligation |
| GNMA_24-19P                                           | 2054-02-20      | 1.5450%  | N/A     | $46010169.00       | $1960333.37        | Agency Collateralized Mortgage Obligation |
| GNMA_20-185B                                          | 2050-12-20      | 2.0000%  | N/A     | $2330000.00        | $189542.22         | Agency Collateralized Mortgage Obligation |
| GNMA_23-173J                                          | 2053-11-20      | 1.1550%  | N/A     | $100000000.00      | $3752398.37        | Agency Collateralized Mortgage Obligation |
| FHLMC_4912B                                           | 2049-06-25      | 1.5871%  | N/A     | $21189621.00       | $732083.05         | Agency Collateralized Mortgage Obligation |
| GNMA_25-102A                                          | 2055-06-20      | 0.7550%  | N/A     | $6387806.00        | $323077.74         | Agency Collateralized Mortgage Obligation |
| FHLMC_5093A                                           | 2051-01-25      | 3.0000%  | N/A     | $21000000.00       | $2403196.79        | Agency Collateralized Mortgage Obligation |
| GNMA_13-125                                           | 2054-10-16      | 0.2475%  | N/A     | $65000000.00       | $264524.02         | Agency Collateralized Mortgage Obligation |
| FHLMC_5034C                                           | 2050-11-25      | 2.0000%  | N/A     | $12000000.00       | $1250112.22        | Agency Collateralized Mortgage Obligation |
| GNMA_09-61                                            | 2039-08-20      | 2.2451%  | N/A     | $258300000.00      | $484597.72         | Agency Collateralized Mortgage Obligation |
| GNMA_19-44H                                           | 2049-04-20      | 1.5951%  | N/A     | $45523277.00       | $1711896.50        | Agency Collateralized Mortgage Obligation |
| GNMA_23-153D                                          | 2053-10-20      | 1.9850%  | N/A     | $200000000.00      | $4342306.92        | Agency Collateralized Mortgage Obligation |
| FNMA_20-89                                            | 2050-12-25      | 2.0000%  | N/A     | $24654901.00       | $2335343.41        | Agency Collateralized Mortgage Obligation |
| FHLMC_5144F                                           | 2051-09-25      | 3.0000%  | N/A     | $11250000.00       | $1110114.52        | Agency Collateralized Mortgage Obligation |
| FHLMC_5458A                                           | 2054-09-25      | 0.9516%  | N/A     | $60000000.00       | $4417011.97        | Agency Collateralized Mortgage Obligation |
| GNMA_24-71A                                           | 2054-04-20      | 1.1550%  | N/A     | $51000000.00       | $2643816.78        | Agency Collateralized Mortgage Obligation |
| GNMA_23-173K                                          | 2053-11-20      | 0.8050%  | N/A     | $31000000.00       | $1565912.25        | Agency Collateralized Mortgage Obligation |
| GNMA_24-130E                                          | 2050-10-20      | 3.0000%  | N/A     | $52704163.00       | $7935401.83        | Agency Collateralized Mortgage Obligation |
| FNMA_19-64J                                           | 2049-11-25      | 1.5371%  | N/A     | $12825500.00       | $740560.55         | Agency Collateralized Mortgage Obligation |
| GNMA_24-129C                                          | 2054-08-20      | 0.9550%  | N/A     | $85000000.00       | $2341703.40        | Agency Collateralized Mortgage Obligation |
| FNMA_24-96H                                           | 2051-02-25      | 3.0000%  | N/A     | $43985619.00       | $6820163.84        | Agency Collateralized Mortgage Obligation |
| FNMA_24-87F                                           | 2054-12-25      | 0.0000%  | N/A     | $115000000.00      | $1756954.44        | Agency Collateralized Mortgage Obligation |
| FHLMC_5449D                                           | 2054-08-25      | 0.8016%  | N/A     | $6571000.00        | $384437.20         | Agency Collateralized Mortgage Obligation |
| GNMA_21-031                                           | 2061-01-16      | 0.9404%  | N/A     | $127685000.00      | $8120236.93        | Agency Collateralized Mortgage Obligation |
| FNMA_25-7A                                            | 2055-02-25      | 1.1516%  | N/A     | $100000000.00      | $3732035.31        | Agency Collateralized Mortgage Obligation |
| FNMA_24-87D                                           | 2054-12-25      | 0.0000%  | N/A     | $50000000.00       | $570447.58         | Agency Collateralized Mortgage Obligation |
| GNMA_20-85S                                           | 2049-10-20      | 3.5000%  | N/A     | $21377446.00       | $1458043.11        | Agency Collateralized Mortgage Obligation |
| GNMA_24-60C                                           | 2054-04-20      | 0.9750%  | N/A     | $30000000.00       | $1168965.02        | Agency Collateralized Mortgage Obligation |
| GNMA_16-92                                            | 2058-04-16      | 0.6162%  | N/A     | $77251864.00       | $194573.26         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-08-20      | 6.0000%  | N/A     | $204579.00         | $212200.93         | Agency Mortgage-Backed Securities         |
| FHLMC_5003D                                           | 2050-08-25      | 1.6371%  | N/A     | $10000000.00       | $676339.56         | Agency Collateralized Mortgage Obligation |
| GNMA_16-78B                                           | 2046-06-20      | 4.5000%  | N/A     | $17341919.00       | $69809.28          | Agency Collateralized Mortgage Obligation |
| GNMA_18-42E                                           | 2046-11-20      | 1.6451%  | N/A     | $100224619.00      | $3041400.25        | Agency Collateralized Mortgage Obligation |
| GNMA_23-188A                                          | 2053-12-20      | 2.7050%  | N/A     | $50000000.00       | $1365790.33        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97W                                           | 2054-06-20      | 0.9050%  | N/A     | $150000000.00      | $4260475.11        | Agency Collateralized Mortgage Obligation |
| GNMA_21-116N                                          | 2050-12-20      | 1.8451%  | N/A     | $45853393.00       | $3606968.49        | Agency Collateralized Mortgage Obligation |
| FHLMC_5095D                                           | 2041-04-25      | 3.5000%  | N/A     | $38764420.00       | $1976491.23        | Agency Collateralized Mortgage Obligation |
| FNMA_24-87G                                           | 2035-06-25      | 6.0000%  | N/A     | $5461958.00        | $917769.86         | Agency Collateralized Mortgage Obligation |
| FHLMC_5037B                                           | 2050-11-25      | 2.0000%  | N/A     | $8750000.00        | $691415.96         | Agency Collateralized Mortgage Obligation |
| GNMA_20-188H                                          | 2050-11-20      | 1.8451%  | N/A     | $1611000.00        | $127929.02         | Agency Collateralized Mortgage Obligation |
| GNMA_24-136B                                          | 2054-08-20      | 0.8850%  | N/A     | $40000000.00       | $1947937.27        | Agency Collateralized Mortgage Obligation |
| FHLMC_4990C                                           | 2050-07-25      | 4.0000%  | N/A     | $28600000.00       | $2682988.46        | Agency Collateralized Mortgage Obligation |
| GNMA_25-4B                                            | 2055-01-20      | 0.0550%  | N/A     | $100000000.00      | $1352587.77        | Agency Collateralized Mortgage Obligation |
| FHLMC_5054B                                           | 2035-12-25      | 1.5000%  | N/A     | $33333333.00       | $720989.70         | Agency Collateralized Mortgage Obligation |
| FREMF_21-K135                                         | 2054-10-25      | 0.1000%  | N/A     | $253227997.00      | $1269628.70        | Agency Collateralized Mortgage Obligation |
| GNMA_24-21E                                           | 2054-02-20      | 0.9050%  | N/A     | $50000000.00       | $838025.88         | Agency Collateralized Mortgage Obligation |
| GNMA_21-146H                                          | 2051-08-20      | 3.5000%  | N/A     | $33243494.00       | $4059846.70        | Agency Collateralized Mortgage Obligation |
| GNMA_24-183D                                          | 2054-11-20      | 0.0000%  | N/A     | $250000000.00      | $3197332.46        | Agency Collateralized Mortgage Obligation |
| GNMA_23-183A                                          | 2053-12-20      | 2.0050%  | N/A     | $100000000.00      | $3972393.46        | Agency Collateralized Mortgage Obligation |
| FHLMC_5245A                                           | 2052-08-25      | 0.9516%  | N/A     | $50477142.00       | $3288405.13        | Agency Collateralized Mortgage Obligation |
| GNMA_20-160A                                          | 2050-10-20      | 1.8451%  | N/A     | $10000000.00       | $1010090.09        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-101  | 2047-07-20      | 1.7451%  | N/A     | $17800000.00       | $545813.42         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-104  | 2044-07-20      | 1.1451%  | N/A     | $56774729.00       | $1290730.06        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K123   | 2049-02-25      | 2.7173%  | N/A     | $655000.00         | $76819.35          | Agency Collateralized Mortgage Obligation |
| GNMA_24-76C                                           | 2054-05-20      | 1.4050%  | N/A     | $47000000.00       | $2041437.26        | Agency Collateralized Mortgage Obligation |
| GNMA_21-216E                                          | 2051-12-20      | 3.0000%  | N/A     | $11679366.00       | $1701586.99        | Agency Collateralized Mortgage Obligation |
| GNMA_24-84J                                           | 2054-05-20      | 2.8550%  | N/A     | $50000000.00       | $2654229.93        | Agency Collateralized Mortgage Obligation |
| FREMF_22_K747                                         | 2028-12-25      | 0.0000%  | N/A     | $30039801.00       | $19951714.87       | Agency Collateralized Mortgage Obligation |
| FREMF MORTGAGE TRUST FREMF_17-KW02                    | 2027-01-25      | 2.9115%  | N/A     | $2268000.00        | $85423.00          | Agency Collateralized Mortgage Obligation |
| GNMA_41-97D                                           | 2054-12-20      | 1.6050%  | N/A     | $40658857.00       | $2279962.77        | Agency Collateralized Mortgage Obligation |
| FREMF_21-K135                                         | 2054-10-25      | 0.1000%  | N/A     | $1011328000.00     | $4730568.79        | Agency Collateralized Mortgage Obligation |
| GNMA_24-23A                                           | 2051-05-20      | 1.8550%  | N/A     | $91950014.00       | $10929114.08       | Agency Collateralized Mortgage Obligation |
| FNMA_20-40A                                           | 2050-06-25      | 3.0000%  | N/A     | $9400000.00        | $958165.71         | Agency Collateralized Mortgage Obligation |
| GNMA_21-176P                                          | 2051-10-20      | 3.0000%  | N/A     | $31242552.00       | $2132880.30        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60G                                           | 2055-04-20      | 1.5050%  | N/A     | $22648434.00       | $1848544.50        | Agency Collateralized Mortgage Obligation |
| FHLMC_5058F                                           | 2050-04-25      | 2.0000%  | N/A     | $15140396.00       | $968602.95         | Agency Collateralized Mortgage Obligation |
| GNMA_22-81F                                           | 2047-03-20      | 1.6451%  | N/A     | $50920532.00       | $4299664.73        | Agency Collateralized Mortgage Obligation |
| GNMA_13-015                                           | 2051-08-16      | 0.6410%  | N/A     | $61750000.00       | $179574.44         | Agency Collateralized Mortgage Obligation |
| FNMA_24-95B                                           | 2054-12-25      | 0.7516%  | N/A     | $8436906.00        | $496305.55         | Agency Collateralized Mortgage Obligation |
| GNMA_20-133H                                          | 2050-09-20      | 1.8451%  | N/A     | $66796231.00       | $4591691.81        | Agency Collateralized Mortgage Obligation |
| GNMA_20-30G                                           | 2050-03-20      | 1.5951%  | N/A     | $41545861.00       | $1762191.90        | Agency Collateralized Mortgage Obligation |
| GNMA_20-191                                           | 2050-12-20      | 0.0000%  | N/A     | $72135472.00       | $445028.01         | Agency Collateralized Mortgage Obligation |
| GNMA_18-122J                                          | 2048-08-20      | 1.6451%  | N/A     | $24689850.00       | $1068953.60        | Agency Collateralized Mortgage Obligation |
| FHLMC_5349D                                           | 2053-10-25      | 2.7016%  | N/A     | $50000000.00       | $2478367.18        | Agency Collateralized Mortgage Obligation |
| GNMA_20-74B                                           | 2050-05-20      | 3.5000%  | N/A     | $29290500.00       | $2339797.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_5511C                                           | 2055-03-25      | 1.5516%  | N/A     | $8740989.00        | $598619.30         | Agency Collateralized Mortgage Obligation |
| GNMA_24-79C                                           | 2054-05-20      | 1.6550%  | N/A     | $50000000.00       | $2080417.21        | Agency Collateralized Mortgage Obligation |
| FNMA_16-75                                            | 2046-10-25      | 1.6371%  | N/A     | $186086160.00      | $3064485.02        | Agency Collateralized Mortgage Obligation |
| FHLMC_5080K                                           | 2050-01-25      | 3.0000%  | N/A     | $15244249.00       | $1147790.87        | Agency Collateralized Mortgage Obligation |
| GNMA_12-139                                           | 2053-02-16      | 0.6481%  | N/A     | $88200000.00       | $121618.00         | Agency Collateralized Mortgage Obligation |
| GNMA_24-126U                                          | 2054-08-20      | 0.9450%  | N/A     | $80000000.00       | $3040781.23        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27C                                           | 2050-06-25      | 1.5371%  | N/A     | $44327938.00       | $4906900.45        | Agency Collateralized Mortgage Obligation |
| FHLMC_5420B                                           | 2054-06-25      | 0.7516%  | N/A     | $74000000.00       | $2750290.83        | Agency Collateralized Mortgage Obligation |
| GNMA_19-128H                                          | 2049-10-20      | 1.5451%  | N/A     | $15292399.00       | $596453.27         | Agency Collateralized Mortgage Obligation |
| GNMA_23-116J                                          | 2053-08-20      | 6.5000%  | N/A     | $3461538.00        | $424387.61         | Agency Collateralized Mortgage Obligation |
| GNMA_20-176B                                          | 2050-11-20      | 2.0000%  | N/A     | $2200000.00        | $173483.89         | Agency Collateralized Mortgage Obligation |
| GNMA_16-77G                                           | 2046-06-20      | 1.6451%  | N/A     | $66122517.00       | $1697530.71        | Agency Collateralized Mortgage Obligation |
| GNMA_21-97G                                           | 2051-06-20      | 0.0000%  | N/A     | $293394414.00      | $2298977.65        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97P                                           | 2054-12-20      | 0.9550%  | N/A     | $25000000.00       | $1802934.58        | Agency Collateralized Mortgage Obligation |
| FNMA_20-36D                                           | 2050-06-25      | 3.5000%  | N/A     | $26646000.00       | $2625615.14        | Agency Collateralized Mortgage Obligation |
| GNMA_20-141A                                          | 2050-08-20      | 2.5000%  | N/A     | $16906400.00       | $1180323.34        | Agency Collateralized Mortgage Obligation |
| GNMA_23-1                                             | 2047-11-20      | 4.0000%  | N/A     | $30811165.00       | $3731592.53        | Agency Collateralized Mortgage Obligation |
| FHLMC_5402D                                           | 2051-06-25      | 4.0000%  | N/A     | $16086759.00       | $2967619.16        | Agency Collateralized Mortgage Obligation |
| GNMA_20-166A                                          | 2050-11-20      | 0.0000%  | N/A     | $75000000.00       | $577484.22         | Agency Collateralized Mortgage Obligation |
| GNMA_24-65H                                           | 2051-04-20      | 2.7550%  | N/A     | $23993616.00       | $3894741.68        | Agency Collateralized Mortgage Obligation |
| GNMA_22-138B                                          | 2052-08-20      | 1.7050%  | N/A     | $30018231.00       | $1827512.74        | Agency Collateralized Mortgage Obligation |
| GNMA_21-81D                                           | 2051-05-20      | 1.8451%  | N/A     | $50000000.00       | $3046119.07        | Agency Collateralized Mortgage Obligation |
| GNMA_19-49                                            | 2049-04-20      | 1.0851%  | N/A     | $50000000.00       | $1208134.77        | Agency Collateralized Mortgage Obligation |
| FREMF_21-K130                                         | 2031-06-25      | 0.1000%  | N/A     | $984577000.00      | $4350193.67        | Agency Collateralized Mortgage Obligation |
| GNMA_21-66M                                           | 2051-04-20      | 4.0000%  | N/A     | $13335146.00       | $1125271.27        | Agency Collateralized Mortgage Obligation |
| GNMA_13-38                                            | 2040-12-16      | 4.5000%  | N/A     | $30913676.00       | $128839.00         | Agency Collateralized Mortgage Obligation |
| GNMA_23-185A                                          | 2053-12-20      | 2.0550%  | N/A     | $150000000.00      | $3092889.71        | Agency Collateralized Mortgage Obligation |
| GNMA_20-61                                            | 2048-01-20      | 4.5000%  | N/A     | $39141711.00       | $2939431.46        | Agency Collateralized Mortgage Obligation |
| GNMA_23-146F                                          | 2053-10-20      | 1.3550%  | N/A     | $62979008.00       | $1554641.76        | Agency Collateralized Mortgage Obligation |
| GNMA_21-119C                                          | 2051-06-20      | 2.5000%  | N/A     | $36795372.00       | $2336736.71        | Agency Collateralized Mortgage Obligation |
| FHLMC_5179C                                           | 2051-12-25      | 3.0000%  | N/A     | $29457333.00       | $1891252.72        | Agency Collateralized Mortgage Obligation |
| FHLMC_5481H                                           | 2054-12-25      | 1.5016%  | N/A     | $75000000.00       | $3985056.20        | Agency Collateralized Mortgage Obligation |
| GNMA_24-26C                                           | 2054-02-20      | 0.8550%  | N/A     | $100000000.00      | $1625896.20        | Agency Collateralized Mortgage Obligation |
| FNMA_24-73C                                           | 2054-10-25      | 1.0516%  | N/A     | $17023597.00       | $1264362.59        | Agency Collateralized Mortgage Obligation |
| FNMA_24-70F                                           | 2054-10-25      | 1.0516%  | N/A     | $52783594.00       | $2575545.55        | Agency Collateralized Mortgage Obligation |
| GNMA_24-24G                                           | 2046-05-20      | 4.0000%  | N/A     | $23484380.00       | $3246023.43        | Agency Collateralized Mortgage Obligation |
| FHLMC_5475C                                           | 2054-11-25      | 0.2016%  | N/A     | $118341176.00      | $2745530.20        | Agency Collateralized Mortgage Obligation |
| FHLMC_4923                                            | 2049-11-25      | 1.5371%  | N/A     | $22870000.00       | $1318713.04        | Agency Collateralized Mortgage Obligation |
| GNMA_20-47J                                           | 2050-01-20      | 3.5000%  | N/A     | $14462032.00       | $225701.70         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-07-20      | 6.0000%  | N/A     | $4966089.00        | $5072659.18        | Agency Mortgage-Backed Securities         |
| GNMA_41-97H                                           | 2054-12-20      | 1.0550%  | N/A     | $100000000.00      | $2680807.95        | Agency Collateralized Mortgage Obligation |
| GNMA_24-125B                                          | 2054-08-20      | 2.3550%  | N/A     | $37792169.00       | $2736590.30        | Agency Collateralized Mortgage Obligation |
| GNMA_24-59A                                           | 2054-04-20      | 1.0550%  | N/A     | $100500000.00      | $3440561.66        | Agency Collateralized Mortgage Obligation |
| GNMA_23-89G                                           | 2051-06-20      | 1.5951%  | N/A     | $42604540.00       | $4328306.56        | Agency Collateralized Mortgage Obligation |
| GNMA_20-44                                            | 2062-02-16      | 1.0259%  | N/A     | $123000000.00      | $4492658.85        | Agency Collateralized Mortgage Obligation |
| GNMA_16-141C                                          | 2046-10-20      | 3.5000%  | N/A     | $81428569.00       | $15339.20          | Agency Collateralized Mortgage Obligation |
| GNMA_21-8F                                            | 2048-01-20      | 4.0000%  | N/A     | $55629944.00       | $4703331.10        | Agency Collateralized Mortgage Obligation |
| FNMA_20-99K                                           | 2051-01-25      | 3.0000%  | N/A     | $16179000.00       | $1863804.92        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_40-64                               | 2042-06-15      | 1.5428%  | N/A     | $133333333.00      | $1646155.95        | Agency Collateralized Mortgage Obligation |
| GNMA_21-156Q                                          | 2051-09-20      | 2.5000%  | N/A     | $14841590.00       | $1154152.29        | Agency Collateralized Mortgage Obligation |
| GNMA_23-166B                                          | 2053-11-20      | 1.6550%  | N/A     | $150000000.00      | $3026042.88        | Agency Collateralized Mortgage Obligation |
| GNMA_21-58C                                           | 2051-04-20      | 1.8451%  | N/A     | $19674019.00       | $917536.35         | Agency Collateralized Mortgage Obligation |
| GNMA_14-126                                           | 2055-02-16      | 0.7058%  | N/A     | $40850000.00       | $215237.00         | Agency Collateralized Mortgage Obligation |
| GNMA_24-107                                           | 2054-06-20      | 1.3550%  | N/A     | $30000000.00       | $778904.16         | Agency Collateralized Mortgage Obligation |
| GNMA_25-1AA                                           | 2055-01-20      | 0.8750%  | N/A     | $100000000.00      | $2315354.41        | Agency Collateralized Mortgage Obligation |
| GNMA_21-176B                                          | 2051-10-20      | 0.0000%  | N/A     | $133375001.00      | $425539.84         | Agency Collateralized Mortgage Obligation |
| GNMA_24-110M                                          | 2054-07-20      | 2.3050%  | N/A     | $21555943.00       | $1620078.50        | Agency Collateralized Mortgage Obligation |
| GNMA_18-49                                            | 2048-04-20      | 4.0000%  | N/A     | $8400000.00        | $358610.80         | Agency Collateralized Mortgage Obligation |
| FHLMC_5069E                                           | 2051-02-25      | 3.0000%  | N/A     | $8159241.00        | $1018579.53        | Agency Collateralized Mortgage Obligation |
| GNMA_15-60A                                           | 2045-04-20      | 4.0000%  | N/A     | $35165143.00       | $929673.83         | Agency Collateralized Mortgage Obligation |
| GNMA_25-70A                                           | 2055-04-20      | 0.9050%  | N/A     | $50000000.00       | $2622598.79        | Agency Collateralized Mortgage Obligation |
| GNMA_24-186A                                          | 2054-11-20      | 0.0550%  | N/A     | $100000000.00      | $1654139.25        | Agency Collateralized Mortgage Obligation |
| GNMA_14-56                                            | 2039-12-16      | 1.6256%  | N/A     | $69177219.00       | $500641.99         | Agency Collateralized Mortgage Obligation |
| GNMA_19-36B                                           | 2049-03-20      | 1.6451%  | N/A     | $16245490.00       | $463736.36         | Agency Collateralized Mortgage Obligation |
| GNMA_25-23E                                           | 2051-07-20      | 1.6550%  | N/A     | $13438826.00       | $1688412.59        | Agency Collateralized Mortgage Obligation |
| FREMF_20-K1518                                        | 2035-10-25      | 0.1000%  | N/A     | $62265384.00       | $433913.57         | Agency Collateralized Mortgage Obligation |
| GNMA_20-122K                                          | 2044-01-20      | 0.6038%  | N/A     | $58785697.00       | $913231.30         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-55   | 2050-04-20      | 1.5951%  | N/A     | $43313209.00       | $1838295.99        | Agency Collateralized Mortgage Obligation |
| FHLMC_5531E                                           | 2051-09-25      | 3.5000%  | N/A     | $54472151.00       | $10017390.00       | Agency Collateralized Mortgage Obligation |
| GNMA_24-183C                                          | 2054-11-20      | 0.1050%  | N/A     | $50000000.00       | $838904.45         | Agency Collateralized Mortgage Obligation |
| FNMA_24-57A                                           | 2054-08-25      | 1.4016%  | N/A     | $115000000.00      | $4023031.28        | Agency Collateralized Mortgage Obligation |
| GNMA_21-57C                                           | 2051-03-20      | 1.8451%  | N/A     | $81131426.00       | $3875658.54        | Agency Collateralized Mortgage Obligation |
| GNMA_22-9G                                            | 2052-01-20      | 3.5000%  | N/A     | $50000001.00       | $3500218.83        | Agency Collateralized Mortgage Obligation |
| GNMA_23-183C                                          | 2053-12-20      | 2.0550%  | N/A     | $44850000.00       | $1037641.61        | Agency Collateralized Mortgage Obligation |
| GNMA_21-179J                                          | 2051-10-20      | 0.0000%  | N/A     | $100000999.00      | $371156.51         | Agency Collateralized Mortgage Obligation |
| FNMA_16-55                                            | 2046-08-25      | 1.5371%  | N/A     | $44785000.00       | $1708751.65        | Agency Collateralized Mortgage Obligation |
| FHLMC_5478A                                           | 2054-02-25      | 0.7516%  | N/A     | $25500000.00       | $692613.21         | Agency Collateralized Mortgage Obligation |
| FNMA_17-66A                                           | 2047-09-25      | 4.5000%  | N/A     | $68383547.00       | $2059526.44        | Agency Collateralized Mortgage Obligation |
| FHLMC_5004D                                           | 2050-07-25      | 1.6871%  | N/A     | $249341.00         | $19258.77          | Agency Collateralized Mortgage Obligation |
| GNMA_24-62B                                           | 2054-04-20      | 1.1050%  | N/A     | $64958117.00       | $3361662.20        | Agency Collateralized Mortgage Obligation |
| GNMA_20-101B                                          | 2050-07-20      | 1.7451%  | N/A     | $75209809.00       | $4417806.04        | Agency Collateralized Mortgage Obligation |
| GNMA_25-102A                                          | 2055-06-20      | 1.0000%  | N/A     | $6424805.00        | $213323.99         | Agency Collateralized Mortgage Obligation |
| FHLMC_5476A                                           | 2054-11-25      | 1.0516%  | N/A     | $49973910.00       | $3362646.80        | Agency Collateralized Mortgage Obligation |
| FNMA_20-92                                            | 2050-02-25      | 2.5000%  | N/A     | $35344200.00       | $3122657.54        | Agency Collateralized Mortgage Obligation |
| FNMA_24-87C                                           | 2054-12-25      | 0.0000%  | N/A     | $50000000.00       | $737836.39         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2049-11-20      | 3.0000%  | N/A     | $98556074.00       | $16413448.47       | Agency Mortgage-Backed Securities         |
| GNMA_20-34                                            | 2039-12-20      | 5.0000%  | N/A     | $100000001.00      | $6835748.54        | Agency Collateralized Mortgage Obligation |
| GNMA_24-157A                                          | 2054-09-20      | 1.0550%  | N/A     | $30000000.00       | $1068928.58        | Agency Collateralized Mortgage Obligation |
| FNMA_24-86B                                           | 2054-12-25      | 0.8016%  | N/A     | $50000000.00       | $1494737.63        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-221  | 2051-12-20      | 3.5000%  | N/A     | $60595040.00       | $6469110.76        | Agency Collateralized Mortgage Obligation |
| FHLMC_5021C                                           | 2050-03-25      | 2.0000%  | N/A     | $23155000.00       | $1754465.13        | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                             | 2053-10-25      | 1.2016%  | N/A     | $110435000.00      | $3835367.50        | Agency Collateralized Mortgage Obligation |
| FNMA_24-73A                                           | 2054-10-25      | 0.9016%  | N/A     | $55425000.00       | $2170666.68        | Agency Collateralized Mortgage Obligation |
| GNMA_24-174A                                          | 2054-10-20      | 0.5814%  | N/A     | $170000000.00      | $4252583.73        | Agency Collateralized Mortgage Obligation |
| GNMA_19-128F                                          | 2049-10-20      | 3.5000%  | N/A     | $10731815.00       | $611686.87         | Agency Collateralized Mortgage Obligation |
| GNMA_17-154A                                          | 2058-12-16      | 0.6203%  | N/A     | $45000000.00       | $944782.83         | Agency Collateralized Mortgage Obligation |
| FNMA_24-25A                                           | 2054-05-25      | 1.0516%  | N/A     | $39072500.00       | $1686645.01        | Agency Collateralized Mortgage Obligation |
| GNMA_20-146E                                          | 2050-10-20      | 1.8451%  | N/A     | $10000000.00       | $791678.18         | Agency Collateralized Mortgage Obligation |
| GNMA_21-122L                                          | 2051-07-20      | 2.5000%  | N/A     | $30220000.00       | $2169215.69        | Agency Collateralized Mortgage Obligation |
| GNMA_23-146G                                          | 2053-10-20      | 2.0050%  | N/A     | $38461541.00       | $2229646.79        | Agency Collateralized Mortgage Obligation |
| FNMA_24-50A                                           | 2054-08-25      | 2.7516%  | N/A     | $75000000.00       | $3423759.49        | Agency Collateralized Mortgage Obligation |
| FNMA_24-26F                                           | 2054-05-25      | 2.1016%  | N/A     | $109913370.00      | $3266968.14        | Agency Collateralized Mortgage Obligation |
| GNMA_25-102A                                          | 2055-06-20      | 1.0000%  | N/A     | $6251985.00        | $188080.20         | Agency Collateralized Mortgage Obligation |
| GNMA_10-31                                            | 2040-03-20      | 1.2951%  | N/A     | $473125000.00      | $1717662.13        | Agency Collateralized Mortgage Obligation |
| GNMA_15-165                                           | 2044-08-20      | 1.7451%  | N/A     | $47506714.00       | $846584.20         | Agency Collateralized Mortgage Obligation |
| GNMA_21-162G                                          | 2051-09-20      | 2.5000%  | N/A     | $25400000.00       | $1649549.30        | Agency Collateralized Mortgage Obligation |
| GNMA_19-65M                                           | 2049-05-20      | 1.6451%  | N/A     | $8141610.00        | $251702.27         | Agency Collateralized Mortgage Obligation |
| FREMF_22-K140                                         | 2054-03-25      | 0.1000%  | N/A     | $1017100000.00     | $4978135.10        | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                             | 2053-10-25      | 1.7016%  | N/A     | $75000000.00       | $3384266.19        | Agency Collateralized Mortgage Obligation |
| GNMA_22-22D                                           | 2052-02-20      | 0.0000%  | N/A     | $49999999.00       | $45813.63          | Agency Collateralized Mortgage Obligation |
| GNMA_14-130                                           | 2054-08-16      | 0.4328%  | N/A     | $72603298.00       | $179093.38         | Agency Collateralized Mortgage Obligation |
| GNMA_18-115K                                          | 2048-08-20      | 1.7451%  | N/A     | $22045674.00       | $416765.20         | Agency Collateralized Mortgage Obligation |
| FREMF_18-K80                                          | 2050-08-25      | 0.1000%  | N/A     | $132838590.00      | $321572.61         | Agency Collateralized Mortgage Obligation |
| FHLMC_5460G                                           | 2047-08-15      | 1.5428%  | N/A     | $60897500.00       | $5898442.83        | Agency Collateralized Mortgage Obligation |
| GNMA_24-65J                                           | 2051-04-20      | 2.7550%  | N/A     | $12475179.00       | $1998302.96        | Agency Collateralized Mortgage Obligation |
| GNMA_23-113A                                          | 2063-08-20      | 1.5550%  | N/A     | $30000000.00       | $885906.86         | Agency Collateralized Mortgage Obligation |
| GNMA_20-97W                                           | 2050-07-20      | 3.0000%  | N/A     | $47220141.00       | $3120132.03        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-160  | 2056-01-16      | 0.2865%  | N/A     | $186465000.00      | $393785.80         | Agency Collateralized Mortgage Obligation |
| GNMA_41-97BB                                          | 2054-12-20      | 2.3050%  | N/A     | $23500000.00       | $2124153.77        | Agency Collateralized Mortgage Obligation |
| GNMA_20-164A                                          | 2050-11-20      | 0.0000%  | N/A     | $72000000.00       | $968384.69         | Agency Collateralized Mortgage Obligation |
| FHLMC_5364B                                           | 2053-12-25      | 2.6516%  | N/A     | $50000000.00       | $2401219.64        | Agency Collateralized Mortgage Obligation |
| FHLMC_5249B                                           | 2052-08-25      | 1.6016%  | N/A     | $50085972.00       | $3728148.94        | Agency Collateralized Mortgage Obligation |
| FNMA_21-63B                                           | 2050-04-25      | 3.5000%  | N/A     | $25000000.00       | $3366153.11        | Agency Collateralized Mortgage Obligation |
| GNMA_24-23L                                           | 2050-10-20      | 3.0000%  | N/A     | $27300757.00       | $3323438.31        | Agency Collateralized Mortgage Obligation |
| FNMA_24-75B                                           | 2054-10-25      | 1.6016%  | N/A     | $50000000.00       | $3148740.35        | Agency Collateralized Mortgage Obligation |
| FHLMC_5083B                                           | 2051-03-25      | 2.0000%  | N/A     | $31718171.00       | $2147349.11        | Agency Collateralized Mortgage Obligation |
| FNMA_11-83                                            | 2041-09-25      | 2.0371%  | N/A     | $250093527.00      | $2711070.74        | Agency Collateralized Mortgage Obligation |
| GNMA_16-067                                           | 2057-07-16      | 0.7598%  | N/A     | $138981000.00      | $402824.49         | Agency Collateralized Mortgage Obligation |
| FREMF_20-K121                                         | 2053-11-25      | 0.1000%  | N/A     | $1146001812.00     | $4504643.22        | Agency Collateralized Mortgage Obligation |
| GNMA_24-151D                                          | 2054-09-20      | 0.3550%  | N/A     | $80000000.00       | $3382922.25        | Agency Collateralized Mortgage Obligation |
| GNMA_25-116H                                          | 2055-07-20      | 0.8550%  | N/A     | $25754793.00       | $1241647.69        | Agency Collateralized Mortgage Obligation |
| FHLMC_5031B                                           | 2050-10-25      | 2.5000%  | N/A     | $48440000.00       | $4387604.44        | Agency Collateralized Mortgage Obligation |
| FHLMC_5080L                                           | 2048-11-25      | 4.0000%  | N/A     | $21300000.00       | $2776631.30        | Agency Collateralized Mortgage Obligation |
| GNMA_18-164B                                          | 2048-12-20      | 1.6451%  | N/A     | $8149158.00        | $203624.80         | Agency Collateralized Mortgage Obligation |
| GNMA_25-45E                                           | 2055-03-20      | 1.0050%  | N/A     | $30000000.00       | $1385514.69        | Agency Collateralized Mortgage Obligation |
| FREMF_18-K158                                         | 2033-11-25      | 0.1000%  | N/A     | $78207261.00       | $493079.41         | Agency Collateralized Mortgage Obligation |
| FHLMC_4996                                            | 2050-06-25      | 2.5000%  | N/A     | $13500000.00       | $1095178.33        | Agency Collateralized Mortgage Obligation |
| GNMA_21-196F                                          | 2051-11-20      | 3.0000%  | N/A     | $32604166.00       | $2385041.98        | Agency Collateralized Mortgage Obligation |
| GNMA_13-18B                                           | 2043-02-20      | 3.5000%  | N/A     | $85714285.00       | $1978135.35        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-23   | 2051-02-20      | 2.5000%  | N/A     | $25536887.00       | $2427326.27        | Agency Collateralized Mortgage Obligation |
| FHR-5087                                              | 2051-03-25      | 3.0000%  | N/A     | $35000000.00       | $3021630.65        | Agency Collateralized Mortgage Obligation |
| FNMA_21-94B                                           | 2052-01-25      | 3.5000%  | N/A     | $33691833.00       | $4170896.84        | Agency Collateralized Mortgage Obligation |
| FHLMC_5070A                                           | 2050-09-25      | 3.0000%  | N/A     | $25000000.00       | $2928325.74        | Agency Collateralized Mortgage Obligation |
| GNMA_20-57                                            | 2060-01-16      | 1.7940%  | N/A     | $15700000.00       | $1217501.39        | Agency Collateralized Mortgage Obligation |
| FHLMC_5053G                                           | 2050-12-25      | 3.0000%  | N/A     | $11644739.00       | $1357829.86        | Agency Collateralized Mortgage Obligation |
| GNMA_14-171                                           | 2055-11-16      | 0.2617%  | N/A     | $159446785.00      | $274522.23         | Agency Collateralized Mortgage Obligation |
| GNMA_23-83K                                           | 2063-06-20      | 1.6550%  | N/A     | $16623169.00       | $304655.82         | Agency Collateralized Mortgage Obligation |
| GNMA_22-6E                                            | 2052-01-20      | 0.0000%  | N/A     | $50000015.00       | $641980.39         | Agency Collateralized Mortgage Obligation |
| FNMA_23-39H                                           | 2052-07-25      | 2.0000%  | N/A     | $150000000.00      | $17154078.42       | Agency Collateralized Mortgage Obligation |
| GNMA_19-65                                            | 2046-05-20      | 3.5000%  | N/A     | $30926454.00       | $803458.46         | Agency Collateralized Mortgage Obligation |
| FNMA_21-12E                                           | 2051-03-25      | 3.0000%  | N/A     | $22300000.00       | $2548765.60        | Agency Collateralized Mortgage Obligation |
| GNMA_21-1H                                            | 2051-01-20      | 1.8451%  | N/A     | $27390980.00       | $2857951.94        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1       | 2051-02-25      | 2.0000%  | N/A     | $20469712.00       | $1675554.60        | Agency Collateralized Mortgage Obligation |
| GNMA_25-124K                                          | 2055-07-20      | 0.8050%  | N/A     | $11000000.00       | $527027.32         | Agency Collateralized Mortgage Obligation |
| GNMA_24-171B                                          | 2054-10-20      | 0.5050%  | N/A     | $100000000.00      | $3609117.42        | Agency Collateralized Mortgage Obligation |
| GNMA_21-107                                           | 2051-06-20      | 3.0000%  | N/A     | $3100000.00        | $356879.84         | Agency Collateralized Mortgage Obligation |
| GNMA_25-41C                                           | 2055-03-20      | 1.1050%  | N/A     | $100000000.00      | $3640330.73        | Agency Collateralized Mortgage Obligation |
| GNMA_16-82M                                           | 2046-06-20      | 3.5000%  | N/A     | $11455473.00       | $369363.94         | Agency Collateralized Mortgage Obligation |
| GNMA_25-70D                                           | 2055-04-20      | 0.8050%  | N/A     | $60000000.00       | $3676939.61        | Agency Collateralized Mortgage Obligation |
| GNMA_20-96F                                           | 2046-01-20      | 1.7451%  | N/A     | $66473586.00       | $2716529.40        | Agency Collateralized Mortgage Obligation |
| FHLMC_5072H                                           | 2051-01-25      | 3.5000%  | N/A     | $29313385.00       | $2997174.64        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K129   | 2031-05-25      | 3.2698%  | N/A     | $10999504.00       | $1659980.89        | Agency Collateralized Mortgage Obligation |
| FNMA_21-56H                                           | 2051-09-25      | 2.5000%  | N/A     | $35552900.00       | $2028645.61        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120H                                          | 2049-04-20      | 1.4751%  | N/A     | $19439632.00       | $1977682.63        | Agency Collateralized Mortgage Obligation |
| FHLMC_5140R                                           | 2050-12-25      | 4.5000%  | N/A     | $26016935.00       | $3250468.03        | Agency Collateralized Mortgage Obligation |
| GNMA_19-103B                                          | 2049-08-20      | 1.5951%  | N/A     | $12656000.00       | $412662.90         | Agency Collateralized Mortgage Obligation |
| FHLMC_4923                                            | 2049-11-25      | 1.5371%  | N/A     | $13000000.00       | $667907.23         | Agency Collateralized Mortgage Obligation |
| FHLMC_5415A                                           | 2054-05-25      | 2.8016%  | N/A     | $38559235.00       | $2706369.62        | Agency Collateralized Mortgage Obligation |
| GNMA_18-93D                                           | 2048-07-20      | 1.7451%  | N/A     | $50000000.00       | $1260175.80        | Agency Collateralized Mortgage Obligation |
| GNMA_20-167P                                          | 2050-11-20      | 3.5000%  | N/A     | $44016000.00       | $3334925.52        | Agency Collateralized Mortgage Obligation |
| GNMA_20-142A                                          | 2050-09-20      | 1.8451%  | N/A     | $41488602.00       | $3331937.93        | Agency Collateralized Mortgage Obligation |
| GNMA_23-192F                                          | 2053-12-20      | 7.0000%  | N/A     | $10665013.00       | $1238541.80        | Agency Collateralized Mortgage Obligation |
| GNMA_22-1C                                            | 2052-01-20      | 0.0000%  | N/A     | $65765005.00       | $340978.93         | Agency Collateralized Mortgage Obligation |
| GNMA_23-76C                                           | 2053-05-20      | 1.8050%  | N/A     | $37500000.00       | $1956754.57        | Agency Collateralized Mortgage Obligation |
| GNMA_21-206                                           | 2051-11-20      | 3.5000%  | N/A     | $9825019.00        | $997504.48         | Agency Collateralized Mortgage Obligation |
| GNMA_23-24K                                           | 2052-02-20      | 3.5000%  | N/A     | $28000000.00       | $3618161.24        | Agency Collateralized Mortgage Obligation |
| GNMA_20-95P                                           | 2050-07-20      | 1.7451%  | N/A     | $3037000.00        | $232839.44         | Agency Collateralized Mortgage Obligation |
| FHLMC_5408D                                           | 2053-12-25      | 0.7516%  | N/A     | $60000000.00       | $2252253.71        | Agency Collateralized Mortgage Obligation |
| GNMA_23-173M                                          | 2053-11-20      | 2.0350%  | N/A     | $80000000.00       | $4721315.67        | Agency Collateralized Mortgage Obligation |
| GNMA_16-75                                            | 2045-08-20      | 3.5000%  | N/A     | $25312449.00       | $161922.64         | Agency Collateralized Mortgage Obligation |
| FHLMC_5319B                                           | 2053-07-25      | 1.6016%  | N/A     | $100000000.00      | $3447986.20        | Agency Collateralized Mortgage Obligation |
| GNMA_20-166                                           | 2050-11-20      | 3.0000%  | N/A     | $30000000.00       | $3113758.43        | Agency Collateralized Mortgage Obligation |
| GNMA_18-27B                                           | 2048-02-20      | 4.5000%  | N/A     | $17217275.00       | $795449.36         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-147  | 2048-10-20      | 1.7451%  | N/A     | $63301674.00       | $1880322.04        | Agency Collateralized Mortgage Obligation |
| GNMA_20-181F                                          | 2050-12-20      | 1.8451%  | N/A     | $7559000.00        | $654765.61         | Agency Collateralized Mortgage Obligation |
| FNMA_20-89G                                           | 2050-12-25      | 3.0000%  | N/A     | $34000000.00       | $3492808.95        | Agency Collateralized Mortgage Obligation |
| GNMA_24-59F                                           | 2054-04-20      | 1.6550%  | N/A     | $46500000.00       | $2182977.36        | Agency Collateralized Mortgage Obligation |
| FHLMC_5500A                                           | 2055-02-25      | 0.7516%  | N/A     | $30000000.00       | $882121.11         | Agency Collateralized Mortgage Obligation |
| GNMA_16-60C                                           | 2045-12-20      | 3.5000%  | N/A     | $16818861.00       | $511178.44         | Agency Collateralized Mortgage Obligation |
| GNMA_24-132B                                          | 2064-08-20      | 1.5550%  | N/A     | $85321161.00       | $1437698.59        | Agency Collateralized Mortgage Obligation |
| FHLMC_5391E                                           | 2054-03-25      | 2.1516%  | N/A     | $100000000.00      | $2986677.49        | Agency Collateralized Mortgage Obligation |
| FHLMC_5060B                                           | 2050-12-25      | 3.0000%  | N/A     | $9500000.00        | $1190659.53        | Agency Collateralized Mortgage Obligation |
| GNMA_21-125C                                          | 2051-07-20      | 2.5000%  | N/A     | $35173200.00       | $2772325.72        | Agency Collateralized Mortgage Obligation |
| GNMA_20-153G                                          | 2050-10-20      | 2.5000%  | N/A     | $17599796.00       | $1209845.33        | Agency Collateralized Mortgage Obligation |
| FHLK_12                                               | 2030-10-25      | 2.8351%  | N/A     | $2357000.00        | $281039.42         | Agency Collateralized Mortgage Obligation |
| FHLMC_5478C                                           | 2054-04-25      | 0.7016%  | N/A     | $156000000.00      | $4307487.86        | Agency Collateralized Mortgage Obligation |
| FREMF_17-K69                                          | 2049-10-25      | 0.1000%  | N/A     | $937356543.00      | $1367218.21        | Agency Collateralized Mortgage Obligation |
| GNMA_21-160S                                          | 2051-09-20      | 1.8451%  | N/A     | $26227344.00       | $3132608.26        | Agency Collateralized Mortgage Obligation |
| FNMA_16-11                                            | 2046-03-25      | 1.6871%  | N/A     | $75000000.00       | $953053.35         | Agency Collateralized Mortgage Obligation |
| GNMA_19-141                                           | 2062-01-16      | 0.6178%  | N/A     | $25719162.00       | $676837.18         | Agency Collateralized Mortgage Obligation |
| GNMA_24-183A                                          | 2054-11-20      | 0.1550%  | N/A     | $150000000.00      | $2730748.71        | Agency Collateralized Mortgage Obligation |
| FHLMC_4988M                                           | 2050-07-25      | 3.5000%  | N/A     | $17087913.00       | $1321101.73        | Agency Collateralized Mortgage Obligation |
| GNMA_24-84B                                           | 2064-05-20      | 1.5050%  | N/A     | $11232602.00       | $143727.05         | Agency Collateralized Mortgage Obligation |
| GNMA_16-153D                                          | 2046-11-20      | 3.5000%  | N/A     | $8370000.00        | $334405.48         | Agency Collateralized Mortgage Obligation |
| FHLMC_5051L                                           | 2048-11-15      | 0.0000%  | N/A     | $93000000.00       | $1165480.54        | Agency Collateralized Mortgage Obligation |
| GNMA_19-23A                                           | 2049-02-20      | 1.5951%  | N/A     | $33304063.00       | $734566.23         | Agency Collateralized Mortgage Obligation |
| GNMA_25-87                                            | 2055-05-20      | 0.0500%  | N/A     | $30000000.00       | $44344.62          | Agency Collateralized Mortgage Obligation |
| FHLMC_5065H                                           | 2051-01-25      | 3.0000%  | N/A     | $21222181.00       | $2409374.83        | Agency Collateralized Mortgage Obligation |
| FREMF MORTGAGE TRUST FREMF_18-K76                     | 2051-06-26      | 0.0000%  | N/A     | $54067777.00       | $25562163.61       | Agency Collateralized Mortgage Obligation |
| GNMA_20-116J                                          | 2050-08-20      | 1.7451%  | N/A     | $10000000.00       | $690834.21         | Agency Collateralized Mortgage Obligation |
| GNMA_25-1J                                            | 2055-01-20      | 0.0050%  | N/A     | $100000000.00      | $3689974.16        | Agency Collateralized Mortgage Obligation |
| FHLMC_3152                                            | 2036-03-15      | 2.0228%  | N/A     | $117787959.00      | $379924.58         | Agency Collateralized Mortgage Obligation |
| FNMA_20-80F                                           | 2049-04-25      | 2.5000%  | N/A     | $34683500.00       | $3298625.69        | Agency Collateralized Mortgage Obligation |
| FHLMC_5278A                                           | 2052-11-25      | 0.7016%  | N/A     | $75000000.00       | $2935681.91        | Agency Collateralized Mortgage Obligation |
| GNMA_23-137B                                          | 2051-06-20      | 1.9050%  | N/A     | $33162715.00       | $3953198.12        | Agency Collateralized Mortgage Obligation |
| FNMA_22-27C                                           | 2052-06-25      | 1.7516%  | N/A     | $50000000.00       | $3461883.74        | Agency Collateralized Mortgage Obligation |
| GNMA_23-167D                                          | 2053-11-20      | 1.1550%  | N/A     | $30000000.00       | $450835.92         | Agency Collateralized Mortgage Obligation |
| GNMA_19-56B                                           | 2049-05-20      | 1.6951%  | N/A     | $38251837.00       | $682391.63         | Agency Collateralized Mortgage Obligation |
| GNMA_23-98D                                           | 2053-07-20      | 1.6550%  | N/A     | $71769230.00       | $1854982.13        | Agency Collateralized Mortgage Obligation |

### Security 177: Federal Home Loan Mortgage Corp. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $344854800.69
- **C.18.a - Value (excl. sponsor support):** $344854800.69
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRWX5W460
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC_4456A                                          | 2045-03-15      | 3.0000%  | N/A     | $2311060.00        | $1902162.61        | Agency Collateralized Mortgage Obligation |
| GNMA_21-215B                                         | 2051-12-20      | 3.0000%  | N/A     | $32466582.00       | $2471488.07        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-11-01      | 4.6800%  | N/A     | $649000.00         | $494914.42         | Agency Mortgage-Backed Securities         |
| FNMA_21-43C                                          | 2051-06-25      | 2.5000%  | N/A     | $3700000.00        | $433701.04         | Agency Collateralized Mortgage Obligation |
| FHLMC_5427A                                          | 2054-07-25      | 0.0000%  | N/A     | $1923077.00        | $1128138.26        | Agency Collateralized Mortgage Obligation |
| FNMA_06-44H                                          | 2036-06-25      | 2.1371%  | N/A     | $42412200.00       | $53897.80          | Agency Collateralized Mortgage Obligation |
| GNMA_21-41N                                          | 2050-10-20      | 2.0000%  | N/A     | $18056377.00       | $1096875.08        | Agency Collateralized Mortgage Obligation |
| FNMA_14-24                                           | 2044-05-25      | 1.5871%  | N/A     | $33000000.00       | $172897.13         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-06-20      | 4.5000%  | N/A     | $2178187.00        | $588967.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110 | 2049-09-20      | 1.5951%  | N/A     | $29250000.00       | $1305065.18        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3238                               | 2036-11-15      | 2.0328%  | N/A     | $30000000.00       | $87681.19          | Agency Collateralized Mortgage Obligation |
| FNMA_17-54E                                          | 2047-07-25      | 1.9858%  | N/A     | $17905861.00       | $127058.12         | Agency Collateralized Mortgage Obligation |
| GNMA_24-186E                                         | 2053-02-20      | 1.2050%  | N/A     | $29001154.00       | $1697663.38        | Agency Collateralized Mortgage Obligation |
| FNMA_20-63D                                          | 2050-09-25      | 2.5000%  | N/A     | $4000000.00        | $77285.78          | Agency Collateralized Mortgage Obligation |
| GNMA_25-82B                                          | 2055-05-20      | 0.0000%  | N/A     | $62500000.00       | $94970.28          | Agency Collateralized Mortgage Obligation |
| FNMA_22-18F                                          | 2051-11-25      | 4.0000%  | N/A     | $19120015.00       | $2505525.13        | Agency Collateralized Mortgage Obligation |
| GNMA_19-85A                                          | 2049-07-20      | 1.6451%  | N/A     | $28514769.00       | $1096016.68        | Agency Collateralized Mortgage Obligation |
| GNMA_20-165L                                         | 2050-08-20      | 3.0000%  | N/A     | $27694635.00       | $1959989.75        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_20-47                                | 2050-07-25      | 2.0000%  | N/A     | $600000.00         | $397893.99         | Agency Collateralized Mortgage Obligation |
| GNMA_21-77C                                          | 2050-08-20      | 3.0000%  | N/A     | $6666667.00        | $580669.27         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3549                               | 2039-07-15      | 1.3428%  | N/A     | $56066666.00       | $8100.30           | Agency Collateralized Mortgage Obligation |
| FNMA_20-50A                                          | 2050-07-25      | 4.5000%  | N/A     | $100000.00         | $6527.08           | Agency Collateralized Mortgage Obligation |
| FHLMC_5420G                                          | 2054-06-25      | 1.6016%  | N/A     | $12301442.00       | $755223.88         | Agency Collateralized Mortgage Obligation |
| FHLMC_5056B                                          | 2050-12-25      | 2.5000%  | N/A     | $15378983.00       | $1161754.92        | Agency Collateralized Mortgage Obligation |
| GNMA_22-208C                                         | 2052-12-20      | 1.9250%  | N/A     | $32384320.00       | $1989983.62        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-02-01      | 4.5000%  | N/A     | $1000.00           | $206.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5293    | 2051-03-25      | 2.0000%  | N/A     | $4100003.00        | $441776.00         | Agency Collateralized Mortgage Obligation |
| FHLMC_45-50                                          | 2046-02-15      | 1.5928%  | N/A     | $13250000.00       | $346596.35         | Agency Collateralized Mortgage Obligation |
| GNMA_25-146E                                         | 2053-03-20      | 0.3500%  | N/A     | $18400213.00       | $202834.75         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-06-20      | 4.5000%  | N/A     | $1000.00           | $845.83            | Agency Mortgage-Backed Securities         |
| FNMA_20-97A                                          | 2051-01-25      | 2.0000%  | N/A     | $3100000.00        | $349143.00         | Agency Collateralized Mortgage Obligation |
| FHLMC_5530B                                          | 2055-04-25      | 1.0016%  | N/A     | $100319.00         | $5866.55           | Agency Collateralized Mortgage Obligation |
| GNMA_25-61G                                          | 2065-04-20      | 0.9550%  | N/A     | $31421038.00       | $791946.05         | Agency Collateralized Mortgage Obligation |
| GNMA_23-106C                                         | 2053-07-20      | 1.6050%  | N/A     | $39064000.00       | $1014418.19        | Agency Collateralized Mortgage Obligation |
| GNMA_25-146E                                         | 2054-01-20      | 0.1600%  | N/A     | $31344687.00       | $157789.16         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-47  | 2036-08-16      | 2.3256%  | N/A     | $207160131.00      | $324477.12         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_2924                               | 2035-01-15      | 2.2428%  | N/A     | $128670867.00      | $64820.88          | Agency Collateralized Mortgage Obligation |
| FNMA_10-136                                          | 2040-12-25      | 1.5371%  | N/A     | $118886400.00      | $770435.11         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H10D                                         | 2071-06-20      | 0.5198%  | N/A     | $26399972.00       | $533071.95         | Agency Collateralized Mortgage Obligation |
| GNMA_20-76A                                          | 2050-05-20      | 1.6451%  | N/A     | $15622546.00       | $671769.79         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_20-74                                | 2050-10-25      | 2.5000%  | N/A     | $500000.00         | $58738.02          | Agency Collateralized Mortgage Obligation |
| FNMA_17-23A                                          | 2047-04-25      | 1.6371%  | N/A     | $38000000.00       | $492383.58         | Agency Collateralized Mortgage Obligation |
| GNMA_25-98L                                          | 2055-06-20      | 5.7450%  | N/A     | $1000.00           | $996.38            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 7.0000%  | N/A     | $1547545.00        | $1595528.28        | Agency Mortgage-Backed Securities         |
| GNMA_20-36A                                          | 2050-03-20      | 0.0000%  | N/A     | $200000000.00      | $741918.82         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3287                               | 2037-03-15      | 2.2428%  | N/A     | $27000000.00       | $65539.13          | Agency Collateralized Mortgage Obligation |
| FHLMC_5173D                                          | 2050-05-25      | 2.5000%  | N/A     | $4802098.00        | $614302.90         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-12-15      | 3.5000%  | N/A     | $1167506.00        | $76194.89          | Agency Mortgage-Backed Securities         |
| GNMA_14-118F                                         | 2044-08-16      | 1.1256%  | N/A     | $35501323.00       | $761386.57         | Agency Collateralized Mortgage Obligation |
| FHLMC_5070A                                          | 2050-09-25      | 3.0000%  | N/A     | $10000000.00       | $1171330.30        | Agency Collateralized Mortgage Obligation |
| FNMA_20-61D                                          | 2050-09-25      | 4.0000%  | N/A     | $4109167.00        | $315508.56         | Agency Collateralized Mortgage Obligation |
| FNMA_21-61E                                          | 2049-04-25      | 2.5000%  | N/A     | $3600000.00        | $441123.41         | Agency Collateralized Mortgage Obligation |
| FHLMC_5063F                                          | 2051-01-25      | 2.0000%  | N/A     | $1900000.00        | $194899.96         | Agency Collateralized Mortgage Obligation |
| GNMA_22-197F                                         | 2048-03-20      | 1.6951%  | N/A     | $4587781.00        | $453636.48         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_15-65                                | 2045-09-25      | 3.5000%  | N/A     | $400000.00         | $488713.53         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H28D                                         | 2073-12-20      | 0.6492%  | N/A     | $30517471.00       | $1958997.39        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-12-20      | 4.0000%  | N/A     | $1150094.00        | $704372.51         | Agency Mortgage-Backed Securities         |
| GNMA_09-106                                          | 2036-04-20      | 1.6451%  | N/A     | $161210059.00      | $229462.97         | Agency Collateralized Mortgage Obligation |
| GNMA_21-116N                                         | 2051-06-20      | 3.5000%  | N/A     | $52118480.00       | $4732759.41        | Agency Collateralized Mortgage Obligation |
| GNMA_24-186A                                         | 2054-11-20      | 5.9450%  | N/A     | $6256.00           | $5513.79           | Agency Collateralized Mortgage Obligation |
| GNMA_25-146D                                         | 2053-02-20      | 0.0900%  | N/A     | $20375261.00       | $57753.67          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-03-20      | 7.0000%  | N/A     | $3030569.00        | $3124224.71        | Agency Mortgage-Backed Securities         |
| FHLMC_37-61                                          | 2040-11-15      | 0.2928%  | N/A     | $25000000.00       | $75317.34          | Agency Collateralized Mortgage Obligation |
| GNMA_24-157D                                         | 2053-08-20      | 0.0000%  | N/A     | $6716768.00        | $4166149.52        | Agency Collateralized Mortgage Obligation |
| GNMA_23-151F                                         | 2053-10-20      | 2.6550%  | N/A     | $33152702.00       | $2433961.99        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3575                               | 2039-04-15      | 2.1428%  | N/A     | $20000000.00       | $21377.70          | Agency Collateralized Mortgage Obligation |
| GNMA_24-21F                                          | 2053-07-20      | 0.1000%  | N/A     | $5239396.00        | $8989.45           | Agency Collateralized Mortgage Obligation |
| FHLMC_5336A                                          | 2053-09-25      | 0.0000%  | N/A     | $5510103.00        | $3171079.56        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2039-09-15      | 5.0000%  | N/A     | $4720498.00        | $184809.21         | Agency Mortgage-Backed Securities         |
| GNMA_21-137P                                         | 2051-07-20      | 0.0000%  | N/A     | $89365000.00       | $290896.43         | Agency Collateralized Mortgage Obligation |
| GNMA_24-66B                                          | 2054-04-20      | 5.4750%  | N/A     | $1165255.00        | $858708.12         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2039-07-01      | 6.0000%  | N/A     | $5006784.00        | $362397.99         | Agency Mortgage-Backed Securities         |
| FANNIE MAE FNMA_30437                                | 2035-02-25      | 2.2271%  | N/A     | $14545453.00       | $12379.55          | Agency Collateralized Mortgage Obligation |
| FHLMC_5442C                                          | 2054-08-25      | 0.0000%  | N/A     | $5583107.00        | $3737788.65        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_23-2                                 | 2050-10-25      | 2.0000%  | N/A     | $4100000.00        | $446242.28         | Agency Collateralized Mortgage Obligation |
| GNMA_25-146B                                         | 2055-08-20      | 1.0143%  | N/A     | $100000000.00      | $4524758.00        | Agency Collateralized Mortgage Obligation |
| GNMA_25-146E                                         | 2054-04-20      | 0.0200%  | N/A     | $21285519.00       | $13239.60          | Agency Collateralized Mortgage Obligation |
| GNMA_10-42                                           | 2040-04-20      | 1.2451%  | N/A     | $273000000.00      | $988129.11         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-07-15      | 6.5000%  | N/A     | $1030238.00        | $1041404.86        | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_5085                               | 2051-03-25      | 2.0000%  | N/A     | $2800000.00        | $265482.07         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-17  | 2037-04-16      | 2.0756%  | N/A     | $40000000.00       | $78330.07          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-06-20      | 5.0000%  | N/A     | $810576.00         | $323465.22         | Agency Mortgage-Backed Securities         |
| GNMA_24-40C                                          | 2054-01-20      | 6.0000%  | N/A     | $2754950.00        | $319502.59         | Agency Collateralized Mortgage Obligation |
| GNMA_21-139L                                         | 2051-08-20      | 3.0000%  | N/A     | $461825.00         | $56300.97          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_2084                               | 2028-08-15      | 4.2928%  | N/A     | $37448856.00       | $2902.54           | Agency Collateralized Mortgage Obligation |
| FHLMC_5452K                                          | 2054-09-25      | 2.2016%  | N/A     | $13857066.00       | $1258144.36        | Agency Collateralized Mortgage Obligation |
| GNMA_19-84E                                          | 2049-07-20      | 1.6451%  | N/A     | $74239973.00       | $1324550.33        | Agency Collateralized Mortgage Obligation |
| FHLMC_4923                                           | 2048-04-25      | 1.5371%  | N/A     | $33156137.00       | $1764270.81        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-12  | 2040-01-16      | 1.9256%  | N/A     | $24000000.00       | $46939.65          | Agency Collateralized Mortgage Obligation |
| GNMA_24-97A                                          | 2054-06-20      | 5.5450%  | N/A     | $13214316.00       | $7533933.92        | Agency Collateralized Mortgage Obligation |
| FNMA_21-44C                                          | 2051-07-25      | 2.5000%  | N/A     | $1000000.00        | $149586.49         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5059                               | 2051-01-25      | 2.5000%  | N/A     | $2200005.00        | $282339.31         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5010                               | 2050-09-25      | 2.5000%  | N/A     | $700000.00         | $65928.14          | Agency Collateralized Mortgage Obligation |
| FNMA_16-76A                                          | 2046-10-25      | 4.9098%  | N/A     | $3600000.00        | $408380.79         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-87                                | 2039-11-25      | 1.7871%  | N/A     | $103151785.00      | $156671.78         | Agency Collateralized Mortgage Obligation |
| GNMA_14-56                                           | 2039-12-16      | 1.6256%  | N/A     | $299414.00         | $2166.88           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-07-01      | 4.5000%  | N/A     | $572908.00         | $45618.18          | Agency Mortgage-Backed Securities         |
| FNMA_10-150                                          | 2041-01-25      | 2.0271%  | N/A     | $27857143.00       | $383558.97         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2045-10-20      | 3.0000%  | N/A     | $485839.00         | $537525.86         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-39  | 2035-06-20      | 1.7451%  | N/A     | $50000000.00       | $34865.80          | Agency Collateralized Mortgage Obligation |
| FNMA_25-50B                                          | 2051-11-25      | 5.5000%  | N/A     | $4966801.00        | $4971245.28        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-22     | 2051-10-25      | 2.5000%  | N/A     | $5141508.00        | $761842.91         | Agency Collateralized Mortgage Obligation |
| GNMA_24-H17D                                         | 2074-09-20      | 0.8958%  | N/A     | $73200000.00       | $5334804.72        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 7.0000%  | N/A     | $1060075.00        | $1041449.21        | Agency Mortgage-Backed Securities         |
| FHLMC_5371F                                          | 2054-01-25      | 28.7225% | N/A     | $4125855.00        | $5008859.85        | Agency Collateralized Mortgage Obligation |
| FNMA_16-65A                                          | 2046-09-25      | 1.6371%  | N/A     | $31164258.00       | $524413.64         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_10-42                                | 2040-05-25      | 1.9371%  | N/A     | $42500000.00       | $11741.19          | Agency Collateralized Mortgage Obligation |
| FHLMC_3988                                           | 2042-01-15      | 2.0179%  | N/A     | $60000000.00       | $510864.15         | Agency Collateralized Mortgage Obligation |
| FNMA_15-26                                           | 2045-05-25      | 1.9871%  | N/A     | $15000000.00       | $250844.57         | Agency Collateralized Mortgage Obligation |
| GNMA_21-76C                                          | 2050-08-20      | 3.0000%  | N/A     | $19186048.00       | $1485369.61        | Agency Collateralized Mortgage Obligation |
| GNMA_20-126A                                         | 2050-08-20      | 3.0000%  | N/A     | $18485964.00       | $1557933.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-07-01      | 7.0000%  | N/A     | $1000.00           | $1039.57           | Agency Mortgage-Backed Securities         |
| FNMA_21-52B                                          | 2047-12-25      | 2.5000%  | N/A     | $2000000.00        | $212203.50         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 6.5000%  | N/A     | $5279035.00        | $4908653.25        | Agency Mortgage-Backed Securities         |
| FHLMC_5528B                                          | 2055-04-25      | 1.6516%  | N/A     | $35155783.00       | $2266259.83        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-12-20      | 6.5000%  | N/A     | $1356713.00        | $516951.60         | Agency Mortgage-Backed Securities         |
| FHLMC_5293C                                          | 2051-04-25      | 2.5000%  | N/A     | $3400000.00        | $452563.23         | Agency Collateralized Mortgage Obligation |
| GNMA_22-197M                                         | 2052-11-20      | 0.0000%  | N/A     | $412023.00         | $227717.91         | Agency Collateralized Mortgage Obligation |
| FHLMC_5179B                                          | 2052-01-25      | 2.5000%  | N/A     | $5000000.00        | $683651.04         | Agency Collateralized Mortgage Obligation |
| GNMA_21-155N                                         | 2051-07-20      | 1.8451%  | N/A     | $7000000.00        | $662399.57         | Agency Collateralized Mortgage Obligation |
| GNMA_19-65K                                          | 2049-05-20      | 4.5000%  | N/A     | $1593.00           | $311.21            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-188 | 2051-10-20      | 2.0000%  | N/A     | $52762.00          | $25259.74          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-04-01      | 3.0000%  | N/A     | $2212480.00        | $1535725.60        | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                     | 2044-01-01      | 3.5000%  | N/A     | $2612995.00        | $211240.03         | Agency Mortgage-Backed Securities         |
| GNMA_25-146A                                         | 2055-08-20      | 1.6140%  | N/A     | $250000000.00      | $15100124.50       | Agency Collateralized Mortgage Obligation |
| FHLMC_5362A                                          | 2053-12-25      | 0.0000%  | N/A     | $4642858.00        | $2443077.02        | Agency Collateralized Mortgage Obligation |
| FNMA_25-75B                                          | 2055-09-25      | 5.5000%  | N/A     | $3823860.00        | $3748624.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-08-20      | 6.0000%  | N/A     | $1619800.00        | $683285.47         | Agency Mortgage-Backed Securities         |
| FHLMC_4942G                                          | 2050-01-25      | 1.5371%  | N/A     | $23332918.00       | $1004654.65        | Agency Collateralized Mortgage Obligation |
| FNMA_24-38A                                          | 2054-06-25      | 1.6016%  | N/A     | $19793856.00       | $737281.70         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_2322                               | 2029-06-15      | 4.1428%  | N/A     | $36910346.00       | $3000.88           | Agency Collateralized Mortgage Obligation |
| FNMA_18-76A                                          | 2045-06-25      | 1.6371%  | N/A     | $29492770.00       | $833047.64         | Agency Collateralized Mortgage Obligation |
| GNMA_24-200C                                         | 2054-12-20      | 1.7050%  | N/A     | $36404091.00       | $2721709.42        | Agency Collateralized Mortgage Obligation |
| FNMA_17-74B                                          | 2047-10-25      | 1.7371%  | N/A     | $13709000.00       | $400336.98         | Agency Collateralized Mortgage Obligation |
| GNMA_25-95C                                          | 2055-05-20      | 0.7850%  | N/A     | $10890423.00       | $584501.59         | Agency Collateralized Mortgage Obligation |
| GNMA_25-146D                                         | 2053-02-20      | 0.0500%  | N/A     | $33370779.00       | $52375.43          | Agency Collateralized Mortgage Obligation |
| FHLMC_5149M                                          | 2051-01-25      | 2.5000%  | N/A     | $2421200.00        | $289017.36         | Agency Collateralized Mortgage Obligation |
| GNMA_25-146F                                         | 2051-11-20      | 2.5000%  | N/A     | $14191580.00       | $2199573.47        | Agency Collateralized Mortgage Obligation |
| FNMA_14-74A                                          | 2044-11-25      | 3.0000%  | N/A     | $10000000.00       | $11675227.65       | Agency Collateralized Mortgage Obligation |
| GNMA_24-144J                                         | 2054-01-20      | 1.4050%  | N/A     | $34784256.00       | $1658689.81        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-03-20      | 5.0000%  | N/A     | $14276728.00       | $13834260.30       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-07-20      | 5.0000%  | N/A     | $5928545.00        | $2202779.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-06-01      | 6.5000%  | N/A     | $1000.00           | $1040.98           | Agency Mortgage-Backed Securities         |
| FHLMC_5069                                           | 2051-02-25      | 2.5000%  | N/A     | $4300000.00        | $434290.14         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-09-01      | 5.0000%  | N/A     | $1010.00           | $791.76            | Agency Mortgage-Backed Securities         |
| FANNIE MAE FNMA_18-91                                | 2058-12-25      | 3.5000%  | N/A     | $21299857.00       | $6253479.03        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-04-01      | 6.0000%  | N/A     | $616415.00         | $601876.45         | Agency Mortgage-Backed Securities         |
| FHLMC_2484                                           | 2032-07-15      | 6.5000%  | N/A     | $4999999.00        | $177383.95         | Agency Collateralized Mortgage Obligation |
| GNMA_25-34C                                          | 2055-02-20      | 0.9550%  | N/A     | $37681300.00       | $1904301.61        | Agency Collateralized Mortgage Obligation |
| FHLMC_5160G                                          | 2050-11-25      | 2.5000%  | N/A     | $13200000.00       | $1438533.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1026.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2047-02-01      | 4.0000%  | N/A     | $1026.00           | $315.79            | Agency Mortgage-Backed Securities         |
| GNMA_23-135D                                         | 2053-09-20      | 0.2000%  | N/A     | $50000000.00       | $64835.21          | Agency Collateralized Mortgage Obligation |
| FNMA_20-57                                           | 2050-08-25      | 2.5000%  | N/A     | $3752416.00        | $476701.78         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H23E                                         | 2073-09-20      | 0.7249%  | N/A     | $37811750.00       | $2141923.46        | Agency Collateralized Mortgage Obligation |
| GNMA_20-11C                                          | 2048-10-20      | 0.2750%  | N/A     | $100044.00         | $652.00            | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                          | 2055-04-20      | 1.6050%  | N/A     | $66375526.00       | $4261009.03        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H18E                                         | 2074-09-20      | 0.8303%  | N/A     | $33500000.00       | $2138821.85        | Agency Collateralized Mortgage Obligation |
| GNMA_23-54K                                          | 2053-04-20      | 1.8550%  | N/A     | $30299593.00       | $2389108.76        | Agency Collateralized Mortgage Obligation |
| FNMA_12-128                                          | 2042-11-25      | 1.6871%  | N/A     | $30000000.00       | $381947.81         | Agency Collateralized Mortgage Obligation |
| FNMA_20-62B                                          | 2050-09-25      | 2.5000%  | N/A     | $900000.00         | $108320.92         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 6.5000%  | N/A     | $59156.00          | $60821.38          | Agency Mortgage-Backed Securities         |
| GNMA_23-176A                                         | 2053-11-20      | 6.2450%  | N/A     | $1728891.00        | $710618.37         | Agency Collateralized Mortgage Obligation |
| GNMA_21-193E                                         | 2050-02-20      | 3.0000%  | N/A     | $22817763.00       | $1572204.50        | Agency Collateralized Mortgage Obligation |
| GNMA_24-172B                                         | 2054-10-20      | 5.4450%  | N/A     | $762005.00         | $655208.44         | Agency Collateralized Mortgage Obligation |
| GNMA_19-115E                                         | 2049-09-20      | 1.5951%  | N/A     | $62300250.00       | $2842545.43        | Agency Collateralized Mortgage Obligation |
| GNMA_24-172A                                         | 2054-10-20      | 5.3450%  | N/A     | $836727.00         | $768231.61         | Agency Collateralized Mortgage Obligation |
| FNMA_18-53D                                          | 2048-07-25      | 1.8348%  | N/A     | $4368424.00        | $41271.41          | Agency Collateralized Mortgage Obligation |
| GNMA_24-105E                                         | 2054-06-20      | 1.0050%  | N/A     | $133333334.00      | $4915533.63        | Agency Collateralized Mortgage Obligation |
| FHLMC_5355A                                          | 2053-11-25      | 0.0000%  | N/A     | $10684770.00       | $6044355.62        | Agency Collateralized Mortgage Obligation |
| FNMA_16-40J                                          | 2046-07-25      | 1.3641%  | N/A     | $157677272.00      | $572719.26         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-02-01      | 4.5000%  | N/A     | $1001.00           | $85.38             | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_5013                               | 2050-09-25      | 2.5000%  | N/A     | $1700000.00        | $208812.10         | Agency Collateralized Mortgage Obligation |
| FANNIEMAE-ACES FNA_17-M7                             | 2027-02-25      | 2.9610%  | N/A     | $20000.00          | $15158.42          | Agency Collateralized Mortgage Obligation |
| GNMA_19-128                                          | 2049-10-20      | 1.5951%  | N/A     | $23561122.00       | $812210.35         | Agency Collateralized Mortgage Obligation |
| GNMA_13-188                                          | 2043-12-16      | 1.0756%  | N/A     | $88104086.00       | $899002.21         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5458                               | 2054-09-25      | 5.3484%  | N/A     | $976568.00         | $927950.03         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-06-01      | 6.0000%  | N/A     | $4000000.00        | $10337.41          | Agency Mortgage-Backed Securities         |
| GNMA_14-152                                          | 2044-10-20      | 1.1451%  | N/A     | $57000000.00       | $493563.24         | Agency Collateralized Mortgage Obligation |
| FNMA_19-59F                                          | 2049-10-25      | 1.9069%  | N/A     | $63684502.00       | $733932.06         | Agency Collateralized Mortgage Obligation |
| FNMA_21-12D                                          | 2051-03-25      | 2.5000%  | N/A     | $145000.00         | $16571.69          | Agency Collateralized Mortgage Obligation |
| FNMA_24-56C                                          | 2054-08-25      | 2.7516%  | N/A     | $100217.00         | $8469.12           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2046-09-15      | 4.0000%  | N/A     | $305893.00         | $39594.51          | Agency Mortgage-Backed Securities         |
| GNMA_25-146E                                         | 2054-05-20      | 1.6050%  | N/A     | $104260319.00      | $4423686.41        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-14  | 2040-02-16      | 2.0756%  | N/A     | $25000000.00       | $61852.75          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5274    | 2051-01-25      | 2.5000%  | N/A     | $700000.00         | $100043.45         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-09-15      | 7.0000%  | N/A     | $31929.00          | $33158.08          | Agency Mortgage-Backed Securities         |
| FANNIE MAE FNMA_07-91                                | 2037-10-25      | 5.0629%  | N/A     | $1522.00           | $55.40             | Agency Collateralized Mortgage Obligation |
| FHLMC_3990                                           | 2027-01-15      | 2.1928%  | N/A     | $103668.00         | $19.23             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5010    | 2050-09-25      | 2.5000%  | N/A     | $6251802.00        | $747434.63         | Agency Collateralized Mortgage Obligation |
| FHLMC_5518C                                          | 2055-03-25      | 0.8316%  | N/A     | $18679000.00       | $755790.19         | Agency Collateralized Mortgage Obligation |
| FNMA_24-M5B                                          | 2033-10-25      | 4.7170%  | N/A     | $132085.00         | $133116.45         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-01-20      | 5.7500%  | N/A     | $1000000.00        | $30977.57          | Agency Mortgage-Backed Securities         |
| GNMA_16-61                                           | 2046-05-20      | 1.5951%  | N/A     | $7000000.00        | $222039.27         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-09-20      | 6.5160%  | N/A     | $150899.00         | $25392.75          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-02-20      | 4.5000%  | N/A     | $56287.00          | $34252.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-12-20      | 5.5000%  | N/A     | $209671.00         | $110491.50         | Agency Mortgage-Backed Securities         |
| FNMA_12-14                                           | 2042-03-25      | 2.0371%  | N/A     | $40416825.00       | $362753.93         | Agency Collateralized Mortgage Obligation |
| GNMA_22-101E                                         | 2052-06-20      | 1.7050%  | N/A     | $80000000.00       | $5372611.86        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-03-01      | 2.5000%  | N/A     | $2525000.00        | $1676031.21        | Agency Mortgage-Backed Securities         |
| GNMA_23-70A                                          | 2053-05-20      | 5.3450%  | N/A     | $512025.00         | $397848.85         | Agency Collateralized Mortgage Obligation |
| FNMA_15-2                                            | 2045-02-25      | 1.6371%  | N/A     | $56835041.00       | $787827.03         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-09-20      | 4.5000%  | N/A     | $1066.00           | $501.17            | Agency Mortgage-Backed Securities         |
| GNMA_24-61G                                          | 2054-04-20      | 5.7500%  | N/A     | $362231.00         | $370084.98         | Agency Collateralized Mortgage Obligation |
| FNMA_19-M23                                          | 2031-10-25      | 2.7200%  | N/A     | $625000.00         | $529764.39         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-12-01      | 7.0000%  | N/A     | $1001.00           | $1047.08           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-04-20      | 4.5000%  | N/A     | $658884.00         | $133217.72         | Agency Mortgage-Backed Securities         |
| GNMA_24-128B                                         | 2054-08-20      | 2.3250%  | N/A     | $100000.00         | $6437.76           | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5018                               | 2050-10-25      | 2.0000%  | N/A     | $1300000.00        | $131995.74         | Agency Collateralized Mortgage Obligation |
| GNMA_19-97D                                          | 2049-08-20      | 1.5951%  | N/A     | $33952064.00       | $1152048.79        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 6.5000%  | N/A     | $199635.00         | $205263.84         | Agency Mortgage-Backed Securities         |
| FANNIE MAE FNMA_20-56                                | 2050-08-25      | 2.5000%  | N/A     | $800001.00         | $91412.03          | Agency Collateralized Mortgage Obligation |
| FHLMC_5196D                                          | 2052-02-25      | 0.0000%  | N/A     | $221639.00         | $15.01             | Agency Collateralized Mortgage Obligation |
| GNMA_09-13E                                          | 2039-03-16      | 1.5256%  | N/A     | $50000000.00       | $172668.93         | Agency Collateralized Mortgage Obligation |
| FHLMC_5444A                                          | 2054-08-25      | 2.7516%  | N/A     | $51607234.00       | $3088244.44        | Agency Collateralized Mortgage Obligation |
| FNMA_24-94B                                          | 2054-08-25      | 0.0000%  | N/A     | $23861240.00       | $15292544.15       | Agency Collateralized Mortgage Obligation |
| FHLMC_4656E                                          | 2047-02-15      | 4.0000%  | N/A     | $115000.00         | $147518.87         | Agency Collateralized Mortgage Obligation |
| FNMA_07-22E                                          | 2037-03-25      | 2.2871%  | N/A     | $94696183.00       | $320063.57         | Agency Collateralized Mortgage Obligation |
| FHLMC_5507B                                          | 2055-02-25      | 0.6516%  | N/A     | $15063600.00       | $353283.32         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2049-07-15      | 4.0000%  | N/A     | $997898.00         | $126252.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-05-20      | 4.5000%  | N/A     | $708868.00         | $78126.48          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-05-20      | 6.5000%  | N/A     | $455286.00         | $473322.77         | Agency Mortgage-Backed Securities         |
| FHLMC_5312B                                          | 2053-05-25      | 1.7516%  | N/A     | $27289562.00       | $2021438.87        | Agency Collateralized Mortgage Obligation |
| FANNIEMAE-ACES FNMA_15-M17                           | 2025-11-25      | 3.1040%  | N/A     | $320000.00         | $53891.64          | Agency Collateralized Mortgage Obligation |
| GNMA_21-146F                                         | 2051-08-20      | 2.5000%  | N/A     | $9058640.00        | $864162.67         | Agency Collateralized Mortgage Obligation |
| GNMA_24-H08D                                         | 2074-05-20      | 0.8273%  | N/A     | $29282262.00       | $1962531.39        | Agency Collateralized Mortgage Obligation |
| FNMA_02-8                                            | 2032-03-25      | 3.6355%  | N/A     | $55000000.00       | $2693.96           | Agency Collateralized Mortgage Obligation |
| FNMA_19-59C                                          | 2049-10-25      | 1.6071%  | N/A     | $6405661.00        | $326829.23         | Agency Collateralized Mortgage Obligation |
| FHLMC_5178G                                          | 2051-11-25      | 4.0000%  | N/A     | $41029039.00       | $5164007.44        | Agency Collateralized Mortgage Obligation |
| FNMA_20-77A                                          | 2050-11-25      | 2.5000%  | N/A     | $100000.00         | $9466.10           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-02-01      | 6.5000%  | N/A     | $1511.00           | $894.98            | Agency Mortgage-Backed Securities         |
| GNMA_12-96                                           | 2042-08-20      | 1.6451%  | N/A     | $50739057.00       | $960949.30         | Agency Collateralized Mortgage Obligation |
| FHLMC_5069E                                          | 2051-02-25      | 3.0000%  | N/A     | $6659441.00        | $639631.09         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-10-20      | 4.0000%  | N/A     | $1000.00           | $92.59             | Agency Mortgage-Backed Securities         |
| GNMA_23-H16D                                         | 2073-06-20      | 0.3891%  | N/A     | $17900000.00       | $686767.80         | Agency Collateralized Mortgage Obligation |
| GNMA_25-82C                                          | 2065-05-20      | 1.4550%  | N/A     | $50623112.00       | $1311395.07        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3684                               | 2036-11-15      | 4.7784%  | N/A     | $12045500.00       | $436206.64         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-07-01      | 4.5000%  | N/A     | $2879198.00        | $546053.14         | Agency Mortgage-Backed Securities         |
| FNMA_15-34A                                          | 2045-06-25      | 0.0000%  | N/A     | $105937.00         | $6.49              | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-06-01      | 5.5000%  | N/A     | $2401830.00        | $3990.22           | Agency Mortgage-Backed Securities         |
| GNMA_23-164J                                         | 2053-11-20      | 2.7550%  | N/A     | $14694517.00       | $1217106.76        | Agency Collateralized Mortgage Obligation |
| FNMA_25-75B                                          | 2053-06-25      | 5.5000%  | N/A     | $9395127.00        | $1496425.56        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-5   | 2033-06-20      | 2.2451%  | N/A     | $79814842.00       | $3767.41           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-05-01      | 7.0000%  | N/A     | $1001.00           | $83.25             | Agency Mortgage-Backed Securities         |
| FHLMC_5095A                                          | 2051-04-25      | 2.5000%  | N/A     | $13055000.00       | $1232011.07        | Agency Collateralized Mortgage Obligation |
| FHLMC_5426F                                          | 2054-06-25      | 0.8016%  | N/A     | $64979240.00       | $2865205.33        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-11-20      | 4.5000%  | N/A     | $2225341.00        | $147759.54         | Agency Mortgage-Backed Securities         |
| FHLMC_5038J                                          | 2050-10-25      | 2.5000%  | N/A     | $110000.00         | $11955.72          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-03-20      | 6.5000%  | N/A     | $125139.00         | $121540.00         | Agency Mortgage-Backed Securities         |
| GNMA_24-5B                                           | 2054-01-20      | 5.5000%  | N/A     | $5210091.00        | $5255000.83        | Agency Collateralized Mortgage Obligation |
| FNMA_11-110                                          | 2041-04-25      | 2.1871%  | N/A     | $50000115.00       | $21717.09          | Agency Collateralized Mortgage Obligation |
| FHLMC_5149R                                          | 2051-10-25      | 3.0000%  | N/A     | $6967517.00        | $614921.31         | Agency Collateralized Mortgage Obligation |
| FHLMC_5038G                                          | 2050-10-25      | 2.5000%  | N/A     | $29965000.00       | $3182566.44        | Agency Collateralized Mortgage Obligation |
| GNMA_21-135D                                         | 2051-08-20      | 1.8451%  | N/A     | $12133088.00       | $1209733.36        | Agency Collateralized Mortgage Obligation |
| FNMA_12-2                                            | 2042-02-25      | 2.0371%  | N/A     | $15333333.00       | $194755.25         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2040-08-20      | 5.0000%  | N/A     | $101797.00         | $16.95             | Agency Collateralized Mortgage Obligation |
| GNMA_23-116G                                         | 2053-08-20      | 5.5450%  | N/A     | $237079.00         | $122106.70         | Agency Collateralized Mortgage Obligation |
| FNMA_21-34J                                          | 2051-03-25      | 2.5000%  | N/A     | $260000.00         | $26775.10          | Agency Collateralized Mortgage Obligation |
| GNMA_23-H05D                                         | 2073-01-20      | 0.9922%  | N/A     | $15464060.00       | $1229697.04        | Agency Collateralized Mortgage Obligation |
| FHLMC_4908E                                          | 2042-12-15      | 1.8476%  | N/A     | $43734086.00       | $900919.75         | Agency Collateralized Mortgage Obligation |
| GNMA_25-146D                                         | 2053-03-20      | 0.1000%  | N/A     | $30617387.00       | $96199.83          | Agency Collateralized Mortgage Obligation |
| FNMA_15-91                                           | 2045-12-25      | 1.9390%  | N/A     | $82366191.00       | $401448.47         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-05-20      | 5.0940%  | N/A     | $3229388.00        | $2927739.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-03-20      | 6.5000%  | N/A     | $395280.00         | $405753.30         | Agency Mortgage-Backed Securities         |
| GNMA_23-187F                                         | 2053-12-20      | 5.5950%  | N/A     | $1649200.00        | $875423.25         | Agency Collateralized Mortgage Obligation |
| FNMA_25-34A                                          | 2055-05-25      | 1.6016%  | N/A     | $3600256.00        | $274230.75         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-11-20      | 6.5000%  | N/A     | $1090301.00        | $860054.56         | Agency Mortgage-Backed Securities         |
| FHLMC_5092Y                                          | 2051-02-25      | 0.0000%  | N/A     | $32887478.00       | $49944.81          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1      | 2051-02-25      | 2.5000%  | N/A     | $1800000.00        | $231988.91         | Agency Collateralized Mortgage Obligation |
| FHLMC_4657                                           | 2047-02-15      | 1.5428%  | N/A     | $36091396.00       | $936741.81         | Agency Collateralized Mortgage Obligation |
| FHLMC_5523A                                          | 2053-11-25      | 2.8016%  | N/A     | $8988697.00        | $714856.63         | Agency Collateralized Mortgage Obligation |
| FHLMC_5161D                                          | 2051-03-25      | 2.0000%  | N/A     | $3800000.00        | $447430.38         | Agency Collateralized Mortgage Obligation |
| GNMA_25-105Q                                         | 2049-09-20      | 1.5951%  | N/A     | $47929783.00       | $5870659.08        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-02-20      | 5.5000%  | N/A     | $1276053.00        | $490174.09         | Agency Mortgage-Backed Securities         |
| FHLMC_4770C                                          | 2043-08-15      | 2.1230%  | N/A     | $76400829.00       | $979862.63         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-89     | 2050-12-25      | 2.5000%  | N/A     | $300110.00         | $31414.95          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2048-04-15      | 4.0000%  | N/A     | $302566.00         | $55696.58          | Agency Mortgage-Backed Securities         |
| GNMA_24-H14A                                         | 2074-08-20      | 0.8949%  | N/A     | $21852280.00       | $1595760.44        | Agency Collateralized Mortgage Obligation |
| FHLMC_433                                            | 2044-02-15      | 2.1928%  | N/A     | $100005.00         | $955.38            | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_05-89                                | 2035-10-25      | 2.2371%  | N/A     | $31962174.00       | $34881.88          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-04-20      | 4.5000%  | N/A     | $1011.00           | $899.99            | Agency Mortgage-Backed Securities         |
| GNMA_24-186C                                         | 2054-11-20      | 0.0000%  | N/A     | $1000.00           | $592.84            | Agency Collateralized Mortgage Obligation |
| GNMA_24-89A                                          | 2054-05-20      | 5.5000%  | N/A     | $1052177.00        | $1072794.18        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-07-20      | 5.5000%  | N/A     | $2055499.00        | $429920.87         | Agency Mortgage-Backed Securities         |
| FHLMC_5502D                                          | 2055-02-25      | 0.0586%  | N/A     | $595000000.00      | $212896.37         | Agency Collateralized Mortgage Obligation |

### Security 179: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $436039668.18
- **C.18.a - Value (excl. sponsor support):** $436039668.18
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 180: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDQMLJA1
- **C.18 - Value (incl. sponsor support):** $6500000000.00
- **C.18.a - Value (excl. sponsor support):** $6500000000.00
- **C.19 - Percentage of Net Assets:** 3.5100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | N/A     | $148000.00         | $147182.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | N/A     | $3639900.00        | $3447319.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | N/A     | $2318800.00        | $2250147.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | N/A     | $1533700.00        | $1505058.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | N/A     | $17387000.00       | $17241547.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | N/A     | $306000.00         | $308718.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | N/A     | $11457400.00       | $11589725.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-09      | 0.0000%  | N/A     | $32200000.00       | $32061121.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | N/A     | $112000.00         | $108114.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | N/A     | $34320000.00       | $34604963.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 0.3750%  | N/A     | $1245000.00        | $1234694.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | N/A     | $5300000.00        | $5214299.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | N/A     | $87221300.00       | $87943202.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | N/A     | $499952000.00      | $509282615.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | N/A     | $3842400.00        | $3609404.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-04      | 0.0000%  | N/A     | $3057300.00        | $3035495.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-02      | 0.0000%  | N/A     | $55654000.00       | $55458988.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 3.0000%  | N/A     | $1073000.00        | $1085233.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | N/A     | $529164800.00      | $538272249.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | N/A     | $658000.00         | $652649.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | N/A     | $1784300.00        | $1680755.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | N/A     | $230957600.00      | $237096726.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-05      | 0.0000%  | N/A     | $20282800.00       | $19942008.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | N/A     | $650000.00         | $640369.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 2.8750%  | N/A     | $183700.00         | $184427.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | N/A     | $13177500.00       | $12551741.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-16      | 0.0000%  | N/A     | $2158900.00        | $2147924.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | N/A     | $2730000.00        | $2678425.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | N/A     | $1183400.00        | $1180070.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | N/A     | $327000.00         | $319870.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | N/A     | $1309300.00        | $1223993.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-09      | 0.0000%  | N/A     | $1933200.00        | $1931605.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | N/A     | $132000.00         | $130092.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | N/A     | $83000.00          | $83273.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | N/A     | $453100.00         | $429415.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | N/A     | $81314000.00       | $81948666.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-23      | 0.0000%  | N/A     | $207544000.00      | $207027838.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | N/A     | $2136200.00        | $2094608.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-26      | 0.0000%  | N/A     | $22213800.00       | $21929441.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 2.6250%  | N/A     | $169200.00         | $169067.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | N/A     | $1401000.00        | $1356450.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-22      | 0.0000%  | N/A     | $37396000.00       | $36819652.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | N/A     | $6464100.00        | $6229543.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | N/A     | $1923900.00        | $1883930.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | N/A     | $3011200.00        | $3031634.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | N/A     | $3478500.00        | $3325180.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-02      | 0.0000%  | N/A     | $11255200.00       | $11103783.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-14      | 0.0000%  | N/A     | $51900.00          | $51647.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | N/A     | $75000.00          | $72923.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | N/A     | $795000.00         | $786854.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | N/A     | $156450400.00      | $160274207.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | N/A     | $18226200.00       | $17643162.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | N/A     | $566300.00         | $528275.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | N/A     | $2071000.00        | $2053458.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | N/A     | $356700.00         | $348970.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | N/A     | $1538000.00        | $1499128.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | N/A     | $1770000.00        | $1716092.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | N/A     | $419992800.00      | $424362039.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-25      | 0.0000%  | N/A     | $235000000.00      | $234365265.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | N/A     | $609300.00         | $590476.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | N/A     | $2527600.00        | $2498683.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | N/A     | $1443000.00        | $1436713.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-15      | 4.0000%  | N/A     | $170000.00         | $171343.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | N/A     | $1073100.00        | $1008294.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-11      | 0.0000%  | N/A     | $2006800.00        | $2004674.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | N/A     | $9074000.00        | $9154204.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 3.0000%  | N/A     | $1690000.00        | $1703204.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | N/A     | $160000.00         | $155584.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | N/A     | $135000.00         | $126962.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | N/A     | $207900.00         | $202355.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | N/A     | $422000.00         | $420477.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | N/A     | $444900.00         | $444491.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | N/A     | $1911000.00        | $1922432.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | N/A     | $517000.00         | $488633.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 0.3750%  | N/A     | $1477900.00        | $1455760.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | N/A     | $14500.00          | $14750.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 2.6250%  | N/A     | $403000.00         | $401305.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | N/A     | $65000.00          | $63852.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | N/A     | $555000.00         | $523210.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.2500%  | N/A     | $1906100.00        | $1913029.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | N/A     | $96022600.00       | $98787133.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | N/A     | $58215100.00       | $61338527.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | N/A     | $794634400.00      | $807233466.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | N/A     | $288000.00         | $292519.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-15      | 4.1250%  | N/A     | $1889400.00        | $1907845.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | N/A     | $7024600.00        | $6409446.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | N/A     | $18578000.00       | $18712498.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | N/A     | $4226700.00        | $4105662.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | N/A     | $25489000.00       | $25332984.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | N/A     | $9922000.00        | $9777387.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | N/A     | $27286500.00       | $27579875.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | N/A     | $179000.00         | $179163.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | N/A     | $59970900.00       | $61017676.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-04      | 0.0000%  | N/A     | $14800.00          | $14646.02          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | N/A     | $200.00            | $172.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | N/A     | $4780000.00        | $4819361.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | N/A     | $55000.00          | $54241.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-28      | 0.0000%  | N/A     | $28757300.00       | $28474989.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | N/A     | $1127000.00        | $1096660.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | N/A     | $1274900.00        | $1245256.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 3.8750%  | N/A     | $296000.00         | $297140.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | N/A     | $16321700.00       | $15295638.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | N/A     | $1074100.00        | $1048924.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-16      | 0.0000%  | N/A     | $10000000.00       | $9983420.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | N/A     | $300000000.00      | $310034582.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | N/A     | $784600.00         | $784775.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | N/A     | $282800.00         | $264992.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | N/A     | $2001200.00        | $1954984.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | N/A     | $58349200.00       | $57061077.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | N/A     | $456000.00         | $445114.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | N/A     | $250800.00         | $236287.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-09      | 0.0000%  | N/A     | $555600.00         | $549517.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | N/A     | $4302000.00        | $4355329.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | N/A     | $1974323200.00     | $2000712325.71     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | N/A     | $534700.00         | $500388.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | N/A     | $10000000.00       | $9295420.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-29      | 0.0000%  | N/A     | $7376500.00        | $7257590.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 4.2500%  | N/A     | $2652500.00        | $2671697.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 0.2500%  | N/A     | $265700.00         | $264200.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-21      | 0.0000%  | N/A     | $1926900.00        | $1916028.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | N/A     | $920000.00         | $929545.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | N/A     | $53685800.00       | $51973786.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-23      | 0.0000%  | N/A     | $2560200.00        | $2545266.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-06      | 0.0000%  | N/A     | $1754300.00        | $1741344.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 0.2500%  | N/A     | $1147500.00        | $1145166.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | N/A     | $256900.00         | $240929.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | N/A     | $225000.00         | $226775.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | N/A     | $35127500.00       | $35623919.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | N/A     | $1311000.00        | $1297326.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | N/A     | $408100.00         | $388015.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | N/A     | $6107200.00        | $5730679.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | N/A     | $50000000.00       | $50833042.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | N/A     | $835600.00         | $822731.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 2.2500%  | N/A     | $15199000.00       | $15236936.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | N/A     | $1162000.00        | $1170859.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | N/A     | $32401900.00       | $32973612.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | N/A     | $5276300.00        | $5215418.96        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDQMLHQ8
- **C.18 - Value (incl. sponsor support):** $240000000.00
- **C.18.a - Value (excl. sponsor support):** $240000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.0000%  | N/A     | $10359005.00       | $10497853.66       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | N/A     | $9137311.00        | $9440198.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | N/A     | $8654255.00        | $9016083.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 7.5000%  | N/A     | $7893063.00        | $8465148.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 6.5000%  | N/A     | $8686772.00        | $8244932.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 7.0000%  | N/A     | $8823383.00        | $9396899.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 5.5000%  | N/A     | $9611344.00        | $9826377.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 7.0000%  | N/A     | $8809012.00        | $9362089.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 6.0000%  | N/A     | $9880602.00        | $9159257.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $9162990.00        | $9526401.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.0000%  | N/A     | $8957866.00        | $9301968.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | N/A     | $2354129.00        | $2380560.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 7.0000%  | N/A     | $9914907.00        | $10537845.02       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 7.0000%  | N/A     | $8962097.00        | $8977660.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 7.0000%  | N/A     | $7622701.00        | $7881958.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $9148340.00        | $9415555.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 7.0000%  | N/A     | $7590735.00        | $8108487.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-09-20      | 2.0000%  | N/A     | $21318375.00       | $9743685.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.0000%  | N/A     | $10098101.00       | $10327566.88       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $8451371.00        | $8812190.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 7.0000%  | N/A     | $9816128.00        | $10423668.63       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 6.5000%  | N/A     | $9804636.00        | $10139472.14       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | N/A     | $8028662.00        | $8182414.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.5000%  | N/A     | $8884303.00        | $9009081.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 4.5000%  | N/A     | $8737175.00        | $8382745.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | N/A     | $9384749.00        | $9684684.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | N/A     | $10249526.00       | $10555214.40       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PY7, C.4 - ISIN: US912797PY71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $537891850.29
- **C.18.a - Value (excl. sponsor support):** $537891850.29
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2211601521.72
- **C.18.a - Value (excl. sponsor support):** $2211601521.72
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PX9, C.4 - ISIN: US912797PX98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $38676719.49
- **C.18.a - Value (excl. sponsor support):** $38676719.49
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: Natixis SA

- **C.1 - Title:** Natixis SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: BYDQMLK19
- **C.18 - Value (incl. sponsor support):** $245000000.00
- **C.18.a - Value (excl. sponsor support):** $245000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2025-11-15      | 4.5000%  | N/A     | $200.00            | $202.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | N/A     | $800.00            | $902.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | N/A     | $22900.00          | $23939.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | N/A     | $75000000.00       | $77511945.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | N/A     | $9909300.00        | $10782011.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | N/A     | $1934500.00        | $1803909.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | N/A     | $5113100.00        | $4999976.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 0.0000%  | N/A     | $6880900.00        | $6295851.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | N/A     | $34799800.00       | $33585934.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | N/A     | $100.00            | $98.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | N/A     | $13019700.00       | $13019519.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | N/A     | $41037500.00       | $41368532.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-15      | 0.1250%  | N/A     | $200.00            | $248.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | N/A     | $14938300.00       | $15543029.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | N/A     | $200.00            | $200.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | N/A     | $35000000.00       | $44962354.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | N/A     | $300.00            | $350.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 2.6250%  | N/A     | $1000.00           | $999.04            | U.S. Treasuries (including strips) |

### Security 186: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDQMLJU7
- **C.18 - Value (incl. sponsor support):** $65000000.00
- **C.18.a - Value (excl. sponsor support):** $65000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 5 3/8 BOND 31    | 2031-02-15      | 5.3750%  | N/A     | $7300.00           | $7885.35           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  | N/A     | $65273600.00       | $66113128.74       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | N/A     | $172800.00         | $178913.58         | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  | N/A     | $100.00            | $80.15             | U.S. Treasuries (including strips) |

### Security 187: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDQMLH88
- **C.18 - Value (incl. sponsor support):** $7000000.00
- **C.18.a - Value (excl. sponsor support):** $7000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2025-10-02      | 0.0000%  | N/A     | $430400.00         | $428891.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | N/A     | $6872100.00        | $6711024.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | N/A     | $100.00            | $98.61             | U.S. Treasuries (including strips) |

### Security 188: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDQMLJ94
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  | N/A     | $1141600.00        | $1079364.78        | U.S. Treasuries (including strips) |
| 0 3/8 NOTE U 26  | 2026-01-31      | 0.3750%  | N/A     | $500.00            | $492.51            | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  | N/A     | $51415900.00       | $45004472.49       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  | N/A     | $11043300.00       | $11148089.14       | U.S. Treasuries (including strips) |
| 4  NOTE R 29     | 2029-10-31      | 4.0000%  | N/A     | $38560000.00       | $39574057.59       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  | N/A     | $9636500.00        | $9754244.55        | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  | N/A     | $10480300.00       | $8276580.77        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE K 26  | 2026-04-30      | 2.3750%  | N/A     | $221000.00         | $220378.13         | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  | N/A     | $4589700.00        | $4170799.43        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  | N/A     | $9271700.00        | $8305911.96        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | N/A     | $4300.00           | $3810.73           | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  | N/A     | $63000.00          | $62109.94          | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26 | 2026-08-31      | 3.7500%  | N/A     | $3690000.00        | $3753808.20        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29  | 2029-09-30      | 3.8750%  | N/A     | $3040000.00        | $3114300.71        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  | N/A     | $25060800.00       | $25502983.43       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  | N/A     | $54900.00          | $55620.00          | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  | N/A     | $100.00            | $96.95             | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46    | 2046-11-15      | 2.8750%  | N/A     | $19187000.00       | $14106268.01       | U.S. Treasuries (including strips) |
| 0 1/4 NOTE AD 25 | 2025-09-30      | 0.2500%  | N/A     | $300.00            | $299.39            | U.S. Treasuries (including strips) |
| 0 1/4 NOTE AF 25 | 2025-10-31      | 0.2500%  | N/A     | $100.00            | $99.44             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  | N/A     | $9309900.00        | $9559632.88        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE V 26  | 2026-02-28      | 0.5000%  | N/A     | $200.00            | $197.04            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  | N/A     | $100.00            | $102.45            | U.S. Treasuries (including strips) |
| 0 3/4 NOTE AC 26 | 2026-08-31      | 0.7500%  | N/A     | $2159900.00        | $2102295.98        | U.S. Treasuries (including strips) |
| 3 NOTE Q 25      | 2025-09-30      | 3.0000%  | N/A     | $100.00            | $101.14            | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  | N/A     | $63300.00          | $59049.33          | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  | N/A     | $139966300.00      | $90639653.41       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AW 26 | 2026-01-31      | 4.2500%  | N/A     | $3000.00           | $3010.91           | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  | N/A     | $63300.00          | $62862.53          | U.S. Treasuries (including strips) |
| 1 3/4 NOTE T 26  | 2026-12-31      | 1.7500%  | N/A     | $368100.00         | $359599.19         | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  | N/A     | $2460000.00        | $1511879.07        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  | N/A     | $3452800.00        | $3569544.15        | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  | N/A     | $54754500.00       | $54309247.79       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | N/A     | $200.00            | $173.50            | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  | N/A     | $16295300.00       | $10230010.63       | U.S. Treasuries (including strips) |
| BILL 10/14/25    | 2025-10-14      | 0.0000%  | N/A     | $355000.00         | $353272.22         | U.S. Treasuries (including strips) |
| 6 BOND 26        | 2026-02-15      | 6.0000%  | N/A     | $692100.00         | $699770.27         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  | N/A     | $700.00            | $655.92            | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  | N/A     | $200.00            | $189.42            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  | N/A     | $200.00            | $172.83            | U.S. Treasuries (including strips) |
| BILL 11/18/25    | 2025-11-18      | 0.0000%  | N/A     | $609200.00         | $603960.27         | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  | N/A     | $100.00            | $61.74             | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AS 26 | 2026-09-15      | 4.6250%  | N/A     | $450000.00         | $462955.70         | U.S. Treasuries (including strips) |
| 5 1/2 BOND 28    | 2028-08-15      | 5.5000%  | N/A     | $6198700.00        | $6546672.65        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  | N/A     | $2241300.00        | $2350315.23        | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  | N/A     | $836200.00         | $895692.00         | U.S. Treasuries (including strips) |
| 2 BOND 50        | 2050-02-15      | 2.0000%  | N/A     | $14624000.00       | $8443895.70        | U.S. Treasuries (including strips) |
| 2 BOND 41        | 2041-11-15      | 2.0000%  | N/A     | $3041000.00        | $2098368.67        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AS 25 | 2025-09-15      | 3.5000%  | N/A     | $9200.00           | $9343.26           | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  | N/A     | $4478400.00        | $4548673.27        | U.S. Treasuries (including strips) |
| 3 BOND 49        | 2049-02-15      | 3.0000%  | N/A     | $100.00            | $72.69             | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  | N/A     | $13672200.00       | $14096444.13       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  | N/A     | $50000000.00       | $46742301.10       | U.S. Treasuries (including strips) |
| 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | N/A     | $65697000.00       | $67229452.56       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 38    | 2038-02-15      | 4.3750%  | N/A     | $407300.00         | $406285.99         | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  | N/A     | $183500.00         | $160254.22         | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  | N/A     | $400.00            | $378.38            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AP 26 | 2026-06-15      | 4.1250%  | N/A     | $185500.00         | $187311.01         | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-02-15      | 3.0000%  | N/A     | $13110300.00       | $9622413.55        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  | N/A     | $70000.00          | $70533.73          | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27 | 2027-07-31      | 2.7500%  | N/A     | $100.00            | $98.55             | U.S. Treasuries (including strips) |
| 6 1/2 BOND 26    | 2026-11-15      | 6.5000%  | N/A     | $168200.00         | $177337.44         | U.S. Treasuries (including strips) |
| 4 1/2 BOND 38    | 2038-05-15      | 4.5000%  | N/A     | $474000.00         | $484391.96         | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  | N/A     | $5124900.00        | $4370725.23        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  | N/A     | $28138100.00       | $27466367.44       | U.S. Treasuries (including strips) |
| 4 NOTE AV 27     | 2027-12-15      | 4.0000%  | N/A     | $1695900.00        | $1724622.99        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  | N/A     | $125000.00         | $121025.23         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  | N/A     | $127100.00         | $132021.92         | U.S. Treasuries (including strips) |
| BILL 11/06/25    | 2025-11-06      | 0.0000%  | N/A     | $730100.00         | $724708.21         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  | N/A     | $10000.00          | $10447.75          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  | N/A     | $380000.00         | $383145.14         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  | N/A     | $200.00            | $196.18            | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  | N/A     | $4000.00           | $3792.84           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  | N/A     | $3625800.00        | $3749894.61        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  | N/A     | $100.00            | $99.56             | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  | N/A     | $521200.00         | $522926.01         | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  | N/A     | $2654900.00        | $2623218.82        | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31    | 2031-02-15      | 5.3750%  | N/A     | $6957800.00        | $7515710.06        | U.S. Treasuries (including strips) |
| 6 5/8 BOND 27    | 2027-02-15      | 6.6250%  | N/A     | $300500.00         | $314515.13         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  | N/A     | $2477000.00        | $2520636.54        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  | N/A     | $71700.00          | $71936.41          | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  | N/A     | $3947700.00        | $4000465.60        | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-11-15      | 3.0000%  | N/A     | $9587900.00        | $7299060.25        | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  | N/A     | $19519700.00       | $16067337.86       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AT 25 | 2025-10-15      | 4.2500%  | N/A     | $1065700.00        | $1082674.84        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  | N/A     | $54796700.00       | $53806186.52       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  | N/A     | $2089600.00        | $2144286.83        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  | N/A     | $600.00            | $589.50            | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  | N/A     | $1304800.00        | $1229081.25        | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  | N/A     | $555000.00         | $521958.92         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AJ 26 | 2026-01-15      | 3.8750%  | N/A     | $64500.00          | $64748.61          | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  | N/A     | $99045300.00       | $84002703.54       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26  | 2026-07-31      | 1.8750%  | N/A     | $51000.00          | $50155.01          | U.S. Treasuries (including strips) |
| 2 BOND 51        | 2051-08-15      | 2.0000%  | N/A     | $39601700.00       | $22368104.26       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26 | 2026-12-31      | 4.2500%  | N/A     | $400000.00         | $405180.14         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  | N/A     | $27890000.00       | $28522768.63       | U.S. Treasuries (including strips) |
| 3 1/2 BOND 39    | 2039-02-15      | 3.5000%  | N/A     | $3712400.00        | $3346151.40        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  | N/A     | $18192500.00       | $18514082.98       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AT 26 | 2026-10-15      | 4.6250%  | N/A     | $117000.00         | $120020.92         | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  | N/A     | $3570300.00        | $3446434.20        | U.S. Treasuries (including strips) |
| 6 1/4 BOND 30    | 2030-05-15      | 6.2500%  | N/A     | $21700.00          | $24453.51          | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26  | 2026-05-31      | 0.7500%  | N/A     | $6300.00           | $6163.47           | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26 | 2026-04-30      | 4.8750%  | N/A     | $226000.00         | $230894.30         | U.S. Treasuries (including strips) |
| 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  | N/A     | $160400.00         | $158186.97         | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  | N/A     | $7071000.00        | $6627676.74        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  | N/A     | $5804000.00        | $4198425.16        | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-05-15      | 3.0000%  | N/A     | $30578300.00       | $23409685.54       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE G 26  | 2026-01-31      | 2.6250%  | N/A     | $100.00            | $99.58             | U.S. Treasuries (including strips) |
| 5 BOND 37        | 2037-05-15      | 5.0000%  | N/A     | $3776400.00        | $4060344.40        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | N/A     | $4606200.00        | $3968005.33        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  | N/A     | $5506100.00        | $5453974.77        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | N/A     | $60887700.00       | $63028399.01       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | N/A     | $7104500.00        | $6693389.37        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  | N/A     | $726700.00         | $713929.71         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 25 | 2025-12-31      | 4.2500%  | N/A     | $28700.00          | $28907.71          | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AQ 26 | 2026-07-15      | 4.5000%  | N/A     | $14798500.00       | $14952045.05       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  | N/A     | $100.00            | $102.09            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  | N/A     | $3200.00           | $3248.17           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AY 26 | 2026-02-28      | 4.6250%  | N/A     | $728600.00         | $747189.97         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AN 26 | 2026-05-15      | 3.6250%  | N/A     | $3000.00           | $3024.70           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | N/A     | $6768500.00        | $7007966.22        | U.S. Treasuries (including strips) |
| 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  | N/A     | $117500.00         | $104703.74         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 37    | 2037-02-15      | 4.7500%  | N/A     | $142800.00         | $148637.82         | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  | N/A     | $600600.00         | $454773.94         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  | N/A     | $9317700.00        | $9425313.02        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  | N/A     | $3083700.00        | $3090075.58        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | N/A     | $65017700.00       | $67868138.19       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-08-15      | 4.7500%  | N/A     | $70360700.00       | $68569602.59       | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  | N/A     | $147500.00         | $144070.42         | U.S. Treasuries (including strips) |
| BILL 10/16/25    | 2025-10-16      | 0.0000%  | N/A     | $60400.00          | $60092.93          | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  | N/A     | $4973200.00        | $5101336.78        | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | N/A     | $75100.00          | $74685.02          | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  | N/A     | $971300.00         | $946751.34         | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | N/A     | $23365800.00       | $11290123.19       | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  | N/A     | $7084600.00        | $7140506.73        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  | N/A     | $4066000.00        | $4124981.13        | U.S. Treasuries (including strips) |
| BILL 12/23/25    | 2025-12-23      | 0.0000%  | N/A     | $24364000.00       | $24059328.18       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  | N/A     | $64009200.00       | $52643749.43       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  | N/A     | $3914500.00        | $3829154.71        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29  | 2029-08-15      | 1.6250%  | N/A     | $400.00            | $371.52            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  | N/A     | $814500.00         | $823233.79         | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  | N/A     | $27324000.00       | $22791931.16       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  | N/A     | $174000.00         | $169315.75         | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | N/A     | $5762400.00        | $5488761.48        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  | N/A     | $6888700.00        | $5381623.69        | U.S. Treasuries (including strips) |
| 2 NOTE F 26      | 2026-11-15      | 2.0000%  | N/A     | $57141800.00       | $56262894.55       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  | N/A     | $138200.00         | $123799.54         | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-02-15      | 3.0000%  | N/A     | $5229600.00        | $3883591.45        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE J 27  | 2027-03-31      | 0.6250%  | N/A     | $100.00            | $95.59             | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-05-15      | 3.0000%  | N/A     | $3172500.00        | $2372580.47        | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 25  | 2025-11-15      | 2.2500%  | N/A     | $4500.00           | $4511.23           | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  | N/A     | $2440000.00        | $1672617.77        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  | N/A     | $200.00            | $174.09            | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  | N/A     | $2500700.00        | $1300583.33        | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-08-15      | 3.0000%  | N/A     | $5411800.00        | $3951313.77        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE P 26  | 2026-08-31      | 1.3750%  | N/A     | $1733700.00        | $1703097.20        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AL 26 | 2026-03-15      | 4.6250%  | N/A     | $21000.00          | $21513.82          | U.S. Treasuries (including strips) |
| 0 5/8 NOTE AB 26 | 2026-07-31      | 0.6250%  | N/A     | $100.00            | $97.14             | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  | N/A     | $9665100.00        | $7456810.70        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  | N/A     | $123300.00         | $125042.47         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AL 27 | 2027-03-15      | 4.2500%  | N/A     | $4365600.00        | $4484024.26        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BL 25 | 2025-11-30      | 4.8750%  | N/A     | $1200.00           | $1216.21           | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  | N/A     | $61637800.00       | $42511164.56       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  | N/A     | $100.00            | $96.56             | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | N/A     | $25100.00          | $24324.55          | U.S. Treasuries (including strips) |
| 4 NOTE N 32      | 2032-07-31      | 4.0000%  | N/A     | $2900.00           | $2921.11           | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  | N/A     | $100.00            | $100.30            | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  | N/A     | $7864200.00        | $7413752.98        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  | N/A     | $25315800.00       | $22500713.04       | U.S. Treasuries (including strips) |
| 5 NOTE BH 25     | 2025-09-30      | 5.0000%  | N/A     | $1500.00           | $1531.71           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | N/A     | $95449600.00       | $93668528.12       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  | N/A     | $1182300.00        | $1190323.43        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  | N/A     | $5596900.00        | $5289809.59        | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  | N/A     | $233100.00         | $110516.57         | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | N/A     | $16405700.00       | $16954447.84       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  | N/A     | $100.00            | $97.76             | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  | N/A     | $8751000.00        | $6471091.03        | U.S. Treasuries (including strips) |
| 4 NOTE W 30      | 2030-03-31      | 4.0000%  | N/A     | $299000.00         | $307920.58         | U.S. Treasuries (including strips) |
| 4 3/8 BOND 40    | 2040-05-15      | 4.3750%  | N/A     | $100.00            | $98.44             | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  | N/A     | $5059900.00        | $3160871.41        | U.S. Treasuries (including strips) |

### Security 189: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $180152869.21
- **C.18.a - Value (excl. sponsor support):** $180152869.21
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 190: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYDQMLJK9
- **C.18 - Value (incl. sponsor support):** $17500000.00
- **C.18.a - Value (excl. sponsor support):** $17500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.5000%  | N/A     | $648058.00         | $657159.83         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $1059270.00        | $1102661.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-05-15      | 4.2900%  | N/A     | $70000.00          | $11619.27          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-10-20      | 4.0000%  | N/A     | $115000.00         | $9511.12           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $647025.00         | $674021.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $832937.00         | $864707.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 5.0000%  | N/A     | $14884303.00       | $14517464.97       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-08-20      | 5.0000%  | N/A     | $300000.00         | $12854.45          | Agency Mortgage-Backed Securities |

### Security 191: Fixed Income Clearing Corporation - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation - SSB
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDQMLJE3
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  | N/A     | $857000.00         | $842002.58         | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  | N/A     | $603400.00         | $619191.56         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | N/A     | $15360000.00       | $15900029.21       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  | N/A     | $9126300.00        | $7944072.45        | U.S. Treasuries (including strips) |
| 6 1/4 BOND 30    | 2030-05-15      | 6.2500%  | N/A     | $32100.00          | $36173.16          | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  | N/A     | $26412000.00       | $26930282.97       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  | N/A     | $6000.00           | $6414.19           | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  | N/A     | $6300000.00        | $6394826.64        | U.S. Treasuries (including strips) |
| 4 BOND 52        | 2052-11-15      | 4.0000%  | N/A     | $3028800.00        | $2632932.02        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  | N/A     | $80000.00          | $78553.91          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  | N/A     | $3009200.00        | $3083035.06        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  | N/A     | $60217700.00       | $61913156.02       | U.S. Treasuries (including strips) |
| 3 BOND 52        | 2052-08-15      | 3.0000%  | N/A     | $6218800.00        | $4402122.50        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  | N/A     | $1300000.00        | $1164585.30        | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  | N/A     | $100.00            | $66.16             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  | N/A     | $6202900.00        | $6290558.98        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  | N/A     | $516800.00         | $500319.50         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26 | 2026-08-31      | 3.7500%  | N/A     | $311054400.00      | $316433213.65      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  | N/A     | $100.00            | $100.83            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  | N/A     | $14099400.00       | $14414288.15       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | N/A     | $1709000.00        | $1702835.92        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE Q 26  | 2026-09-30      | 1.6250%  | N/A     | $314700.00         | $309471.65         | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  | N/A     | $100.00            | $75.91             | U.S. Treasuries (including strips) |
| 4 NOTE K 32      | 2032-04-30      | 4.0000%  | N/A     | $145035500.00      | $147729124.54      | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  | N/A     | $13730000.00       | $12988063.78       | U.S. Treasuries (including strips) |
| 4 NOTE AV 27     | 2027-12-15      | 4.0000%  | N/A     | $3480100.00        | $3539041.48        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  | N/A     | $4086900.00        | $4118061.35        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  | N/A     | $180100.00         | $179315.33         | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46    | 2046-11-15      | 2.8750%  | N/A     | $45700.00          | $33598.61          | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | N/A     | $16815000.00       | $15924801.29       | U.S. Treasuries (including strips) |
| BILL 09/25/25    | 2025-09-25      | 0.0000%  | N/A     | $1214400.00        | $1211119.91        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  | N/A     | $15000.00          | $15223.83          | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  | N/A     | $3926500.00        | $3971848.37        | U.S. Treasuries (including strips) |
| BILL 11/06/25    | 2025-11-06      | 0.0000%  | N/A     | $11467600.00       | $11382911.77       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  | N/A     | $710800.00         | $719453.23         | U.S. Treasuries (including strips) |
| 3 NOTE R 25      | 2025-10-31      | 3.0000%  | N/A     | $721000.00         | $726633.27         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  | N/A     | $28608800.00       | $28781486.44       | U.S. Treasuries (including strips) |
| 4  NOTE R 29     | 2029-10-31      | 4.0000%  | N/A     | $7570200.00        | $7769282.44        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  | N/A     | $30067600.00       | $31319705.73       | U.S. Treasuries (including strips) |
| 2 BOND 51        | 2051-08-15      | 2.0000%  | N/A     | $13974400.00       | $7893116.61        | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | N/A     | $149000.00         | $144396.74         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  | N/A     | $5753700.00        | $5693690.35        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  | N/A     | $94000.00          | $95661.61          | U.S. Treasuries (including strips) |
| 4 BOND 42        | 2042-11-15      | 4.0000%  | N/A     | $4463000.00        | $4087709.63        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AN 26 | 2026-05-15      | 3.6250%  | N/A     | $151800.00         | $153050.01         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  | N/A     | $4788700.00        | $4924450.92        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $136765509.72
- **C.18.a - Value (excl. sponsor support):** $136765509.72
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3003407582.76
- **C.18.a - Value (excl. sponsor support):** $3003407582.76
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3291582612.54
- **C.18.a - Value (excl. sponsor support):** $3291582612.54
- **C.19 - Percentage of Net Assets:** 1.7700%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 195: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDQMLHB1
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1+; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-02-15      | 0.0000%  | N/A     | $5792399.36        | $5099784.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 0.0000%  | N/A     | $292.32            | $215.21            | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** BlackRock Liquidity Funds

**Date:** 2025-09-05

**By:** Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer