# EDGAR Filing Document

**Accession Number:** 0001227155
**File Stem:** 0001410368-25-014078
**Filing Date:** 2025-10
**Character Count:** 1926469
**Document Hash:** 296f462348bfd455e220591026e94290
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-014078.hdr.sgml**: 20251007

**ACCESSION NUMBER**: 0001410368-25-014078

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251007

**DATE AS OF CHANGE**: 20251007

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21339
- **FILM NUMBER:** 251379655

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

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

## Series and Classes Contracts Data

### Government Portfolio (Series ID: S000004148)

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

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

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

**CIK Number of Registrant:** 0001227155

**LEI of Registrant:** 5493000A332Y142SOW84

**Name of Series:** Government Portfolio

**LEI of Series:** 549300BI6Y5SI6BYPB26

**EDGAR Series Identifier:** S000004148

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 49 days

- **WAL:** 113 days

- **Total Value of Portfolio Securities:** $165208904535.43

- **Amortized Cost of Portfolio Securities:** $165170696512.02

- **Cash:** $5745224617.93

- **Total Other Assets:** $1072815135.28

- **Total Liabilities:** $5353347841.41

- **Net Assets of Series:** $166635388423.82

- **Number of Shares Outstanding (Series):** 166668657596.3380

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-09-02 | $99853256160.56           | $144769328670.26           | 57.5600%                  | 83.4500%                   |
| 2025-09-03 | $100521643206.83          | $143688330268.67           | 58.5200%                  | 83.6500%                   |
| 2025-09-04 | $99608766487.58           | $144525371503.61           | 57.6700%                  | 83.6800%                   |
| 2025-09-05 | $98955347334.01           | $143872058409.69           | 57.4700%                  | 83.5500%                   |
| 2025-09-08 | $102745145057.50          | $147104271186.79           | 59.2300%                  | 84.8000%                   |
| 2025-09-09 | $98882976386.36           | $144792531805.05           | 57.6900%                  | 84.4700%                   |
| 2025-09-10 | $102670702386.31          | $146831152099.31           | 59.2100%                  | 84.6800%                   |
| 2025-09-11 | $97675604006.33           | $143681647208.61           | 57.4100%                  | 84.4500%                   |
| 2025-09-12 | $95232731971.93           | $141239560815.82           | 56.7700%                  | 84.2000%                   |
| 2025-09-15 | $96771562060.30           | $141297848053.76           | 58.0000%                  | 84.6900%                   |
| 2025-09-16 | $94637594885.41           | $141268116900.63           | 57.2500%                  | 85.4600%                   |
| 2025-09-17 | $98345959689.96           | $139827290661.47           | 59.9800%                  | 85.2800%                   |
| 2025-09-18 | $95292409288.22           | $141085535428.69           | 57.2600%                  | 84.7800%                   |
| 2025-09-19 | $94982841414.34           | $140062014473.90           | 57.2400%                  | 84.4000%                   |
| 2025-09-22 | $98041976969.62           | $142385451913.74           | 58.4600%                  | 84.9000%                   |
| 2025-09-23 | $98481567045.85           | $145125771792.98           | 57.7800%                  | 85.1400%                   |
| 2025-09-24 | $101784774657.86          | $147179751143.53           | 59.0000%                  | 85.3100%                   |
| 2025-09-25 | $102291681026.69          | $149740757455.83           | 58.4300%                  | 85.5300%                   |
| 2025-09-26 | $100475472482.68          | $147654278202.88           | 58.0700%                  | 85.3400%                   |
| 2025-09-29 | $107088007536.29          | $150832353673.06           | 60.3800%                  | 85.0500%                   |
| 2025-09-30 | $99098661458.80           | $145555735185.04           | 57.6100%                  | 84.6100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-09-02 | 4.3400%             |
| 2025-09-03 | 4.3400%             |
| 2025-09-04 | 4.3400%             |
| 2025-09-05 | 4.3400%             |
| 2025-09-08 | 4.3400%             |
| 2025-09-09 | 4.3400%             |
| 2025-09-10 | 4.3400%             |
| 2025-09-11 | 4.3400%             |
| 2025-09-12 | 4.3300%             |
| 2025-09-15 | 4.3300%             |
| 2025-09-16 | 4.3300%             |
| 2025-09-17 | 4.3200%             |
| 2025-09-18 | 4.3200%             |
| 2025-09-19 | 4.2600%             |
| 2025-09-22 | 4.2400%             |
| 2025-09-23 | 4.2200%             |
| 2025-09-24 | 4.2000%             |
| 2025-09-25 | 4.1900%             |
| 2025-09-26 | 4.1900%             |
| 2025-09-29 | 4.1900%             |
| 2025-09-30 | 4.2000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-09-02 | 1.0000                      |
|  |  |
| 2025-09-03 | 1.0000                      |
|  |  |
| 2025-09-04 | 1.0000                      |
|  |  |
| 2025-09-05 | 1.0001                      |
|  |  |
| 2025-09-08 | 1.0001                      |
|  |  |
| 2025-09-09 | 1.0001                      |
|  |  |
| 2025-09-10 | 1.0001                      |
|  |  |
| 2025-09-11 | 1.0001                      |
|  |  |
| 2025-09-12 | 1.0000                      |
|  |  |
| 2025-09-15 | 1.0001                      |
|  |  |
| 2025-09-16 | 1.0001                      |
|  |  |
| 2025-09-17 | 1.0001                      |
|  |  |
| 2025-09-18 | 1.0001                      |
|  |  |
| 2025-09-19 | 1.0001                      |
|  |  |
| 2025-09-22 | 1.0000                      |
|  |  |
| 2025-09-23 | 1.0001                      |
|  |  |
| 2025-09-24 | 1.0000                      |
|  |  |
| 2025-09-25 | 1.0000                      |
|  |  |
| 2025-09-26 | 1.0000                      |
|  |  |
| 2025-09-29 | 1.0000                      |
|  |  |
| 2025-09-30 | 1.0000                      |
|  |  |

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

### Class: Administrative Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $774613245.95

- **Number of Shares Outstanding:** 774696287.1500

- **Expense Reimbursement/Waiver:** 33702.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0001          |
|  |  |
| 2025-09-03 | 1.0001          |
|  |  |
| 2025-09-04 | 1.0001          |
|  |  |
| 2025-09-05 | 1.0001          |
|  |  |
| 2025-09-08 | 1.0002          |
|  |  |
| 2025-09-09 | 1.0001          |
|  |  |
| 2025-09-10 | 1.0001          |
|  |  |
| 2025-09-11 | 1.0002          |
|  |  |
| 2025-09-12 | 1.0001          |
|  |  |
| 2025-09-15 | 1.0002          |
|  |  |
| 2025-09-16 | 1.0002          |
|  |  |
| 2025-09-17 | 1.0002          |
|  |  |
| 2025-09-18 | 1.0002          |
|  |  |
| 2025-09-19 | 1.0001          |
|  |  |
| 2025-09-22 | 1.0001          |
|  |  |
| 2025-09-23 | 1.0001          |
|  |  |
| 2025-09-24 | 1.0001          |
|  |  |
| 2025-09-25 | 1.0001          |
|  |  |
| 2025-09-26 | 1.0001          |
|  |  |
| 2025-09-29 | 1.0001          |
|  |  |
| 2025-09-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $214005.01                | $12364292.86            |
| 2025-09-03 | $511797.83                | $1765693.05             |
| 2025-09-04 | $100138.51                | $1796508.03             |
| 2025-09-05 | $2968384.73               | $36290.20               |
| 2025-09-08 | $12224.07                 | $676669.14              |
| 2025-09-09 | $51743.26                 | $2777341.61             |
| 2025-09-10 | $1049389.25               | $0.00                   |
| 2025-09-11 | $448743.26                | $260654.21              |
| 2025-09-12 | $1322970.77               | $7070077.41             |
| 2025-09-15 | $922958.06                | $1246589.53             |
| 2025-09-16 | $1002869.91               | $0.00                   |
| 2025-09-17 | $654750.36                | $14643.60               |
| 2025-09-18 | $21122.22                 | $22130699.69            |
| 2025-09-19 | $40213.74                 | $326946.65              |
| 2025-09-22 | $34792.29                 | $1079069.34             |
| 2025-09-23 | $475257.39                | $244927.71              |
| 2025-09-24 | $15081762.95              | $1771.81                |
| 2025-09-25 | $9378.91                  | $167078.70              |
| 2025-09-26 | $33150084.80              | $0.00                   |
| 2025-09-29 | $146295.54                | $1676382.90             |
| 2025-09-30 | $0.00                     | $13338602.91            |

**Total Gross Subscriptions (Month):** $58218882.86

**Total Gross Redemptions (Month):** $66974239.35

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.0400%           |
| 2025-09-03 | 4.0400%           |
| 2025-09-04 | 4.0400%           |
| 2025-09-05 | 4.0400%           |
| 2025-09-08 | 4.0400%           |
| 2025-09-09 | 4.0400%           |
| 2025-09-10 | 4.0400%           |
| 2025-09-11 | 4.0400%           |
| 2025-09-12 | 4.0300%           |
| 2025-09-15 | 4.0300%           |
| 2025-09-16 | 4.0300%           |
| 2025-09-17 | 4.0300%           |
| 2025-09-18 | 4.0200%           |
| 2025-09-19 | 3.9600%           |
| 2025-09-22 | 3.9400%           |
| 2025-09-23 | 3.9200%           |
| 2025-09-24 | 3.9000%           |
| 2025-09-25 | 3.8900%           |
| 2025-09-26 | 3.9000%           |
| 2025-09-29 | 3.8900%           |
| 2025-09-30 | 3.9000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 93.0700%         | 0.0000%              |

### Class: Advisory Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $2512808251.76

- **Number of Shares Outstanding:** 2513182563.8900

- **Expense Reimbursement/Waiver:** 117927.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0001          |
|  |  |
| 2025-09-03 | 1.0001          |
|  |  |
| 2025-09-04 | 1.0001          |
|  |  |
| 2025-09-05 | 1.0001          |
|  |  |
| 2025-09-08 | 1.0001          |
|  |  |
| 2025-09-09 | 1.0001          |
|  |  |
| 2025-09-10 | 1.0001          |
|  |  |
| 2025-09-11 | 1.0001          |
|  |  |
| 2025-09-12 | 1.0001          |
|  |  |
| 2025-09-15 | 1.0001          |
|  |  |
| 2025-09-16 | 1.0001          |
|  |  |
| 2025-09-17 | 1.0001          |
|  |  |
| 2025-09-18 | 1.0001          |
|  |  |
| 2025-09-19 | 1.0001          |
|  |  |
| 2025-09-22 | 1.0001          |
|  |  |
| 2025-09-23 | 1.0001          |
|  |  |
| 2025-09-24 | 1.0001          |
|  |  |
| 2025-09-25 | 1.0000          |
|  |  |
| 2025-09-26 | 1.0000          |
|  |  |
| 2025-09-29 | 1.0001          |
|  |  |
| 2025-09-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $53785596.89              | $162938218.82           |
| 2025-09-03 | $27034374.52              | $8866038.41             |
| 2025-09-04 | $44065095.10              | $34003109.60            |
| 2025-09-05 | $94466962.94              | $36954374.78            |
| 2025-09-08 | $17831234.13              | $1181610708.20          |
| 2025-09-09 | $41813644.42              | $31491166.04            |
| 2025-09-10 | $47950420.11              | $2902946.60             |
| 2025-09-11 | $53715806.49              | $35246225.89            |
| 2025-09-12 | $22897661.70              | $60763887.16            |
| 2025-09-15 | $27768996.53              | $35552416.50            |
| 2025-09-16 | $97406256.33              | $28225942.80            |
| 2025-09-17 | $23861719.77              | $15456318.78            |
| 2025-09-18 | $18297317.54              | $11794713.61            |
| 2025-09-19 | $39139207.56              | $16171337.74            |
| 2025-09-22 | $16829571.15              | $88799020.91            |
| 2025-09-23 | $13650901.34              | $31856953.47            |
| 2025-09-24 | $25623022.83              | $41504830.78            |
| 2025-09-25 | $57697358.48              | $4416238.33             |
| 2025-09-26 | $28684156.52              | $29969055.00            |
| 2025-09-29 | $37077461.94              | $48912178.37            |
| 2025-09-30 | $60994101.69              | $2910700.34             |

**Total Gross Subscriptions (Month):** $850590867.98

**Total Gross Redemptions (Month):** $1910346382.13

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.9400%           |
| 2025-09-03 | 3.9400%           |
| 2025-09-04 | 3.9400%           |
| 2025-09-05 | 3.9400%           |
| 2025-09-08 | 3.9400%           |
| 2025-09-09 | 3.9400%           |
| 2025-09-10 | 3.9400%           |
| 2025-09-11 | 3.9400%           |
| 2025-09-12 | 3.9300%           |
| 2025-09-15 | 3.9300%           |
| 2025-09-16 | 3.9300%           |
| 2025-09-17 | 3.9300%           |
| 2025-09-18 | 3.9200%           |
| 2025-09-19 | 3.8600%           |
| 2025-09-22 | 3.8400%           |
| 2025-09-23 | 3.8200%           |
| 2025-09-24 | 3.8000%           |
| 2025-09-25 | 3.7900%           |
| 2025-09-26 | 3.7900%           |
| 2025-09-29 | 3.7900%           |
| 2025-09-30 | 3.8000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 10.0900%         | 0.0000%              |
| Depository institution or other banking institution |  | 37.5300%         | 0.0000%              |
| Depository institution or other banking institution |  | 12.3200%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.8800%          | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $139861696355.13

- **Number of Shares Outstanding:** 139888834681.4840

- **Expense Reimbursement/Waiver:** 6152084.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0000          |
|  |  |
| 2025-09-03 | 1.0000          |
|  |  |
| 2025-09-04 | 1.0000          |
|  |  |
| 2025-09-05 | 1.0001          |
|  |  |
| 2025-09-08 | 1.0001          |
|  |  |
| 2025-09-09 | 1.0001          |
|  |  |
| 2025-09-10 | 1.0001          |
|  |  |
| 2025-09-11 | 1.0001          |
|  |  |
| 2025-09-12 | 1.0000          |
|  |  |
| 2025-09-15 | 1.0001          |
|  |  |
| 2025-09-16 | 1.0001          |
|  |  |
| 2025-09-17 | 1.0001          |
|  |  |
| 2025-09-18 | 1.0001          |
|  |  |
| 2025-09-19 | 1.0001          |
|  |  |
| 2025-09-22 | 1.0000          |
|  |  |
| 2025-09-23 | 1.0001          |
|  |  |
| 2025-09-24 | 1.0000          |
|  |  |
| 2025-09-25 | 1.0000          |
|  |  |
| 2025-09-26 | 1.0000          |
|  |  |
| 2025-09-29 | 1.0000          |
|  |  |
| 2025-09-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $6507686811.36            | $5650938396.90          |
| 2025-09-03 | $2777771134.54            | $5425743345.28          |
| 2025-09-04 | $3731990855.43            | $3381000619.37          |
| 2025-09-05 | $2993921749.49            | $4215073834.91          |
| 2025-09-08 | $2721696764.43            | $2379308713.46          |
| 2025-09-09 | $2650782977.66            | $2062134460.70          |
| 2025-09-10 | $3232409823.04            | $3820981240.33          |
| 2025-09-11 | $3453669624.09            | $3778335096.85          |
| 2025-09-12 | $3338241043.01            | $5224216374.25          |
| 2025-09-15 | $3111540857.97            | $5031140023.29          |
| 2025-09-16 | $3076991048.26            | $3676550517.93          |
| 2025-09-17 | $2952600648.93            | $3541122235.79          |
| 2025-09-18 | $5109360760.05            | $3079370077.15          |
| 2025-09-19 | $4491434427.18            | $3674005925.11          |
| 2025-09-22 | $4362240404.92            | $4384681554.19          |
| 2025-09-23 | $5061873606.31            | $2955934186.57          |
| 2025-09-24 | $3813968307.55            | $3184695763.95          |
| 2025-09-25 | $5949560807.41            | $2890348589.89          |
| 2025-09-26 | $4190851770.65            | $5982360101.41          |
| 2025-09-29 | $4513429454.09            | $3532196848.87          |
| 2025-09-30 | $5924430687.21            | $8851973274.35          |

**Total Gross Subscriptions (Month):** $83966453563.58

**Total Gross Redemptions (Month):** $86722111180.55

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1900%           |
| 2025-09-03 | 4.1900%           |
| 2025-09-04 | 4.1900%           |
| 2025-09-05 | 4.1900%           |
| 2025-09-08 | 4.1900%           |
| 2025-09-09 | 4.1900%           |
| 2025-09-10 | 4.1900%           |
| 2025-09-11 | 4.1900%           |
| 2025-09-12 | 4.1800%           |
| 2025-09-15 | 4.1800%           |
| 2025-09-16 | 4.1800%           |
| 2025-09-17 | 4.1800%           |
| 2025-09-18 | 4.1700%           |
| 2025-09-19 | 4.1100%           |
| 2025-09-22 | 4.0900%           |
| 2025-09-23 | 4.0700%           |
| 2025-09-24 | 4.0500%           |
| 2025-09-25 | 4.0400%           |
| 2025-09-26 | 4.0400%           |
| 2025-09-29 | 4.0400%           |
| 2025-09-30 | 4.0500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 7.0100%          | 0.0000%              |
| Depository institution or other banking institution |  | 10.5300%         | 0.0000%              |
| Broker-dealer                                       |  | 26.0700%         | 0.0000%              |

### Class: Investor Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $7008801491.59

- **Number of Shares Outstanding:** 7009501803.0600

- **Expense Reimbursement/Waiver:** 315011.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0001          |
|  |  |
| 2025-09-03 | 1.0001          |
|  |  |
| 2025-09-04 | 1.0001          |
|  |  |
| 2025-09-05 | 1.0002          |
|  |  |
| 2025-09-08 | 1.0002          |
|  |  |
| 2025-09-09 | 1.0002          |
|  |  |
| 2025-09-10 | 1.0002          |
|  |  |
| 2025-09-11 | 1.0002          |
|  |  |
| 2025-09-12 | 1.0001          |
|  |  |
| 2025-09-15 | 1.0002          |
|  |  |
| 2025-09-16 | 1.0002          |
|  |  |
| 2025-09-17 | 1.0002          |
|  |  |
| 2025-09-18 | 1.0002          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0001          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0001          |
|  |  |
| 2025-09-25 | 1.0001          |
|  |  |
| 2025-09-26 | 1.0001          |
|  |  |
| 2025-09-29 | 1.0001          |
|  |  |
| 2025-09-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $6413.75                  | $173018781.50           |
| 2025-09-03 | $4049765.26               | $112000000.00           |
| 2025-09-04 | $329293424.25             | $0.00                   |
| 2025-09-05 | $414414.53                | $93000000.00            |
| 2025-09-08 | $0.00                     | $8620192.07             |
| 2025-09-09 | $86909992.36              | $91000000.00            |
| 2025-09-10 | $62654414.70              | $30000000.00            |
| 2025-09-11 | $64487281.88              | $0.00                   |
| 2025-09-12 | $0.00                     | $72303075.41            |
| 2025-09-15 | $10246839.63              | $75000000.00            |
| 2025-09-16 | $80000000.00              | $52483746.60            |
| 2025-09-17 | $54850693.09              | $3000000.00             |
| 2025-09-18 | $20000000.00              | $8786288.31             |
| 2025-09-19 | $60000000.00              | $1856277.78             |
| 2025-09-22 | $73000.00                 | $33842815.35            |
| 2025-09-23 | $4138322.90               | $77000000.00            |
| 2025-09-24 | $199469189.54             | $0.00                   |
| 2025-09-25 | $35.21                    | $25448135.49            |
| 2025-09-26 | $973606.26                | $58000000.00            |
| 2025-09-29 | $5737838.95               | $33000000.00            |
| 2025-09-30 | $20109225.91              | $210000000.00           |

**Total Gross Subscriptions (Month):** $1003414458.22

**Total Gross Redemptions (Month):** $1158359312.51

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.0900%           |
| 2025-09-03 | 4.0900%           |
| 2025-09-04 | 4.0900%           |
| 2025-09-05 | 4.0900%           |
| 2025-09-08 | 4.0900%           |
| 2025-09-09 | 4.0900%           |
| 2025-09-10 | 4.0900%           |
| 2025-09-11 | 4.0900%           |
| 2025-09-12 | 4.0800%           |
| 2025-09-15 | 4.0800%           |
| 2025-09-16 | 4.0800%           |
| 2025-09-17 | 4.0800%           |
| 2025-09-18 | 4.0700%           |
| 2025-09-19 | 4.0100%           |
| 2025-09-22 | 3.9900%           |
| 2025-09-23 | 3.9700%           |
| 2025-09-24 | 3.9500%           |
| 2025-09-25 | 3.9400%           |
| 2025-09-26 | 3.9500%           |
| 2025-09-29 | 3.9400%           |
| 2025-09-30 | 3.9500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 7.7900%          | 0.0000%              |
| Depository institution or other banking institution |  | 90.2300%         | 0.0000%              |

### Class: Participant Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3215948858.31

- **Number of Shares Outstanding:** 3216430852.9300

- **Expense Reimbursement/Waiver:** 137630.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0000          |
|  |  |
| 2025-09-03 | 1.0000          |
|  |  |
| 2025-09-04 | 1.0001          |
|  |  |
| 2025-09-05 | 1.0001          |
|  |  |
| 2025-09-08 | 1.0001          |
|  |  |
| 2025-09-09 | 1.0001          |
|  |  |
| 2025-09-10 | 1.0001          |
|  |  |
| 2025-09-11 | 1.0001          |
|  |  |
| 2025-09-12 | 1.0001          |
|  |  |
| 2025-09-15 | 1.0001          |
|  |  |
| 2025-09-16 | 1.0001          |
|  |  |
| 2025-09-17 | 1.0001          |
|  |  |
| 2025-09-18 | 1.0001          |
|  |  |
| 2025-09-19 | 1.0001          |
|  |  |
| 2025-09-22 | 1.0001          |
|  |  |
| 2025-09-23 | 1.0001          |
|  |  |
| 2025-09-24 | 1.0001          |
|  |  |
| 2025-09-25 | 1.0000          |
|  |  |
| 2025-09-26 | 1.0000          |
|  |  |
| 2025-09-29 | 1.0001          |
|  |  |
| 2025-09-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $994.53                   | $42111300.91            |
| 2025-09-03 | $31769822.81              | $0.00                   |
| 2025-09-04 | $2237103.22               | $0.00                   |
| 2025-09-05 | $0.00                     | $9831406.29             |
| 2025-09-08 | $12741908.92              | $0.00                   |
| 2025-09-09 | $23193647.18              | $0.00                   |
| 2025-09-10 | $27582953.88              | $0.00                   |
| 2025-09-11 | $12264518.43              | $0.00                   |
| 2025-09-12 | $21262656.95              | $0.00                   |
| 2025-09-15 | $0.00                     | $134127705.13           |
| 2025-09-16 | $0.00                     | $8197376.17             |
| 2025-09-17 | $17708858.84              | $0.00                   |
| 2025-09-18 | $22267218.78              | $0.00                   |
| 2025-09-19 | $0.00                     | $19820379.12            |
| 2025-09-22 | $0.00                     | $79749821.49            |
| 2025-09-23 | $0.00                     | $5731306.93             |
| 2025-09-24 | $20589654.68              | $0.00                   |
| 2025-09-25 | $45979230.36              | $0.00                   |
| 2025-09-26 | $4389193.37               | $0.00                   |
| 2025-09-29 | $7811014.20               | $0.00                   |
| 2025-09-30 | $120487416.51             | $0.00                   |

**Total Gross Subscriptions (Month):** $370286192.66

**Total Gross Redemptions (Month):** $299569296.04

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.6900%           |
| 2025-09-03 | 3.6900%           |
| 2025-09-04 | 3.6900%           |
| 2025-09-05 | 3.6900%           |
| 2025-09-08 | 3.6900%           |
| 2025-09-09 | 3.6900%           |
| 2025-09-10 | 3.6900%           |
| 2025-09-11 | 3.6900%           |
| 2025-09-12 | 3.6800%           |
| 2025-09-15 | 3.6800%           |
| 2025-09-16 | 3.6800%           |
| 2025-09-17 | 3.6800%           |
| 2025-09-18 | 3.6700%           |
| 2025-09-19 | 3.6100%           |
| 2025-09-22 | 3.5900%           |
| 2025-09-23 | 3.5700%           |
| 2025-09-24 | 3.5500%           |
| 2025-09-25 | 3.5400%           |
| 2025-09-26 | 3.5400%           |
| 2025-09-29 | 3.5400%           |
| 2025-09-30 | 3.5500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 99.9800%         | 0.0000%              |

### Class: Institutional Select Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $6608031511.11

- **Number of Shares Outstanding:** 6612227836.5800

- **Expense Reimbursement/Waiver:** 329258.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9995          |
|  |  |
| 2025-09-03 | 0.9997          |
|  |  |
| 2025-09-04 | 0.9997          |
|  |  |
| 2025-09-05 | 0.9997          |
|  |  |
| 2025-09-08 | 0.9998          |
|  |  |
| 2025-09-09 | 0.9998          |
|  |  |
| 2025-09-10 | 0.9998          |
|  |  |
| 2025-09-11 | 0.9998          |
|  |  |
| 2025-09-12 | 0.9997          |
|  |  |
| 2025-09-15 | 0.9997          |
|  |  |
| 2025-09-16 | 0.9998          |
|  |  |
| 2025-09-17 | 0.9997          |
|  |  |
| 2025-09-18 | 0.9996          |
|  |  |
| 2025-09-19 | 0.9996          |
|  |  |
| 2025-09-22 | 0.9996          |
|  |  |
| 2025-09-23 | 0.9997          |
|  |  |
| 2025-09-24 | 0.9996          |
|  |  |
| 2025-09-25 | 0.9996          |
|  |  |
| 2025-09-26 | 0.9996          |
|  |  |
| 2025-09-29 | 0.9996          |
|  |  |
| 2025-09-30 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $23149578.72              | $166293566.37           |
| 2025-09-03 | $1525588268.34            | $0.00                   |
| 2025-09-04 | $395137221.81             | $27132337.50            |
| 2025-09-05 | $6636.75                  | $131987879.29           |
| 2025-09-08 | $122700120.04             | $50000000.00            |
| 2025-09-09 | $101165309.03             | $43863713.88            |
| 2025-09-10 | $51101657.89              | $38577329.70            |
| 2025-09-11 | $4553.45                  | $79167786.82            |
| 2025-09-12 | $313893.04                | $213055629.96           |
| 2025-09-15 | $328310.20                | $134497910.00           |
| 2025-09-16 | $103299176.56             | $272680541.99           |
| 2025-09-17 | $13371.31                 | $1315165315.62          |
| 2025-09-18 | $60284136.11              | $0.00                   |
| 2025-09-19 | $4662.44                  | $10844316.48            |
| 2025-09-22 | $459947063.18             | $8100000.00             |
| 2025-09-23 | $154565172.91             | $0.00                   |
| 2025-09-24 | $837815.38                | $598473029.12           |
| 2025-09-25 | $100016866.65             | $673321.65              |
| 2025-09-26 | $16610.65                 | $30845047.28            |
| 2025-09-29 | $28104.54                 | $127745373.71           |
| 2025-09-30 | $95329596.48              | $65331605.86            |

**Total Gross Subscriptions (Month):** $3193838125.48

**Total Gross Redemptions (Month):** $3314434705.23

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1400%           |
| 2025-09-03 | 4.1400%           |
| 2025-09-04 | 4.1400%           |
| 2025-09-05 | 4.1400%           |
| 2025-09-08 | 4.1400%           |
| 2025-09-09 | 4.1400%           |
| 2025-09-10 | 4.1400%           |
| 2025-09-11 | 4.1400%           |
| 2025-09-12 | 4.1300%           |
| 2025-09-15 | 4.1300%           |
| 2025-09-16 | 4.1300%           |
| 2025-09-17 | 4.1200%           |
| 2025-09-18 | 4.1200%           |
| 2025-09-19 | 4.0600%           |
| 2025-09-22 | 4.0400%           |
| 2025-09-23 | 4.0200%           |
| 2025-09-24 | 4.0000%           |
| 2025-09-25 | 3.9900%           |
| 2025-09-26 | 3.9900%           |
| 2025-09-29 | 3.9900%           |
| 2025-09-30 | 3.9900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 95.8100%         | 0.0000%              |

### Class: Cash Management Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $202419.23

- **Number of Shares Outstanding:** 202414.3100

- **Expense Reimbursement/Waiver:** 9.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0002          |
|  |  |
| 2025-09-03 | 1.0002          |
|  |  |
| 2025-09-04 | 1.0002          |
|  |  |
| 2025-09-05 | 1.0003          |
|  |  |
| 2025-09-08 | 1.0003          |
|  |  |
| 2025-09-09 | 1.0003          |
|  |  |
| 2025-09-10 | 1.0003          |
|  |  |
| 2025-09-11 | 1.0003          |
|  |  |
| 2025-09-12 | 1.0003          |
|  |  |
| 2025-09-15 | 1.0003          |
|  |  |
| 2025-09-16 | 1.0003          |
|  |  |
| 2025-09-17 | 1.0003          |
|  |  |
| 2025-09-18 | 1.0003          |
|  |  |
| 2025-09-19 | 1.0003          |
|  |  |
| 2025-09-22 | 1.0003          |
|  |  |
| 2025-09-23 | 1.0003          |
|  |  |
| 2025-09-24 | 1.0003          |
|  |  |
| 2025-09-25 | 1.0002          |
|  |  |
| 2025-09-26 | 1.0002          |
|  |  |
| 2025-09-29 | 1.0002          |
|  |  |
| 2025-09-30 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $694.36                   | $0.00                   |

**Total Gross Subscriptions (Month):** $694.36

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.0400%           |
| 2025-09-03 | 4.0400%           |
| 2025-09-04 | 4.0400%           |
| 2025-09-05 | 4.0400%           |
| 2025-09-08 | 4.0400%           |
| 2025-09-09 | 4.0400%           |
| 2025-09-10 | 4.0400%           |
| 2025-09-11 | 4.0400%           |
| 2025-09-12 | 4.0300%           |
| 2025-09-15 | 4.0300%           |
| 2025-09-16 | 4.0300%           |
| 2025-09-17 | 4.0300%           |
| 2025-09-18 | 4.0200%           |
| 2025-09-19 | 3.9600%           |
| 2025-09-22 | 3.9400%           |
| 2025-09-23 | 3.9200%           |
| 2025-09-24 | 3.9000%           |
| 2025-09-25 | 3.8900%           |
| 2025-09-26 | 3.9000%           |
| 2025-09-29 | 3.9000%           |
| 2025-09-30 | 3.9000%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 28.9000%         | 0.0000%              |
| Broker-dealer             |  | 71.0900%         | 0.0000%              |

### Class: Select Class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $56856.29

- **Number of Shares Outstanding:** 56868.9300

- **Expense Reimbursement/Waiver:** 2.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0000          |
|  |  |
| 2025-09-03 | 1.0000          |
|  |  |
| 2025-09-04 | 1.0000          |
|  |  |
| 2025-09-05 | 1.0000          |
|  |  |
| 2025-09-08 | 1.0001          |
|  |  |
| 2025-09-09 | 1.0000          |
|  |  |
| 2025-09-10 | 1.0000          |
|  |  |
| 2025-09-11 | 1.0001          |
|  |  |
| 2025-09-12 | 1.0000          |
|  |  |
| 2025-09-15 | 1.0000          |
|  |  |
| 2025-09-16 | 1.0001          |
|  |  |
| 2025-09-17 | 1.0001          |
|  |  |
| 2025-09-18 | 1.0001          |
|  |  |
| 2025-09-19 | 1.0000          |
|  |  |
| 2025-09-22 | 1.0000          |
|  |  |
| 2025-09-23 | 1.0000          |
|  |  |
| 2025-09-24 | 1.0000          |
|  |  |
| 2025-09-25 | 1.0000          |
|  |  |
| 2025-09-26 | 1.0000          |
|  |  |
| 2025-09-29 | 1.0000          |
|  |  |
| 2025-09-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $163.69                   | $0.00                   |

**Total Gross Subscriptions (Month):** $163.69

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.3900%           |
| 2025-09-03 | 3.3900%           |
| 2025-09-04 | 3.3900%           |
| 2025-09-05 | 3.3900%           |
| 2025-09-08 | 3.3900%           |
| 2025-09-09 | 3.3900%           |
| 2025-09-10 | 3.3900%           |
| 2025-09-11 | 3.3900%           |
| 2025-09-12 | 3.3800%           |
| 2025-09-15 | 3.3800%           |
| 2025-09-16 | 3.3800%           |
| 2025-09-17 | 3.3700%           |
| 2025-09-18 | 3.3600%           |
| 2025-09-19 | 3.3100%           |
| 2025-09-22 | 3.2900%           |
| 2025-09-23 | 3.2700%           |
| 2025-09-24 | 3.2500%           |
| 2025-09-25 | 3.2400%           |
| 2025-09-26 | 3.2400%           |
| 2025-09-29 | 3.2400%           |
| 2025-09-30 | 3.2400%           |

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

### Class: CastleOak Share Class

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $4122145422.30

- **Number of Shares Outstanding:** 4122300067.4100

- **Expense Reimbursement/Waiver:** 138371.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0001          |
|  |  |
| 2025-09-03 | 1.0001          |
|  |  |
| 2025-09-04 | 1.0002          |
|  |  |
| 2025-09-05 | 1.0002          |
|  |  |
| 2025-09-08 | 1.0002          |
|  |  |
| 2025-09-09 | 1.0002          |
|  |  |
| 2025-09-10 | 1.0002          |
|  |  |
| 2025-09-11 | 1.0002          |
|  |  |
| 2025-09-12 | 1.0002          |
|  |  |
| 2025-09-15 | 1.0002          |
|  |  |
| 2025-09-16 | 1.0002          |
|  |  |
| 2025-09-17 | 1.0002          |
|  |  |
| 2025-09-18 | 1.0002          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0002          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0002          |
|  |  |
| 2025-09-25 | 1.0002          |
|  |  |
| 2025-09-26 | 1.0002          |
|  |  |
| 2025-09-29 | 1.0002          |
|  |  |
| 2025-09-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $203044363.83             | $205000000.00           |
| 2025-09-03 | $2443833.94               | $240000000.00           |
| 2025-09-04 | $66700000.00              | $79409285.00            |
| 2025-09-05 | $8938623.00               | $118000000.00           |
| 2025-09-08 | $247700000.00             | $62764312.00            |
| 2025-09-09 | $1143319.00               | $14700000.00            |
| 2025-09-10 | $150092475.00             | $22000000.00            |
| 2025-09-11 | $0.00                     | $49588380.00            |
| 2025-09-12 | $0.00                     | $1981618.00             |
| 2025-09-15 | $873027.00                | $135000000.00           |
| 2025-09-16 | $117376936.00             | $530250000.00           |
| 2025-09-17 | $27066149.00              | $25000000.00            |
| 2025-09-18 | $291238346.00             | $65000000.00            |
| 2025-09-19 | $54202368.00              | $107000000.00           |
| 2025-09-22 | $195000000.00             | $32223781.00            |
| 2025-09-23 | $285307173.00             | $20000000.00            |
| 2025-09-24 | $213548000.00             | $48616048.00            |
| 2025-09-25 | $623999686.13             | $50624489.00            |
| 2025-09-26 | $307067659.00             | $20000000.00            |
| 2025-09-29 | $85000000.00              | $305144522.00           |
| 2025-09-30 | $251000000.00             | $48240016.00            |

**Total Gross Subscriptions (Month):** $3131741958.90

**Total Gross Redemptions (Month):** $2180542451.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1900%           |
| 2025-09-03 | 4.1900%           |
| 2025-09-04 | 4.1900%           |
| 2025-09-05 | 4.1900%           |
| 2025-09-08 | 4.1900%           |
| 2025-09-09 | 4.1900%           |
| 2025-09-10 | 4.1900%           |
| 2025-09-11 | 4.1900%           |
| 2025-09-12 | 4.1800%           |
| 2025-09-15 | 4.1800%           |
| 2025-09-16 | 4.1800%           |
| 2025-09-17 | 4.1800%           |
| 2025-09-18 | 4.1700%           |
| 2025-09-19 | 4.1100%           |
| 2025-09-22 | 4.0900%           |
| 2025-09-23 | 4.0700%           |
| 2025-09-24 | 4.0500%           |
| 2025-09-25 | 4.0400%           |
| 2025-09-26 | 4.0500%           |
| 2025-09-29 | 4.0400%           |
| 2025-09-30 | 4.0500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 18.1900%         | 0.0000%              |
| Non-financial corporation                           |  | 16.6800%         | 0.0000%              |
| Depository institution or other banking institution |  | 26.1600%         | 0.0000%              |
| Broker-dealer                                       |  | 13.9400%         | 0.0000%              |
| Broker-dealer                                       |  | 7.4900%          | 0.0000%              |
| Broker-dealer                                       |  | 5.8600%          | 0.0000%              |

### Class: Impact Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $1380286732.24

- **Number of Shares Outstanding:** 1380454505.1300

- **Expense Reimbursement/Waiver:** 53247.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0001          |
|  |  |
| 2025-09-03 | 1.0001          |
|  |  |
| 2025-09-04 | 1.0001          |
|  |  |
| 2025-09-05 | 1.0001          |
|  |  |
| 2025-09-08 | 1.0001          |
|  |  |
| 2025-09-09 | 1.0001          |
|  |  |
| 2025-09-10 | 1.0002          |
|  |  |
| 2025-09-11 | 1.0001          |
|  |  |
| 2025-09-12 | 1.0001          |
|  |  |
| 2025-09-15 | 1.0001          |
|  |  |
| 2025-09-16 | 1.0001          |
|  |  |
| 2025-09-17 | 1.0002          |
|  |  |
| 2025-09-18 | 1.0001          |
|  |  |
| 2025-09-19 | 1.0001          |
|  |  |
| 2025-09-22 | 1.0001          |
|  |  |
| 2025-09-23 | 1.0001          |
|  |  |
| 2025-09-24 | 1.0001          |
|  |  |
| 2025-09-25 | 1.0001          |
|  |  |
| 2025-09-26 | 1.0001          |
|  |  |
| 2025-09-29 | 1.0001          |
|  |  |
| 2025-09-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $524022530.45             | $513000000.00           |
| 2025-09-03 | $427000000.00             | $502680000.00           |
| 2025-09-04 | $420000000.00             | $421600000.00           |
| 2025-09-05 | $426200000.00             | $422440000.00           |
| 2025-09-08 | $271960000.00             | $410000000.00           |
| 2025-09-09 | $297000000.00             | $255260000.00           |
| 2025-09-10 | $794160000.00             | $296800000.00           |
| 2025-09-11 | $130000000.00             | $645560000.00           |
| 2025-09-12 | $267000000.00             | $140900000.00           |
| 2025-09-15 | $100000000.00             | $349300000.00           |
| 2025-09-16 | $315320000.00             | $107000000.00           |
| 2025-09-17 | $563000000.00             | $323900000.00           |
| 2025-09-18 | $115000000.00             | $468980000.00           |
| 2025-09-19 | $76860000.00              | $100000000.00           |
| 2025-09-22 | $15420000.00              | $152000000.00           |
| 2025-09-23 | $291960000.00             | $0.00                   |
| 2025-09-24 | $522000000.00             | $252540000.00           |
| 2025-09-25 | $393999725.65             | $502800000.00           |
| 2025-09-26 | $275360000.00             | $374000000.00           |
| 2025-09-29 | $309000000.00             | $279820000.00           |
| 2025-09-30 | $398760000.00             | $308000000.00           |

**Total Gross Subscriptions (Month):** $6934022256.10

**Total Gross Redemptions (Month):** $6826580000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1900%           |
| 2025-09-03 | 4.1900%           |
| 2025-09-04 | 4.1900%           |
| 2025-09-05 | 4.1900%           |
| 2025-09-08 | 4.1900%           |
| 2025-09-09 | 4.1900%           |
| 2025-09-10 | 4.1900%           |
| 2025-09-11 | 4.1900%           |
| 2025-09-12 | 4.1800%           |
| 2025-09-15 | 4.1800%           |
| 2025-09-16 | 4.1800%           |
| 2025-09-17 | 4.1800%           |
| 2025-09-18 | 4.1700%           |
| 2025-09-19 | 4.1100%           |
| 2025-09-22 | 4.0900%           |
| 2025-09-23 | 4.0700%           |
| 2025-09-24 | 4.0500%           |
| 2025-09-25 | 4.0400%           |
| 2025-09-26 | 4.0400%           |
| 2025-09-29 | 4.0400%           |
| 2025-09-30 | 4.0500%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 21.7300%         | 0.0000%              |
| Non-financial corporation |  | 23.8500%         | 0.0000%              |
| Non-financial corporation |  | 22.3100%         | 0.0000%              |
| Non-financial corporation |  | 14.0400%         | 0.0000%              |

### Class: Impact Partner Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $1084016575.09

- **Number of Shares Outstanding:** 1083989975.1600

- **Expense Reimbursement/Waiver:** 48441.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0002          |
|  |  |
| 2025-09-03 | 1.0002          |
|  |  |
| 2025-09-04 | 1.0002          |
|  |  |
| 2025-09-05 | 1.0003          |
|  |  |
| 2025-09-08 | 1.0003          |
|  |  |
| 2025-09-09 | 1.0003          |
|  |  |
| 2025-09-10 | 1.0003          |
|  |  |
| 2025-09-11 | 1.0003          |
|  |  |
| 2025-09-12 | 1.0003          |
|  |  |
| 2025-09-15 | 1.0003          |
|  |  |
| 2025-09-16 | 1.0003          |
|  |  |
| 2025-09-17 | 1.0003          |
|  |  |
| 2025-09-18 | 1.0003          |
|  |  |
| 2025-09-19 | 1.0003          |
|  |  |
| 2025-09-22 | 1.0003          |
|  |  |
| 2025-09-23 | 1.0003          |
|  |  |
| 2025-09-24 | 1.0003          |
|  |  |
| 2025-09-25 | 1.0002          |
|  |  |
| 2025-09-26 | 1.0002          |
|  |  |
| 2025-09-29 | 1.0002          |
|  |  |
| 2025-09-30 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $3834093.17               | $10200733.30            |
| 2025-09-03 | $0.00                     | $6583459.92             |
| 2025-09-04 | $300000.00                | $0.00                   |
| 2025-09-09 | $5000000.00               | $11000000.00            |
| 2025-09-10 | $2500.00                  | $2000000.00             |
| 2025-09-11 | $200000.00                | $2100000.00             |
| 2025-09-15 | $2850000.00               | $0.00                   |
| 2025-09-16 | $0.00                     | $6700000.00             |
| 2025-09-17 | $0.00                     | $15000000.00            |
| 2025-09-18 | $0.00                     | $18540940.00            |
| 2025-09-19 | $2820000.00               | $0.00                   |
| 2025-09-22 | $0.00                     | $3300054.20             |
| 2025-09-23 | $3100000.00               | $700000.00              |
| 2025-09-25 | $0.00                     | $444.66                 |
| 2025-09-29 | $7000000.00               | $0.00                   |

**Total Gross Subscriptions (Month):** $25106593.17

**Total Gross Redemptions (Month):** $76125632.08

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1900%           |
| 2025-09-03 | 4.1900%           |
| 2025-09-04 | 4.1900%           |
| 2025-09-05 | 4.1900%           |
| 2025-09-08 | 4.1900%           |
| 2025-09-09 | 4.1900%           |
| 2025-09-10 | 4.1900%           |
| 2025-09-11 | 4.1900%           |
| 2025-09-12 | 4.1800%           |
| 2025-09-15 | 4.1800%           |
| 2025-09-16 | 4.1800%           |
| 2025-09-17 | 4.1800%           |
| 2025-09-18 | 4.1700%           |
| 2025-09-19 | 4.1100%           |
| 2025-09-22 | 4.0900%           |
| 2025-09-23 | 4.0700%           |
| 2025-09-24 | 4.0500%           |
| 2025-09-25 | 4.0400%           |
| 2025-09-26 | 4.0500%           |
| 2025-09-29 | 4.0400%           |
| 2025-09-30 | 4.0500%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 23.0800%         | 0.0000%              |
| Broker-dealer             |  | 58.2300%         | 0.0000%              |
| Broker-dealer             |  | 13.1200%         | 0.0000%              |

### Class: Advisor Class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $66730670.33

- **Number of Shares Outstanding:** 66729705.9640

- **Expense Reimbursement/Waiver:** 2985.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0002          |
|  |  |
| 2025-09-03 | 1.0002          |
|  |  |
| 2025-09-04 | 1.0002          |
|  |  |
| 2025-09-05 | 1.0003          |
|  |  |
| 2025-09-08 | 1.0003          |
|  |  |
| 2025-09-09 | 1.0003          |
|  |  |
| 2025-09-10 | 1.0003          |
|  |  |
| 2025-09-11 | 1.0003          |
|  |  |
| 2025-09-12 | 1.0002          |
|  |  |
| 2025-09-15 | 1.0003          |
|  |  |
| 2025-09-16 | 1.0003          |
|  |  |
| 2025-09-17 | 1.0003          |
|  |  |
| 2025-09-18 | 1.0003          |
|  |  |
| 2025-09-19 | 1.0003          |
|  |  |
| 2025-09-22 | 1.0003          |
|  |  |
| 2025-09-23 | 1.0003          |
|  |  |
| 2025-09-24 | 1.0002          |
|  |  |
| 2025-09-25 | 1.0002          |
|  |  |
| 2025-09-26 | 1.0002          |
|  |  |
| 2025-09-29 | 1.0002          |
|  |  |
| 2025-09-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $462775.49                | $135325.36              |
| 2025-09-03 | $62398.00                 | $103484.15              |
| 2025-09-04 | $2801484.00               | $219688.00              |
| 2025-09-05 | $121384.00                | $61106.44               |
| 2025-09-08 | $1544468.00               | $118246.94              |
| 2025-09-09 | $525415.00                | $336328.00              |
| 2025-09-10 | $171908.00                | $160927.60              |
| 2025-09-11 | $19004.58                 | $258000.00              |
| 2025-09-12 | $84465.61                 | $219092.15              |
| 2025-09-15 | $131294.00                | $1915550.00             |
| 2025-09-16 | $41349.00                 | $279464.00              |
| 2025-09-17 | $33809.00                 | $391321.92              |
| 2025-09-18 | $132262.70                | $33973.27               |
| 2025-09-19 | $475713.00                | $330815.27              |
| 2025-09-22 | $20813.00                 | $78338.06               |
| 2025-09-23 | $596417.84                | $382043.13              |
| 2025-09-24 | $10913.00                 | $620826.09              |
| 2025-09-25 | $143281.80                | $187589.00              |
| 2025-09-26 | $180023.49                | $54793.84               |
| 2025-09-29 | $418761.49                | $55000.00               |
| 2025-09-30 | $139605.00                | $661374.00              |

**Total Gross Subscriptions (Month):** $8117546.00

**Total Gross Redemptions (Month):** $6603287.22

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1900%           |
| 2025-09-03 | 4.1900%           |
| 2025-09-04 | 4.1900%           |
| 2025-09-05 | 4.1900%           |
| 2025-09-08 | 4.1900%           |
| 2025-09-09 | 4.1900%           |
| 2025-09-10 | 4.1900%           |
| 2025-09-11 | 4.1900%           |
| 2025-09-12 | 4.1800%           |
| 2025-09-15 | 4.1800%           |
| 2025-09-16 | 4.1800%           |
| 2025-09-17 | 4.1800%           |
| 2025-09-18 | 4.1700%           |
| 2025-09-19 | 4.1100%           |
| 2025-09-22 | 4.0900%           |
| 2025-09-23 | 4.0700%           |
| 2025-09-24 | 4.0500%           |
| 2025-09-25 | 4.0400%           |
| 2025-09-26 | 4.0500%           |
| 2025-09-29 | 4.0400%           |
| 2025-09-30 | 4.0500%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9200%         | 0.0000%              |

### Class: Institutional Plus Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $50034.49

- **Number of Shares Outstanding:** 50034.3400

- **Expense Reimbursement/Waiver:** 2.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0002          |
|  |  |
| 2025-09-03 | 1.0002          |
|  |  |
| 2025-09-04 | 1.0002          |
|  |  |
| 2025-09-05 | 1.0003          |
|  |  |
| 2025-09-08 | 1.0003          |
|  |  |
| 2025-09-09 | 1.0003          |
|  |  |
| 2025-09-10 | 1.0003          |
|  |  |
| 2025-09-11 | 1.0003          |
|  |  |
| 2025-09-12 | 1.0002          |
|  |  |
| 2025-09-15 | 1.0003          |
|  |  |
| 2025-09-16 | 1.0003          |
|  |  |
| 2025-09-17 | 1.0003          |
|  |  |
| 2025-09-18 | 1.0003          |
|  |  |
| 2025-09-19 | 1.0003          |
|  |  |
| 2025-09-22 | 1.0002          |
|  |  |
| 2025-09-23 | 1.0003          |
|  |  |
| 2025-09-24 | 1.0002          |
|  |  |
| 2025-09-25 | 1.0002          |
|  |  |
| 2025-09-26 | 1.0002          |
|  |  |
| 2025-09-29 | 1.0002          |
|  |  |
| 2025-09-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $34.34                    | $0.00                   |

**Total Gross Subscriptions (Month):** $34.34

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1700%           |
| 2025-09-03 | 4.1700%           |
| 2025-09-04 | 4.1700%           |
| 2025-09-05 | 4.1700%           |
| 2025-09-08 | 4.1700%           |
| 2025-09-09 | 4.1700%           |
| 2025-09-10 | 4.1700%           |
| 2025-09-11 | 4.1700%           |
| 2025-09-12 | 4.1600%           |
| 2025-09-15 | 4.1600%           |
| 2025-09-16 | 4.1600%           |
| 2025-09-17 | 4.1600%           |
| 2025-09-18 | 4.1500%           |
| 2025-09-19 | 4.0900%           |
| 2025-09-22 | 4.0700%           |
| 2025-09-23 | 4.0500%           |
| 2025-09-24 | 4.0400%           |
| 2025-09-25 | 4.0300%           |
| 2025-09-26 | 4.0300%           |
| 2025-09-29 | 4.0300%           |
| 2025-09-30 | 4.0300%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.305000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3TX1, C.4 - ISIN: US3130B3TX10, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $200033186.00
- **C.18.a - Value (excl. sponsor support):** $200033186.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.305000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3Y72, C.4 - ISIN: US3130B3Y728, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $425059457.50
- **C.18.a - Value (excl. sponsor support):** $425059457.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.305000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3YQ0, C.4 - ISIN: US3130B3YQ04, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $341073144.50
- **C.18.a - Value (excl. sponsor support):** $341073144.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4AV3, C.4 - ISIN: US3130B4AV38, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $488135727.44
- **C.18.a - Value (excl. sponsor support):** $488135727.44
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.240000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B72L7, C.4 - ISIN: US3130B72L79, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $197988581.34
- **C.18.a - Value (excl. sponsor support):** $197988581.34
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-15
- **C.13 - Final Legal Maturity Date:** 2027-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.300000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TJ3, C.4 - ISIN: US3130B7TJ30, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $240043922.40
- **C.18.a - Value (excl. sponsor support):** $240043922.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.310000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7V43, C.4 - ISIN: US3130B7V436, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $390071284.20
- **C.18.a - Value (excl. sponsor support):** $390071284.20
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-21
- **C.13 - Final Legal Maturity Date:** 2027-09-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313MM7, C.4 - ISIN: US313313MM74, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $192935345.00
- **C.18.a - Value (excl. sponsor support):** $192935345.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 9: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313NQ7, C.3 - LEI: 254900C5LP6D, C.5 - Other ID: 313313NQ7
- **C.18 - Value (incl. sponsor support):** $21926300.00
- **C.18.a - Value (excl. sponsor support):** $21926300.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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 Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C53, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385C53
- **C.18 - Value (incl. sponsor support):** $45538828.75
- **C.18.a - Value (excl. sponsor support):** $45538828.75
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ML7, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385ML7
- **C.18 - Value (incl. sponsor support):** $627859748.76
- **C.18.a - Value (excl. sponsor support):** $627859748.76
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 12: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MQ6, C.4 - ISIN: US313385MQ65, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $721516260.00
- **C.18.a - Value (excl. sponsor support):** $721516260.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MT0, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385MT0
- **C.18 - Value (incl. sponsor support):** $240757795.00
- **C.18.a - Value (excl. sponsor support):** $240757795.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MY9, C.4 - ISIN: US313385MY99, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $238626364.13
- **C.18.a - Value (excl. sponsor support):** $238626364.13
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NE2, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $286359034.29
- **C.18.a - Value (excl. sponsor support):** $286359034.29
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-10-20
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NF9, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385NF9
- **C.18 - Value (incl. sponsor support):** $189554450.00
- **C.18.a - Value (excl. sponsor support):** $189554450.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NQ5, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385NQ5
- **C.18 - Value (incl. sponsor support):** $480385300.00
- **C.18.a - Value (excl. sponsor support):** $480385300.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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 Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 18: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NX0, C.4 - ISIN: US313385NX08, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $994081742.22
- **C.18.a - Value (excl. sponsor support):** $994081742.22
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 19: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PB6, C.4 - ISIN: US313385PB69, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $95582346.24
- **C.18.a - Value (excl. sponsor support):** $95582346.24
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 20: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PD2, C.4 - ISIN: US313385PD26, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $40812926.02
- **C.18.a - Value (excl. sponsor support):** $40812926.02
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 21: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PF7, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $27866300.00
- **C.18.a - Value (excl. sponsor support):** $27866300.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PN0, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $363980492.52
- **C.18.a - Value (excl. sponsor support):** $363980492.52
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QZ2, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385QZ2
- **C.18 - Value (incl. sponsor support):** $886683588.40
- **C.18.a - Value (excl. sponsor support):** $886683588.40
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385RG3
- **C.18 - Value (incl. sponsor support):** $582158055.36
- **C.18.a - Value (excl. sponsor support):** $582158055.36
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RP3, C.4 - ISIN: US313385RP38, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $188961048.26
- **C.18.a - Value (excl. sponsor support):** $188961048.26
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SC1, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385SC1
- **C.18 - Value (incl. sponsor support):** $238096150.03
- **C.18.a - Value (excl. sponsor support):** $238096150.03
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SD9, C.4 - ISIN: US313385SD98, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $236094988.46
- **C.18.a - Value (excl. sponsor support):** $236094988.46
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SG2, C.4 - ISIN: US313385SG20, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $94802693.76
- **C.18.a - Value (excl. sponsor support):** $94802693.76
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-26
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $426429480.96
- **C.18.a - Value (excl. sponsor support):** $426429480.96
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SQ0, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $237874832.50
- **C.18.a - Value (excl. sponsor support):** $237874832.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SW7, C.4 - ISIN: US313385SW79, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $473479200.00
- **C.18.a - Value (excl. sponsor support):** $473479200.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TF3, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385TF3
- **C.18 - Value (incl. sponsor support):** $402079410.00
- **C.18.a - Value (excl. sponsor support):** $402079410.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TH9, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $715315399.92
- **C.18.a - Value (excl. sponsor support):** $715315399.92
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TL0, C.4 - ISIN: US313385TL06, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $236393800.80
- **C.18.a - Value (excl. sponsor support):** $236393800.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TN6, C.4 - ISIN: US313385TN61, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $237329167.53
- **C.18.a - Value (excl. sponsor support):** $237329167.53
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TU0, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385TU0
- **C.18 - Value (incl. sponsor support):** $237221587.54
- **C.18.a - Value (excl. sponsor support):** $237221587.54
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TV8, C.4 - ISIN: US313385TV87, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $555100158.96
- **C.18.a - Value (excl. sponsor support):** $555100158.96
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TX4, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $237147983.73
- **C.18.a - Value (excl. sponsor support):** $237147983.73
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UC8, C.4 - ISIN: US313385UC87, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $249810905.00
- **C.18.a - Value (excl. sponsor support):** $249810905.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UK0, C.4 - ISIN: US313385UK04, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $469775943.08
- **C.18.a - Value (excl. sponsor support):** $469775943.08
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UM6, C.4 - ISIN: US313385UM69, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $469678617.50
- **C.18.a - Value (excl. sponsor support):** $469678617.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UZ7, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385UZ7
- **C.18 - Value (incl. sponsor support):** $473081394.94
- **C.18.a - Value (excl. sponsor support):** $473081394.94
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VA1, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385VA1
- **C.18 - Value (incl. sponsor support):** $233572143.28
- **C.18.a - Value (excl. sponsor support):** $233572143.28
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VN3, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385VN3
- **C.18 - Value (incl. sponsor support):** $243085190.56
- **C.18.a - Value (excl. sponsor support):** $243085190.56
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VQ6, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385VQ6
- **C.18 - Value (incl. sponsor support):** $374352360.00
- **C.18.a - Value (excl. sponsor support):** $374352360.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.285000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPD44, C.4 - ISIN: US3133EPD443, C.3 - LEI: 254900C5LP6D, C.5 - Other ID: 3133EPD44
- **C.18 - Value (incl. sponsor support):** $192036587.52
- **C.18.a - Value (excl. sponsor support):** $192036587.52
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.280000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD73, C.4 - ISIN: US3133ERD738, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $249146469.27
- **C.18.a - Value (excl. sponsor support):** $249146469.27
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.280000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $248151314.72
- **C.18.a - Value (excl. sponsor support):** $248151314.72
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $237201165.60
- **C.18.a - Value (excl. sponsor support):** $237201165.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $233208486.07
- **C.18.a - Value (excl. sponsor support):** $233208486.07
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVV0, C.4 - ISIN: US3133ERVV05, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $48005735.04
- **C.18.a - Value (excl. sponsor support):** $48005735.04
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYC9, C.4 - ISIN: US3133ERYC96, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $31265151.88
- **C.18.a - Value (excl. sponsor support):** $31265151.88
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $240211324.80
- **C.18.a - Value (excl. sponsor support):** $240211324.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.280000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZX2, C.4 - ISIN: US3133ERZX25, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $304183467.04
- **C.18.a - Value (excl. sponsor support):** $304183467.04
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAN7, C.4 - ISIN: US3133ETAN73, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $96008266.56
- **C.18.a - Value (excl. sponsor support):** $96008266.56
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB97, C.4 - ISIN: US3133ETB977, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $129024093.33
- **C.18.a - Value (excl. sponsor support):** $129024093.33
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 1.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETC70, C.4 - ISIN: US3133ETC702, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $178033375.00
- **C.18.a - Value (excl. sponsor support):** $178033375.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLU9, C.4 - ISIN: US3133ETLU97, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $147015579.06
- **C.18.a - Value (excl. sponsor support):** $147015579.06
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMF1, C.4 - ISIN: US3133ETMF12, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $193026182.38
- **C.18.a - Value (excl. sponsor support):** $193026182.38
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-23
- **C.13 - Final Legal Maturity Date:** 2027-03-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMH7, C.4 - ISIN: US3133ETMH77, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $97015435.61
- **C.18.a - Value (excl. sponsor support):** $97015435.61
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPL5, C.4 - ISIN: US3133ETPL52, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $92011838.56
- **C.18.a - Value (excl. sponsor support):** $92011838.56
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.245000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRQ2, C.4 - ISIN: US3133ETRQ22, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $203061021.80
- **C.18.a - Value (excl. sponsor support):** $203061021.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.255000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVS3, C.4 - ISIN: US3133ETVS32, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $357214439.19
- **C.18.a - Value (excl. sponsor support):** $357214439.19
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.275000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVX2, C.4 - ISIN: US3133ETVX27, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $367039661.69
- **C.18.a - Value (excl. sponsor support):** $367039661.69
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-03
- **C.13 - Final Legal Maturity Date:** 2027-09-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYV3, C.4 - ISIN: US3133ETYV34, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $245032874.10
- **C.18.a - Value (excl. sponsor support):** $245032874.10
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETZD2, C.4 - ISIN: US3133ETZD27, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $96017478.72
- **C.18.a - Value (excl. sponsor support):** $96017478.72
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-23
- **C.13 - Final Legal Maturity Date:** 2027-09-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.255000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBJ44, C.4 - ISIN: US3134HBJ441, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $745359678.55
- **C.18.a - Value (excl. sponsor support):** $745359678.55
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-08-25
- **C.13 - Final Legal Maturity Date:** 2027-08-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249044800.08
- **C.18.a - Value (excl. sponsor support):** $249044800.08
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $114014498.52
- **C.18.a - Value (excl. sponsor support):** $114014498.52
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $318266569.86
- **C.18.a - Value (excl. sponsor support):** $318266569.86
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $694652616.78
- **C.18.a - Value (excl. sponsor support):** $694652616.78
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $730580379.20
- **C.18.a - Value (excl. sponsor support):** $730580379.20
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $555185678.33
- **C.18.a - Value (excl. sponsor support):** $555185678.33
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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 Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 74: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2983673953.26
- **C.18.a - Value (excl. sponsor support):** $2983673953.26
- **C.19 - Percentage of Net Assets:** 1.7900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1799310052.00
- **C.18.a - Value (excl. sponsor support):** $1799310052.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 76: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $481207734.01
- **C.18.a - Value (excl. sponsor support):** $481207734.01
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 77: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $671062991.01
- **C.18.a - Value (excl. sponsor support):** $671062991.01
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $500487440.81
- **C.18.a - Value (excl. sponsor support):** $500487440.81
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 79: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $458710611.84
- **C.18.a - Value (excl. sponsor support):** $458710611.84
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $532519532.48
- **C.18.a - Value (excl. sponsor support):** $532519532.48
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $372370719.16
- **C.18.a - Value (excl. sponsor support):** $372370719.16
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 82: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $580586737.50
- **C.18.a - Value (excl. sponsor support):** $580586737.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $366239624.16
- **C.18.a - Value (excl. sponsor support):** $366239624.16
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $726974426.86
- **C.18.a - Value (excl. sponsor support):** $726974426.86
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **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 Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1432020393.86
- **C.18.a - Value (excl. sponsor support):** $1432020393.86
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 86: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $469960945.20
- **C.18.a - Value (excl. sponsor support):** $469960945.20
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 87: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1303043271.53
- **C.18.a - Value (excl. sponsor support):** $1303043271.53
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2014766809.00
- **C.18.a - Value (excl. sponsor support):** $2014766809.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1225691061.20
- **C.18.a - Value (excl. sponsor support):** $1225691061.20
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 90: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RB5, C.4 - ISIN: US912797RB50, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1052287076.88
- **C.18.a - Value (excl. sponsor support):** $1052287076.88
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 91: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2383522379.70
- **C.18.a - Value (excl. sponsor support):** $2383522379.70
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $739337277.51
- **C.18.a - Value (excl. sponsor support):** $739337277.51
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2205298303.60
- **C.18.a - Value (excl. sponsor support):** $2205298303.60
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $403458356.15
- **C.18.a - Value (excl. sponsor support):** $403458356.15
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $575929640.88
- **C.18.a - Value (excl. sponsor support):** $575929640.88
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $918358544.00
- **C.18.a - Value (excl. sponsor support):** $918358544.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2382624359.71
- **C.18.a - Value (excl. sponsor support):** $2382624359.71
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2125931303.32
- **C.18.a - Value (excl. sponsor support):** $2125931303.32
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1230242736.72
- **C.18.a - Value (excl. sponsor support):** $1230242736.72
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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 Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1029684720.12
- **C.18.a - Value (excl. sponsor support):** $1029684720.12
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $292151245.46
- **C.18.a - Value (excl. sponsor support):** $292151245.46
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $669596060.49
- **C.18.a - Value (excl. sponsor support):** $669596060.49
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $609499074.23
- **C.18.a - Value (excl. sponsor support):** $609499074.23
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1471968211.12
- **C.18.a - Value (excl. sponsor support):** $1471968211.12
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1100838469.76
- **C.18.a - Value (excl. sponsor support):** $1100838469.76
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1198270900.88
- **C.18.a - Value (excl. sponsor support):** $1198270900.88
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1112027114.22
- **C.18.a - Value (excl. sponsor support):** $1112027114.22
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $766572401.88
- **C.18.a - Value (excl. sponsor support):** $766572401.88
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $607617692.70
- **C.18.a - Value (excl. sponsor support):** $607617692.70
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1249846816.03
- **C.18.a - Value (excl. sponsor support):** $1249846816.03
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2066457049.02
- **C.18.a - Value (excl. sponsor support):** $2066457049.02
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SH1, C.4 - ISIN: US912797SH12, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1841648129.85
- **C.18.a - Value (excl. sponsor support):** $1841648129.85
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128282A7, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $440344667.41
- **C.18.a - Value (excl. sponsor support):** $440344667.41
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-08-15
- **C.12 - Maturity Date (WAL):** 2026-08-15
- **C.13 - Final Legal Maturity Date:** 2026-08-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285T3, C.4 - ISIN: US9128285T35, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $314945501.68
- **C.18.a - Value (excl. sponsor support):** $314945501.68
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $86774010.40
- **C.18.a - Value (excl. sponsor support):** $86774010.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828M56, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $157671555.92
- **C.18.a - Value (excl. sponsor support):** $157671555.92
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-11-15
- **C.12 - Maturity Date (WAL):** 2025-11-15
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828P46, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $433301428.65
- **C.18.a - Value (excl. sponsor support):** $433301428.65
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $282216554.62
- **C.18.a - Value (excl. sponsor support):** $282216554.62
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $345876101.00
- **C.18.a - Value (excl. sponsor support):** $345876101.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **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 Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $785601931.35
- **C.18.a - Value (excl. sponsor support):** $785601931.35
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $305309191.60
- **C.18.a - Value (excl. sponsor support):** $305309191.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $288443143.68
- **C.18.a - Value (excl. sponsor support):** $288443143.68
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $145918945.50
- **C.18.a - Value (excl. sponsor support):** $145918945.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CFW6, C.4 - ISIN: US91282CFW64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $177081533.28
- **C.18.a - Value (excl. sponsor support):** $177081533.28
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-15
- **C.12 - Maturity Date (WAL):** 2025-11-15
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGA3, C.4 - ISIN: US91282CGA36, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $77006215.44
- **C.18.a - Value (excl. sponsor support):** $77006215.44
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-12-15
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGE5, C.4 - ISIN: US91282CGE57, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $558870893.36
- **C.18.a - Value (excl. sponsor support):** $558870893.36
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGR6, C.4 - ISIN: US91282CGR60, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $315087743.10
- **C.18.a - Value (excl. sponsor support):** $315087743.10
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-15
- **C.12 - Maturity Date (WAL):** 2026-03-15
- **C.13 - Final Legal Maturity Date:** 2026-03-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $283887413.88
- **C.18.a - Value (excl. sponsor support):** $283887413.88
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $300716850.00
- **C.18.a - Value (excl. sponsor support):** $300716850.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $542044131.86
- **C.18.a - Value (excl. sponsor support):** $542044131.86
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $204714387.78
- **C.18.a - Value (excl. sponsor support):** $204714387.78
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $297757595.10
- **C.18.a - Value (excl. sponsor support):** $297757595.10
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJE2, C.4 - ISIN: US91282CJE21, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $300192378.00
- **C.18.a - Value (excl. sponsor support):** $300192378.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $429520505.70
- **C.18.a - Value (excl. sponsor support):** $429520505.70
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFW, C.5 - Other ID: 91282CJS1_4.25_1231
- **C.18 - Value (incl. sponsor support):** $760575502.40
- **C.18.a - Value (excl. sponsor support):** $760575502.40
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $475359550.50
- **C.18.a - Value (excl. sponsor support):** $475359550.50
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $336982107.90
- **C.18.a - Value (excl. sponsor support):** $336982107.90
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $303023234.71
- **C.18.a - Value (excl. sponsor support):** $303023234.71
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $305841598.56
- **C.18.a - Value (excl. sponsor support):** $305841598.56
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.080500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1901893647.46
- **C.18.a - Value (excl. sponsor support):** $1901893647.46
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $296035638.40
- **C.18.a - Value (excl. sponsor support):** $296035638.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $450092362.50
- **C.18.a - Value (excl. sponsor support):** $450092362.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.103500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2518913421.97
- **C.18.a - Value (excl. sponsor support):** $2518913421.97
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.996500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1911797789.90
- **C.18.a - Value (excl. sponsor support):** $1911797789.90
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.058500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2127984254.10
- **C.18.a - Value (excl. sponsor support):** $2127984254.10
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.057500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2853928734.28
- **C.18.a - Value (excl. sponsor support):** $2853928734.28
- **C.19 - Percentage of Net Assets:** 1.7100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 147: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.290000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP0MUE81, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP0MUE81_4.29_1104
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2031-10-01      | 7.0000%  | 0.0000% | $3116.00           | $36.05             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-10-01      | 5.5000%  | 0.0000% | $1258.00           | $44.96             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2028-11-01      | 6.5000%  | 0.0000% | $2228.00           | $1.19              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-08-01      | 3.5000%  | 0.0000% | $98667.00          | $8600.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $274.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-06-01      | 3.5000%  | 0.0000% | $250007.00         | $28891.18          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.5000%  | 0.0000% | $1825000.00        | $1376967.66        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $759.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $200000.00         | $100201.35         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.5000%  | 0.0000% | $57491.00          | $42394.11          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-03-01      | 4.4500%  | 0.0000% | $5346778.00        | $5328934.31        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-07-25      | 1.5795%  | 0.0000% | $313178044.00      | $4984488.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-05-25      | 5.5000%  | 0.0000% | $7124683.00        | $115657.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 1.7825%  | 0.0000% | $82543545.00       | $985825.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 1.6295%  | 0.0000% | $23002208.00       | $645944.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 1.6295%  | 0.0000% | $146920181.00      | $5590502.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-07-25      | 1.4005%  | 0.0000% | $14546000.00       | $405995.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.5000%  | 0.0000% | $100020.00         | $11323.19          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $800448.00         | $95443.50          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $200007.00         | $23231.62          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $74292607.00       | $6957712.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 2.0000%  | 0.0000% | $4680000.00        | $352054.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-25      | 2.0000%  | 0.0000% | $199998.00         | $22360.72          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 2.0113%  | 0.0000% | $100017.00         | $5054.92           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $100000.00         | $12493.41          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-02-25      | 1.9749%  | 0.0000% | $38326592.00       | $938704.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-11-25      | 2.5000%  | 0.0000% | $4500000.00        | $449489.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 2.5000%  | 0.0000% | $299999.00         | $36299.41          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 2.5000%  | 0.0000% | $6071983.00        | $474947.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 2.0307%  | 0.0000% | $13246930.00       | $317753.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-01-25      | 2.5000%  | 0.0000% | $100000.00         | $12190.03          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 1.9802%  | 0.0000% | $18409200.00       | $492679.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.5000%  | 0.0000% | $1468111.00        | $215585.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-25      | 6.0000%  | 0.0000% | $10620166.00       | $1531354.68        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 2.5000%  | 0.0000% | $791790.00         | $92412.85          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.0000%  | 0.0000% | $1000001.00        | $106362.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2061-09-25      | 5.5000%  | 0.0000% | $31080416.00       | $4600130.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $3033154.00        | $1729725.86        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 17.4716% | 0.0000% | $1221114.00        | $1516447.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.5440%  | 0.0000% | $9270437.00        | $537224.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 21.3716% | 0.0000% | $1861281.00        | $1634694.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 1.4484%  | 0.0000% | $166409000.00      | $5782949.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | N/A      | 0.0000% | $4376901.00        | $2721263.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 5.3560%  | 0.0000% | $115482085.00      | $103334553.90      | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-05-25      | 5.0000%  | 0.0000% | $6648208.00        | $6559305.82        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 1.5940%  | 0.0000% | $100278.00         | $7025.34           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-15      | 4.0000%  | 0.0000% | $665982.00         | $284178.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-07-25      | 2.3400%  | 0.0000% | $2992.00           | $562.80            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-03-15      | 1.9953%  | 0.0000% | $15435819.00       | $129368.12         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $300000.00         | $24825.90          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.5000%  | 0.0000% | $100000.00         | $9980.21           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 1.4102%  | 0.0000% | $1839715.00        | $14998.82          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 1.2285%  | 0.0000% | $5000000.00        | $194418.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 1.5167%  | 0.0000% | $5596080.00        | $304792.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $100000.00         | $8555.65           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 2.0000%  | 0.0000% | $1003375.00        | $104076.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-05-25      | 2.5000%  | 0.0000% | $4808824.00        | $591202.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-25      | 2.5000%  | 0.0000% | $16480003.00       | $1687142.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.5000%  | 0.0000% | $100000.00         | $8976.85           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 2.5000%  | 0.0000% | $694992.00         | $90636.16          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 2.0000%  | 0.0000% | $1980000.00        | $211179.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | 1.8440%  | 0.0000% | $44058832.00       | $2073947.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 1.1940%  | 0.0000% | $23270484.00       | $677008.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 1.8764%  | 0.0000% | $100000000.00      | $4338835.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 2.0040%  | 0.0000% | $681317.00         | $41648.24          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 18.7716% | 0.0000% | $1349437.00        | $1185295.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $5339000.00        | $3489655.27        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $97556.00          | $82098.82          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1089629.00        | $1144948.50        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $1150883.00        | $107184.66         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $2955.00           | $724.23            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $239360.00         | $175456.58         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $6987.00           | $5130.79           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $1298.00           | $708.57            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1023.50           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $738434.00         | $772974.33         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $8863.00           | $9075.66           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $427734.00         | $440471.65         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-10-20      | 4.5000%  | 0.0000% | $615219.00         | $6417.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-04-15      | 6.5000%  | 0.0000% | $1041.00           | $12.85             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-15      | 4.5000%  | 0.0000% | $1008.00           | $276.97            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $55885826.00       | $9101.16           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-06-20      | 5.0000%  | 0.0000% | $12817033.00       | $131675.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 5.5000%  | 0.0000% | $45617045.00       | $828116.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 6.0000%  | 0.0000% | $5017156.00        | $67502.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.3577%  | 0.0000% | $344068.00         | $343910.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 6.0000%  | 0.0000% | $704272.00         | $62728.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 4.5000%  | 0.0000% | $1763.00           | $342.78            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 1.8501%  | 0.0000% | $56643908.00       | $2013323.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 0.2502%  | 0.0000% | $21754923.00       | $143836.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | N/A      | 0.0000% | $70645009.00       | $203257.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 1.8501%  | 0.0000% | $15622528.00       | $664610.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $22500000.00       | $1865110.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $100000.00         | $8981.33           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-02-20      | 0.9225%  | 0.0000% | $16752845.00       | $1266972.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-09-20      | 0.5927%  | 0.0000% | $8534200.00        | $482406.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-11-20      | 0.5329%  | 0.0000% | $65178829.00       | $4427167.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 1.8812%  | 0.0000% | $100007.00         | $5341.11           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | N/A      | 0.0000% | $100001.00         | $58850.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.3112%  | 0.0000% | $2213387.00        | $44501.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.2688%  | 0.0000% | $10616742.00       | $7548006.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $8111362.00        | $4950234.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.3112%  | 0.0000% | $11292541.00       | $366125.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $35081296.00       | $31201.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.4112%  | 0.0000% | $34070535.00       | $878257.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.8812%  | 0.0000% | $17980230.00       | $1341884.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | N/A      | 0.0000% | $11964345.00       | $8100617.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $8960087.00        | $4241435.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.3612%  | 0.0000% | $4488970.00        | $211908.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.1112%  | 0.0000% | $8517323.00        | $393813.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.0500%  | 0.0000% | $13876519.00       | $16139.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 21.5955% | 0.0000% | $5622380.00        | $7909210.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.1612%  | 0.0000% | $20436086.00       | $972216.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.5612%  | 0.0000% | $16827534.00       | $1133398.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.6712%  | 0.0000% | $227977.00         | $12591.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.2612%  | 0.0000% | $40000000.00       | $317362.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.0312%  | 0.0000% | $67930369.00       | $2983762.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $100000000.00      | $1129986.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.7412%  | 0.0000% | $4795457.00        | $224670.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $8276.00           | $1373.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 1.9710%  | 0.0000% | $53217399.00       | $42331065.60       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 6.6990%  | 0.0000% | $1028858.00        | $995944.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 6.5810%  | 0.0000% | $573346.00         | $570417.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.0000%  | 0.0000% | $1358856.00        | $165152.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $301473.00         | $214616.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $674274.00         | $539339.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-05-01      | 3.0000%  | 0.0000% | $1000.00           | $642.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $10000.00          | $7997.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $4703698.00        | $4288882.06        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $6276176.00        | $6477198.10        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-08-01      | 3.5000%  | 0.0000% | $59000.00          | $17386.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 3.5000%  | 0.0000% | $695490.00         | $167360.99         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.5000%  | 0.0000% | $593860.00         | $281471.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-10-01      | 6.0000%  | 0.0000% | $1888.00           | $74.83             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 11.8905% | 0.0000% | $5109157.00        | $5456207.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-11-25      | 0.1847%  | 0.0000% | $142943372.00      | $365692.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 2.7940%  | 0.0000% | $26477201.00       | $1743470.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-07-25      | 0.2972%  | 0.0000% | $59000000.00       | $958359.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-07-15      | 6.5000%  | 0.0000% | $4.00              | $0.14              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-01-25      | 4.9805%  | 0.0000% | $39778143.00       | $2454520.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $1318745.00        | $1111501.25        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $11143403.00       | $11308543.28       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $863761.00         | $160512.30         | Agency Mortgage-Backed Securities         |

### Security 148: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.290000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP0O4QY7, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP0O4QY7_4.29_1104
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $10237206.00       | $6247603.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.6112%  | 0.0000% | $42264000.00       | $2279702.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.4888%  | 0.0000% | $9861370.00        | $4743029.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.6612%  | 0.0000% | $1865260.00        | $74781.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.6388%  | 0.0000% | $5818210.00        | $2999598.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.5888%  | 0.0000% | $489059.00         | $236179.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.4112%  | 0.0000% | $4986389.00        | $128537.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.0112%  | 0.0000% | $91858813.00       | $4615030.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 1.3440%  | 0.0000% | $7541172.00        | $247203.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 2.5000%  | 0.0000% | $751000.00         | $81589.22          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.5940%  | 0.0000% | $2061336.00        | $127123.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.7440%  | 0.0000% | $594592.00         | $31237.01          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-11-25      | 0.1847%  | 0.0000% | $245491.00         | $628.04            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.7440%  | 0.0000% | $27102992.00       | $674308.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 2.7940%  | 0.0000% | $15314605.00       | $1008435.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.9940%  | 0.0000% | $200000.00         | $10500.05          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-10-25      | 2.1295%  | 0.0000% | $78142947.00       | $148146.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $650360.00         | $643546.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $537720.00         | $562109.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-06-01      | 3.3700%  | 0.0000% | $8688.00           | $8099.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $100000.00         | $55903.31          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $80000.00          | $57695.61          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $6471821.00        | $6347126.79        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1483087.00        | $1504209.63        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-10-01      | 4.5000%  | 0.0000% | $168567.00         | $16467.71          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $2061712.00        | $1907179.86        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $154672.00         | $130912.47         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $243054.00         | $259180.69         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-06-20      | 5.0000%  | 0.0000% | $4064417.00        | $41755.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 4.0000%  | 0.0000% | $2585511.00        | $22242.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 1.8501%  | 0.0000% | $20000000.00       | $512672.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | N/A      | 0.0000% | $35459007.00       | $308820.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.3577%  | 0.0000% | $672928.00         | $672619.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 4.5000%  | 0.0000% | $28769.00          | $5593.63           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | N/A      | 0.0000% | $105356031.00      | $980395.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $100148.00         | $6006.37           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.0501%  | 0.0000% | $100006.00         | $9913.82           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 0.8631%  | 0.0000% | $12259486.00       | $969019.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-09-20      | 0.5927%  | 0.0000% | $14830256.00       | $838299.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-12-20      | 0.5202%  | 0.0000% | $1895210.00        | $121485.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-05-20      | 0.6925%  | 0.0000% | $3717738.00        | $248676.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $150965.00         | $92739.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.6888%  | 0.0000% | $796847.00         | $604299.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | N/A      | 0.0000% | $32972200.00       | $19404021.61       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 1.8612%  | 0.0000% | $31098064.00       | $1506229.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3888%  | 0.0000% | $2440114.00        | $1063683.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4888%  | 0.0000% | $16137.00          | $13381.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $1067840.00        | $1136031.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4988%  | 0.0000% | $3421183.00        | $2630038.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | N/A      | 0.0000% | $105648.00         | $0.17              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.3612%  | 0.0000% | $628621.00         | $29674.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | N/A      | 0.0000% | $8015.00           | $4696.33           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.1612%  | 0.0000% | $435742.00         | $20729.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 1.5412%  | 0.0000% | $37185299.00       | $3011975.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.5012%  | 0.0000% | $2571264.00        | $131560.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.6812%  | 0.0000% | $3725504.00        | $259990.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.6888%  | 0.0000% | $629502.00         | $621049.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.0312%  | 0.0000% | $4807761.00        | $211175.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.4112%  | 0.0000% | $14061902.00       | $1238417.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.7112%  | 0.0000% | $23356308.00       | $1835857.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.8112%  | 0.0000% | $77837599.00       | $3801241.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.2812%  | 0.0000% | $100000.00         | $6259.33           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 4.6640%  | 0.0000% | $6649.00           | $5325.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-07-01      | 4.0000%  | 0.0000% | $744413.00         | $78831.68          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-08-01      | 6.5000%  | 0.0000% | $1688555.00        | $18560.29          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-01-01      | 3.5000%  | 0.0000% | $6002308.00        | $1065918.77        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-06-01      | 4.5000%  | 0.0000% | $283859.00         | $24168.12          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-05-01      | 2.5000%  | 0.0000% | $24704.00          | $15709.48          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $22001.00          | $17052.04          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $154664.00         | $128913.13         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $14000.00          | $11052.47          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-03-01      | 4.4500%  | 0.0000% | $427195.00         | $425769.34         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 3.0000%  | 0.0000% | $25000.00          | $5913.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-25      | 2.0295%  | 0.0000% | $109488.00         | $973.52            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-02-25      | 1.8805%  | 0.0000% | $471645.00         | $4429.95           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | N/A      | 0.0000% | $133156033.00      | $5649.50           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-06-25      | 1.8529%  | 0.0000% | $50000000.00       | $616987.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2059-08-25      | 1.6976%  | 0.0000% | $52871645.00       | $613869.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.5000%  | 0.0000% | $1699996.00        | $192455.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 4.0000%  | 0.0000% | $28180898.00       | $2828601.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $4499544.00        | $536514.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $199999.00         | $23230.69          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $617918.00         | $57869.76          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-25      | 2.0000%  | 0.0000% | $999999.00         | $111804.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 2.5000%  | 0.0000% | $862872.00         | $67493.39          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 2.0307%  | 0.0000% | $19033831.00       | $456563.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-05-25      | 3.5000%  | 0.0000% | $42700000.00       | $2223537.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.5000%  | 0.0000% | $2211870.00        | $179400.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 4.0000%  | 0.0000% | $100006.00         | $12865.77          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-05-25      | 5.0000%  | 0.0000% | $100096.00         | $11323.96          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2061-09-25      | 5.5000%  | 0.0000% | $3308994.00        | $489755.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $3503392.00        | $1997889.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 2.5440%  | 0.0000% | $84906499.00       | $3776548.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 2.6440%  | 0.0000% | $6951856.00        | $346410.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 17.4716% | 0.0000% | $622233.00         | $772723.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 3.7440%  | 0.0000% | $4945762.00        | $378092.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.6940%  | 0.0000% | $7352861.00        | $468018.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 2.6440%  | 0.0000% | $65891400.00       | $2814625.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-05-25      | 5.0000%  | 0.0000% | $1000.00           | $986.63            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 1.5940%  | 0.0000% | $27129726.00       | $1900672.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-08-15      | 2.1134%  | 0.0000% | $100000000.00      | $266094.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-05-15      | 5.0000%  | 0.0000% | $26421375.00       | $400077.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $1037010.00        | $83608.32          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-12-25      | 0.8557%  | 0.0000% | $6299232.00        | $208353.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $616964.00         | $58553.36          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $3525300.00        | $417011.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.5000%  | 0.0000% | $3484810.00        | $332690.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 1.4102%  | 0.0000% | $49734775.00       | $405477.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 2.5000%  | 0.0000% | $999810.00         | $92465.77          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 1.5167%  | 0.0000% | $7990522.00        | $435206.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-05-25      | 1.0094%  | 0.0000% | $75900000.00       | $1648958.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-01-25      | 2.5000%  | 0.0000% | $300000.00         | $35430.51          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 2.0000%  | 0.0000% | $599010.00         | $62132.92          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | N/A      | 0.0000% | $193173843.00      | $16535.61          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-11-25      | 0.3014%  | 0.0000% | $153504.00         | $1978.07           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 2.5000%  | 0.0000% | $646000.00         | $84246.96          | Agency Collateralized Mortgage Obligation |

### Security 149: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.290000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP0PQQK7, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP0PQQK7_4.29_1201
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $5730575.00        | $2712681.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $687912.00         | $675230.03         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $946492.00         | $892373.13         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $43769.00          | $32908.34          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $25700.00          | $18881.70          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $734478.00         | $649688.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-03-25      | 4.7598%  | 0.0000% | $8629750.00        | $269988.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.5000%  | 0.0000% | $100000.00         | $11320.92          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $100000.00         | $11615.40          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $200000.00         | $24986.81          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-02-25      | 1.9749%  | 0.0000% | $8238666.00        | $201783.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 2.5000%  | 0.0000% | $5000000.00        | $523007.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-10-25      | 2.5000%  | 0.0000% | $899986.00         | $107154.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-06-25      | 3.0000%  | 0.0000% | $100000.00         | $4865.04           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.5000%  | 0.0000% | $2428130.00        | $196940.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 1.9802%  | 0.0000% | $75388158.00       | $2017591.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2061-03-25      | 1.7261%  | 0.0000% | $385837405.00      | $13086423.90       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $1164160.00        | $663889.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.6940%  | 0.0000% | $18685552.00       | $1189357.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.0500%  | 0.0000% | $39912582.00       | $70302.10          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 2.7440%  | 0.0000% | $5637789.00        | $422290.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-05-25      | 5.0000%  | 0.0000% | $1859792.00        | $1834922.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.4840%  | 0.0000% | $21190273.00       | $1191507.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-08-01      | 6.5000%  | 0.0000% | $15037545.00       | $610539.29         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-11-15      | 2.1134%  | 0.0000% | $68564196.00       | $420329.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-01-15      | 2.1634%  | 0.0000% | $19106666.00       | $3139.74           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-05-15      | 5.0000%  | 0.0000% | $7101848.00        | $107537.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-08-15      | 1.6134%  | 0.0000% | $25668127.00       | $445306.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-07-25      | 2.3400%  | 0.0000% | $1347.00           | $253.37            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-03-15      | 1.9953%  | 0.0000% | $100001.00         | $838.12            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $1035990.00        | $83526.08          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $6574700.00        | $777727.90         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-05-25      | 4.0000%  | 0.0000% | $4504800.00        | $189485.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-08-25      | 2.5000%  | 0.0000% | $26853568.00       | $2599504.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $13825857.00       | $1182892.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $2619574.00        | $218118.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 2.5000%  | 0.0000% | $3946000.00        | $514610.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 2.0000%  | 0.0000% | $799997.00         | $85324.65          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 2.5000%  | 0.0000% | $751584.00         | $81652.67          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 1.8764%  | 0.0000% | $26964917.00       | $1169963.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.7440%  | 0.0000% | $22798174.00       | $1197706.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-11-25      | 0.1847%  | 0.0000% | $48727605.00       | $124660.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 2.7940%  | 0.0000% | $9332398.00        | $614519.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-01      | 4.5000%  | 0.0000% | $58940.00          | $6465.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 3.4600%  | 0.0000% | $3800000.00        | $3447182.24        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-06-01      | 3.6900%  | 0.0000% | $244671.00         | $234777.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-09-01      | 3.8100%  | 0.0000% | $173306.00         | $142699.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $1637426.00        | $102723.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-06-25      | 2.1095%  | 0.0000% | $285232406.00      | $570758.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-01-01      | 6.3500%  | 0.0000% | $23250000.00       | $48533.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 5.9640%  | 0.0000% | $129296106.00      | $242568.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1010.00           | $1018.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $58237.00          | $56119.39          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $317875.00         | $308896.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $9000.00           | $8686.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $11017.00          | $11135.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $10000.00          | $10122.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $308175.00         | $316823.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $651005.00         | $662435.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $703936.00         | $714816.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 4.5000%  | 0.0000% | $2185749.00        | $132995.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-12-01      | 3.5000%  | 0.0000% | $1865000.00        | $229519.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 6.4660%  | 0.0000% | $530318.00         | $49119.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 3.8300%  | 0.0000% | $1146822.00        | $974216.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-12-01      | 4.5000%  | 0.0000% | $1080000.00        | $231991.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-05-01      | 3.5000%  | 0.0000% | $350000.00         | $48434.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-01-01      | 5.0000%  | 0.0000% | $841246.00         | $178759.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-05-01      | 4.5000%  | 0.0000% | $290059.00         | $58338.78          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 6.5810%  | 0.0000% | $503769.00         | $501195.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 5.5000%  | 0.0000% | $311664.00         | $72619.12          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $472130.00         | $298969.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-01      | 1.7500%  | 0.0000% | $3346445.00        | $2917550.30        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-11-01      | 5.2500%  | 0.0000% | $228000.00         | $228959.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 4.4700%  | 0.0000% | $52762.00          | $53312.67          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $2711.00           | $1266.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $8000.00           | $6111.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $230000.00         | $164718.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1368118.00        | $1178195.72        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $800000.00         | $583134.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 5.1300%  | 0.0000% | $392584.00         | $391539.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $800000.00         | $459926.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $999719.00         | $701938.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 4.0000%  | 0.0000% | $11823.00          | $10533.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 5.5000%  | 0.0000% | $870937.00         | $224113.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $68859.00          | $42575.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 3.5000%  | 0.0000% | $67300.00          | $34730.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $27648.00          | $20297.78          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $20000.00          | $14534.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1346718.00        | $921408.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $12000.00          | $8833.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 4.4200%  | 0.0000% | $2400000.00        | $28334.89          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 1.5000%  | 0.0000% | $374761.00         | $219030.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $6509.00           | $4567.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $587827.00         | $450161.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $224165.00         | $161153.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $131805.00         | $102481.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $28299.00          | $23883.20          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 2.5000%  | 0.0000% | $172882.00         | $138180.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 3.5000%  | 0.0000% | $17000.00          | $15046.45          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $127679.00         | $128932.42         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1577979.00        | $1599591.21        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $9000.00           | $9095.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $11000.00          | $11151.80          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $440421.00         | $437478.65         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $271816.00         | $249626.83         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 4.5000%  | 0.0000% | $93256.00          | $75547.29          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $70927.00          | $3368.13           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-12-16      | 1.8386%  | 0.0000% | $5700586.00        | $41525.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-09-20      | 1.9501%  | 0.0000% | $57330766.00       | $992404.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | N/A      | 0.0000% | $164540993.00      | $1433024.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.3577%  | 0.0000% | $191359.00         | $191271.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 4.5000%  | 0.0000% | $3437736.00        | $768861.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.3888%  | 0.0000% | $551134.00         | $359154.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 0.2501%  | 0.0000% | $20000000.00       | $223663.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 4.5000%  | 0.0000% | $24545218.00       | $924820.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $8132308.00        | $487734.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.5000%  | 0.0000% | $23356444.00       | $2033444.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $617072.00         | $34889.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.0501%  | 0.0000% | $6327192.00        | $627228.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $7179775.00        | $532978.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-11-20      | 0.5329%  | 0.0000% | $60155325.00       | $4085954.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 0.7569%  | 0.0000% | $35991745.00       | $2613817.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-01-20      | 0.5955%  | 0.0000% | $114548400.00      | $7269493.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-10-20      | 0.7894%  | 0.0000% | $39701736.00       | $2896159.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 1.8812%  | 0.0000% | $100000.00         | $5340.73           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $526751.00         | $323588.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3888%  | 0.0000% | $12235.00          | $9394.55           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 4.6640%  | 0.0000% | $543519.00         | $435330.14         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.5000%  | 0.0000% | $12081.00          | $2377.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $27761.00          | $15324.23          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $66609.00          | $55518.90          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 2.5000%  | 0.0000% | $61996.00          | $47859.34          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $350848.00         | $313150.84         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.5000%  | 0.0000% | $10000.00          | $7856.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 3.5000%  | 0.0000% | $24000.00          | $20584.94          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.5000%  | 0.0000% | $507360.00         | $439238.03         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $262118.00         | $224792.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $100000.00         | $82361.81          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2030-08-01      | 3.0000%  | 0.0000% | $138096.00         | $13925.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-02-01      | 3.2600%  | 0.0000% | $1000.00           | $876.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $11769.00          | $7458.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $320826.00         | $214083.43         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 5.0000%  | 0.0000% | $2656595.00        | $1825539.79        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $280315.00         | $239417.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.5000%  | 0.0000% | $4674956.00        | $3471299.14        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 7.0000%  | 0.0000% | $5523.00           | $5851.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.5000%  | 0.0000% | $1337609.00        | $1026007.31        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $224835.00         | $227567.23         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | N/A      | 0.0000% | $2783755.00        | $1631119.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.1612%  | 0.0000% | $102389.00         | $4871.01           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.6612%  | 0.0000% | $30599181.00       | $1792669.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.6712%  | 0.0000% | $100001.00         | $5523.08           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.0312%  | 0.0000% | $21995403.00       | $1314499.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $375711.00         | $229290.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.3888%  | 0.0000% | $29587.00          | $13855.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.4988%  | 0.0000% | $1000.00           | $498.38            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.4112%  | 0.0000% | $17389408.00       | $663407.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.7112%  | 0.0000% | $24667980.00       | $1645947.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 6.2888%  | 0.0000% | $1023.00           | $404.47            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.6612%  | 0.0000% | $17363600.00       | $696132.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.6388%  | 0.0000% | $256574.00         | $132277.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.0612%  | 0.0000% | $7106557.00        | $278767.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | N/A      | 0.0000% | $4301536.00        | $2912411.75        | Agency Collateralized Mortgage Obligation |

### Security 150: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.290000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP0QZ5G8, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP0QZ5G8_4.29_1230
- **C.18 - Value (incl. sponsor support):** $1125000000.00
- **C.18.a - Value (excl. sponsor support):** $1125000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2041-08-25      | 4.0000%  | 0.0000% | $18413000.00       | $5397907.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 2.0295%  | 0.0000% | $60000000.00       | $1150527.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-11-25      | 1.6295%  | 0.0000% | $21600000.00       | $265014.17         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-10-25      | 2.1295%  | 0.0000% | $15763708.00       | $327036.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-09-25      | 3.0000%  | 0.0000% | $922277.00         | $921507.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-07-25      | 1.7295%  | 0.0000% | $23750000.00       | $390433.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-07-25      | N/A      | 0.0000% | $16000000.00       | $2426835.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-01-25      | 1.6295%  | 0.0000% | $59090000.00       | $1210356.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-04-25      | 0.1714%  | 0.0000% | $52985856.00       | $14429.79          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-10-25      | 1.1595%  | 0.0000% | $27702848.00       | $941824.14         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-02-25      | 0.1425%  | 0.0000% | $274997248.00      | $130872.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-02-25      | 3.5000%  | 0.0000% | $5680000.00        | $4035371.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 1.7195%  | 0.0000% | $46035904.00       | $953844.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 0.4910%  | 0.0000% | $16684896.00       | $54328.96          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-01-25      | 0.3486%  | 0.0000% | $35132544.00       | $48683.00          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-08-25      | 1.7295%  | 0.0000% | $34494080.00       | $527481.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 3.5000%  | 0.0000% | $2314000.00        | $2739808.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-04-25      | 1.5795%  | 0.0000% | $116892288.00      | $3499974.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-05-25      | 3.5000%  | 0.0000% | $7393224.00        | $100171.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $16729600.00       | $1500136.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | N/A      | 0.0000% | $62312128.00       | $177373.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $5000000.00        | $450288.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $45857360.00       | $4044054.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $7000000.00        | $88403.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $44701056.00       | $4158329.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $70867584.00       | $560918.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | N/A      | 0.0000% | $218063872.00      | $872500.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $58030500.00       | $4597705.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | N/A      | 0.0000% | $11000000.00       | $42040.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $12000000.00       | $310567.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.0501%  | 0.0000% | $50000000.00       | $4905498.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $28000000.00       | $502884.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $38997824.00       | $628944.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | N/A      | 0.0000% | $99999744.00       | $42920.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | N/A      | 0.0000% | $74747904.00       | $59651.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $33114048.00       | $12720373.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 0.1000%  | 0.0000% | $24997888.00       | $21337.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | N/A      | 0.0000% | $123290368.00      | $154432.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $40000000.00       | $37275998.54       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $30000000.00       | $292193.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $20000000.00       | $250260.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-10-20      | 5.0000%  | 0.0000% | $5795344.00        | $139057.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $10000000.00       | $10781222.72       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $1038796.00        | $1141770.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 6.0000%  | 0.0000% | $5751856.00        | $674641.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.0600%  | 0.0000% | $135438336.00      | $130324.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $23158240.00       | $1682039.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.1112%  | 0.0000% | $100000000.00      | $1821399.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.0112%  | 0.0000% | $30000000.00       | $568393.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.7012%  | 0.0000% | $150000000.00      | $3904001.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $9000000.00        | $10596974.07       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.2212%  | 0.0000% | $50396544.00       | $2208730.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-01-25      | 1.5295%  | 0.0000% | $100824704.00      | $5559241.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-02-25      | 3.0000%  | 0.0000% | $2381000.00        | $853942.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-25      | 3.0000%  | 0.0000% | $2000000.00        | $1529705.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | 4.5000%  | 0.0000% | $7061984.00        | $7159016.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 4.5000%  | 0.0000% | $4637584.00        | $4566745.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 0.3793%  | 0.0000% | $26071488.00       | $125598.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-05-25      | 1.1440%  | 0.0000% | $48859712.00       | $1378507.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-02-25      | 5.0000%  | 0.0000% | $2900368.00        | $2984704.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | N/A      | 0.0000% | $89997312.00       | $30353.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.8001%  | 0.0000% | $39560000.00       | $712157.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 1.8501%  | 0.0000% | $25000000.00       | $475449.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | N/A      | 0.0000% | $150000000.00      | $317332.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 0.0400%  | 0.0000% | $49995776.00       | $24944.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-16      | 1.7886%  | 0.0000% | $43921728.00       | $1086684.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | N/A      | 0.0000% | $170000000.00      | $292798.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 1.8501%  | 0.0000% | $44539776.00       | $1203350.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 0.2641%  | 0.0000% | $20955104.00       | $70847.79          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-06-25      | 0.1000%  | 0.0000% | $549980000.00      | $1985617.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 0.1000%  | 0.0000% | $44593200.00       | $178977.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-01-25      | N/A      | 0.0000% | $427593728.00      | $399349.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-08-25      | N/A      | 0.0000% | $40810000.00       | $32333150.85       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-04-25      | 0.1000%  | 0.0000% | $256553472.00      | $954777.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-04-25      | N/A      | 0.0000% | $102621568.00      | $43213223.93       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | N/A      | 0.0000% | $39156000.00       | $29747674.63       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.1000%  | 0.0000% | $424846000.00      | $1774164.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.4112%  | 0.0000% | $32891328.00       | $1805094.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.8512%  | 0.0000% | $50000000.00       | $2131569.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $10579968.00       | $8144684.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | N/A      | 0.0000% | $650000000.00      | $7214357.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $1156576.00        | $1103153.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-20      | 1.5612%  | 0.0000% | $62648832.00       | $1989668.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.7812%  | 0.0000% | $174949120.00      | $8532859.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.7912%  | 0.0000% | $152733440.00      | $7492441.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.7912%  | 0.0000% | $122266496.00      | $4777269.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.7812%  | 0.0000% | $140050688.00      | $5440930.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.4612%  | 0.0000% | $37084288.00       | $2762132.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $2885644.00        | $2907990.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | N/A      | 0.0000% | $390000000.00      | $4338030.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.7612%  | 0.0000% | $170547712.00      | $6558399.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.1112%  | 0.0000% | $2000000000.00     | $30727988.98       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $23996224.00       | $19545770.49       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.7612%  | 0.0000% | $126272896.00      | $12734254.44       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $16775648.00       | $1934966.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-25      | 0.0500%  | 0.0000% | $46776320.00       | $31868.63          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 0.2440%  | 0.0000% | $20000000.00       | $450053.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.7940%  | 0.0000% | $137591040.00      | $3701059.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.6440%  | 0.0000% | $50000000.00       | $2873271.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.4940%  | 0.0000% | $54164160.00       | $2581543.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-02-25      | 5.0000%  | 0.0000% | $6181360.00        | $6095532.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 1.7440%  | 0.0000% | $15000000.00       | $786974.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 1.2500%  | 0.0000% | $16055392.00       | $8301838.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 0.1000%  | 0.0000% | $75000000.00       | $243691.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 1.4940%  | 0.0000% | $68632064.00       | $6760073.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 2.6440%  | 0.0000% | $150000000.00      | $17984902.70       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 4.5000%  | 0.0000% | $7898480.00        | $7233269.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.7440%  | 0.0000% | $155315968.00      | $9632486.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 1.5440%  | 0.0000% | $106385408.00      | $5381029.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-12-25      | N/A      | 0.0000% | $34602112.00       | $13591470.69       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-02-25      | N/A      | 0.0000% | $10479232.00       | $10183861.97       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-08-15      | 1.5134%  | 0.0000% | $37174976.00       | $581904.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-05-15      | 3.5000%  | 0.0000% | $1600000.00        | $2297653.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-08-15      | 4.5000%  | 0.0000% | $19743072.00       | $131706.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-05-15      | 3.0000%  | 0.0000% | $1107000.00        | $1090306.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-02-15      | 1.6134%  | 0.0000% | $131500000.00      | $1059475.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-02-15      | 3.5000%  | 0.0000% | $2500000.00        | $3142991.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-03-15      | 3.5000%  | 0.0000% | $2088452.00        | $2115376.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-07-15      | 3.5000%  | 0.0000% | $15598576.00       | $12305559.86       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-02-15      | 3.5000%  | 0.0000% | $1300000.00        | $975081.39         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-03-25      | 4.2699%  | 0.0000% | $28935328.00       | $399991.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-04-25      | 4.4103%  | 0.0000% | $7312000.00        | $1471493.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-05-15      | 1.6134%  | 0.0000% | $614344704.00      | $9406832.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-11-25      | 1.9749%  | 0.0000% | $14981000.00       | $299468.03         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-02-25      | 2.1491%  | 0.0000% | $24839000.00       | $701433.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-03-15      | 3.0000%  | 0.0000% | $31293000.00       | $24462507.36       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-03-15      | 3.5000%  | 0.0000% | $2700000.00        | $1921809.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-25      | 2.7847%  | 0.0000% | $10819696.00       | $1232290.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-12-15      | 3.0000%  | 0.0000% | $1091578.00        | $1112808.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-05-15      | 4.0000%  | 0.0000% | $8464000.00        | $5450841.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-25      | 1.9562%  | 0.0000% | $16038000.00       | $1112240.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-01-15      | 0.5412%  | 0.0000% | $24906720.00       | $162531.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-11-25      | 2.5000%  | 0.0000% | $20400000.00       | $1262192.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-06-25      | 3.5000%  | 0.0000% | $73432704.00       | $6562207.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 0.0500%  | 0.0000% | $49999872.00       | $35539.28          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 4.5714%  | 0.0000% | $30607000.00       | $7607324.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 4.8408%  | 0.0000% | $7217320.00        | $1941426.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 0.0500%  | 0.0000% | $100000000.00      | $182335.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 0.0500%  | 0.0000% | $75000000.00       | $83125.41          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.7440%  | 0.0000% | $49689400.00       | $2800725.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.4940%  | 0.0000% | $50000000.00       | $4191255.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 6.5000%  | 0.0000% | $11141000.00       | $1773738.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.6940%  | 0.0000% | $160028928.00      | $12477471.79       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 0.7440%  | 0.0000% | $150202112.00      | $8684431.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 1.5440%  | 0.0000% | $161878528.00      | $9789978.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 0.7940%  | 0.0000% | $115000000.00      | $4401081.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 0.8940%  | 0.0000% | $65177344.00       | $2639171.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.5135%  | 0.0000% | $18631600.00       | $1824130.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-06-25      | 5.5000%  | 0.0000% | $162996224.00      | $139710.99         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-05-25      | 6.5000%  | 0.0000% | $1000000.00        | $355362.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-12-25      | 5.0000%  | 0.0000% | $850000.00         | $32432.83          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-01-15      | 5.0000%  | 0.0000% | $6000000.00        | $1028514.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-16      | 2.5676%  | 0.0000% | $160880000.00      | $1404168.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-16      | 0.5720%  | 0.0000% | $144572347.00      | $12918.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-16      | 1.2997%  | 0.0000% | $470220800.00      | $64159.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-06-20      | 2.5501%  | 0.0000% | $43569152.00       | $27991.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-16      | 0.6177%  | 0.0000% | $26992640.00       | $12680.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-02-20      | 5.5000%  | 0.0000% | $40000000.00       | $2729970.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-09-16      | 3.0000%  | 0.0000% | $27352832.00       | $28934828.32       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-16      | 2.5000%  | 0.0000% | $21603200.00       | $18437548.04       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-08-16      | 3.5000%  | 0.0000% | $5042000.00        | $195075.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-02-20      | 4.0000%  | 0.0000% | $12691264.00       | $131871.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-20      | 5.0000%  | 0.0000% | $30000000.00       | $515933.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-02-16      | N/A      | 0.0000% | $4166664.00        | $203383.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-16      | 2.3386%  | 0.0000% | $54710960.00       | $452385.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-16      | 4.5000%  | 0.0000% | $33566720.00       | $3905138.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-20      | 1.1501%  | 0.0000% | $106421600.00      | $379958.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-02-16      | 4.5000%  | 0.0000% | $20000000.00       | $5237356.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-09-20      | 4.0000%  | 0.0000% | $93001472.00       | $1403523.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2265%  | 0.0000% | $108551040.00      | $343137.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.2227%  | 0.0000% | $125943808.00      | $63200.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-12-16      | 4.5000%  | 0.0000% | $30020832.00       | $325119.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.4059%  | 0.0000% | $157089792.00      | $129399.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-03-20      | 1.3501%  | 0.0000% | $46718592.00       | $233518.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-03-16      | 1.9386%  | 0.0000% | $315000000.00      | $2525733.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 1.4501%  | 0.0000% | $54851264.00       | $571287.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.7295%  | 0.0000% | $200046000.00      | $1986883.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.4644%  | 0.0000% | $97075840.00       | $760735.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.6387%  | 0.0000% | $88723072.00       | $1189889.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.3512%  | 0.0000% | $149111000.00      | $617542.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-08-16      | 0.7666%  | 0.0000% | $150000000.00      | $2212044.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 1.3901%  | 0.0000% | $30193344.00       | $325130.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-05-16      | 0.7988%  | 0.0000% | $85872384.00       | $749897.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.7858%  | 0.0000% | $104310144.00      | $856031.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-05-16      | 0.7320%  | 0.0000% | $116062720.00      | $1640756.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-06-16      | 0.7436%  | 0.0000% | $170005504.00      | $2592005.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 3.0000%  | 0.0000% | $10165000.00       | $9210296.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-16      | 3.0000%  | 0.0000% | $11224848.00       | $9821612.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 1.8501%  | 0.0000% | $20257568.00       | $593652.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.5441%  | 0.0000% | $89989504.00       | $1376126.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.4255%  | 0.0000% | $100152704.00      | $1405205.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.2476%  | 0.0000% | $195172352.00      | $1522488.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-16      | 0.7263%  | 0.0000% | $100809728.00      | $1428697.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.7282%  | 0.0000% | $110000000.00      | $1789694.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.7692%  | 0.0000% | $100514048.00      | $1793293.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.7325%  | 0.0000% | $133131008.00      | $3952444.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.8478%  | 0.0000% | $12200000.00       | $605786.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 0.5830%  | 0.0000% | $113438000.00      | $3818889.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.8037%  | 0.0000% | $11670000.00       | $223580.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-07-16      | 1.0494%  | 0.0000% | $65512064.00       | $2082044.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.7440%  | 0.0000% | $297500000.00      | $11960279.52       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-08-16      | 0.8782%  | 0.0000% | $11700000.00       | $552332.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-16      | 0.8358%  | 0.0000% | $11800000.00       | $550699.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.8740%  | 0.0000% | $662500000.00      | $36451190.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-06-16      | 0.8201%  | 0.0000% | $37000000.00       | $1762710.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.8791%  | 0.0000% | $450000000.00      | $23626026.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.9865%  | 0.0000% | $13500000.00       | $829382.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.9139%  | 0.0000% | $475000000.00      | $24585756.97       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.9729%  | 0.0000% | $14450000.00       | $877178.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 0.7984%  | 0.0000% | $30000000.00       | $1606064.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-16      | 1.2877%  | 0.0000% | $17950000.00       | $1217378.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $17994000.00       | $5147215.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 5.0000%  | 0.0000% | $15067800.00       | $319596.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 4.0000%  | 0.0000% | $35105000.00       | $1358524.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 0.9001%  | 0.0000% | $50000000.00       | $960614.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 0.1586%  | 0.0000% | $17314528.00       | $20620.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 1.8053%  | 0.0000% | $41600000.00       | $1290942.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 1.9501%  | 0.0000% | $52186688.00       | $1540174.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.8001%  | 0.0000% | $56361920.00       | $1376273.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 1.8001%  | 0.0000% | $61600000.00       | $700237.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.8637%  | 0.0000% | $303501000.00      | $16028944.40       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.9657%  | 0.0000% | $300000000.00      | $17725442.83       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-02-16      | 0.9874%  | 0.0000% | $15875000.00       | $1049705.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9667%  | 0.0000% | $237500000.00      | $14824861.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 0.7559%  | 0.0000% | $215806000.00      | $10458646.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 0.7480%  | 0.0000% | $237500000.00      | $11526015.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-16      | 0.9045%  | 0.0000% | $150000000.00      | $10546803.24       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.7498%  | 0.0000% | $3066000.00        | $173609.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.7166%  | 0.0000% | $200000000.00      | $10949077.60       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.9366%  | 0.0000% | $3800000.00        | $249756.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-16      | 0.6247%  | 0.0000% | $144291584.00      | $8825643.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-04-16      | 0.5097%  | 0.0000% | $150000000.00      | $9431731.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | N/A      | 0.0000% | $167636224.00      | $2281797.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | N/A      | 0.0000% | $105000000.00      | $1192038.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 0.8112%  | 0.0000% | $55000000.00       | $1278954.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.3112%  | 0.0000% | $89176832.00       | $5107202.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.4112%  | 0.0000% | $100000000.00      | $1625907.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.9112%  | 0.0000% | $100000000.00      | $2420104.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.4612%  | 0.0000% | $25000000.00       | $938011.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.6112%  | 0.0000% | $50000000.00       | $3728945.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.8112%  | 0.0000% | $56000000.00       | $2152179.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.3412%  | 0.0000% | $70000000.00       | $2965193.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.7612%  | 0.0000% | $30870944.00       | $1900616.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.2112%  | 0.0000% | $91762048.00       | $1334437.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 0.9312%  | 0.0000% | $75000000.00       | $934605.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.8112%  | 0.0000% | $170000000.00      | $5772943.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.8112%  | 0.0000% | $20000000.00       | $326753.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.5112%  | 0.0000% | $120000000.00      | $5442620.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.1612%  | 0.0000% | $30000000.00       | $1152442.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.8612%  | 0.0000% | $71627520.00       | $2796269.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.7612%  | 0.0000% | $47100928.00       | $3987110.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.9312%  | 0.0000% | $100000000.00      | $1877146.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 1.0112%  | 0.0000% | $65351680.00       | $1538105.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.2612%  | 0.0000% | $50000000.00       | $1235028.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.2612%  | 0.0000% | $282167296.00      | $6807327.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.9112%  | 0.0000% | $32500000.00       | $576343.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.2612%  | 0.0000% | $57307584.00       | $3144241.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $17100192.00       | $3385426.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.9612%  | 0.0000% | $50000000.00       | $2224227.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.9112%  | 0.0000% | $82806528.00       | $2750096.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | N/A      | 0.0000% | $220000000.00      | $2631455.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-02-20      | 0.6112%  | 0.0000% | $60061312.00       | $878101.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.5612%  | 0.0000% | $469099520.00      | $29123199.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.9612%  | 0.0000% | $133425000.00      | $5263659.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.0612%  | 0.0000% | $100000000.00      | $4109594.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.3612%  | 0.0000% | $149632000.00      | $2382250.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.0912%  | 0.0000% | $98816640.00       | $4104620.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.3612%  | 0.0000% | $30000000.00       | $1484709.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.6612%  | 0.0000% | $22760960.00       | $1399994.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.6612%  | 0.0000% | $100000000.00      | $2422463.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-20      | 0.9312%  | 0.0000% | $26326208.00       | $318664.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $389001.00         | $347520.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.6612%  | 0.0000% | $20000000.00       | $705717.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.7112%  | 0.0000% | $20000000.00       | $1188908.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 1.0612%  | 0.0000% | $65611008.00       | $1343870.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.8612%  | 0.0000% | $40000000.00       | $1535336.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | N/A      | 0.0000% | $100000000.00      | $108700.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.6112%  | 0.0000% | $30000000.00       | $1114072.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.5612%  | 0.0000% | $56367120.00       | $2317076.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | N/A      | 0.0000% | $500000000.00      | $5580064.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $56995712.00       | $88747.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.9612%  | 0.0000% | $139664128.00      | $4229442.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $14986880.00       | $14642665.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.1112%  | 0.0000% | $200000000.00      | $2716710.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 3.0000%  | 0.0000% | $18879360.00       | $14891709.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.8112%  | 0.0000% | $50000000.00       | $2856259.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.5612%  | 0.0000% | $109452960.00      | $4895919.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.7112%  | 0.0000% | $135000000.00      | $4546471.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | N/A      | 0.0000% | $200000000.00      | $2556351.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $325000000.00      | $3593156.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.7612%  | 0.0000% | $157692160.00      | $5299987.26        | Agency Collateralized Mortgage Obligation |

### Security 151: Natixis SA

- **C.1 - Title:** Natixis SA 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP0RWG15, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP0RWG15_4.18_1007
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 4.8120%  | 0.0000% | $1114.00           | $959.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Bank                   | 2038-06-01      | 4.1500%  | 0.0000% | $10000.00          | $9403.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2029-07-01      | 4.0600%  | 0.0000% | $1090.00           | $1084.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-02-15      | 6.5000%  | 0.0000% | $4.00              | $0.20              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.5000%  | 0.0000% | $1046.00           | $808.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $776.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-25      | 1.9795%  | 0.0000% | $21315952.00       | $205922.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 5.2560%  | 0.0000% | $1000.00           | $902.95            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1005.00           | $1051.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 1.2700%  | 0.0000% | $1000.00           | $774.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1009.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1054.15           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2072-02-20      | 5.6320%  | 0.0000% | $1000.00           | $1064.83           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-06-20      | 1.9501%  | 0.0000% | $57377220.00       | $1649429.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 1.9501%  | 0.0000% | $57142857.00       | $1507020.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 1.8001%  | 0.0000% | $33762395.00       | $831730.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 1.8001%  | 0.0000% | $15711883.00       | $417835.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 1.8501%  | 0.0000% | $36321538.00       | $1233051.04        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Bill                       | 2026-04-16      | N/A      | 0.0000% | $100.00            | $97.99             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2030-05-15      | 6.2500%  | 0.0000% | $17122100.00       | $19327126.84       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2044-02-15      | 1.3750%  | 0.0000% | $2000.00           | $2379.24           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-08-15      | 2.2500%  | 0.0000% | $1200.00           | $1173.08           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-12-31      | 3.8750%  | 0.0000% | $100.00            | $101.48            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2033-02-15      | 3.5000%  | 0.0000% | $1000.00           | $975.55            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2033-11-15      | 4.5000%  | 0.0000% | $28673000.00       | $30142634.62       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-07-31      | 4.1250%  | 0.0000% | $100.00            | $102.21            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-02-15      | 4.2500%  | 0.0000% | $20915000.00       | $21313692.19       | U.S. Treasuries (including strips)        |
| U.S. Treasury Strip                      | 2028-02-15      | N/A      | 0.0000% | $15237.12          | $13962.11          | U.S. Treasuries (including strips)        |

### Security 152: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.290000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP0T1OC8, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP0T1OC8_4.29_1230
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-12-20      | 0.2112%  | 0.0000% | $50000000.00       | $1114129.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.8612%  | 0.0000% | $50000000.00       | $1697487.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | N/A      | 0.0000% | $100000000.00      | $105242.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.8612%  | 0.0000% | $75000000.00       | $2120589.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $2587448.00        | $2088598.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.4112%  | 0.0000% | $100000000.00      | $5513377.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.7612%  | 0.0000% | $30000000.00       | $1387083.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-08-16      | 1.1443%  | 0.0000% | $12700000.00       | $762312.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 1.9501%  | 0.0000% | $10613104.00       | $173616.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9490%  | 0.0000% | $252959000.00      | $16018757.59       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.9827%  | 0.0000% | $267966000.00      | $17279516.37       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.3171%  | 0.0000% | $225298000.00      | $6741554.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-16      | 0.7623%  | 0.0000% | $100000000.00      | $6074130.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-16      | 0.8145%  | 0.0000% | $75000000.00       | $4058776.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 0.9363%  | 0.0000% | $150000000.00      | $11660904.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-16      | 5.0000%  | 0.0000% | $5000000.00        | $4840678.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-16      | 0.5513%  | 0.0000% | $56000000.00       | $3218220.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $8000000.00        | $8004764.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $12919040.00       | $11521177.11       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 1.8501%  | 0.0000% | $62000000.00       | $503829.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 3.0000%  | 0.0000% | $914710.00         | $12768.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-20      | 4.5000%  | 0.0000% | $6880000.00        | $156994.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 0.0886%  | 0.0000% | $11841759.00       | $15019.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $41239936.00       | $4397615.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $16267456.00       | $130068.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $61175869.00       | $341087.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | N/A      | 0.0000% | $10998848.00       | $48633.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.1001%  | 0.0000% | $3524000.00        | $336327.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $51250000.00       | $4499309.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $30000000.00       | $3456007.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.0501%  | 0.0000% | $25000000.00       | $2503805.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.0501%  | 0.0000% | $17500000.00       | $1647215.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | N/A      | 0.0000% | $60000000.00       | $337637.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $334389248.00      | $142534.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.8501%  | 0.0000% | $54609408.00       | $4447578.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 5.5000%  | 0.0000% | $46903424.00       | $3721769.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 1.6912%  | 0.0000% | $30500000.00       | $2408908.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 0.0500%  | 0.0000% | $50000000.00       | $50639.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 1.0112%  | 0.0000% | $85500000.00       | $2161642.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | N/A      | 0.0000% | $1170000.00        | $659635.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 1.3112%  | 0.0000% | $71201536.00       | $3015998.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.3112%  | 0.0000% | $10000000.00       | $282024.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $8815504.00        | $10132117.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.3112%  | 0.0000% | $40000000.00       | $624332.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.4112%  | 0.0000% | $50466480.00       | $2583388.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.3612%  | 0.0000% | $50000000.00       | $2580535.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.6612%  | 0.0000% | $50209152.00       | $1343926.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-01-20      | 1.8612%  | 0.0000% | $138083584.00      | $1539360.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 4.0000%  | 0.0000% | $568977.00         | $532180.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $5555552.00        | $572267.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.9112%  | 0.0000% | $95000000.00       | $2738595.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.8112%  | 0.0000% | $25955520.00       | $2237499.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.9612%  | 0.0000% | $50000000.00       | $2786711.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.2612%  | 0.0000% | $45220096.00       | $2208394.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.1000%  | 0.0000% | $223702528.00      | $440046.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.9412%  | 0.0000% | $30000000.00       | $1394774.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.5612%  | 0.0000% | $83339136.00       | $3873511.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.0112%  | 0.0000% | $50000000.00       | $1460339.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | N/A      | 0.0000% | $44593200.00       | $30946120.04       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-06-25      | N/A      | 0.0000% | $30000000.00       | $475911.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-10-25      | 0.1000%  | 0.0000% | $226049024.00      | $401588.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-09-25      | N/A      | 0.0000% | $100000.00         | $75686.90          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-09-25      | 1.6795%  | 0.0000% | $3511552.00        | $47766.79          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 3.0000%  | 0.0000% | $1600000.00        | $2201962.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.6807%  | 0.0000% | $128725000.00      | $1415834.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.2914%  | 0.0000% | $135005000.00      | $381049.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.7247%  | 0.0000% | $185404480.00      | $1818680.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.7752%  | 0.0000% | $139356672.00      | $1854776.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.6609%  | 0.0000% | $61467328.00       | $822366.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-09-16      | 5.5000%  | 0.0000% | $19473888.00       | $523527.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $2825000.00        | $1667971.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-16      | 5.5000%  | 0.0000% | $20049824.00       | $625613.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-06-20      | 1.5053%  | 0.0000% | $14301500.00       | $196818.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 0.9404%  | 0.0000% | $24278016.00       | $1546565.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | 3.0000%  | 0.0000% | $2000000.00        | $542579.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-11-25      | 4.5000%  | 0.0000% | $16495552.00       | $432189.38         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-02-25      | 1.6295%  | 0.0000% | $64500000.00       | $1768793.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-06-25      | 4.0000%  | 0.0000% | $2967500.00        | $7233.63           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-10-25      | 3.0000%  | 0.0000% | $2337000.00        | $1238581.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 5.5000%  | 0.0000% | $65493632.00       | $1637307.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-08-25      | N/A      | 0.0000% | $100000000.00      | $680829.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-02-25      | 1.7295%  | 0.0000% | $47510144.00       | $1223029.36        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-01-25      | 1.6295%  | 0.0000% | $29899392.00       | $429105.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-07-25      | 1.5795%  | 0.0000% | $14787744.00       | $469075.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 2.5000%  | 0.0000% | $17688896.00       | $1541685.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-09-25      | 0.2940%  | 0.0000% | $61672480.00       | $2475818.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 1.5295%  | 0.0000% | $42871488.00       | $1984232.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-11-25      | 5.0000%  | 0.0000% | $10318736.00       | $11511636.44       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 6.5000%  | 0.0000% | $14601376.00       | $2619179.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.3940%  | 0.0000% | $50000000.00       | $2612756.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 2.7440%  | 0.0000% | $87986880.00       | $4574519.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 0.0500%  | 0.0000% | $64999424.00       | $56993.62          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 5.5000%  | 0.0000% | $7969208.00        | $8130211.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 0.3366%  | 0.0000% | $188985600.00      | $6268983.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-07-15      | 2.1134%  | 0.0000% | $55904128.00       | $456406.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-01-15      | 3.0000%  | 0.0000% | $26735552.00       | $193997.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-05-25      | 2.2163%  | 0.0000% | $11760000.00       | $390718.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-03-15      | 3.0000%  | 0.0000% | $6105000.00        | $2784491.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-02-25      | 2.7172%  | 0.0000% | $32364000.00       | $3759268.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-09-15      | 5.0000%  | 0.0000% | $12014272.00       | $331586.36         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-07-25      | 3.5000%  | 0.0000% | $40267200.00       | $1196398.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-01-15      | N/A      | 0.0000% | $500000.00         | $187074.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-03-15      | 0.3728%  | 0.0000% | $39666304.00       | $214756.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-10-25      | 0.4666%  | 0.0000% | $27424224.00       | $109535.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-01-25      | 0.1857%  | 0.0000% | $13860864.00       | $5356.27           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 0.0800%  | 0.0000% | $459177984.00      | $303639.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-15      | N/A      | 0.0000% | $123379712.00      | $94368.82          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-04-25      | 3.0761%  | 0.0000% | $7677000.00        | $1179831.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.7940%  | 0.0000% | $99000000.00       | $3359533.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.0500%  | 0.0000% | $158960128.00      | $257591.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-25      | 6.0000%  | 0.0000% | $24633216.00       | $4961098.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-08-15      | 5.5000%  | 0.0000% | $22500000.00       | $1845567.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-09-25      | 6.0000%  | 0.0000% | $124093000.00      | $224804.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-01-15      | 1.7634%  | 0.0000% | $100000000.00      | $421116.96         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-07-25      | 2.0795%  | 0.0000% | $330000000.00      | $969441.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-16      | 1.6651%  | 0.0000% | $89997312.00       | $88484.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-06-20      | 1.9001%  | 0.0000% | $33568000.00       | $33783.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 4.7500%  | 0.0000% | $51993088.00       | $8628650.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-16      | 4.5000%  | 0.0000% | $25617792.00       | $9922093.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2429%  | 0.0000% | $123456512.00      | $356860.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2481%  | 0.0000% | $94216448.00       | $385158.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.5077%  | 0.0000% | $134575360.00      | $281687.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-03-16      | 5.5000%  | 0.0000% | $34904000.00       | $285062.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-05-20      | 1.9501%  | 0.0000% | $27092256.00       | $186158.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-20      | 1.9501%  | 0.0000% | $41322624.00       | $239067.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-03-20      | 6.0000%  | 0.0000% | $33925120.00       | $564949.08         | Agency Collateralized Mortgage Obligation |

### Security 153: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.290000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP0T4BW2, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP0T4BW2_4.29_1201
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 1.2200%  | 0.0000% | $988484.00         | $788891.07         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-03-01      | 4.4500%  | 0.0000% | $1209700.00        | $1205662.90        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 4.9000%  | 0.0000% | $149855.00         | $154249.98         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $99000.00          | $65460.01          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $296000.00         | $216023.19         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $2769752.00        | $2818715.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $411150.00         | $387641.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 2.0000%  | 0.0000% | $100000.00         | $48782.35          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $280465.00         | $180798.18         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $8142199.00        | $6108969.70        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.5000%  | 0.0000% | $29000.00          | $23423.25          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.5000%  | 0.0000% | $400000.00         | $266333.34         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2028-08-15      | 4.2634%  | 0.0000% | $478.00            | $0.03              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $796894.00         | $727786.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-25      | 2.0295%  | 0.0000% | $2489024.00        | $22131.47          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-09-25      | 1.5795%  | 0.0000% | $32564675.00       | $314863.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-02-25      | 1.8805%  | 0.0000% | $329138.00         | $3091.45           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 1.7770%  | 0.0000% | $129096691.00      | $633889.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-05-25      | 1.7931%  | 0.0000% | $119344842.00      | $866570.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2059-02-25      | 1.5603%  | 0.0000% | $21158243.00       | $195812.47         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.5000%  | 0.0000% | $5647585.00        | $715333.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 4.0000%  | 0.0000% | $1976644.00        | $149108.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.5000%  | 0.0000% | $378169.00         | $42812.22          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 4.0000%  | 0.0000% | $3814102.00        | $382832.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $100000.00         | $11923.76          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $1484840.00        | $172470.14         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $5421352.00        | $507724.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 2.0113%  | 0.0000% | $475897.00         | $24052.10          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $1958924.00        | $249622.75         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-02-25      | 1.9749%  | 0.0000% | $100070.00         | $2450.94           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 2.5000%  | 0.0000% | $50814000.00       | $4987945.27        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-06-25      | 3.0000%  | 0.0000% | $10731627.00       | $522097.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 1.9802%  | 0.0000% | $178492945.00      | $4776953.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 1.9993%  | 0.0000% | $137608095.00      | $4040253.40        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.5000%  | 0.0000% | $3380763.00        | $496450.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.0312%  | 0.0000% | $80729794.00       | $4824612.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-20      | 0.5612%  | 0.0000% | $870033.00         | $18102.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 0.9112%  | 0.0000% | $56099316.00       | $1379978.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-20      | 1.4612%  | 0.0000% | $51807801.00       | $1729883.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.4112%  | 0.0000% | $10938098.00       | $963307.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.7412%  | 0.0000% | $44392407.00       | $2079813.08        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Bond                       | 2027-01-15      | 2.3750%  | 0.0000% | $100.00            | $163.79            | U.S. Treasuries (including strips)        |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 4.6640%  | 0.0000% | $81669.00          | $65412.57          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-03-01      | 6.3650%  | 0.0000% | $2094178.00        | $28799.65          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-09-01      | 6.8140%  | 0.0000% | $2000000.00        | $40489.06          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 4.0000%  | 0.0000% | $555000.00         | $56471.30          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-05-01      | 3.5000%  | 0.0000% | $2130000.00        | $235071.86         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-07-01      | 3.5000%  | 0.0000% | $297722.00         | $62368.48          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 5.0000%  | 0.0000% | $164446.00         | $11968.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2028-01-01      | 6.0000%  | 0.0000% | $1500000.00        | $8128.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-08-01      | 3.5000%  | 0.0000% | $900000.00         | $67086.18          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 4.0000%  | 0.0000% | $1475000.00        | $240792.27         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-05-01      | 4.5000%  | 0.0000% | $600000.00         | $67531.46          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-08-01      | 7.5000%  | 0.0000% | $1095808.00        | $4747.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 3.5000%  | 0.0000% | $94993.00          | $11336.28          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 4.5000%  | 0.0000% | $106000.00         | $24354.22          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.0000%  | 0.0000% | $23019114.00       | $3341904.33        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 3.0000%  | 0.0000% | $790000.00         | $391977.10         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.0000%  | 0.0000% | $8993.00           | $6875.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $7000.00           | $5110.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $211891.00         | $193997.48         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1327482.00        | $1106462.11        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $1549782.00        | $664859.84         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $52000.00          | $34514.55          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $22000.00          | $17678.33          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $139983.00         | $121053.94         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.0000%  | 0.0000% | $101000.00         | $93322.13          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $45000.00          | $39784.73          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-09-20      | 2.3112%  | 0.0000% | $368213.00         | $26169.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 0.0171%  | 0.0000% | $145040096.00      | $84448.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | N/A      | 0.0000% | $3349132.00        | $1962398.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 21.5955% | 0.0000% | $3619287.00        | $5091385.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.1612%  | 0.0000% | $31506002.00       | $1498850.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.1812%  | 0.0000% | $16274976.00       | $1182691.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.6812%  | 0.0000% | $66274496.00       | $4625071.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.6712%  | 0.0000% | $199330220.00      | $11009071.24       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $89151.00          | $89719.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.5888%  | 0.0000% | $11882221.00       | $5738247.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.1000%  | 0.0000% | $17121374.00       | $30133.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.4112%  | 0.0000% | $534262.00         | $13772.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.6112%  | 0.0000% | $50000000.00       | $1278911.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.0112%  | 0.0000% | $903507.00         | $37961.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.0612%  | 0.0000% | $89844999.00       | $3524328.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.6550%  | 0.0000% | $69848516.00       | $3453036.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.8612%  | 0.0000% | $50000000.00       | $2486235.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4888%  | 0.0000% | $10143699.00       | $8411856.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4988%  | 0.0000% | $12352.00          | $9495.62           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2061-03-25      | 1.7261%  | 0.0000% | $75671138.00       | $2566533.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 2.5000%  | 0.0000% | $991192.00         | $115685.82         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 6.0000%  | 0.0000% | $4934166.00        | $1019526.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $3231808.00        | $1843012.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 2.6440%  | 0.0000% | $3740633.00        | $186395.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.5440%  | 0.0000% | $29995103.00       | $1738225.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 3.7440%  | 0.0000% | $12909029.00       | $986866.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.6940%  | 0.0000% | $41562471.00       | $2645500.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.1000%  | 0.0000% | $51899017.00       | $148223.09         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 2.7440%  | 0.0000% | $6766906.00        | $506865.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.7240%  | 0.0000% | $132602843.00      | $4143033.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.6940%  | 0.0000% | $200000000.00      | $5419430.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 1.5440%  | 0.0000% | $100000.00         | $6428.28           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 1.5440%  | 0.0000% | $50515583.00       | $2399439.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.4840%  | 0.0000% | $6059984.00        | $340746.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 2.6440%  | 0.0000% | $10455000.00       | $894830.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-12-01      | 5.5000%  | 0.0000% | $63822622.00       | $174280.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-05-15      | 3.0000%  | 0.0000% | $30835000.00       | $11488.39          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-02-15      | 2.1634%  | 0.0000% | $200831.00         | $1927.89           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-09-15      | 3.5000%  | 0.0000% | $2842944.00        | $1786866.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-05-15      | 1.9340%  | 0.0000% | $119267492.00      | $494092.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-05-15      | 1.6134%  | 0.0000% | $92000000.00       | $1371396.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-07-15      | 1.8512%  | 0.0000% | $33816211.00       | $100921.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-08-15      | 1.6134%  | 0.0000% | $189868994.00      | $3293961.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-03-15      | 1.9953%  | 0.0000% | $114250767.00      | $957539.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $50000045.00       | $4745285.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 1.4102%  | 0.0000% | $51143359.00       | $416961.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 1.2285%  | 0.0000% | $3499991.00        | $136092.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-05-25      | 4.0000%  | 0.0000% | $14678200.00       | $617408.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-06-25      | 2.5000%  | 0.0000% | $75454016.00       | $3676417.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $11342126.00       | $970393.36         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 2.0000%  | 0.0000% | $499995.00         | $51862.49          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $21574916.00       | $1796434.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 3.0000%  | 0.0000% | $817836.00         | $182697.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-25      | 2.5000%  | 0.0000% | $799997.00         | $81899.78          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.5000%  | 0.0000% | $3038880.00        | $272795.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-10-01      | 3.5000%  | 0.0000% | $16994.00          | $13192.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $14207.00          | $10929.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $7985.00           | $5829.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 4.0000%  | 0.0000% | $44000.00          | $37228.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $11371.00          | $9556.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 4.5000%  | 0.0000% | $7000.00           | $6477.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 3.5000%  | 0.0000% | $6483470.00        | $5776256.87        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1101621.00        | $1068680.24        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-11-01      | 4.5000%  | 0.0000% | $135000.00         | $14190.05          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $2083690.00        | $2023314.08        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $6127912.00        | $5773634.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $451139.00         | $416964.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $303015.00         | $305989.69         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 7.0000%  | 0.0000% | $1149848.00        | $1219913.56        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $462328.00         | $481218.39         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $136436.00         | $142196.01         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1443513.00        | $1486027.83        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-03-20      | 6.3750%  | 0.0000% | $2974759.00        | $23839.69          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $29047.00          | $18856.28          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 4.5000%  | 0.0000% | $12855.00          | $10413.91          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-12-16      | 1.2886%  | 0.0000% | $32895914.00       | $340667.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 3.0000%  | 0.0000% | $1000.00           | $1113.72           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-20      | 1.8501%  | 0.0000% | $18173336.00       | $294679.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-16      | 5.0000%  | 0.0000% | $7885348.00        | $179915.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.3577%  | 0.0000% | $1117479.00        | $1116966.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 1.8501%  | 0.0000% | $3160500.00        | $112335.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 0.2502%  | 0.0000% | $200001.00         | $1322.34           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 0.2501%  | 0.0000% | $187684679.00      | $1802775.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 5.5000%  | 0.0000% | $17088939.00       | $736684.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | N/A      | 0.0000% | $100251.00         | $932.89            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $12844115.00       | $49397.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $99900000.00       | $8631200.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $47031620.00       | $2820719.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $82952823.00       | $32889.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $31116000.00       | $2058747.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $5821113.00        | $444370.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $68732386.00       | $3886135.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | N/A      | 0.0000% | $79598171.00       | $988476.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.0501%  | 0.0000% | $29567902.00       | $2931132.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $2184237.00        | $264923.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-04-20      | 0.7710%  | 0.0000% | $40176915.00       | $2698316.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 0.8631%  | 0.0000% | $22208484.00       | $1755411.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-11-20      | 0.5329%  | 0.0000% | $11513757.00       | $782053.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 0.7569%  | 0.0000% | $22155930.00       | $1609023.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-12-20      | 0.5202%  | 0.0000% | $42106880.00       | $2699102.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-09-20      | 0.7602%  | 0.0000% | $800000.00         | $58257.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-10-20      | 0.7894%  | 0.0000% | $3298264.00        | $240601.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $1563965.00        | $960759.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $8017968.00        | $117814.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $14829551.00       | $10406781.98       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.4888%  | 0.0000% | $4523159.00        | $3408865.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.2688%  | 0.0000% | $17872691.00       | $12706647.14       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.3612%  | 0.0000% | $50000000.00       | $1819355.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 5.3888%  | 0.0000% | $43246365.00       | $19349044.99       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3888%  | 0.0000% | $9219234.00        | $5564705.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3888%  | 0.0000% | $93303.00          | $71641.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $13119733.00       | $8006763.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.7112%  | 0.0000% | $3923269.00        | $322444.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.3888%  | 0.0000% | $5260947.00        | $2463676.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.3112%  | 0.0000% | $38507419.00       | $1248483.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.4088%  | 0.0000% | $738051.00         | $618944.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.4112%  | 0.0000% | $82510592.00       | $3147784.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.3112%  | 0.0000% | $29900000.00       | $988378.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.7112%  | 0.0000% | $36959393.00       | $2466080.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.0112%  | 0.0000% | $129857.00         | $4897.45           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.6112%  | 0.0000% | $30417194.00       | $2003841.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.8888%  | 0.0000% | $41175469.00       | $16213315.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.0100%  | 0.0000% | $99893314.00       | $8976.66           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.6612%  | 0.0000% | $5404417.00        | $216670.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.6388%  | 0.0000% | $879524.00         | $453441.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.1112%  | 0.0000% | $49500000.00       | $2344318.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-11-25      | 0.3014%  | 0.0000% | $15146496.00       | $195180.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.0000%  | 0.0000% | $1100000.00        | $125621.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 1.3440%  | 0.0000% | $42358498.00       | $1388535.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 28.6156% | 0.0000% | $1231288.00        | $1460866.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 2.5000%  | 0.0000% | $2700000.00        | $293330.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 1.8764%  | 0.0000% | $58019200.00       | $2517357.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 2.0040%  | 0.0000% | $100000.00         | $6112.90           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 2.5000%  | 0.0000% | $670662.00         | $77695.81          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 1.6440%  | 0.0000% | $15000000.00       | $738491.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 2.1440%  | 0.0000% | $59243969.00       | $1556600.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.5440%  | 0.0000% | $41591340.00       | $2564042.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.5940%  | 0.0000% | $39259113.00       | $2421127.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.7440%  | 0.0000% | $28974766.00       | $2098711.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 2.7940%  | 0.0000% | $18177024.00       | $1196920.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.9940%  | 0.0000% | $200001.00         | $10500.10          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-01-25      | 1.3935%  | 0.0000% | $137740.00         | $7617.65           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-12-01      | 4.0000%  | 0.0000% | $1967.00           | $60.58             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-08-01      | 4.0000%  | 0.0000% | $1730613.00        | $182336.51         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-11-01      | 3.5000%  | 0.0000% | $600000.00         | $43460.54          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-11-01      | 3.5000%  | 0.0000% | $2870000.00        | $423225.91         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-09-01      | 4.5000%  | 0.0000% | $1216128.00        | $152905.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 6.4040%  | 0.0000% | $7001012.00        | $669964.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-01-01      | 4.5000%  | 0.0000% | $1104037.00        | $60826.20          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 4.5000%  | 0.0000% | $200000.00         | $32326.17          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-12-01      | 3.0000%  | 0.0000% | $32000.00          | $5973.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 4.0000%  | 0.0000% | $919123.00         | $146674.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-09-01      | 4.0000%  | 0.0000% | $100000.00         | $12438.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-10-01      | 5.0000%  | 0.0000% | $2375710.00        | $586277.48         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-12-01      | 3.5000%  | 0.0000% | $1000000.00        | $118271.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $8135277.00        | $609364.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 3.0000%  | 0.0000% | $666969.00         | $129613.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-06-25      | 5.0405%  | 0.0000% | $1332.00           | $33.87             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-08-01      | 5.9710%  | 0.0000% | $10000000.00       | $108267.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.5000%  | 0.0000% | $5792625.00        | $65746.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 5.9150%  | 0.0000% | $2249983.00        | $78078.29          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.5750%  | 0.0000% | $5590605.00        | $75666.58          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-07-01      | 6.6520%  | 0.0000% | $5093886.00        | $82059.47          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-10-01      | 5.6150%  | 0.0000% | $1322239.00        | $6438.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 6.1190%  | 0.0000% | $68017058.00       | $307825.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-01      | 6.1750%  | 0.0000% | $25065000.00       | $256424.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 7.5000%  | 0.0000% | $143932.00         | $154066.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.5000%  | 0.0000% | $1106382.00        | $843332.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.5000%  | 0.0000% | $170452.00         | $181803.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $3842500.00        | $3438592.00        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $1516824.00        | $1296039.31        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1078004.00        | $1038805.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $1812085.00        | $1611144.69        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $2418121.00        | $2102141.69        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $7000.00           | $6366.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $806480.00         | $806590.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $21000.00          | $21852.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $340584.00         | $347626.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $810840.00         | $802345.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $200750.00         | $208524.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $814766.00         | $787384.79         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $782959.00         | $809103.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $86206.00          | $87719.56          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 6.4510%  | 0.0000% | $398000.00         | $37179.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $3684348.00        | $858288.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 5.0000%  | 0.0000% | $2200000.00        | $256391.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $1219393.00        | $1169150.96        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 2.8900%  | 0.0000% | $345075.00         | $308930.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 2.4750%  | 0.0000% | $360283.00         | $328264.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $30000.00          | $6735.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 6.8500%  | 0.0000% | $115000.00         | $21527.31          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.8500%  | 0.0000% | $2446980.00        | $239475.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 4.8430%  | 0.0000% | $2263720.00        | $1925724.52        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.1850%  | 0.0000% | $123308.00         | $114684.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 6.5810%  | 0.0000% | $206790.00         | $205733.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 5.3100%  | 0.0000% | $137420.00         | $144154.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $63131.00          | $29497.32          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $899999.00         | $578309.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1577492.00        | $1010971.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1578153.00        | $1291998.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-01-01      | 5.2800%  | 0.0000% | $150000.00         | $155307.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 5.0000%  | 0.0000% | $21912626.00       | $4030564.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $3594999.00        | $567822.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.5000%  | 0.0000% | $6715149.00        | $1265283.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $50000.00          | $11826.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $3538832.00        | $1523722.60        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $42370.00          | $23642.13          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $1508455.00        | $823717.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $27999.00          | $15340.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $9735280.00        | $7127522.25        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $556364.00         | $483452.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $694668.00         | $596680.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $1953366.00        | $1796218.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $5455374.00        | $4994935.05        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $47048.00          | $47718.08          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 5.5000%  | 0.0000% | $78506244.00       | $20201566.38       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 5.0000%  | 0.0000% | $948966.00         | $222364.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.5000%  | 0.0000% | $3726390.00        | $1766194.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 3.0000%  | 0.0000% | $71915.00          | $32254.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $95000.00          | $63138.84          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1819931.00        | $1474824.74        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $151392.00         | $103580.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 2.5000%  | 0.0000% | $109884.00         | $76836.11          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $7001.00           | $5153.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $163000.00         | $118770.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $20000.00          | $15586.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 2.0000%  | 0.0000% | $38860.00          | $29331.61          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1574183.00        | $1224627.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $168461.00         | $145786.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $94000.00          | $81772.13          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $175000.00         | $169531.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $232895.00         | $203753.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1399139.00        | $1483794.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-01      | 7.2000%  | 0.0000% | $1500000.00        | $24719.97          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-02-01      | 6.1520%  | 0.0000% | $1500000.00        | $14817.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 6.0000%  | 0.0000% | $4237208.00        | $40881.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 6.0000%  | 0.0000% | $1063294.00        | $44216.80          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-01      | 4.0000%  | 0.0000% | $2441000.00        | $247285.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 5.0000%  | 0.0000% | $176201.00         | $12263.41          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $1377669.00        | $146915.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $259323362.00      | $19512514.34       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 1.5000%  | 0.0000% | $2438200.00        | $1503490.46        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $9243.00           | $5436.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $1871000.00        | $1160763.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $33000.00          | $20491.32          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $494011.00         | $68206.79          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $33000.00          | $5835.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 1.5000%  | 0.0000% | $410043.00         | $228576.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $16015.00          | $7324.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.5000%  | 0.0000% | $18000.00          | $7181.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $104000.00         | $72973.39          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $719702.00         | $517396.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $181000.00         | $133680.32         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-20      | N/A      | 0.0000% | $1865456.00        | $1150618.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $1217271.00        | $576219.48         | Agency Collateralized Mortgage Obligation |

### Security 154: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.290000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP0T8XV1, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP0T8XV1_4.29_1230
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2053-07-20      | 0.0300%  | 0.0000% | $29999104.00       | $20275.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-16      | 0.6358%  | 0.0000% | $50000000.00       | $2662456.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 0.7612%  | 0.0000% | $100000000.00      | $1200269.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.0500%  | 0.0000% | $49999872.00       | $30255.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.1500%  | 0.0000% | $129000000.00      | $150159.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 0.0500%  | 0.0000% | $65921019.00       | $41749.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.2112%  | 0.0000% | $115921152.00      | $4821867.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.3112%  | 0.0000% | $25514784.00       | $1134930.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.1112%  | 0.0000% | $50000000.00       | $667604.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.3112%  | 0.0000% | $74014208.00       | $1571266.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $11347152.00       | $1194019.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.5612%  | 0.0000% | $55696240.00       | $3014048.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.7112%  | 0.0000% | $30749952.00       | $1490625.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 1.5612%  | 0.0000% | $50000000.00       | $732419.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.7612%  | 0.0000% | $45370112.00       | $1895465.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.8612%  | 0.0000% | $100000000.00      | $1292969.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.0112%  | 0.0000% | $50000000.00       | $682462.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.8612%  | 0.0000% | $81793536.00       | $5151847.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.9112%  | 0.0000% | $39628160.00       | $2608603.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 1.7112%  | 0.0000% | $57500736.00       | $1302149.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 0.7612%  | 0.0000% | $75000000.00       | $899338.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.9112%  | 0.0000% | $50000000.00       | $1745798.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 3.5000%  | 0.0000% | $924169.00         | $587478.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 0.6112%  | 0.0000% | $53622208.00       | $903272.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 1.1612%  | 0.0000% | $50441600.00       | $1066946.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.2112%  | 0.0000% | $200000000.00      | $8326016.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 1.5612%  | 0.0000% | $141569024.00      | $2680085.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.6112%  | 0.0000% | $67652480.00       | $4099113.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.1112%  | 0.0000% | $116666624.00      | $1584747.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | N/A      | 0.0000% | $156250000.00      | $1816856.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 1.9501%  | 0.0000% | $25000000.00       | $388911.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-16      | 0.3786%  | 0.0000% | $58188096.00       | $673740.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 3.0000%  | 0.0000% | $14788848.00       | $542521.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 1.9501%  | 0.0000% | $39736704.00       | $847546.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 1.9501%  | 0.0000% | $38751424.00       | $796853.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 1.6553%  | 0.0000% | $72000000.00       | $2146441.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 1.8501%  | 0.0000% | $45476720.00       | $706077.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 1.0434%  | 0.0000% | $15000000.00       | $1009158.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 0.8752%  | 0.0000% | $16300000.00       | $1013897.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.9899%  | 0.0000% | $9350000.00        | $498666.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.5558%  | 0.0000% | $125000000.00      | $5505145.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4320%  | 0.0000% | $175000000.00      | $6391483.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.9789%  | 0.0000% | $180000000.00      | $11713719.38       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-01-16      | 0.9697%  | 0.0000% | $6800000.00        | $444064.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-16      | 0.1000%  | 0.0000% | $120230528.00      | $551570.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-16      | 0.8082%  | 0.0000% | $15100000.00       | $814582.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4497%  | 0.0000% | $150000000.00      | $7131310.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 0.3799%  | 0.0000% | $211332000.00      | $7396343.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4327%  | 0.0000% | $175000000.00      | $7124758.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4997%  | 0.0000% | $225000000.00      | $9943074.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-16      | 0.4331%  | 0.0000% | $100000000.00      | $4986744.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 1.0551%  | 0.0000% | $50000000.00       | $3662590.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-16      | 0.5957%  | 0.0000% | $91400000.00       | $5647250.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $25666656.00       | $35286.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $8379750.00        | $8040508.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 3.5000%  | 0.0000% | $1893434.00        | $1381496.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | N/A      | 0.0000% | $80000000.00       | $967835.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.4612%  | 0.0000% | $58519104.00       | $2917904.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $41152256.00       | $39289849.69       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.1112%  | 0.0000% | $307000000.00      | $6420195.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 4.5000%  | 0.0000% | $2920676.00        | $2678285.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.2112%  | 0.0000% | $187249664.00      | $11786786.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.9112%  | 0.0000% | $20000000.00       | $1080541.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 0.3012%  | 0.0000% | $25000000.00       | $611274.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 5.0000%  | 0.0000% | $39461824.00       | $39243848.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 5.5000%  | 0.0000% | $63392448.00       | $1483417.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 1.8001%  | 0.0000% | $79855360.00       | $907685.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 0.0300%  | 0.0000% | $22691840.00       | $7201.56           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 2.8329%  | 0.0000% | $13503100.00       | $1551046.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 1.0000%  | 0.0000% | $39756544.00       | $392468.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | N/A      | 0.0000% | $41711360.00       | $167409.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 1.8801%  | 0.0000% | $64086528.00       | $777867.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 3.5000%  | 0.0000% | $1516974.00        | $514438.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 5.0000%  | 0.0000% | $17101800.00       | $385756.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 3.0000%  | 0.0000% | $30557568.00       | $37206.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 0.1500%  | 0.0000% | $11690240.00       | $29320.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $14500000.00       | $79688.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.1493%  | 0.0000% | $25439080.00       | $935170.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $50000000.00       | $570714.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $35712064.00       | $304553.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $78537856.00       | $415737.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $52620032.00       | $962911.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | N/A      | 0.0000% | $27994304.00       | $69089.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | N/A      | 0.0000% | $8691216.00        | $140236.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $2295000.00        | $130222.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $10000000.00       | $65003.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $51312256.00       | $85324.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | N/A      | 0.0000% | $8000000.00        | $21577.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $67833216.00       | $5863412.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $27651000.00       | $1812520.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $100000000.00      | $1237147.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $104000000.00      | $121271.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.5000%  | 0.0000% | $23733720.00       | $332570.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-20      | 5.0000%  | 0.0000% | $7500000.00        | $977984.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $50000000.00       | $683490.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $84082688.00       | $14757.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $12941616.00       | $1600903.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $50000000.00       | $542699.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.0500%  | 0.0000% | $112956160.00      | $139660.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 0.0500%  | 0.0000% | $101780800.00      | $114619.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-06-25      | 1.8576%  | 0.0000% | $72083000.00       | $991128.90         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-08-25      | 0.1000%  | 0.0000% | $489726000.00      | $1399251.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-25      | 3.5000%  | 0.0000% | $881710.00         | $1326041.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-25      | 2.0795%  | 0.0000% | $28673024.00       | $256585.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-08-25      | 1.5295%  | 0.0000% | $55000000.00       | $640368.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-11-25      | 1.6295%  | 0.0000% | $21200000.00       | $293959.47         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | N/A      | 0.0000% | $4000000.00        | $486612.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-05-25      | 4.0000%  | 0.0000% | $62496768.00       | $18671.18          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-06-25      | 3.0000%  | 0.0000% | $35666624.00       | $335678.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-10-25      | 2.1295%  | 0.0000% | $33433856.00       | $305190.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-05-25      | 1.5295%  | 0.0000% | $18511264.00       | $122428.84         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-03-25      | 3.5000%  | 0.0000% | $775000.00         | $999035.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-07-25      | 6.0000%  | 0.0000% | $38904896.00       | $873541.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-06-25      | 1.5295%  | 0.0000% | $49314688.00       | $1311375.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 1.6295%  | 0.0000% | $147449856.00      | $2944005.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-01-25      | 1.5295%  | 0.0000% | $39259968.00       | $981555.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-05-25      | 0.2002%  | 0.0000% | $484999168.00      | $398145.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 1.6795%  | 0.0000% | $7500000.00        | $216282.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 6.5000%  | 0.0000% | $22956736.00       | $1059223.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-01-25      | 1.7795%  | 0.0000% | $55174464.00       | $1273676.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-06-25      | 3.5000%  | 0.0000% | $24798000.00       | $8931063.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-10-25      | 1.8295%  | 0.0000% | $133024000.00      | $5016573.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-01-25      | 3.5000%  | 0.0000% | $50000.00          | $35974.89          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.0000%  | 0.0000% | $40346.00          | $22957.88          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | N/A      | 0.0000% | $99790000.00       | $356668.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-05-25      | N/A      | 0.0000% | $30613408.00       | $410040.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-02-25      | 5.0000%  | 0.0000% | $25889088.00       | $25443676.00       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 4.5000%  | 0.0000% | $3613600.00        | $3246934.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 0.6403%  | 0.0000% | $300000000.00      | $10901678.75       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 1.0135%  | 0.0000% | $120000000.00      | $9691892.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 0.9661%  | 0.0000% | $37527232.00       | $3570535.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-11-15      | 1.9634%  | 0.0000% | $76636672.00       | $925240.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-12-15      | 2.1134%  | 0.0000% | $33631454.00       | $135847.03         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-01-15      | 3.5000%  | 0.0000% | $3791908.00        | $1215314.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-03-15      | 1.9634%  | 0.0000% | $26508896.00       | $242356.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-02-15      | 2.1634%  | 0.0000% | $36225024.00       | $181152.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-08-15      | 2.1134%  | 0.0000% | $48358400.00       | $1256952.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-08-15      | 3.5000%  | 0.0000% | $2692068.00        | $372617.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-10-15      | 2.5000%  | 0.0000% | $1000000.00        | $1184357.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-08-15      | 5.0000%  | 0.0000% | $61727232.00       | $562681.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-06-15      | 1.5134%  | 0.0000% | $108854272.00      | $1357897.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-03-15      | 3.5000%  | 0.0000% | $611000.00         | $799839.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-15      | 3.0000%  | 0.0000% | $31890000.00       | $14345624.29       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-04-25      | 1.7019%  | 0.0000% | $25541000.00       | $235538.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-01-15      | 1.5634%  | 0.0000% | $46378048.00       | $1099398.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-07-15      | 3.5000%  | 0.0000% | $2300000.00        | $238545.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-05-15      | 0.2613%  | 0.0000% | $12073280.00       | $15966.94          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-02-25      | 2.7431%  | 0.0000% | $9230000.00        | $1114141.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-06-15      | 1.7134%  | 0.0000% | $56250000.00       | $725406.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-05-15      | 4.0000%  | 0.0000% | $12296000.00       | $5436888.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-10-15      | 1.5134%  | 0.0000% | $74866304.00       | $1970019.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-02-25      | 0.8500%  | 0.0000% | $11324432.00       | $32069.39          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-02-25      | 0.2880%  | 0.0000% | $9983856.00        | $29612.59          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-09-25      | 3.0374%  | 0.0000% | $3532000.00        | $417353.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | N/A      | 0.0000% | $12500000.00       | $23460.93          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2061-10-15      | N/A      | 0.0000% | $58032128.00       | $15530.26          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-15      | 1.5134%  | 0.0000% | $114609024.00      | $8488141.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 5.0000%  | 0.0000% | $9858896.00        | $10156969.37       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 1.5440%  | 0.0000% | $50000000.00       | $1765581.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.7940%  | 0.0000% | $140664576.00      | $7318584.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 1.4940%  | 0.0000% | $293750000.00      | $13376976.28       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.1000%  | 0.0000% | $55000000.00       | $192138.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.6440%  | 0.0000% | $45821120.00       | $2287510.86        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-12-25      | 2.1295%  | 0.0000% | $142570240.00      | $275911.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-25      | 2.1295%  | 0.0000% | $49987584.00       | $14030.39          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-11-15      | 5.7500%  | 0.0000% | $8261664.00        | $3247196.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-09-25      | 0.5295%  | 0.0000% | $67766016.00       | $129569.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-03-25      | 1.5295%  | 0.0000% | $13910016.00       | $9697.78           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-16      | 0.7850%  | 0.0000% | $195346432.00      | $102679.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-01-16      | 1.8686%  | 0.0000% | $99975168.00       | $7855.01           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-01-20      | 5.0000%  | 0.0000% | $50000000.00       | $795589.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-03-20      | 5.0000%  | 0.0000% | $85000000.00       | $490093.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-11-16      | 4.2500%  | 0.0000% | $12828500.00       | $1177879.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-16      | 0.6938%  | 0.0000% | $6855000.00        | $28340.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-02-20      | 3.5000%  | 0.0000% | $8444576.00        | $2674187.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-03-16      | 3.5000%  | 0.0000% | $18249600.00       | $21932076.70       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 1.5053%  | 0.0000% | $16748032.00       | $97917.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-09-20      | 1.5053%  | 0.0000% | $17018360.00       | $82370.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6318%  | 0.0000% | $119626240.00      | $1077421.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-06-16      | 0.5157%  | 0.0000% | $74964480.00       | $648218.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-03-16      | 0.9908%  | 0.0000% | $104827008.00      | $1324321.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 1.8501%  | 0.0000% | $23156720.00       | $851676.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 1.8001%  | 0.0000% | $74114560.00       | $806508.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-07-16      | 1.9886%  | 0.0000% | $52958656.00       | $1197413.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-07-16      | 0.5377%  | 0.0000% | $118446336.00      | $1518875.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-12-16      | 0.6956%  | 0.0000% | $127549440.00      | $1575068.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-16      | 0.6562%  | 0.0000% | $90340096.00       | $1007117.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-12-16      | 0.6442%  | 0.0000% | $100017664.00      | $1108763.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-11-16      | 0.6466%  | 0.0000% | $137614336.00      | $1154044.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-16      | 0.7183%  | 0.0000% | $90056832.00       | $1027010.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-07-16      | 0.6564%  | 0.0000% | $92958464.00       | $914022.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.7089%  | 0.0000% | $85128960.00       | $861313.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 0.8751%  | 0.0000% | $17000000.00       | $493874.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-11-16      | 0.6708%  | 0.0000% | $91023616.00       | $1727742.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-07-16      | 0.8708%  | 0.0000% | $245000000.00      | $11690718.29       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.8037%  | 0.0000% | $312500000.00      | $13186125.53       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 1.9501%  | 0.0000% | $23428544.00       | $790158.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-02-16      | 1.8386%  | 0.0000% | $32671744.00       | $177819.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-01-20      | 3.5000%  | 0.0000% | $32761408.00       | $373129.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-04-20      | 4.5000%  | 0.0000% | $59146240.00       | $13493.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2823%  | 0.0000% | $109549056.00      | $259028.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.3426%  | 0.0000% | $198667008.00      | $672480.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-16      | 1.0223%  | 0.0000% | $21000000.00       | $73277.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-16      | 0.1364%  | 0.0000% | $155451392.00      | $22028.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-06-16      | 2.5000%  | 0.0000% | $1983898.00        | $1701350.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 3.0000%  | 0.0000% | $15463000.00       | $13211886.06       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.4019%  | 0.0000% | $112730752.00      | $243295.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-03-20      | 1.9501%  | 0.0000% | $215529728.00      | $1093540.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-20      | 1.5053%  | 0.0000% | $17885152.00       | $67317.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-12-20      | 1.5053%  | 0.0000% | $16131168.00       | $90725.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-12-20      | 1.9501%  | 0.0000% | $29461760.00       | $239676.90         | Agency Collateralized Mortgage Obligation |

### Security 155: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.290000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP0TBOK8, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP0TBOK8_4.29_1230
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2029-02-25      | 0.6106%  | 0.0000% | $543958016.00      | $5342322.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-05-25      | 1.5795%  | 0.0000% | $18620928.00       | $518916.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-08-25      | 0.3227%  | 0.0000% | $132816128.00      | $235202.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | N/A      | 0.0000% | $37985984.00       | $100819.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 1.6440%  | 0.0000% | $31508096.00       | $1116216.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 0.8440%  | 0.0000% | $50000000.00       | $1213036.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-07-25      | 0.6940%  | 0.0000% | $47816704.00       | $659772.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-04-25      | 0.1915%  | 0.0000% | $440751000.00      | $1687929.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.5440%  | 0.0000% | $78196000.00       | $6211556.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 0.8940%  | 0.0000% | $105420672.00      | $9454702.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-12-15      | 3.0000%  | 0.0000% | $68758656.00       | $510202.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-01-15      | 3.0000%  | 0.0000% | $4396000.00        | $1472812.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 3.5000%  | 0.0000% | $200000.00         | $189112.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-06-15      | 1.5134%  | 0.0000% | $3000000.00        | $38231.09          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-04-15      | 4.0000%  | 0.0000% | $9553792.00        | $99168.19          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-07-25      | 2.2628%  | 0.0000% | $8530000.00        | $311675.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-02-25      | 2.2057%  | 0.0000% | $14411000.00       | $738909.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 4.0000%  | 0.0000% | $3700000.00        | $276488.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $75000000.00       | $8912086.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-01-15      | 6.0000%  | 0.0000% | $26603424.00       | $1299010.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-01-15      | 4.0000%  | 0.0000% | $21661216.00       | $2734255.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-15      | 6.0000%  | 0.0000% | $10570000.00       | $662102.12         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-09-25      | 3.5000%  | 0.0000% | $12464448.00       | $436893.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-04-25      | 3.0000%  | 0.0000% | $17325500.00       | $232150.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-01-25      | 1.6295%  | 0.0000% | $98595840.00       | $3292799.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-02-25      | 0.2847%  | 0.0000% | $63927424.00       | $92517.70          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-02-25      | 2.2295%  | 0.0000% | $19216992.00       | $1055793.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 1.5000%  | 0.0000% | $11262448.00       | $1409037.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-25      | 0.0800%  | 0.0000% | $295837696.00      | $125689.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 2.0000%  | 0.0000% | $642919.00         | $326545.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 2.0000%  | 0.0000% | $3000000.00        | $1699405.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $5657430.00        | $3830461.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-01-25      | 2.9765%  | 0.0000% | $2623000.00        | $388434.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-05-25      | 4.0000%  | 0.0000% | $5000000.00        | $4888940.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-25      | 4.0000%  | 0.0000% | $3000000.00        | $2791729.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-25      | 4.0000%  | 0.0000% | $3924464.00        | $3725690.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-25      | 4.5000%  | 0.0000% | $5000000.00        | $5258603.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-10-25      | 5.0000%  | 0.0000% | $7000000.00        | $7648518.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-25      | 6.0000%  | 0.0000% | $6500000.00        | $4661345.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | N/A      | 0.0000% | $28851776.00       | $16752767.26       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | N/A      | 0.0000% | $900000.00         | $509018.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 1.2440%  | 0.0000% | $50000000.00       | $1381665.30        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 0.0500%  | 0.0000% | $64847744.00       | $70641.53          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 2.0940%  | 0.0000% | $15000000.00       | $412587.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.0500%  | 0.0000% | $283005440.00      | $314718.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 1.6440%  | 0.0000% | $50000000.00       | $1383238.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 0.0500%  | 0.0000% | $189472768.00      | $112518.58         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.5940%  | 0.0000% | $70000000.00       | $2250947.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $24997888.00       | $16529.79          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $24997888.00       | $16954.92          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.1940%  | 0.0000% | $50000000.00       | $2210007.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 1.3940%  | 0.0000% | $30000000.00       | $922776.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 1.3440%  | 0.0000% | $93750000.00       | $4816843.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.7440%  | 0.0000% | $51872384.00       | $2530953.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 6.5000%  | 0.0000% | $60444992.00       | $7020710.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.7940%  | 0.0000% | $168074752.00      | $8754973.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.1440%  | 0.0000% | $58676000.00       | $2517708.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.0940%  | 0.0000% | $50000000.00       | $2159112.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.7940%  | 0.0000% | $40000000.00       | $1274232.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 1.4940%  | 0.0000% | $186150000.00      | $8450938.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.8440%  | 0.0000% | $68734080.00       | $2178859.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.7440%  | 0.0000% | $25000000.00       | $595201.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.7940%  | 0.0000% | $25000000.00       | $605833.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 2.1440%  | 0.0000% | $35603008.00       | $2322630.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-04-25      | 6.5000%  | 0.0000% | $19558912.00       | $1872731.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.8440%  | 0.0000% | $82000000.00       | $2861851.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.6940%  | 0.0000% | $73699584.00       | $4096647.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.0440%  | 0.0000% | $110047488.00      | $4582478.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.4440%  | 0.0000% | $82000000.00       | $2797719.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.4440%  | 0.0000% | $104634880.00      | $7050097.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.7940%  | 0.0000% | $86153728.00       | $2438467.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.7940%  | 0.0000% | $94243840.00       | $2855376.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 5.5000%  | 0.0000% | $21504416.00       | $5752233.39        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.7940%  | 0.0000% | $154768640.00      | $5280123.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.0100%  | 0.0000% | $599998464.00      | $203511.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 6.5000%  | 0.0000% | $9821760.00        | $1804283.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 1.4440%  | 0.0000% | $68503936.00       | $5762227.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | N/A      | 0.0000% | $285000000.00      | $5047586.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-12-25      | 6.0000%  | 0.0000% | $32000000.00       | $549653.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-07-15      | 6.4538%  | 0.0000% | $1899718.00        | $39281.72          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-25      | 2.2595%  | 0.0000% | $186379264.00      | $305625.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-11-15      | 1.6634%  | 0.0000% | $109641722.00      | $15531.73          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-03-25      | 5.0000%  | 0.0000% | $1164604.00        | $211470.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-03-25      | 0.0295%  | 0.0000% | $53751808.00       | $43806.35          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2060-04-26      | 6.5000%  | 0.0000% | $51199488.00       | $43608862.39       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-10-16      | 2.0386%  | 0.0000% | $42024960.00       | $19190.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-08-16      | 5.5000%  | 0.0000% | $60320064.00       | $5455567.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-16      | 0.0909%  | 0.0000% | $320471040.00      | $31031.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-16      | N/A      | 0.0000% | $214466560.00      | $41936.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-05-20      | 1.9501%  | 0.0000% | $16790688.00       | $63066.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-20      | 1.8001%  | 0.0000% | $62417088.00       | $468822.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.2218%  | 0.0000% | $94732288.00       | $29458.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $21703072.00       | $149299.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-06-16      | 2.5000%  | 0.0000% | $29338944.00       | $5099101.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-20      | 1.9801%  | 0.0000% | $37714240.00       | $253791.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.0510%  | 0.0000% | $158089216.00      | $38895.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-04-16      | 3.0000%  | 0.0000% | $9564000.00        | $7815618.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.3865%  | 0.0000% | $116967680.00      | $336491.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.4030%  | 0.0000% | $138044672.00      | $179263.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-16      | 0.4113%  | 0.0000% | $121274150.00      | $119870.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.1515%  | 0.0000% | $101285888.00      | $48146.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 2.4501%  | 0.0000% | $17901696.00       | $113764.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-05-20      | 1.9501%  | 0.0000% | $28603872.00       | $107055.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.5899%  | 0.0000% | $186330000.00      | $944357.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-04-20      | 2.5301%  | 0.0000% | $36564096.00       | $106335.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-04-20      | 1.3001%  | 0.0000% | $18889000.00       | $140938.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 1.4701%  | 0.0000% | $43805824.00       | $309112.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-16      | 1.3949%  | 0.0000% | $41423000.00       | $66053.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-12-16      | 0.4717%  | 0.0000% | $86996608.00       | $150287.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6364%  | 0.0000% | $162972416.00      | $1393829.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-05-16      | 0.8800%  | 0.0000% | $151204000.00      | $1677444.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-05-16      | 0.8408%  | 0.0000% | $123138048.00      | $1418782.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-20      | 1.5053%  | 0.0000% | $17548832.00       | $159093.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 3.5000%  | 0.0000% | $25414560.00       | $151891.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-20      | 1.9501%  | 0.0000% | $1000000.00        | $30600.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-07-16      | 0.5624%  | 0.0000% | $105112704.00      | $1693313.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-12-16      | 0.3764%  | 0.0000% | $113007488.00      | $887729.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-07-16      | 0.6734%  | 0.0000% | $80019328.00       | $1007946.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-12-16      | 0.7192%  | 0.0000% | $145655552.00      | $3087252.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.6937%  | 0.0000% | $285230080.00      | $11489017.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.8262%  | 0.0000% | $25000000.00       | $1344871.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 1.0512%  | 0.0000% | $17500000.00       | $1190520.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 1.4501%  | 0.0000% | $15961824.00       | $442104.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-20      | 0.3616%  | 0.0000% | $5661290.00        | $7145.43           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 1.9501%  | 0.0000% | $11563344.00       | $172637.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-05-16      | 0.8402%  | 0.0000% | $15400000.00       | $724463.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.8460%  | 0.0000% | $20750000.00       | $1089851.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 1.2018%  | 0.0000% | $6000000.00        | $500364.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.6364%  | 0.0000% | $350000000.00      | $17922382.84       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.7785%  | 0.0000% | $116691712.00      | $7192260.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.3299%  | 0.0000% | $150000000.00      | $6234214.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 0.7112%  | 0.0000% | $42105680.00       | $1680462.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 2.0612%  | 0.0000% | $103511040.00      | $3414295.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.5112%  | 0.0000% | $30000000.00       | $1392682.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.1000%  | 0.0000% | $50000000.00       | $133993.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.8112%  | 0.0000% | $65000000.00       | $2568717.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 4.5000%  | 0.0000% | $1888960.00        | $1864830.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.7612%  | 0.0000% | $134452224.00      | $6168308.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 1.6112%  | 0.0000% | $123399552.00      | $4561209.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.6612%  | 0.0000% | $76363520.00       | $6072687.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.1334%  | 0.0000% | $58624576.00       | $5088904.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 3.0000%  | 0.0000% | $14541040.00       | $10026281.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 1.8001%  | 0.0000% | $28691328.00       | $684837.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | N/A      | 0.0000% | $25000000.00       | $31393.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 0.0200%  | 0.0000% | $99991552.00       | $21847.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | N/A      | 0.0000% | $30000000.00       | $72651.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 0.5904%  | 0.0000% | $60738304.00       | $107704.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.6155%  | 0.0000% | $90575360.00       | $1723153.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 1.7500%  | 0.0000% | $1045000.00        | $633778.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 0.1000%  | 0.0000% | $14208624.00       | $21362.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-20      | 0.1277%  | 0.0000% | $149854464.00      | $273999.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 1.9501%  | 0.0000% | $107000000.00      | $7063600.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 0.2052%  | 0.0000% | $16952032.00       | $46871.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 1.6358%  | 0.0000% | $31750528.00       | $945694.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | N/A      | 0.0000% | $48646720.00       | $164938.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $7000000.00        | $182351.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $105852928.00      | $72476.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $70666624.00       | $7031367.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $26024864.00       | $3503494.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 0.0500%  | 0.0000% | $117635072.00      | $147111.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $10000000.00       | $5671721.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $1158000.00        | $796232.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $84996096.00       | $67585.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5000%  | 0.0000% | $624490.00         | $620544.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 0.0700%  | 0.0000% | $147321344.00      | $166901.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $122572800.00      | $128568.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.1112%  | 0.0000% | $400000000.00      | $7397364.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.0500%  | 0.0000% | $14224160.00       | $14305.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.0112%  | 0.0000% | $50000000.00       | $1549724.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $11543456.00       | $13749793.98       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.6112%  | 0.0000% | $32781440.00       | $1565174.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $8642960.00        | $9967268.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.4612%  | 0.0000% | $50000000.00       | $2374575.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 1.5112%  | 0.0000% | $120000000.00      | $2323346.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-09-20      | 1.6112%  | 0.0000% | $65730048.00       | $1316666.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.4112%  | 0.0000% | $200000000.00      | $4981427.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.8612%  | 0.0000% | $50000000.00       | $2327647.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $33333312.00       | $3784824.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.4112%  | 0.0000% | $30000000.00       | $1236911.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.3112%  | 0.0000% | $150000000.00      | $5227961.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.0612%  | 0.0000% | $150000000.00      | $2909121.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.0612%  | 0.0000% | $88419328.00       | $3355112.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.0112%  | 0.0000% | $146310912.00      | $7139966.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.7112%  | 0.0000% | $50670000.00       | $2375531.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.7112%  | 0.0000% | $50280896.00       | $1961708.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.5612%  | 0.0000% | $67507456.00       | $3961295.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-01-25      | N/A      | 0.0000% | $42024000.00       | $31563469.97       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-12-25      | 0.0533%  | 0.0000% | $60000000.00       | $224866.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.1000%  | 0.0000% | $97238000.00       | $440347.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 2.1795%  | 0.0000% | $8333328.00        | $141477.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-03-25      | 3.0000%  | 0.0000% | $15450420.00       | $147264.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-01-25      | 1.7795%  | 0.0000% | $134349000.00      | $1465967.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-02-25      | 1.6295%  | 0.0000% | $35357248.00       | $425039.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-04-25      | 6.0000%  | 0.0000% | $18688928.00       | $589263.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 0.3061%  | 0.0000% | $13473856.00       | $18962.99          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-11-25      | 3.5000%  | 0.0000% | $6500000.00        | $4347220.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 1.5795%  | 0.0000% | $17752256.00       | $533405.37         | Agency Collateralized Mortgage Obligation |

### Security 156: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.210000%
- **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: ARP14XYN8, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP14XYN8_4.21_1007
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-04-20      | 0.7612%  | 0.0000% | $60000000.00       | $3411687.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.9112%  | 0.0000% | $100000000.00      | $4146446.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 2.7112%  | 0.0000% | $46504547.00       | $3415307.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $25400000.00       | $1616876.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $33659165.00       | $2390346.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $44710131.00       | $3596838.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.0501%  | 0.0000% | $74307323.00       | $5182511.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $14841590.00       | $1148052.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $62306000.00       | $3255380.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $31242552.00       | $2118965.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $64957500.00       | $4973535.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $11679366.00       | $1682394.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $32604166.00       | $2349933.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $40000000.00       | $3811155.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $71496805.00       | $4051596.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $141600000.00      | $9562579.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $60595040.00       | $6441880.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 1.9501%  | 0.0000% | $53766308.00       | $5128639.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-20      | 1.8501%  | 0.0000% | $16980859.00       | $1564033.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $56943429.00       | $5036920.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $42897337.00       | $3624886.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-20      | 1.8501%  | 0.0000% | $50920532.00       | $4253532.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 1.8001%  | 0.0000% | $54720340.00       | $4581462.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $39920014.00       | $4816256.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $29775000.00       | $3416294.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.8612%  | 0.0000% | $200000000.00      | $7335021.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 2.7612%  | 0.0000% | $55620961.00       | $3076025.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $30811165.00       | $3687302.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 1.7812%  | 0.0000% | $58536982.00       | $3791330.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 1.6612%  | 0.0000% | $30018231.00       | $1777464.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 1.5912%  | 0.0000% | $30000000.00       | $1890981.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 1.3501%  | 0.0000% | $20573726.00       | $1521111.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $21552516.00       | $1798640.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 1.8001%  | 0.0000% | $42604540.00       | $4192183.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 1.8001%  | 0.0000% | $33283888.00       | $3214407.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.7112%  | 0.0000% | $71250000.00       | $3922922.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $22550843.00       | $3753890.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.9612%  | 0.0000% | $138461541.00      | $7828654.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $8617460.00        | $1177778.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.4612%  | 0.0000% | $27543477.00       | $4088258.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 1.7701%  | 0.0000% | $50308129.00       | $5044472.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.2112%  | 0.0000% | $134019143.00      | $1706777.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.3112%  | 0.0000% | $75000000.00       | $2775323.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 1.8612%  | 0.0000% | $33162715.00       | $4039726.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $11054239.00       | $1514789.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 1.8612%  | 0.0000% | $21391519.00       | $2529051.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $9518963.00        | $1314086.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.6112%  | 0.0000% | $150000000.00      | $2890717.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 4.5000%  | 0.0000% | $21179037.00       | $3600263.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 0.7612%  | 0.0000% | $31000000.00       | $1528457.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.9912%  | 0.0000% | $80000000.00       | $4547132.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.1112%  | 0.0000% | $100000000.00      | $3673685.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.3112%  | 0.0000% | $100000000.00      | $1560364.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $35549830.00       | $4373939.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.9612%  | 0.0000% | $100000000.00      | $3797566.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.4612%  | 0.0000% | $50000000.00       | $2077432.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.5612%  | 0.0000% | $136017000.00      | $6766538.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $27300757.00       | $3078900.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $27674541.00       | $4050055.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $66052542.00       | $5354167.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.4112%  | 0.0000% | $102500000.00      | $5204596.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.5612%  | 0.0000% | $50000000.00       | $2393050.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $50030784.00       | $7204111.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 4.0000%  | 0.0000% | $39016320.00       | $7056597.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $23484380.00       | $3181152.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.1112%  | 0.0000% | $51000000.00       | $2301317.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.6112%  | 0.0000% | $75000000.00       | $4336208.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.5012%  | 0.0000% | $46010169.00       | $1931218.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.7612%  | 0.0000% | $110000000.00      | $4585540.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.0612%  | 0.0000% | $64958117.00       | $2678106.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.6112%  | 0.0000% | $92914366.00       | $4238022.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.9279%  | 0.0000% | $150000000.00      | $3974165.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.9312%  | 0.0000% | $30000000.00       | $1105395.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.7112%  | 0.0000% | $26962927.00       | $4247483.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.7112%  | 0.0000% | $23993616.00       | $3865498.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.4112%  | 0.0000% | $45000000.00       | $1215849.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.9612%  | 0.0000% | $51138689.00       | $1592941.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.6112%  | 0.0000% | $90000000.00       | $4180525.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.3612%  | 0.0000% | $47000000.00       | $1480626.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.6112%  | 0.0000% | $50000000.00       | $2023637.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.2612%  | 0.0000% | $78000000.00       | $4717129.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 0.7612%  | 0.0000% | $250000000.00      | $2965842.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.8612%  | 0.0000% | $150000000.00      | $4125124.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.8612%  | 0.0000% | $300000000.00      | $6466328.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.0612%  | 0.0000% | $150000000.00      | $6900501.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.8112%  | 0.0000% | $100000000.00      | $3176324.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.6112%  | 0.0000% | $72100000.00       | $2840278.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 1.8112%  | 0.0000% | $27284020.00       | $3467965.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.8112%  | 0.0000% | $45000000.00       | $1242740.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.9112%  | 0.0000% | $85000000.00       | $2042001.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.8412%  | 0.0000% | $40000000.00       | $1792621.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 1.5112%  | 0.0000% | $213000000.00      | $3907262.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 1.5612%  | 0.0000% | $81995768.00       | $4176651.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 1.2612%  | 0.0000% | $30000000.00       | $1475591.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.8812%  | 0.0000% | $90000000.00       | $4102931.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.2612%  | 0.0000% | $44894518.00       | $4690752.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.9012%  | 0.0000% | $80000000.00       | $2669125.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.2612%  | 0.0000% | $59747227.00       | $3620108.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 1.5612%  | 0.0000% | $100000000.00      | $3546811.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $52704163.00       | $7908623.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.1112%  | 0.0000% | $46837432.00       | $1376878.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.5377%  | 0.0000% | $170000000.00      | $3116707.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.4251%  | 0.0000% | $21566888.00       | $3151220.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 1.8001%  | 0.0000% | $44500075.00       | $4915731.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.6312%  | 0.0000% | $84347826.00       | $7409085.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.6112%  | 0.0000% | $100000000.00      | $4417869.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.3112%  | 0.0000% | $100000000.00      | $4662261.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.3112%  | 0.0000% | $80000000.00       | $2974450.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.9612%  | 0.0000% | $100000000.00      | $4140171.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.3112%  | 0.0000% | $66820527.00       | $7415014.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.8812%  | 0.0000% | $100000000.00      | $4619556.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.4612%  | 0.0000% | $100000000.00      | $3561349.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.1112%  | 0.0000% | $200000000.00      | $3853037.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.1112%  | 0.0000% | $129491602.00      | $4962394.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $8946753.00        | $1397030.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.6612%  | 0.0000% | $132025496.00      | $5708787.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.1112%  | 0.0000% | $48007808.00       | $2122007.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.0112%  | 0.0000% | $65000000.00       | $2328200.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.5112%  | 0.0000% | $129999999.00      | $3453151.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.9112%  | 0.0000% | $50000000.00       | $3564387.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.8912%  | 0.0000% | $320000000.00      | $7828681.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.9612%  | 0.0000% | $93000000.00       | $4589342.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.2612%  | 0.0000% | $73345335.00       | $6434254.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.2112%  | 0.0000% | $40000000.00       | $3416369.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.5112%  | 0.0000% | $100000000.00      | $5428880.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0523%  | 0.0000% | $253000000.00      | $3314124.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0112%  | 0.0000% | $100000000.00      | $1259375.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.2112%  | 0.0000% | $78965220.00       | $2783127.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | N/A      | 0.0000% | $100000000.00      | $3173969.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.8312%  | 0.0000% | $100000000.00      | $2219745.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | N/A      | 0.0000% | $200000000.00      | $2061827.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.8112%  | 0.0000% | $250000000.00      | $5025217.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.5612%  | 0.0000% | $210000000.00      | $9247093.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.8612%  | 0.0000% | $200000000.00      | $4173902.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | N/A      | 0.0000% | $200000000.00      | $2102421.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.5612%  | 0.0000% | $115612010.00      | $3701207.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 1.6112%  | 0.0000% | $13438826.00       | $1678829.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.9112%  | 0.0000% | $75000000.00       | $3268188.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.5612%  | 0.0000% | $37000000.00       | $2239115.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.9612%  | 0.0000% | $30000000.00       | $1281335.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.4612%  | 0.0000% | $50000000.00       | $1774070.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $20314497.00       | $2772156.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.8112%  | 0.0000% | $70000000.00       | $1792848.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.8612%  | 0.0000% | $70000000.00       | $2551861.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.8612%  | 0.0000% | $50000000.00       | $2008654.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.8612%  | 0.0000% | $102000000.00      | $4248184.39        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | N/A      | 0.0000% | $2809444.00        | $1485552.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-01-15      | 3.5000%  | 0.0000% | $44045604.00       | $958340.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-15      | 3.0000%  | 0.0000% | $6296000.00        | $191967.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 2.0000%  | 0.0000% | $8224433.00        | $718868.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 4.0000%  | 0.0000% | $81500000.00       | $6284880.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $72276520.00       | $7245064.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-25      | 3.0000%  | 0.0000% | $36961750.00       | $3705173.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 3.0000%  | 0.0000% | $75425232.00       | $8109537.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-04-25      | 3.0000%  | 0.0000% | $40084736.00       | $4111692.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 3.0000%  | 0.0000% | $43431425.00       | $4864603.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 3.5000%  | 0.0000% | $33691833.00       | $4147752.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 2.5000%  | 0.0000% | $54201749.00       | $4112802.68        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-12-25      | 4.0000%  | 0.0000% | $37889063.00       | $4520337.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-12-25      | 1.1940%  | 0.0000% | $175000000.00      | $5124697.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 3.5000%  | 0.0000% | $27569821.00       | $3934954.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 1.4940%  | 0.0000% | $75870163.00       | $4199445.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.9740%  | 0.0000% | $125000000.00      | $4166655.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 1.3940%  | 0.0000% | $115000000.00      | $3895474.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-06-25      | 4.0000%  | 0.0000% | $35317604.00       | $6305073.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.6440%  | 0.0000% | $43700638.00       | $3670603.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-07-25      | 1.5295%  | 0.0000% | $59157758.00       | $6697941.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.7440%  | 0.0000% | $282000000.00      | $7543922.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 3.0000%  | 0.0000% | $43985619.00       | $6700798.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.0440%  | 0.0000% | $200018224.00      | $6337710.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.6440%  | 0.0000% | $139195380.00      | $8610553.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.7940%  | 0.0000% | $80550000.00       | $3808442.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 1.1440%  | 0.0000% | $100000000.00      | $3573454.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.6440%  | 0.0000% | $114721404.00      | $4978942.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.6440%  | 0.0000% | $178080180.00      | $5948347.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 2.7725%  | 0.0000% | $2893000.00        | $379371.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 3.5000%  | 0.0000% | $22557207.00       | $1839447.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $21065270.00       | $1736371.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $40010996.00       | $2202993.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $25536887.00       | $2346974.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $11000000.00       | $1029304.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $19674666.00       | $1356253.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $37745748.00       | $3078826.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $50000000.00       | $4029894.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.0501%  | 0.0000% | $50000000.00       | $2882697.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $50000000.00       | $4041300.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $33000000.00       | $4071617.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.0000%  | 0.0000% | $47070346.00       | $3669180.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.5000%  | 0.0000% | $88532400.00       | $8785073.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 3.5000%  | 0.0000% | $53698571.00       | $5326125.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 3.0000%  | 0.0000% | $35859000.00       | $3619586.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | N/A      | 0.0000% | $173779557.00      | $3316170.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 4.5000%  | 0.0000% | $111813589.00      | $6269931.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 4.0000%  | 0.0000% | $88600000.00       | $7737756.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 1.6795%  | 0.0000% | $99019090.00       | $5479955.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 1.6795%  | 0.0000% | $57228320.00       | $4404726.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 3.0000%  | 0.0000% | $50042183.00       | $4678037.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 4.0000%  | 0.0000% | $79857336.00       | $5893585.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.5000%  | 0.0000% | $48440000.00       | $4366001.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 3.0000%  | 0.0000% | $98339966.00       | $7410616.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.5000%  | 0.0000% | $55000000.00       | $5771629.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-08-25      | 4.0000%  | 0.0000% | $61584249.00       | $5166036.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-05-25      | 4.0000%  | 0.0000% | $57947062.00       | $4512959.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 3.5000%  | 0.0000% | $41935638.00       | $3758034.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-05-25      | 3.5000%  | 0.0000% | $75076104.00       | $7149144.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 3.0000%  | 0.0000% | $75593750.00       | $8225384.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 3.0000%  | 0.0000% | $64890986.00       | $6579903.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 1.5940%  | 0.0000% | $50085972.00       | $3749986.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-09-25      | 0.9440%  | 0.0000% | $60739852.00       | $4053684.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 1.9940%  | 0.0000% | $63461538.00       | $3593319.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 1.8440%  | 0.0000% | $141356296.00      | $4638084.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 2.4940%  | 0.0000% | $75000000.00       | $4111089.39        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | 3.5000%  | 0.0000% | $26716189.00       | $4506444.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 4.5000%  | 0.0000% | $37026969.00       | $7146632.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.5000%  | 0.0000% | $39919303.00       | $4874976.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 2.7940%  | 0.0000% | $45000000.00       | $3378116.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.7440%  | 0.0000% | $74000000.00       | $2449801.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.7440%  | 0.0000% | $45841134.00       | $4874058.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.0440%  | 0.0000% | $100000000.00      | $5485399.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 1.5134%  | 0.0000% | $60897500.00       | $5824544.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.9440%  | 0.0000% | $60000000.00       | $5170872.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.0440%  | 0.0000% | $135326134.00      | $5139431.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.3440%  | 0.0000% | $174753955.00      | $3944440.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 3.5000%  | 0.0000% | $51351294.00       | $9126256.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.7440%  | 0.0000% | $310000000.00      | $8032183.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.6940%  | 0.0000% | $125000000.00      | $3565110.39        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 1.4940%  | 0.0000% | $4291005.00        | $220984.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.6940%  | 0.0000% | $200000000.00      | $5089929.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.6940%  | 0.0000% | $156000000.00      | $4135067.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.4940%  | 0.0000% | $43221146.00       | $2886109.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.4940%  | 0.0000% | $72995812.00       | $5052405.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 1.6295%  | 0.0000% | $38298943.00       | $5207151.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 2.1940%  | 0.0000% | $28822756.00       | $5092552.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 1.4440%  | 0.0000% | $143629024.00      | $9308666.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | N/A      | 0.0000% | $70773649.00       | $5303211.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-11-01      | 3.0000%  | 0.0000% | $38158325.00       | $952455.88         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $10000000.00       | $1028494.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $127154657.00      | $19488825.15       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 1.2440%  | 0.0000% | $200000000.00      | $6688338.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 1.1940%  | 0.0000% | $110435000.00      | $3612046.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.4440%  | 0.0000% | $135500000.00      | $3827782.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-03-20      | 1.5001%  | 0.0000% | $473124998.00      | $1442485.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-11-16      | 1.8386%  | 0.0000% | $54000000.00       | $1171625.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 3.5000%  | 0.0000% | $85714285.00       | $1945404.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 4.0000%  | 0.0000% | $46727316.00       | $1389312.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 1.4901%  | 0.0000% | $161020746.00      | $1675233.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 1.6451%  | 0.0000% | $66122517.00       | $1682988.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 4.5000%  | 0.0000% | $90954488.00       | $4540043.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 1.0260%  | 0.0000% | $123000000.00      | $4515540.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 1.2989%  | 0.0000% | $54800000.00       | $3670451.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.8155%  | 0.0000% | $78800000.00       | $4135326.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 1.0185%  | 0.0000% | $159582259.00      | $9077485.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 1.0512%  | 0.0000% | $71213976.00       | $4844667.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 0.9404%  | 0.0000% | $127685000.00      | $8133826.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 1.0381%  | 0.0000% | $93000000.00       | $5114466.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 1.8501%  | 0.0000% | $100224619.00      | $2989529.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-20      | 1.3501%  | 0.0000% | $56774729.00       | $1306661.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 1.9501%  | 0.0000% | $50000000.00       | $1277108.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-10-20      | 5.0000%  | 0.0000% | $100023.00         | $5008.54           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 1.9501%  | 0.0000% | $63301674.00       | $1908270.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-02-16      | 0.8327%  | 0.0000% | $110800000.00      | $5956478.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9926%  | 0.0000% | $131000000.00      | $7259929.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-07-16      | 0.7358%  | 0.0000% | $125000000.00      | $8848254.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 2.0112%  | 0.0000% | $71492130.00       | $6816249.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $36795372.00       | $2309653.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.0501%  | 0.0000% | $31827550.00       | $3205114.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $53247092.00       | $4833786.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $30220000.00       | $2136191.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $35173200.00       | $2715224.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $37846775.00       | $4559232.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $26100000.00       | $3041565.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.0501%  | 0.0000% | $45853393.00       | $3527075.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.0000%  | 0.0000% | $19235093.00       | $2243611.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $34505500.00       | $2461437.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.0501%  | 0.0000% | $50197327.00       | $5022860.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $23000000.00       | $1549612.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $44820000.00       | $3344097.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.5112%  | 0.0000% | $145036036.00      | $7296295.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.1112%  | 0.0000% | $50435334.00       | $5764016.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.9112%  | 0.0000% | $50000000.00       | $2116753.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | N/A      | 0.0000% | $151513329.00      | $2752298.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $29406497.00       | $3625208.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 1.8501%  | 0.0000% | $96097941.00       | $2778923.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 1.8001%  | 0.0000% | $74202080.00       | $3285104.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 1.8001%  | 0.0000% | $61643345.00       | $2442933.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.0000%  | 0.0000% | $110207694.00      | $5315912.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 1.8501%  | 0.0000% | $32204571.00       | $1839118.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 1.8001%  | 0.0000% | $96961925.00       | $5053088.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 1.8501%  | 0.0000% | $47654869.00       | $2452632.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 1.8501%  | 0.0000% | $36250000.00       | $2865910.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 1.8001%  | 0.0000% | $41545861.00       | $1736219.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 3.5000%  | 0.0000% | $29290500.00       | $2328822.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 1.8001%  | 0.0000% | $43313209.00       | $1820372.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 4.5000%  | 0.0000% | $39141711.00       | $2885785.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 1.8001%  | 0.0000% | $190928873.00      | $5259825.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 1.9501%  | 0.0000% | $75209809.00       | $4379369.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $21377446.00       | $1420785.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 1.9501%  | 0.0000% | $46200000.00       | $3980344.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 1.9501%  | 0.0000% | $66473586.00       | $2677614.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 1.9501%  | 0.0000% | $49592185.00       | $3175804.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $47220141.00       | $3077843.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.5000%  | 0.0000% | $23906785.00       | $2049185.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $30431000.00       | $2715283.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.0001%  | 0.0000% | $36932087.00       | $2811160.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.0501%  | 0.0000% | $53398000.00       | $4014400.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $27698155.00       | $1857360.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $22000000.00       | $1741193.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.0501%  | 0.0000% | $66796231.00       | $4591545.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $27715031.00       | $1670956.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $16906400.00       | $1163319.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.0501%  | 0.0000% | $41488602.00       | $3277064.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.0501%  | 0.0000% | $64225682.00       | $4695482.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $17599796.00       | $1194255.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $19285714.00       | $1953291.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.0501%  | 0.0000% | $59297822.00       | $5282425.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $44016000.00       | $3323219.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $30000000.00       | $3072465.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.5000%  | 0.0000% | $37247719.00       | $2676320.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.0501%  | 0.0000% | $17121830.00       | $1832555.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 5.0000%  | 0.0000% | $97454478.00       | $8076489.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $28613480.00       | $3766210.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $71997207.00       | $6580085.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.0501%  | 0.0000% | $27390980.00       | $2856773.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 4.0000%  | 0.0000% | $55729944.00       | $4618094.40        | Agency Collateralized Mortgage Obligation |

### Security 157: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.230000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP169L37, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP169L37_4.23_1007
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2026-07-09      | N/A      | 0.0000% | $100.00            | $97.19             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-03-12      | N/A      | 0.0000% | $6434400.00        | $6325291.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-11-15      | N/A      | 0.0000% | $15850700.00       | $3998767.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-04-15      | 0.1250%  | 0.0000% | $80255800.00       | $98395548.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-07-15      | 0.1250%  | 0.0000% | $447290900.00      | $503280306.79      | U.S. Treasuries (including strips) |

### Security 158: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.230000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16DDA1, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16DDA1_4.23_1007
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2025-11-06      | N/A      | 0.0000% | $1000.00           | $995.86            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $24521100.00       | $10947297.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $5439500.00        | $2236124.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $2177300.00        | $860416.70         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $75498200.00       | $29454716.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $8383600.00        | $3190563.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $84000.00          | $29580.85          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $600.00            | $208.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $200.00            | $60.35             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $100.00            | $50.75             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $11086000.00       | $3121496.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $2584600.00        | $682476.55         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $58567300.00       | $15243194.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-02-15      | N/A      | 0.0000% | $500.00            | $124.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2028-04-15      | 3.6250%  | 0.0000% | $1019000.00        | $2197725.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2028-08-15      | 5.5000%  | 0.0000% | $1246900.00        | $1319276.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-02-15      | 2.5000%  | 0.0000% | $300.00            | $216.13            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2051-05-15      | 2.3750%  | 0.0000% | $98825000.00       | $64741764.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-05-15      | 5.0000%  | 0.0000% | $600.00            | $635.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-02-15      | 2.7500%  | 0.0000% | $759000.00         | $746220.34         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $94.34             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-02-28      | 1.8750%  | 0.0000% | $2200.00           | $2148.51           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-11-30      | 4.3750%  | 0.0000% | $1913900.00        | $1982404.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-05-31      | 4.8750%  | 0.0000% | $49999900.00       | $51142447.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-08-31      | 3.6250%  | 0.0000% | $39222000.00       | $39234321.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-12-15      | 4.0000%  | 0.0000% | $22666000.00       | $23107170.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-12-31      | 4.2500%  | 0.0000% | $65700.00          | $66813.94          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-04-30      | 4.0000%  | 0.0000% | $200.00            | $204.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-08-31      | 3.6250%  | 0.0000% | $2700.00           | $2706.84           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $11567823.40       | $4688473.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $189.06            | $68.48             | U.S. Treasuries (including strips) |

### Security 159: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.230000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16H271, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16H271_4.23_1007
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip              | 2040-05-15      | N/A      | 0.0000% | $20549700.00       | $10642689.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $71549200.00       | $27914061.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $100.00            | $50.75             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-12-31      | 0.6250%  | 0.0000% | $43143900.00       | $40425553.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-01-31      | 4.1435%  | 0.0000% | $305009100.00      | $307249684.94      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-30      | 3.5000%  | 0.0000% | $312744600.00      | $311947414.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-05-15      | N/A      | 0.0000% | $22694489.22       | $15820441.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-02-15      | N/A      | 0.0000% | $97.65             | $86.11             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-08-15      | N/A      | 0.0000% | $20.48             | $16.98             | U.S. Treasuries (including strips) |

### Security 160: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.230000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16NZY3, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16NZY3_4.23_1007
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2042-08-15      | 3.3750%  | 0.0000% | $299500.00         | $256967.63         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $98.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-15      | 0.3750%  | 0.0000% | $305000000.00      | $404950730.51      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-10-15      | 0.1250%  | 0.0000% | $29719500.00       | $36990472.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-15      | 1.6250%  | 0.0000% | $25083200.00       | $27978534.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-10-31      | 4.0000%  | 0.0000% | $5900.00           | $6062.90           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-01-15      | 1.1250%  | 0.0000% | $50723600.00       | $53424219.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-12-31      | 3.7500%  | 0.0000% | $11865000.00       | $11960928.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-15      | 4.3750%  | 0.0000% | $7648500.00        | $7811751.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $104.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-09-30      | 3.6250%  | 0.0000% | $18990700.00       | $18768888.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-30      | 3.5000%  | 0.0000% | $121338000.00      | $121028709.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-08-15      | N/A      | 0.0000% | $748567.90         | $594196.73         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-02-15      | N/A      | 0.0000% | $38811838.33       | $30101996.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $6351518.53        | $4704645.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $16965301.03       | $11965660.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $155903020.00      | $107230720.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $108580.17         | $69024.09          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $24836917.66       | $15381503.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-02-15      | N/A      | 0.0000% | $193.36            | $116.74            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-11-15      | N/A      | 0.0000% | $59999.98          | $49215.64          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $100.00            | $86.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-02-15      | N/A      | 0.0000% | $300.00            | $253.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-11-15      | N/A      | 0.0000% | $25647.00          | $15676.96          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $262.31            | $152.02            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $163.60            | $85.96             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-05-15      | N/A      | 0.0000% | $8.68              | $4.13              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $0.03              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $179600.00         | $117524.67         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $1157700.00        | $615292.08         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $33861600.00       | $17770127.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $24100.00          | $11621.09          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $15313500.00       | $6836620.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $7856800.00        | $3104818.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $600.00            | $234.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $15900.00          | $6051.09           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $300.00            | $152.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $291300.00         | $85721.43          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $100.00            | $26.74             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $400.00            | $105.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2032-04-15      | 3.3750%  | 0.0000% | $100.00            | $206.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2039-02-15      | 3.5000%  | 0.0000% | $71800.00          | $66055.65          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-02-15      | 2.1250%  | 0.0000% | $2273900.00        | $3437552.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-02-15      | 0.6250%  | 0.0000% | $100.00            | $106.98            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2049-08-15      | 2.2500%  | 0.0000% | $50777200.00       | $32656975.36       | U.S. Treasuries (including strips) |

### Security 161: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.230000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16T6P1, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16T6P1_4.23_1007
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note  | 2029-08-31      | 3.6250%  | 0.0000% | $2553500.00        | $2554302.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-31      | 3.8750%  | 0.0000% | $8136300.00        | $8218421.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-09-15      | 3.3750%  | 0.0000% | $13184700.00       | $13108103.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-05-15      | N/A      | 0.0000% | $11989000.00       | $10468459.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-11-15      | N/A      | 0.0000% | $2735340.00        | $2340239.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $155117538.80      | $83883687.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-02-15      | N/A      | 0.0000% | $5426995.19        | $2617450.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $12700.00          | $4413.10           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-11-15      | N/A      | 0.0000% | $200.00            | $65.39             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $21254700.00       | $10787397.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-12-31      | 0.6250%  | 0.0000% | $11717600.00       | $10979315.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-06-30      | 1.2500%  | 0.0000% | $119000.00         | $111976.03         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-15      | 0.1250%  | 0.0000% | $244242000.00      | $287246394.99      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-05-31      | 4.8750%  | 0.0000% | $1153400.00        | $1179756.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-05-31      | 4.6250%  | 0.0000% | $100.00            | $105.63            | U.S. Treasuries (including strips) |

### Security 162: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP179ZJ6, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP179ZJ6_4.17_1007
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2033-03-01      | 5.2100%  | 0.0000% | $453328.00         | $471108.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-07-01      | 4.0000%  | 0.0000% | $1883849.00        | $165057.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-06-01      | 4.0000%  | 0.0000% | $1339549.00        | $328075.73         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $18330216.00       | $5225771.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $290993.00         | $139218.81         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 3.0000%  | 0.0000% | $30134374.00       | $17768421.23       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $609000.00         | $374812.66         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $658.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $48968.00          | $37446.26          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $25102010.00       | $18260425.08       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $12591285.00       | $9868936.43        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $19283614.00       | $16340036.11       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $17750621.00       | $15475280.86       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $17475211.00       | $15427721.64       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 4.0000%  | 0.0000% | $25502244.00       | $20246636.88       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $169143.00         | $136717.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $20395928.00       | $15678149.82       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $24613598.00       | $18388732.44       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-09-01      | 1.8200%  | 0.0000% | $18494440.00       | $15389706.43       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-02-01      | 5.0000%  | 0.0000% | $6624336.00        | $5870882.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $1655016.00        | $1308712.31        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1577710.00        | $1590396.56        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $14371.00          | $14482.47          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $75921.00          | $61414.96          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $1295494.00        | $1073388.28        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 7.0000%  | 0.0000% | $11576108.00       | $11796904.19       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 7.0000%  | 0.0000% | $1086400.00        | $1144685.78        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.0000%  | 0.0000% | $1484812.00        | $1521165.17        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $695178.00         | $685401.68         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2039-05-15      | 4.2500%  | 0.0000% | $3705500.00        | $3710167.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-11-30      | 4.2500%  | 0.0000% | $78643000.00       | $80245954.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2039-11-15      | N/A      | 0.0000% | $319682.32         | $165461.49         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2040-05-15      | N/A      | 0.0000% | $9402.08           | $4730.17           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2045-08-01      | 3.5000%  | 0.0000% | $2850000.00        | $732573.44         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 4.0000%  | 0.0000% | $4812982.00        | $534556.58         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $631.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-12-01      | 3.5000%  | 0.0000% | $13000.00          | $3216.44           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-03-01      | 3.5000%  | 0.0000% | $21896131.00       | $5866837.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $572.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $289974.00         | $244415.78         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $950046.00         | $984841.88         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $435.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.5000%  | 0.0000% | $309038.00         | $212373.00         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.5000%  | 0.0000% | $499000.00         | $318183.18         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $605610.00         | $470555.83         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 6.0000%  | 0.0000% | $600620.00         | $435157.65         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-07-01      | 3.5000%  | 0.0000% | $1000.00           | $745.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1058.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $3000.00           | $2063.41           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $5282962.00        | $5411870.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $10107292.00       | $10017298.18       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $3446548.00        | $3535519.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $4130.00           | $4249.08           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1837783.00        | $1863251.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $10902487.00       | $10823179.93       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1634471.00        | $1672552.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-01-01      | 2.2600%  | 0.0000% | $2900001.00        | $2700308.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $71480473.00       | $8133170.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1000000.00        | $452624.34         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-07-01      | 1.6900%  | 0.0000% | $57703000.00       | $50346640.09       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $22747110.00       | $17825987.17       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $4035751.00        | $3328105.08        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $19794000.00       | $16451825.13       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $22642745.00       | $21812719.13       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $7733761.00        | $7689655.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $42448836.00       | $41282787.72       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $956998.00         | $501939.29         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $300000.00         | $161880.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $598000.00         | $345833.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $560587.00         | $354151.87         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-01-01      | 3.0000%  | 0.0000% | $1521356.00        | $154048.84         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $201000.00         | $134392.24         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $2312.00           | $1651.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $22565140.00       | $17929026.23       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-11-01      | 4.0000%  | 0.0000% | $372889.00         | $38437.77          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-02-01      | 4.0000%  | 0.0000% | $765000.00         | $38442.26          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-11-01      | 4.0000%  | 0.0000% | $1038356.00        | $102277.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-05-01      | 4.5000%  | 0.0000% | $1966493.00        | $383223.46         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1027.58           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $215528.00         | $200994.82         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1739163.00        | $1751324.44        | Agency Mortgage-Backed Securities  |

### Security 163: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.220000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17B5Z8, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP17B5Z8_4.22_1007
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $18623000.00       | $7359362.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $37400.00          | $14591.16          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $601900.00         | $229066.29         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $300.00            | $104.25            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $300.00            | $152.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $4399600.00        | $1311089.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $47268000.00       | $13909648.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $2191100.00        | $616950.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $5498800.00        | $1470357.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $6101900.00        | $1611237.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $16700800.00       | $4346683.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-31      | 0.3750%  | 0.0000% | $100.00            | $94.29             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-08-31      | 0.7500%  | 0.0000% | $1103100.00        | $1074064.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-15      | 0.1250%  | 0.0000% | $412518000.00      | $485151236.75      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-15      | 1.6250%  | 0.0000% | $114646400.00      | $127879944.01      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-06-15      | 4.1250%  | 0.0000% | $10776700.00       | $10929809.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-11-15      | 4.6250%  | 0.0000% | $6779100.00        | $6962737.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-11-30      | 4.3750%  | 0.0000% | $100.00            | $103.58            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-11-30      | 4.3750%  | 0.0000% | $624600.00         | $646956.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-01-15      | 1.7500%  | 0.0000% | $54623000.00       | $57873473.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-03-31      | 4.1250%  | 0.0000% | $100.00            | $101.48            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-04-30      | 4.8750%  | 0.0000% | $1500.00           | $1539.19           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-08-15      | 3.7500%  | 0.0000% | $33579900.00       | $33795063.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-01-15      | 4.2500%  | 0.0000% | $18152400.00       | $18552708.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-02-15      | 4.2500%  | 0.0000% | $100.00            | $101.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-02-28      | 4.1250%  | 0.0000% | $1000.00           | $1009.28           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-31      | 3.8750%  | 0.0000% | $2400.00           | $2438.51           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-09-15      | 3.3750%  | 0.0000% | $500.00            | $497.10            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-05-15      | N/A      | 0.0000% | $7113994.24        | $5457927.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-02-15      | N/A      | 0.0000% | $5105300.00        | $4502221.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $51751472.82       | $29991634.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-05-15      | N/A      | 0.0000% | $2.78              | $1.32              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $83476417.16       | $29147877.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $397300.00         | $259980.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $9313800.00        | $4887761.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $21865500.00       | $11324142.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $200.00            | $96.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $14073300.00       | $6282940.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $3416200.00        | $1404365.66        | U.S. Treasuries (including strips) |

### Security 164: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.240000%
- **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: ARP17PVG0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP17PVG0_4.24_1009
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-01-31      | 3.5000%  | 0.0000% | $101720400.00      | $102000093.42      | U.S. Treasuries (including strips) |

### Security 165: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP17PW46, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP17PW46_4.25_1009
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2026-01-01      | 3.1000%  | 0.0000% | $188030.00         | $187462.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $183281283.00      | $44482406.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 2.5000%  | 0.0000% | $155492466.00      | $58330131.88       | Agency Mortgage-Backed Securities |

### Security 166: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.180000%
- **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: ARP17RSQ8, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP17RSQ8_4.18_1007
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                   | 2033-12-09      | 4.8750%  | 0.0000% | $25000000.00       | $26411031.25       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2028-08-01      | 4.3850%  | 0.0000% | $21955000.00       | $22119662.50       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2030-09-23      | 1.5700%  | 0.0000% | $15000000.00       | $13456909.17       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2026-09-28      | 0.9400%  | 0.0000% | $20000000.00       | $19458864.44       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2033-09-27      | 1.9000%  | 0.0000% | $15901000.00       | $13331578.61       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2031-12-09      | 1.6250%  | 0.0000% | $20000000.00       | $17461808.33       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2026-12-28      | 1.3700%  | 0.0000% | $50000000.00       | $48716905.56       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2042-02-03      | 2.9300%  | 0.0000% | $10463000.00       | $8036830.84        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2029-03-27      | 4.9700%  | 0.0000% | $23000000.00       | $23116613.83       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2033-03-03      | 4.3750%  | 0.0000% | $20000000.00       | $20389025.00       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2027-11-24      | 5.1200%  | 0.0000% | $26000000.00       | $26469300.00       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2028-06-30      | 4.3000%  | 0.0000% | $5000000.00        | $5055060.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-10-13      | 0.9000%  | 0.0000% | $10000000.00       | $9495850.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-08-26      | 4.0000%  | 0.0000% | $20000000.00       | $20178355.56       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-10-08      | 0.7500%  | 0.0000% | $101000.00         | $95650.37          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2026-12-18      | 0.8750%  | 0.0000% | $30000000.00       | $29046665.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2195299.00        | $2293251.29        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                      | 2052-02-15      | N/A      | 0.0000% | $425262400.00      | $119741559.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2049-05-15      | 2.8750%  | 0.0000% | $95527100.00       | $70942747.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-04-15      | 0.1250%  | 0.0000% | $309119600.00      | $348847909.13      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-02-28      | 4.2500%  | 0.0000% | $70807800.00       | $72376341.39       | U.S. Treasuries (including strips) |
| Federal Home Loan Bank                   | 2033-05-25      | 4.0800%  | 0.0000% | $5800000.00        | $5696334.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2038-10-19      | 4.2500%  | 0.0000% | $5150000.00        | $4880798.91        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2038-11-29      | 4.2500%  | 0.0000% | $1220000.00        | $1149134.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-05-12      | 0.9400%  | 0.0000% | $20000000.00       | $19714986.67       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-07-29      | 0.9100%  | 0.0000% | $20000000.00       | $19562158.89       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-08-26      | 0.9000%  | 0.0000% | $20000000.00       | $19509280.00       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-10-22      | 1.1000%  | 0.0000% | $12000000.00       | $11730333.33       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-12-21      | 1.2500%  | 0.0000% | $500000.00         | $487163.75         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2027-05-26      | 4.0000%  | 0.0000% | $20000000.00       | $20250155.56       | Agency Mortgage-Backed Securities  |

### Security 167: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP17UHD2, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP17UHD2_4.25_1015
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2026-01-01      | 3.1000%  | 0.0000% | $167797.00         | $167290.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $99503459.00       | $14810198.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 2.5000%  | 0.0000% | $38218393.00       | $14336925.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $137544480.00      | $73685586.56       | Agency Mortgage-Backed Securities |

### Security 168: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.160000%
- **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: ARP17WQF3, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP17WQF3_4.16_1007
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $205821600.00      | $208860864.65      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-15      | 4.6250%  | 0.0000% | $292611600.00      | $301139231.05      | U.S. Treasuries (including strips) |

### Security 169: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17YJZ3, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP17YJZ3_4.14_1007
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $13738200.00       | $6133336.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $9151100.00        | $4027673.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $45774500.00       | $18817439.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $4389900.00        | $1734783.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $800.00            | $312.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $33571900.00       | $11822445.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $2100.00           | $1065.81           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $1800.00           | $536.40            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $114500.00         | $33694.14          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-11-15      | N/A      | 0.0000% | $100.00            | $28.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $2548500.00        | $717583.69         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $124249200.00      | $33223739.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $600.00            | $158.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-05-15      | 2.3750%  | 0.0000% | $300.00            | $289.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-02-28      | 4.6250%  | 0.0000% | $17356400.00       | $17471696.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-12-31      | 4.5000%  | 0.0000% | $4767800.00        | $4987547.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-15      | 3.7500%  | 0.0000% | $45974500.00       | $46889995.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-04-30      | 4.0000%  | 0.0000% | $25729000.00       | $26311695.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-09-15      | 3.3750%  | 0.0000% | $100.00            | $99.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $63526725.60       | $47055007.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $42385858.85       | $29153163.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $100240007.50      | $63722272.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $25325917.81       | $15684340.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-02-15      | N/A      | 0.0000% | $72863812.95       | $43990361.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-05-15      | N/A      | 0.0000% | $9.34              | $7.17              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $17.63             | $12.29             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-11-15      | N/A      | 0.0000% | $522109.26         | $319143.98         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $36273133.60       | $21615341.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $152.43            | $88.34             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $7526584.30        | $3839596.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $27476442.55       | $10446543.46       | U.S. Treasuries (including strips) |

### Security 170: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.190000%
- **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: ARP17YQY8, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP17YQY8_4.19_1007
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note                       | 2030-05-15      | 0.6250%  | 0.0000% | $278400.00         | $242605.21         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-01-31      | 4.0000%  | 0.0000% | $32156000.00       | $32705817.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-11-30      | 4.1250%  | 0.0000% | $192558400.00      | $198252351.90      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-09-30      | 3.6250%  | 0.0000% | $453043200.00      | $450673784.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2034-02-15      | N/A      | 0.0000% | $1145.44           | $807.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2037-05-15      | N/A      | 0.0000% | $1146.88           | $683.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2052-08-15      | N/A      | 0.0000% | $195456.95         | $52811.49          | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2041-07-20      | 5.0000%  | 0.0000% | $174728.00         | $6928.20           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-02-20      | 4.9200%  | 0.0000% | $10101872.00       | $209638.76         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-08-20      | 4.6250%  | 0.0000% | $385018.00         | $110.77            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2071-04-20      | 6.5430%  | 0.0000% | $14748860.00       | $3157372.95        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $7730.00           | $6917.95           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-08-20      | 5.0930%  | 0.0000% | $2759990.00        | $1829437.22        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $2176.00           | $2203.60           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $6656.00           | $6772.54           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2033-10-24      | 4.1000%  | 0.0000% | $1720000.00        | $1691063.87        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-02-25      | 0.6500%  | 0.0000% | $10000.00          | $9872.82           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2042-01-27      | 2.8400%  | 0.0000% | $5760000.00        | $4375221.12        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2034-03-10      | 4.3750%  | 0.0000% | $15000000.00       | $15111908.33       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2028-08-01      | 4.3850%  | 0.0000% | $139405000.00      | $140450537.55      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-04-01      | 5.5000%  | 0.0000% | $163880.00         | $221.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-09-01      | 4.5000%  | 0.0000% | $79585.00          | $6314.49           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $1242.00           | $1153.63           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $7084.00           | $5972.31           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.5000%  | 0.0000% | $1024.00           | $694.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 4.0000%  | 0.0000% | $1854.00           | $1605.24           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $2048.00           | $1451.26           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $1304.00           | $1154.88           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2033-11-01      | 2.2000%  | 0.0000% | $15000000.00       | $12990188.33       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2032-07-28      | 3.2500%  | 0.0000% | $25000000.00       | $23926430.56       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2027-01-11      | 1.4700%  | 0.0000% | $32227000.00       | $31417001.21       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2032-03-23      | 3.3000%  | 0.0000% | $20000.00          | $18869.83          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2030-05-08      | 4.5500%  | 0.0000% | $25000000.00       | $25348930.56       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $6600.00           | $4504.37           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.0000%  | 0.0000% | $6884.00           | $7013.31           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-05-21      | 1.4000%  | 0.0000% | $25000000.00       | $22504916.67       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2026-01-02      | N/A      | 0.0000% | $32218000.00       | $31894531.28       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-08-01      | 8.5000%  | 0.0000% | $950272.00         | $515.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-08-01      | 3.5000%  | 0.0000% | $1566.00           | $151.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-04-01      | 2.5250%  | 0.0000% | $24752.00          | $6960.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-07-15      | 5.6250%  | 0.0000% | $3000.00           | $3345.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $7806.00           | $6969.28           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.0000%  | 0.0000% | $16512.00          | $16381.50          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 4.2100%  | 0.0000% | $8080.00           | $7019.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $5740.00           | $1156.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $30984.00          | $6966.92           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $7646.00           | $6781.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $6912.00           | $6966.59           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-03-01      | 3.5000%  | 0.0000% | $93759.00          | $15521.56          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 7.0000%  | 0.0000% | $1024.00           | $557.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $896.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 7.0000%  | 0.0000% | $14336.00          | $7369.36           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $3072.00           | $3036.89           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-04-01      | 6.0000%  | 0.0000% | $454200.00         | $6991.07           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $4160.00           | $4337.34           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $5760.00           | $5772.72           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-11-15      | 4.0000%  | 0.0000% | $15141.00          | $3341.02           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-02-20      | 6.7890%  | 0.0000% | $101770.00         | $7272.50           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-04-20      | 2.5000%  | 0.0000% | $31589.00          | $5061.33           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-07-20      | 3.0000%  | 0.0000% | $9810.00           | $1145.06           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-10-20      | 4.0000%  | 0.0000% | $97648.00          | $6437.49           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $57967.00          | $7251.61           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $46080.00          | $5816.90           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-10-20      | 3.0000%  | 0.0000% | $187488.00         | $13287.30          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-10-20      | 5.0000%  | 0.0000% | $19301.00          | $2494.24           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 3.0000%  | 0.0000% | $3549.00           | $766.48            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $23296.00          | $6895.55           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $12960.00          | $6877.65           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $11840.00          | $6806.20           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $15872.00          | $9964.81           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $10624.00          | $6851.82           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-07-20      | 6.5000%  | 0.0000% | $7342.00           | $6790.99           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $36864.00          | $27969.17          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-05-20      | 2.5000%  | 0.0000% | $9442.00           | $7025.40           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $2000.00           | $1531.77           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 6.0000%  | 0.0000% | $11888.00          | $6851.52           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 7.0000%  | 0.0000% | $12691.00          | $4585.13           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $16224.00          | $6271.61           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 4.5000%  | 0.0000% | $6567.00           | $5994.16           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 4.7500%  | 0.0000% | $6376.00           | $6401.92           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-08-20      | 5.2340%  | 0.0000% | $9440.00           | $6571.47           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $14336.00          | $13378.13          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-12-20      | 6.0000%  | 0.0000% | $471800.00         | $6797.16           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-01-15      | 5.0000%  | 0.0000% | $263000.00         | $6802.51           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2029-11-15      | 1.7500%  | 0.0000% | $1600.00           | $1493.94           | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $14912.00          | $6986.84           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-15      | 3.0000%  | 0.0000% | $14979.00          | $6490.38           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $11840.00          | $6736.23           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-06-15      | 3.0000%  | 0.0000% | $13120.00          | $10213.10          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-15      | 4.0000%  | 0.0000% | $2674.00           | $1954.16           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $8192.00           | $7833.26           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $633842.00         | $68807.26          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-06-15      | 3.0000%  | 0.0000% | $29958.00          | $4765.37           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-03-15      | 5.0000%  | 0.0000% | $29000.00          | $6891.22           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-04-20      | 3.0000%  | 0.0000% | $22042.00          | $10432.44          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-03-20      | 6.5000%  | 0.0000% | $5005.00           | $4201.45           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-08-15      | 5.4100%  | 0.0000% | $4216.00           | $4381.74           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $6016.00           | $6269.46           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $6792.00           | $6905.24           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $6736.00           | $6957.23           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $6752.00           | $7009.87           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $6510.00           | $6627.49           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $20456.00          | $21333.69          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $7184.00           | $7288.59           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-08-15      | 5.3400%  | 0.0000% | $5300.00           | $5439.45           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $8575.00           | $8877.62           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $6637.00           | $6883.78           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $5592.00           | $5725.77           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $6672.00           | $6958.12           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $6346.00           | $6623.67           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $6769.00           | $6968.33           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $6508.00           | $6775.87           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $14360.00          | $14980.02          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $9302.00           | $9558.42           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2075-07-20      | 6.0270%  | 0.0000% | $7257472.00        | $7855631.39        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $6627.00           | $6909.39           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $9216.00           | $9506.99           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $7160.00           | $7453.95           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2075-06-20      | 5.7470%  | 0.0000% | $1146980.00        | $1246594.32        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1134.00           | $1152.84           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1746896.00        | $1777590.82        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $6650.00           | $6924.37           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $6632.00           | $6749.51           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 4.5000%  | 0.0000% | $7552.00           | $7333.86           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $6639.00           | $6934.58           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $6400.00           | $6608.89           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $6644.00           | $6934.36           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $6868.00           | $6982.80           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $6870.00           | $6968.05           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $6330.00           | $6442.50           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $6500.00           | $6705.83           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $6592.00           | $6800.90           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $6872.00           | $6932.98           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $6870.00           | $7008.03           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1114.00           | $1152.76           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $6016.00           | $6288.13           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $6296.00           | $6576.93           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2075-08-20      | 6.5630%  | 0.0000% | $6750.00           | $6989.03           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1098.00           | $1156.12           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $5424.00           | $5699.42           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $6476.00           | $6796.87           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $5930.00           | $6214.69           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $6720.00           | $6858.43           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2720.00           | $2841.36           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1688.00           | $1752.87           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $11263240.00       | $11573512.22       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1108.00           | $1144.17           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 3.5000%  | 0.0000% | $10154.00          | $9111.65           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $7564.00           | $6967.27           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $13228.00          | $12300.88          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $7296.00           | $7209.72           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $5604.00           | $5716.92           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 3.5000%  | 0.0000% | $62894.00          | $57400.61          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 7.5000%  | 0.0000% | $7188.00           | $7475.73           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $6660.00           | $6716.55           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 1.5000%  | 0.0000% | $9263.00           | $6833.67           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $6363.00           | $5715.54           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $2219.00           | $2309.93           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 4.5000%  | 0.0000% | $12220.00          | $11363.82          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $2414.00           | $2492.80           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-04-15      | 4.5000%  | 0.0000% | $21047.00          | $7022.33           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-05-20      | 7.5000%  | 0.0000% | $630784.00         | $329.64            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-02-20      | 7.0000%  | 0.0000% | $2650094.00        | $2394.62           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-06-20      | 6.0000%  | 0.0000% | $4137.00           | $93.00             | Agency Mortgage-Backed Securities  |

### Security 171: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.150000%
- **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: ARP17ZGS9, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP17ZGS9_4.15_1007
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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 | 2052-06-01      | 5.0000%  | 0.0000% | $320148.00         | $238636.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $1574847.00        | $1320019.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1792593.00        | $1726881.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $34070766.00       | $33134859.11       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $31643485.00       | $25142182.71       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2026-07-31      | 1.8750%  | 0.0000% | $253300.00         | $250191.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-02-15      | 1.8750%  | 0.0000% | $14244100.00       | $12681119.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-12-31      | 3.8750%  | 0.0000% | $6890400.00        | $6995316.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-11-30      | 4.2500%  | 0.0000% | $21373700.00       | $21809353.01       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2034-11-01      | 6.0000%  | 0.0000% | $1750.00           | $23.41             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 6.0000%  | 0.0000% | $6296.00           | $62.31             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2041-07-01      | 5.0000%  | 0.0000% | $14504.00          | $967.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-07-01      | 3.0000%  | 0.0000% | $2170778.00        | $143365.94         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-11-01      | 3.5000%  | 0.0000% | $14288430.00       | $2214249.86        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $4838865.00        | $975170.81         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-03-01      | 4.0000%  | 0.0000% | $89253874.00       | $17192498.05       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.0000%  | 0.0000% | $4121696.00        | $2762965.13        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $47858740.00       | $39779629.43       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $20318413.00       | $18234735.66       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $966.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $10852523.00       | $8946866.38        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 2.5000%  | 0.0000% | $140000.00         | $103155.15         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-03-01      | 3.5000%  | 0.0000% | $32845922.00       | $8800719.10        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 3.0000%  | 0.0000% | $391819.00         | $224435.38         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 4.5000%  | 0.0000% | $2142075.00        | $1171744.55        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $648000.00         | $637886.78         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 4.5000%  | 0.0000% | $21920684.00       | $15888388.32       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $5069857.00        | $3939252.64        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $5163467.00        | $3816193.38        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 6.0000%  | 0.0000% | $9001440.00        | $6521670.04        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $24947.00          | $19216.06          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $816.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.0000%  | 0.0000% | $3432054.00        | $2983762.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-07-01      | 3.5000%  | 0.0000% | $184916.00         | $137859.14         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $250646.00         | $205838.95         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 6.0000%  | 0.0000% | $34245.00          | $30884.53          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $900359.00         | $786404.32         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $44743.00          | $44461.49          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $1509417.00        | $1370906.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-02-01      | 3.5000%  | 0.0000% | $828433408.00      | $52536927.42       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $627271704.00      | $47118492.43       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-04-01      | 3.5000%  | 0.0000% | $55241441.00       | $10494019.62       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $152870560.00      | $29878131.05       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $100096144.00      | $16209071.92       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1280410.00        | $1297478.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 7.0000%  | 0.0000% | $814046.00         | $608505.81         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $607424.00         | $606184.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 4.0000%  | 0.0000% | $1032230.00        | $956043.64         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $529018.00         | $534299.87         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $287322.00         | $289378.43         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $5800000.00        | $1008295.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2058-05-01      | 4.0000%  | 0.0000% | $61403169.00       | $18491650.49       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2063-03-01      | 4.5000%  | 0.0000% | $22592877.00       | $17886602.67       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $1102539.00        | $351819.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $16745122.00       | $3704655.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $62088075.00       | $18326340.87       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $54000000.00       | $18422138.96       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $8209221.00        | $1017254.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-02-01      | 2.0000%  | 0.0000% | $13704098.00       | $7815586.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $1682444.00        | $1662809.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $64952.00          | $54921.39          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $2150000.00        | $1644465.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $683153.00         | $479911.14         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-03-01      | 5.2100%  | 0.0000% | $464108.00         | $482311.27         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-07-01      | 4.0000%  | 0.0000% | $3298836.00        | $289035.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $26389669.00       | $10853210.67       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $21382026.00       | $11259584.11       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $127484.00         | $78132.05          | Agency Mortgage-Backed Securities  |

### Security 172: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.230000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17ZHK5, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP17ZHK5_4.23_1007
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2025-11-06      | N/A      | 0.0000% | $7092100.00        | $7062738.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $1163600.00        | $442833.58         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $400.00            | $106.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-02-15      | 0.7500%  | 0.0000% | $11849400.00       | $13466273.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-02-15      | 1.5000%  | 0.0000% | $67666900.00       | $59152561.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-11-15      | 4.7500%  | 0.0000% | $8554900.00        | $8813228.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-05-15      | 1.6250%  | 0.0000% | $2263000.00        | $2246162.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-31      | 2.7500%  | 0.0000% | $100.00            | $98.85             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-15      | 1.6250%  | 0.0000% | $41309000.00       | $46077265.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-01-31      | 4.0000%  | 0.0000% | $504428000.00      | $513052929.37      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-09-30      | 3.5000%  | 0.0000% | $2387200.00        | $2369582.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-15      | 4.1250%  | 0.0000% | $34320000.00       | $35184821.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-31      | 4.1250%  | 0.0000% | $17737300.00       | $17952766.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-04-30      | 3.8750%  | 0.0000% | $4000.00           | $4088.96           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-06-30      | 3.7500%  | 0.0000% | $1000.00           | $1010.83           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-09-15      | 3.3750%  | 0.0000% | $65881600.00       | $65498859.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-05-15      | N/A      | 0.0000% | $144668347.50      | $95674675.57       | U.S. Treasuries (including strips) |

### Security 173: Natixis SA

- **C.1 - Title:** Natixis SA 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP180HQ8, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP180HQ8_4.23_1024
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                | 2038-06-01      | 4.1500%  | 0.0000% | $965000.00         | $907419.47         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2029-07-01      | 4.0600%  | 0.0000% | $1000.00           | $994.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-07-01      | 4.0600%  | 0.0000% | $14349296.00       | $14124694.45       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $236048.00         | $215126.51         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.12           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.89           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-12-01      | 1.2700%  | 0.0000% | $1000.00           | $774.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.5000%  | 0.0000% | $1282.00           | $982.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 4.0000%  | 0.0000% | $4859776.00        | $4604113.99        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1009.97           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1054.15           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2052-11-15      | 4.0000%  | 0.0000% | $800.00            | $722.56            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-15      | 2.2500%  | 0.0000% | $100.00            | $97.76             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-01-31      | 1.5000%  | 0.0000% | $1000.00           | $973.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-11-30      | 0.3750%  | 0.0000% | $100.00            | $99.50             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-06-30      | 0.8750%  | 0.0000% | $1000.00           | $980.67            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-10-31      | 1.3750%  | 0.0000% | $3999200.00        | $3758195.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-11-30      | 1.5000%  | 0.0000% | $100.00            | $94.09             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-01-31      | 4.2500%  | 0.0000% | $1000.00           | $1007.79           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-04-30      | 4.6250%  | 0.0000% | $19859000.00       | $20867577.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-07-15      | 1.8750%  | 0.0000% | $894800.00         | $938438.70         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-02-15      | 4.2500%  | 0.0000% | $55694000.00       | $56755666.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2028-02-15      | N/A      | 0.0000% | $983.04            | $900.78            | U.S. Treasuries (including strips) |

### Security 174: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP183PK6, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP183PK6_4.23_1030
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2026-01-01      | 3.1000%  | 0.0000% | $445949.00         | $444601.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $252493986.00      | $32721056.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $123500819.00      | $18263223.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $130554437.00      | $32693206.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $176198843.00      | $32499472.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $169215921.00      | $33858301.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $282239029.00      | $33352378.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.0000%  | 0.0000% | $213810204.00      | $29980839.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $250309916.00      | $33084547.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $249517645.00      | $32272335.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $243297865.00      | $32118981.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $200000000.00      | $33976946.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-02-01      | 3.5000%  | 0.0000% | $1407.00           | $161.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $182000607.00      | $34449628.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 3.0000%  | 0.0000% | $140838705.00      | $32284319.71       | Agency Mortgage-Backed Securities |

### Security 175: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.280000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1867A1, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1867A1_4.28_1103
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2026-01-01      | 3.1000%  | 0.0000% | $201831.00         | $201221.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $147652921.00      | $64392461.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $61062819.00       | $38406317.71       | Agency Mortgage-Backed Securities |

### Security 176: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.290000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP186U98, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP186U98_4.29_1105
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $7280883.00        | $5883959.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $389156961.00      | $244287417.34      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $244585.00         | $104208.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1057634.00        | $1099880.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1086891.00        | $1121864.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $1000.00           | $1028.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $132833.00         | $126367.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $4397925.00        | $4338617.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $3582.00           | $3680.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $508222.00         | $533892.73         | Agency Mortgage-Backed Securities |

### Security 177: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18BWZ7, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18BWZ7_4.35_1112
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1355565.00        | $1121670.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $95613.00          | $89293.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $195513.00         | $150160.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $226367.00         | $193495.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $310984.00         | $158977.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $20000000.00       | $16436486.84       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $23518002.00       | $21177861.03       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1209755.00        | $1071000.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $601007.00         | $616830.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $185661.00         | $180241.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1669950.00        | $1716706.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $309481.00         | $242527.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1810053.00        | $1867571.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $3275705.00        | $2099439.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $116043.00         | $102495.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.0000%  | 0.0000% | $1423138.00        | $1399871.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $2307032.00        | $2333865.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 8.0000%  | 0.0000% | $2477886.00        | $1859261.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 8.0000%  | 0.0000% | $1977652.00        | $1811900.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1149340.00        | $1033363.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $237465.00         | $119773.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $180524181.00      | $93186980.42       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $3387746.00        | $1853212.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 4.5000%  | 0.0000% | $100000.00         | $93315.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 4.5000%  | 0.0000% | $236300.00         | $221082.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.0000%  | 0.0000% | $270000.00         | $251260.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $100000.00         | $91344.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $29736000.00       | $24399122.19       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 4.5000%  | 0.0000% | $90645.00          | $85366.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $164189864.00      | $73995438.55       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $468303.00         | $294174.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.5000%  | 0.0000% | $2582641.00        | $2299072.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $191513.00         | $203356.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1296607.00        | $1356541.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1805032.00        | $1886558.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $21310.00          | $17965.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1000.00           | $948.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $97960.00          | $99410.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1578549.00        | $1382464.60        | Agency Mortgage-Backed Securities |

### Security 178: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18CGD2, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP18CGD2_4.27_1007
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $133635974.00      | $130268609.59      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $50660119.00       | $26517927.67       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2026-01-15      | 2.0000%  | 0.0000% | $848100.00         | $1387660.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $100.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-03-31      | 2.5000%  | 0.0000% | $188294000.00      | $185130849.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-10-15      | 3.8750%  | 0.0000% | $64191800.00       | $65662619.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-05-15      | 3.7500%  | 0.0000% | $100791000.00      | $102554489.74      | U.S. Treasuries (including strips) |

### Security 179: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.230000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18D8S6, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP18D8S6_4.23_1007
- **C.18 - Value (incl. sponsor support):** $1950000000.00
- **C.18.a - Value (excl. sponsor support):** $1950000000.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $7056000.00        | $4617227.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $1864800.00        | $991100.17         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $28542300.00       | $14978627.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $30256000.00       | $15669582.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $100.00            | $48.22             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $74701800.00       | $33350170.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $10915600.00       | $4804283.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $11323900.00       | $4655142.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $24768500.00       | $9787916.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $1042200.00        | $406601.82         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $2716500.00        | $1033823.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $2896300.00        | $1019940.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $4319200.00        | $2192123.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $13257700.00       | $3950821.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $4761200.00        | $1273125.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $69043800.00       | $18231360.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $10005400.00       | $2604085.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-15      | 2.3750%  | 0.0000% | $800.00            | $790.81            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-01-15      | 0.1250%  | 0.0000% | $267330200.00      | $311415987.56      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-12-31      | 1.3750%  | 0.0000% | $753454400.00      | $703747129.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-15      | 1.2500%  | 0.0000% | $37957000.00       | $41246829.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-30      | 3.5000%  | 0.0000% | $627544000.00      | $625944390.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $4375075.31        | $3085749.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $115737624.80      | $73574060.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-05-15      | N/A      | 0.0000% | $25674888.52       | $19698031.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $40743574.07       | $29111935.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $5304085.99        | $3697504.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-02-15      | N/A      | 0.0000% | $2988155.79        | $2529473.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $3123113.28        | $1861078.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-02-15      | N/A      | 0.0000% | $8706631.92        | $4973393.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-05-15      | N/A      | 0.0000% | $50328401.44       | $28371629.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $8951150.34        | $4703435.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $29987341.69       | $15297682.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-05-15      | N/A      | 0.0000% | $210799.17         | $94440.56          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $0.06              | $0.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $206390.64         | $80473.36          | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18JFZ9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18JFZ9_4.37_1121
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1071873.00        | $1085227.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1071236.00        | $677274.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1444505.00        | $1167627.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $1431747.00        | $1037570.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $112983.00         | $94533.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1106517.00        | $715724.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $1256068.00        | $1123953.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1165382.00        | $844375.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1215117.00        | $833560.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1459868.00        | $1514914.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1419946.00        | $1081984.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1106018.00        | $1144498.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1444159.00        | $1317151.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $949374.00         | $767510.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1082187.00        | $472062.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $237201.00         | $79721.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $234155.00         | $201934.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $271004.00         | $198099.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1329301.00        | $564978.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1745731.00        | $1371334.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $1286762.00        | $1089764.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $3140786.00        | $1958885.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $1263438.00        | $940635.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1739184.00        | $637002.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $3133474.00        | $1467669.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $539726.00         | $308219.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 8.0000%  | 0.0000% | $5784391.00        | $4032717.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 8.0000%  | 0.0000% | $1234072.00        | $1194636.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $34919590.00       | $35623240.43       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $8735123.00        | $6390001.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $2764214.00        | $2191919.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1033553.00        | $1076406.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1105521.00        | $539127.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1000.00           | $700.95            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $545568.00         | $458175.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1000.00           | $897.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1315864.00        | $1359711.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1316711.00        | $904550.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1269687.00        | $950193.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $5942551.00        | $4742560.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $1827597.00        | $1313172.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $2375524.00        | $1555493.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $3772306.00        | $2316001.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $29264.00          | $30220.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $3647688.00        | $1702930.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $1830000.00        | $1550773.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $7298426.00        | $5927468.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $459285.00         | $184338.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $3122809.00        | $2927351.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1776388.00        | $1823995.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $743566.00         | $683273.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $795876.00         | $824617.95         | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18KE53, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18KE53_4.36_1118
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $5162.00           | $2664.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $150765.00         | $91480.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 3.5000%  | 0.0000% | $9291494.00        | $7576766.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 5.0000%  | 0.0000% | $598497.00         | $566459.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $92437332.00       | $74316936.95       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $5136726.00        | $3140814.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1000.00           | $770.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $869688.00         | $726985.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $2061323.00        | $1573666.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $2847150.00        | $2445181.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1013114.00        | $1051141.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1068353.00        | $974721.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1026938.00        | $792235.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1327098.00        | $1396396.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1081934.00        | $625723.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1452717.00        | $946898.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1130649.00        | $983379.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $2284908.00        | $2267294.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $3327015.00        | $3521171.17        | Agency Mortgage-Backed Securities |

### Security 182: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18MY65, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18MY65_4.37_1128
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-07-20      | 5.0000%  | 0.0000% | $230792.00         | $220814.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $31447277.00       | $25413746.18       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1179170.00        | $740206.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1475.00           | $628.44            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1000.00           | $1032.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $2359691.00        | $2473217.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $7536581.00        | $7589976.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1033408.00        | $853913.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $4277083.00        | $4019838.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $2992939.00        | $2895921.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $14715510.00       | $14259461.50       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $414303.00         | $401326.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1056554.00        | $817728.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1134444.00        | $842638.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $15705726.00       | $16370848.80       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $2617964.00        | $2354293.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1268180.00        | $997895.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1386310.00        | $1297656.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1329071.00        | $1351651.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1107699.00        | $1001052.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1097151.00        | $1133257.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $130718.00         | $117727.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1200089.00        | $1112490.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $6643695.00        | $5939927.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $5777561.00        | $4961555.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $5755809.00        | $5810648.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $20522.00          | $21558.58          | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18UHM1, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18UHM1_4.37_1209
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-05-20      | 7.5000%  | 0.0000% | $161897.00         | $171356.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1994451.00        | $1535760.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $1000.00           | $933.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.5000%  | 0.0000% | $193535.00         | $188795.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $251176401.00      | $129657812.20      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $202926082.00      | $123130124.68      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 4.5000%  | 0.0000% | $1355.00           | $1276.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1344898.00        | $822328.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $97256.00          | $43830.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $635779.00         | $443860.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1438330.00        | $1504815.78        | Agency Mortgage-Backed Securities |

### Security 184: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18WQK1, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18WQK1_4.14_1007
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-09-30      | 4.1250%  | 0.0000% | $3000.00           | $3027.44           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 1.6250%  | 0.0000% | $137900.00         | $153817.68         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 4.1250%  | 0.0000% | $7638700.00        | $7843112.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $99.64             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $392363000.00      | $399999949.11      | U.S. Treasuries (including strips) |

### Security 185: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.175000%
- **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: ARP18XC32, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP18XC32_4.17_1007
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2042-04-25      | 2.0295%  | 0.0000% | $38333312.00       | $464170.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 1.6795%  | 0.0000% | $37500000.00       | $1053298.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 1.6295%  | 0.0000% | $25798144.00       | $569462.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-01-25      | 4.0000%  | 0.0000% | $15762496.00       | $414690.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 1.6795%  | 0.0000% | $26615872.00       | $285300.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-02-25      | 1.5795%  | 0.0000% | $19844544.00       | $116475.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.0000%  | 0.0000% | $51114496.00       | $1953251.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-04-25      | 1.1295%  | 0.0000% | $21854240.00       | $242481.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 6.5000%  | 0.0000% | $19649728.00       | $184050.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $174133248.00      | $164757.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 0.0500%  | 0.0000% | $49999872.00       | $46152.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 1.4112%  | 0.0000% | $74330752.00       | $3670236.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $29999104.00       | $15554.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | N/A      | 0.0000% | $61177216.00       | $584637.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | N/A      | 0.0000% | $50000000.00       | $60145.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 0.0500%  | 0.0000% | $139997184.00      | $123826.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.1100%  | 0.0000% | $5000000.00        | $8577.07           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 6.0000%  | 0.0000% | $8125000.00        | $848366.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 0.0500%  | 0.0000% | $100000000.00      | $143894.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $953201.00         | $1079978.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 2.2112%  | 0.0000% | $32691776.00       | $1500925.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 0.0500%  | 0.0000% | $53858304.00       | $41750.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.2612%  | 0.0000% | $25000000.00       | $1176813.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.3112%  | 0.0000% | $27777760.00       | $887257.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.3112%  | 0.0000% | $30000000.00       | $1393160.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.6112%  | 0.0000% | $25000000.00       | $2067835.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.1612%  | 0.0000% | $20000000.00       | $840423.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 1.5112%  | 0.0000% | $75000000.00       | $1176652.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 2.6612%  | 0.0000% | $53190912.00       | $1863819.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.8112%  | 0.0000% | $70000000.00       | $7554695.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.9112%  | 0.0000% | $35000000.00       | $838930.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.2612%  | 0.0000% | $50000000.00       | $5001740.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.9612%  | 0.0000% | $100000000.00      | $3910996.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-20      | 4.5000%  | 0.0000% | $2236344.00        | $354827.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.6112%  | 0.0000% | $75000000.00       | $4396506.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.3112%  | 0.0000% | $50000000.00       | $2272327.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.4112%  | 0.0000% | $76260080.00       | $3906756.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.6112%  | 0.0000% | $101984896.00      | $3927265.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.3112%  | 0.0000% | $100000000.00      | $3243555.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 0.6112%  | 0.0000% | $37044800.00       | $356735.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.7112%  | 0.0000% | $33871600.00       | $1509942.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.0112%  | 0.0000% | $53773952.00       | $1884773.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.2112%  | 0.0000% | $70000000.00       | $1535601.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.6612%  | 0.0000% | $102250624.00      | $3358988.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.4112%  | 0.0000% | $100000000.00      | $2954002.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.6112%  | 0.0000% | $49828352.00       | $2992049.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.7612%  | 0.0000% | $44680080.00       | $2261934.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 4.5000%  | 0.0000% | $47916800.00       | $46977374.31       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.8612%  | 0.0000% | $100000000.00      | $4160524.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.9112%  | 0.0000% | $50000000.00       | $1108295.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.6612%  | 0.0000% | $40000000.00       | $1482953.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.5612%  | 0.0000% | $50000000.00       | $2024424.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.2312%  | 0.0000% | $75000000.00       | $3057623.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $12542384.00       | $4695473.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.1000%  | 0.0000% | $22204583.00       | $30104.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.6912%  | 0.0000% | $100000000.00      | $3531141.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.8612%  | 0.0000% | $50000000.00       | $1007753.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.1612%  | 0.0000% | $114668288.00      | $7171030.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.8612%  | 0.0000% | $40000000.00       | $1357990.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.1612%  | 0.0000% | $35000000.00       | $1653015.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 0.7112%  | 0.0000% | $51000000.00       | $2511115.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.8112%  | 0.0000% | $41396720.00       | $1094036.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $1427110.00        | $1193099.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 0.1500%  | 0.0000% | $104712064.00      | $553079.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 0.1157%  | 0.0000% | $36494912.00       | $172519.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.0112%  | 0.0000% | $63235968.00       | $2997148.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | N/A      | 0.0000% | $200000000.00      | $2715110.40        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-11-25      | 4.0000%  | 0.0000% | $10270000.00       | $311193.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-10-25      | 1.5295%  | 0.0000% | $23365792.00       | $524252.22         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-02-25      | 3.0000%  | 0.0000% | $1944000.00        | $1073603.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 1.6295%  | 0.0000% | $67082240.00       | $353441.75         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 1.6295%  | 0.0000% | $76362880.00       | $1380717.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-06-25      | 3.5000%  | 0.0000% | $1425000.00        | $1265743.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 3.0000%  | 0.0000% | $19870000.00       | $664681.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-03-25      | 6.0000%  | 0.0000% | $30796256.00       | $1378220.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 1.7295%  | 0.0000% | $185428480.00      | $3129421.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-06-25      | 4.0000%  | 0.0000% | $5400000.00        | $3456780.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 1.5795%  | 0.0000% | $17306336.00       | $196567.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-10-25      | 3.5000%  | 0.0000% | $2581000.00        | $847833.82         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-07-25      | 0.0300%  | 0.0000% | $96772096.00       | $33057.15          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-10-25      | 1.5795%  | 0.0000% | $78461952.00       | $2729722.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 4.0000%  | 0.0000% | $72732416.00       | $4909350.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $10000000.00       | $888928.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | N/A      | 0.0000% | $5378000.00        | $54835.66          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-25      | 3.5000%  | 0.0000% | $2000000.00        | $1782210.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-11-25      | 5.5000%  | 0.0000% | $3912236.00        | $4529223.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-12-25      | 6.0000%  | 0.0000% | $4415368.00        | $5465905.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | N/A      | 0.0000% | $1903582.00        | $1114235.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 5.5000%  | 0.0000% | $1823078.00        | $1993880.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.8940%  | 0.0000% | $66098048.00       | $2294670.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.0440%  | 0.0000% | $80910336.00       | $5267070.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.5500%  | 0.0000% | $5000000.00        | $75748.75          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.4940%  | 0.0000% | $94911488.00       | $7023118.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 5.5000%  | 0.0000% | $4656000.00        | $4860728.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-10-25      | 3.7147%  | 0.0000% | $24188000.00       | $22347375.61       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-05-25      | 0.1000%  | 0.0000% | $121286400.00      | $503891.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-05-01      | 3.2634%  | 0.0000% | $163946495.00      | $93087.57          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-02-15      | 3.5000%  | 0.0000% | $47477440.00       | $535783.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 2.0795%  | 0.0000% | $32571392.00       | $368415.09         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 2.0295%  | 0.0000% | $74642304.00       | $1302528.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 2.0295%  | 0.0000% | $40000000.00       | $324748.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-05-25      | 4.5000%  | 0.0000% | $12166656.00       | $323974.22         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-06-25      | 3.5000%  | 0.0000% | $14000000.00       | $144588.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-07-25      | 3.0000%  | 0.0000% | $4100000.00        | $4728613.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.2441%  | 0.0000% | $107782560.00      | $381665.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.2578%  | 0.0000% | $109756416.00      | $52632.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-16      | 0.4823%  | 0.0000% | $100000000.00      | $119130.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-16      | 0.3599%  | 0.0000% | $139558912.00      | $99471.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 3.5000%  | 0.0000% | $2500000.00        | $2231788.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-20      | 1.4501%  | 0.0000% | $25515744.00       | $531539.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.6118%  | 0.0000% | $205095424.00      | $710523.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.3205%  | 0.0000% | $104944000.00      | $243989.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 5.5000%  | 0.0000% | $5471470.00        | $6964.00           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 2.3501%  | 0.0000% | $27887040.00       | $147303.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $54000000.00       | $449868.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-11-16      | 0.6634%  | 0.0000% | $38350000.00       | $231579.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-08-16      | 0.6683%  | 0.0000% | $114995000.00      | $554686.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-16      | 0.5382%  | 0.0000% | $210316288.00      | $569123.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 1.2251%  | 0.0000% | $44885440.00       | $446406.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 1.4319%  | 0.0000% | $17474880.00       | $136013.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.6259%  | 0.0000% | $65773696.00       | $383121.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-03-16      | 0.7374%  | 0.0000% | $104532320.00      | $704399.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 1.7501%  | 0.0000% | $36853056.00       | $407316.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-07-16      | 0.1148%  | 0.0000% | $22085632.00       | $5991.09           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 5.0000%  | 0.0000% | $349000.00         | $6231.22           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.0000%  | 0.0000% | $1469526.00        | $860118.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $5560000.00        | $1440973.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.5679%  | 0.0000% | $134004992.00      | $1896559.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.2642%  | 0.0000% | $161174528.00      | $1050031.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-12-16      | 0.7460%  | 0.0000% | $50049280.00       | $648395.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-16      | 0.6818%  | 0.0000% | $25344320.00       | $219061.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-09-16      | 0.5819%  | 0.0000% | $80012800.00       | $1494525.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-09-16      | 1.2711%  | 0.0000% | $118610432.00      | $9334159.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-07-16      | 1.2013%  | 0.0000% | $63829952.00       | $2728370.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.6500%  | 0.0000% | $223104512.00      | $4352468.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 1.5053%  | 0.0000% | $15679616.00       | $285245.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 1.9501%  | 0.0000% | $24520704.00       | $748443.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 2.0001%  | 0.0000% | $63902848.00       | $1494274.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 3.0000%  | 0.0000% | $555000.00         | $619893.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 0.4001%  | 0.0000% | $60000000.00       | $455238.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-07-16      | 0.0500%  | 0.0000% | $7999488.00        | $5824.27           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 1.8053%  | 0.0000% | $22667328.00       | $562361.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 1.8053%  | 0.0000% | $34400000.00       | $972334.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.9933%  | 0.0000% | $15050000.00       | $993312.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 0.8754%  | 0.0000% | $93704800.00       | $7014116.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.8501%  | 0.0000% | $50471440.00       | $3415817.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 0.7112%  | 0.0000% | $141803264.00      | $4637772.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.8112%  | 0.0000% | $100000000.00      | $4280808.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.4112%  | 0.0000% | $41441984.00       | $2343321.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $23100000.00       | $32987.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.0912%  | 0.0000% | $100000000.00      | $1350034.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.1612%  | 0.0000% | $204966912.00      | $25140369.21       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0112%  | 0.0000% | $80000000.00       | $1615403.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.8612%  | 0.0000% | $139000000.00      | $4423391.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $10472144.00       | $10363875.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.8501%  | 0.0000% | $9801000.00        | $227214.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.9001%  | 0.0000% | $30452240.00       | $503010.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 0.0300%  | 0.0000% | $27295744.00       | $7939.38           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.0000%  | 0.0000% | $11533856.00       | $342356.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 3.2500%  | 0.0000% | $2412232.00        | $2675913.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | N/A      | 0.0000% | $66411904.00       | $422938.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-16      | 1.7886%  | 0.0000% | $6702112.00        | $489101.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-16      | 1.7386%  | 0.0000% | $39134080.00       | $1269876.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 1.7501%  | 0.0000% | $17410848.00       | $424243.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | N/A      | 0.0000% | $100000000.00      | $256218.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.0501%  | 0.0000% | $130398720.00      | $9803227.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $93492320.00       | $799670.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $110000000.00      | $1146879.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $33333312.00       | $431105.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $26781600.00       | $415956.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $26956864.00       | $298949.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 0.0301%  | 0.0000% | $34196864.00       | $302370.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $37291200.00       | $543168.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $5947500.00        | $182118.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $18870600.00       | $160967.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $22158080.00       | $2468305.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | N/A      | 0.0000% | $102236160.00      | $57238.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $98055552.00       | $8347956.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $211708416.00      | $303871.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $250000000.00      | $278026.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 4.5000%  | 0.0000% | $12596688.00       | $101134.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $235741184.00      | $210971.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $73110400.00       | $127566.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | N/A      | 0.0000% | $100000000.00      | $1865515.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 3.0000%  | 0.0000% | $3322148.00        | $2308036.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 5.0000%  | 0.0000% | $12653408.00       | $12177602.22       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-15      | 4.0000%  | 0.0000% | $10000000.00       | $3426447.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-12-15      | 4.0000%  | 0.0000% | $24277536.00       | $6623406.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-05-15      | 4.0000%  | 0.0000% | $17760256.00       | $8875.93           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-10-15      | 3.0000%  | 0.0000% | $13364912.00       | $4166406.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 3.0000%  | 0.0000% | $200000.00         | $118838.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 1.6634%  | 0.0000% | $124474624.00      | $707831.64         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-09-15      | 1.5134%  | 0.0000% | $49000000.00       | $390439.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-01-15      | 3.0000%  | 0.0000% | $6236488.00        | $6596071.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-02-15      | 3.5000%  | 0.0000% | $15199904.00       | $127661.19         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-12-15      | 2.6634%  | 0.0000% | $47236960.00       | $424711.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-05-15      | 3.0000%  | 0.0000% | $700000.00         | $393276.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-15      | 1.6134%  | 0.0000% | $185693952.00      | $2291783.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-05-15      | 1.6134%  | 0.0000% | $130080960.00      | $1939049.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-12-25      | 2.0494%  | 0.0000% | $18835000.00       | $445748.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-03-15      | 4.0000%  | 0.0000% | $5082000.00        | $4486849.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-02-25      | 2.7099%  | 0.0000% | $29818000.00       | $3503914.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-11-15      | 3.0000%  | 0.0000% | $3156312.00        | $3485435.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-12-25      | 2.1117%  | 0.0000% | $14642000.00       | $629256.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-05-25      | 2.3046%  | 0.0000% | $32193792.00       | $1722191.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-09-25      | 2.3112%  | 0.0000% | $14690000.00       | $910835.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-15      | N/A      | 0.0000% | $4340000.00        | $1450511.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-05-25      | 3.4991%  | 0.0000% | $43001344.00       | $5832302.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-15      | 0.1500%  | 0.0000% | $9122704.00        | $12864.00          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-25      | 2.8766%  | 0.0000% | $14600000.00       | $1872701.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | N/A      | 0.0000% | $270278144.00      | $312881.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 1.0000%  | 0.0000% | $6132304.00        | $597919.19         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-04-25      | 2.8324%  | 0.0000% | $10891000.00       | $1011040.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 4.5298%  | 0.0000% | $20180000.00       | $4945695.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-09-15      | N/A      | 0.0000% | $2740488.00        | $1607831.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-06-25      | 4.9705%  | 0.0000% | $24997888.00       | $23867.67          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-03-25      | N/A      | 0.0000% | $190000.00         | $5010.26           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-11-25      | 2.1295%  | 0.0000% | $161500000.00      | $208737.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-10-25      | 4.8505%  | 0.0000% | $247476224.00      | $203043.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-02-15      | 2.5134%  | 0.0000% | $50000000.00       | $112728.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-09-25      | 2.1095%  | 0.0000% | $122239232.00      | $596170.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-06-25      | 2.1595%  | 0.0000% | $102262912.00      | $327089.75         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-10-25      | 5.0000%  | 0.0000% | $71002624.00       | $340303.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-01-15      | 5.0000%  | 0.0000% | $7000000.00        | $1104425.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2060-04-26      | 6.5000%  | 0.0000% | $49225472.00       | $41927505.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-16      | 2.0172%  | 0.0000% | $94000000.00       | $466876.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-16      | 0.7332%  | 0.0000% | $143884287.00      | $19871.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-09-20      | 5.5000%  | 0.0000% | $9000000.00        | $2110513.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-16      | 1.1712%  | 0.0000% | $85000000.00       | $92632.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-10-16      | 5.5000%  | 0.0000% | $46553040.00       | $7312861.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | 0.5301%  | 0.0000% | $177586176.00      | $25912.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-16      | 0.4050%  | 0.0000% | $151298048.00      | $100672.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-01-16      | 5.0000%  | 0.0000% | $19435616.00       | $3949289.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-11-16      | 1.9886%  | 0.0000% | $63076736.00       | $139501.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-05-16      | 2.2886%  | 0.0000% | $45605312.00       | $219288.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-04-20      | 2.3501%  | 0.0000% | $25000000.00       | $95110.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-16      | 2.7817%  | 0.0000% | $375000.00         | $416944.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 2.9226%  | 0.0000% | $1700000.00        | $1731294.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.2570%  | 0.0000% | $114393088.00      | $104475.93         | Agency Collateralized Mortgage Obligation |

### Security 186: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18YH76, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP18YH76_4.35_1212
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-12-12
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2026-01-01      | 3.1000%  | 0.0000% | $469610.00         | $468191.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $355451293.00      | $38047607.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 3.5000%  | 0.0000% | $384068963.00      | $37770287.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 3.0000%  | 0.0000% | $278487552.00      | $35957047.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $144024035.00      | $36417016.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $80150891.00       | $36966782.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $69072492.00       | $36705599.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.0000%  | 0.0000% | $212900141.00      | $39063030.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.0000%  | 0.0000% | $31884847.00       | $4470948.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.0000%  | 0.0000% | $313976617.00      | $37525092.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $200183058.00      | $36820298.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $250349257.00      | $36568986.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 3.5000%  | 0.0000% | $327177990.00      | $35219109.34       | Agency Mortgage-Backed Securities |

### Security 187: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.130000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1973E4, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP1973E4_4.13_1007
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond               | 2044-11-15      | 3.0000%  | 0.0000% | $398000.00         | $316299.75         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-02-15      | 2.5000%  | 0.0000% | $18584000.00       | $13182987.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-11-15      | 1.6250%  | 0.0000% | $17917300.00       | $9747114.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2052-02-15      | 2.2500%  | 0.0000% | $79900.00          | $49900.79          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2052-05-15      | 2.8750%  | 0.0000% | $21798300.00       | $15827903.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-08-15      | 4.1250%  | 0.0000% | $6352000.00        | $5789112.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-02-15      | 4.2500%  | 0.0000% | $356000.00         | $331303.03         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-05-15      | 4.6250%  | 0.0000% | $4239900.00        | $4249849.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-05-15      | 5.0000%  | 0.0000% | $4777000.00        | $5057610.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-04-30      | 1.2500%  | 0.0000% | $32403300.00       | $30695030.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-08-31      | 3.1250%  | 0.0000% | $9419800.00        | $9254574.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-30      | 4.1250%  | 0.0000% | $55239400.00       | $55773067.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-31      | 4.1250%  | 0.0000% | $24999700.00       | $25683170.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-07-31      | 4.1250%  | 0.0000% | $300000.00         | $306072.79         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-03-31      | 4.1250%  | 0.0000% | $86293600.00       | $87749804.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-15      | 4.5000%  | 0.0000% | $44137400.00       | $45596968.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-31      | 4.1250%  | 0.0000% | $2919200.00        | $2955513.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-01-31      | 4.3750%  | 0.0000% | $63220500.00       | $65483606.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-04-30      | 4.0585%  | 0.0000% | $793400.00         | $798610.21         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-04-30      | 4.0000%  | 0.0000% | $29141100.00       | $29820799.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-06-15      | 3.8750%  | 0.0000% | $180879900.00      | $184149223.15      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-06-30      | 4.0000%  | 0.0000% | $176347000.00      | $179196943.90      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-07-31      | 3.8750%  | 0.0000% | $24999500.00       | $25327099.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-30      | 3.5000%  | 0.0000% | $21526200.00       | $21483319.81       | U.S. Treasuries (including strips) |

### Security 188: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1993J9, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1993J9_4.23_1007
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $6560006.00        | $3175426.56        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $32000.00          | $30083.38          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1867.47           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.5000%  | 0.0000% | $2000.00           | $952.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $50004.00          | $21823.31          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $549.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $5415.00           | $3087.47           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $12082720.00       | $7051960.15        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $9201000.00        | $6085983.60        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.0000%  | 0.0000% | $27000.00          | $17803.27          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.5000%  | 0.0000% | $54000.00          | $33395.97          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 3.5000%  | 0.0000% | $3000.00           | $1848.48           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.0000%  | 0.0000% | $6892000.00        | $4494394.90        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $35000.00          | $23226.02          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1356.85           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $108996.00         | $76753.28          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 2.0000%  | 0.0000% | $381000.00         | $257794.55         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $728.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 3.0000%  | 0.0000% | $3000.00           | $2247.14           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $18000.00          | $14252.86          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $620712.00         | $489355.62         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 2.5000%  | 0.0000% | $138450.00         | $100310.02         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.5000%  | 0.0000% | $26091.00          | $19979.62          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.5000%  | 0.0000% | $43000.00          | $33143.00          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.0000%  | 0.0000% | $23914009.00       | $19581870.94       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.0000%  | 0.0000% | $1001692.00        | $817467.55         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $6965938.00        | $5522249.17        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 3.0000%  | 0.0000% | $1000.00           | $760.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 4.5000%  | 0.0000% | $4111.00           | $3474.75           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $5017361.00        | $4185502.70        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 3.5000%  | 0.0000% | $21000.00          | $16496.63          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 3.5000%  | 0.0000% | $81000.00          | $65412.03          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $60324.00          | $52166.75          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $1922069.00        | $1639343.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $9480772.00        | $8086204.77        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $506467.00         | $400992.15         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 4.5000%  | 0.0000% | $1412603.00        | $1262284.56        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.5000%  | 0.0000% | $321756.00         | $203349.68         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $20270752.00       | $17496899.23       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $83307.00          | $79052.63          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 3.5000%  | 0.0000% | $1000.00           | $881.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $26010.00          | $25342.26          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $25000.00          | $18359.95          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $20000.00          | $15994.37          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $357000.00         | $259754.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $10158346.00       | $8371868.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1403995.00        | $1096644.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $1200000.00        | $1044978.91        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1412449.00        | $1185105.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 4.5000%  | 0.0000% | $79000.00          | $71790.43          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $2016.00           | $1424.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $77000.00          | $73435.87          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $80000.00          | $75129.06          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $14768506.00       | $15127381.53       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $3981713.00        | $4109244.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $3000.00           | $243.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $2000.00           | $311.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-08-01      | 4.0000%  | 0.0000% | $2064832.00        | $660689.44         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $5000.00           | $1636.39           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 3.5000%  | 0.0000% | $20000.00          | $6782.74           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1564.00           | $1033.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $2936.00           | $1845.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $9120759.00        | $6175582.38        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1001.00           | $721.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $529830.00         | $336094.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $113109.00         | $77531.61          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $23001.00          | $15737.01          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $121000.00         | $82478.20          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $2195384.00        | $1779008.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $24004.00          | $18373.74          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $100000.00         | $76032.83          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $45000.00          | $36464.37          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1108.00           | $916.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $25000.00          | $21901.27          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $9000.00           | $7285.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $40000.00          | $32652.66          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 3.5000%  | 0.0000% | $2000.00           | $1687.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $5370790.00        | $4475348.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2363.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 3.0000%  | 0.0000% | $37000.00          | $29757.30          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $10000.00          | $7793.10           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $10000.00          | $9307.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 2.5000%  | 0.0000% | $54000.00          | $42559.00          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $40000.00          | $32435.77          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $65000.00          | $52409.15          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 3.5000%  | 0.0000% | $20000.00          | $17367.87          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-05-01      | 6.4650%  | 0.0000% | $393000.00         | $4690.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-06-01      | 6.2700%  | 0.0000% | $112000.00         | $1258.85           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-04-01      | 6.0000%  | 0.0000% | $1005.00           | $68.80             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-04-01      | 6.0000%  | 0.0000% | $1626092.00        | $55145.40          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-10-01      | 5.0000%  | 0.0000% | $1243.00           | $70.84             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-12-01      | 4.5000%  | 0.0000% | $23805068.00       | $1917699.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-02-01      | 4.5000%  | 0.0000% | $205000.00         | $21139.16          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $1240690.00        | $765975.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $119000.00         | $69995.48          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 4.0000%  | 0.0000% | $13000.00          | $6306.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $46000.00          | $29212.93          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $295273.00         | $183349.51         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-05-01      | 4.5000%  | 0.0000% | $1177499.00        | $136597.41         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $45000.00          | $3917.40           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 3.5000%  | 0.0000% | $2000.00           | $243.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $9000.00           | $1531.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-01-01      | 3.0000%  | 0.0000% | $532421.00         | $90743.67          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 2.5000%  | 0.0000% | $160555.00         | $36315.42          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $183.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $12000.00          | $3015.60           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $83000.00          | $23791.18          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 1.5000%  | 0.0000% | $751518.00         | $403521.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $4499940.00        | $2696124.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $30000.00          | $15182.66          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.5000%  | 0.0000% | $3000.00           | $1196.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.0000%  | 0.0000% | $8000.00           | $7236.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $32378.00          | $25577.37          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 4.0000%  | 0.0000% | $2000.00           | $1754.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $653.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $2134000.00        | $1383610.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $8000.00           | $5546.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $1144810.00        | $793510.63         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $24000.00          | $17654.12          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $4242581.00        | $3188255.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $9771.00           | $7038.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $6000.00           | $4334.10           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $4000.00           | $2965.43           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $30389.00          | $22955.72          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $53000.00          | $40768.73          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.0000%  | 0.0000% | $206192.00         | $153189.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $4000.00           | $3095.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $581995.00         | $429841.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 3.5000%  | 0.0000% | $23000.00          | $17855.41          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $635000.00         | $496645.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $4345587.00        | $3305222.21        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $614656.00         | $488372.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 3.5000%  | 0.0000% | $7000.00           | $5526.81           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $45000.00          | $35350.16          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 3.0000%  | 0.0000% | $1000.00           | $754.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $14027.00          | $10958.44          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $39000.00          | $31506.25          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 3.5000%  | 0.0000% | $37037.00          | $29576.83          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $6411344.00        | $5409741.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $22000.00          | $17658.92          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 3.5000%  | 0.0000% | $5000.00           | $4179.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 4.0000%  | 0.0000% | $163990.00         | $136281.65         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $25000.00          | $20629.70          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $908906.00         | $800170.68         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $51000.00          | $45818.92          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $451041.00         | $354420.74         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 5.5000%  | 0.0000% | $3112000.00        | $2696182.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $344046.00         | $262007.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 3.5000%  | 0.0000% | $2000.00           | $1679.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 4.0000%  | 0.0000% | $280000.00         | $231942.27         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $5545121.00        | $4666529.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 4.0000%  | 0.0000% | $11000.00          | $9723.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $3303739.00        | $3122647.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1864.39           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 3.5000%  | 0.0000% | $1000.00           | $888.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $192173.00         | $184972.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 3.5000%  | 0.0000% | $1000.00           | $906.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.63           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $6887048.00        | $7008485.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1737341.00        | $1806822.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 6.5450%  | 0.0000% | $1398994.00        | $58794.44          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-08-01      | 6.5000%  | 0.0000% | $957358.00         | $10501.57          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-11-01      | 4.5000%  | 0.0000% | $504000.00         | $45140.86          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $38158.00          | $36870.87          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $2255787.00        | $2272744.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $2950958.00        | $3001945.33        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.0000%  | 0.0000% | $1095272.00        | $1026913.07        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $924.25            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.5000%  | 0.0000% | $8801860.00        | $9256173.36        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $8252.00           | $7307.64           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.08           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $2603635.00        | $2572705.23        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $5792199.00        | $5568684.65        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $3321087.00        | $3327271.11        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $2572822.00        | $2682364.81        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1029070.00        | $1086089.64        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 7.0000%  | 0.0000% | $1709797.00        | $1782273.91        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1017.00           | $1053.67           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $2669571.00        | $2582762.32        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $3032472.00        | $3163748.21        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $5377231.00        | $4647880.29        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $141576.00         | $116735.49         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $21147717.00       | $21957424.88       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $41367.00          | $41773.10          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1034352.00        | $1078565.89        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1189.00           | $1191.25           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $17952.00          | $18112.98          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $18521.00          | $18753.59          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $2003920.00        | $2024069.49        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $5223512.00        | $5221651.01        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.0000%  | 0.0000% | $24000.00          | $23839.93          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $2486550.00        | $2421197.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $2497418.00        | $2550079.46        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $6678712.00        | $6700069.61        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $995.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $958994.00         | $947040.34         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $2464553.00        | $2320728.83        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1105841.00        | $1135907.68        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $14496858.00       | $14716509.50       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $21452704.00       | $22389776.18       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 7.0000%  | 0.0000% | $3679066.00        | $3872453.91        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.92           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1521864.00        | $1542865.04        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $4049185.00        | $4172565.02        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $3111880.00        | $3218220.20        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $33760610.00       | $33499625.95       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $4536711.00        | $3895533.34        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-05-01      | 4.7300%  | 0.0000% | $1017.00           | $1004.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-01-01      | 3.7500%  | 0.0000% | $588473.00         | $557570.29         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.5000%  | 0.0000% | $1095917.00        | $1125893.34        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $7677298.00        | $7790982.92        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $4098936.00        | $3951709.09        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 4.5000%  | 0.0000% | $1471612.00        | $1432693.54        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-08-20      | 4.6250%  | 0.0000% | $41433.00          | $548.85            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $3093.00           | $309.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-11-01      | 4.0000%  | 0.0000% | $141070.00         | $8529.88           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-08-01      | 3.5000%  | 0.0000% | $63175.00          | $6242.69           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-01-01      | 3.5000%  | 0.0000% | $5000.00           | $433.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-02-01      | 3.5000%  | 0.0000% | $1000.00           | $90.90             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-04-01      | 3.5000%  | 0.0000% | $4000.00           | $425.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $82.96             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-01-01      | 3.5000%  | 0.0000% | $19000.00          | $2004.54           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-02-01      | 4.0000%  | 0.0000% | $86000.00          | $8336.72           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 4.0000%  | 0.0000% | $27408.00          | $3712.00           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 2.5000%  | 0.0000% | $4009.00           | $1018.95           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.0000%  | 0.0000% | $57414.00          | $8999.37           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 3.0000%  | 0.0000% | $12000.00          | $1908.98           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $209.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-12-01      | 3.0000%  | 0.0000% | $1000.00           | $150.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $85.30             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2026-09-01      | 4.0000%  | 0.0000% | $561000.00         | $1045.94           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-07-01      | 3.0000%  | 0.0000% | $300000.00         | $55032.51          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-12-01      | 4.5000%  | 0.0000% | $4000.00           | $309.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-05-01      | 5.0000%  | 0.0000% | $47000.00          | $9705.55           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-02-01      | 3.5000%  | 0.0000% | $530000.00         | $35276.77          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.0000%  | 0.0000% | $264999.00         | $19216.63          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 4.5000%  | 0.0000% | $3000.00           | $184.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-04-01      | 4.0000%  | 0.0000% | $193292.00         | $15145.77          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 2.5000%  | 0.0000% | $10000.00          | $5953.54           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $9889.00           | $5458.79           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $5768881.00        | $3750442.43        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $25000.00          | $17921.52          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-09-01      | 3.5000%  | 0.0000% | $5346458.00        | $2447567.50        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 3.5000%  | 0.0000% | $178387.00         | $76480.80          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $1031.00           | $665.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.5000%  | 0.0000% | $1500000.00        | $1008938.70        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $15263785.00       | $10316162.69       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $1148970.00        | $862777.69         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $547709.00         | $383894.28         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 5.0000%  | 0.0000% | $93000.00          | $77915.92          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $2667428.00        | $1947305.41        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 3.5000%  | 0.0000% | $1000.00           | $775.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $3000.00           | $2325.17           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.0000%  | 0.0000% | $1304308.00        | $1051724.46        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $2921952.00        | $2035557.15        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 1.5000%  | 0.0000% | $43000.00          | $28305.82          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 3.0000%  | 0.0000% | $30000.00          | $23454.81          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 5.5000%  | 0.0000% | $40000.00          | $33090.96          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $10063155.00       | $8981910.96        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.0000%  | 0.0000% | $31000.00          | $27798.44          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $116999.00         | $85708.64          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $1000000.00        | $857903.22         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $11266000.00       | $10217154.31       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $55000.00          | $50821.51          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $70411.00          | $64630.24          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $927.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 3.5000%  | 0.0000% | $1000.00           | $857.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $864.92            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 4.5000%  | 0.0000% | $10465.00          | $9623.51           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $223.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 3.0000%  | 0.0000% | $35001.00          | $9667.56           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $92000.00          | $88220.13          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $224831.00         | $219621.75         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $13524577.00       | $12991668.58       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $55000.00          | $44142.85          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $8711408.00        | $7075212.23        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 3.0000%  | 0.0000% | $14999.00          | $12023.87          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.5000%  | 0.0000% | $6507266.00        | $5724051.17        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $100255.00         | $57631.33          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $3062.00           | $2774.54           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $3552116.00        | $2038060.69        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $37934.00          | $25333.76          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $7973396.00        | $6263531.35        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $1348.00           | $1063.82           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $3016198.00        | $2267551.48        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $1050.00           | $794.13            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $1010.00           | $766.30            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $40168.00          | $30656.85          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $1610519.00        | $1224234.75        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $1005.00           | $787.54            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 4.5000%  | 0.0000% | $2922084.00        | $2341335.37        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $4927101.00        | $3555623.45        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 4.5000%  | 0.0000% | $12769.00          | $10344.25          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $1699552.00        | $1248039.55        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $426180.00         | $245273.15         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $1067.00           | $709.93            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $1005.00           | $851.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.0000%  | 0.0000% | $25000.00          | $18461.04          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-06-01      | 3.5000%  | 0.0000% | $21000.00          | $10614.85          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-10-01      | 3.5000%  | 0.0000% | $1000.00           | $446.88            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $9444487.00        | $7095073.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-06-01      | 4.2580%  | 0.0000% | $53960.00          | $22.60             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-11-01      | 5.4500%  | 0.0000% | $1443.00           | $0.20              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 4.6640%  | 0.0000% | $1002.00           | $802.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 4.9880%  | 0.0000% | $238627.00         | $231892.86         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-12-01      | 4.1840%  | 0.0000% | $19962.00          | $72.54             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-01-01      | 6.8600%  | 0.0000% | $7893785.00        | $12274.03          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-03-01      | 3.5000%  | 0.0000% | $4000.00           | $514.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 3.0000%  | 0.0000% | $1000.00           | $153.24            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.0000%  | 0.0000% | $47001.00          | $3407.57           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 3.0000%  | 0.0000% | $5000000.00        | $755890.29         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-01-01      | 3.5000%  | 0.0000% | $1490.00           | $120.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 3.0000%  | 0.0000% | $3000.00           | $477.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-03-01      | 6.5250%  | 0.0000% | $13361.00          | $325.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-04-01      | 7.0550%  | 0.0000% | $6303.00           | $107.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-06-01      | 6.2500%  | 0.0000% | $110241.00         | $579.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 6.0800%  | 0.0000% | $33793.00          | $110.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-10-01      | 7.5200%  | 0.0000% | $14203.00          | $63.69             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 6.7340%  | 0.0000% | $18420.00          | $463.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-05-01      | 6.8590%  | 0.0000% | $3089.00           | $17.44             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 6.4350%  | 0.0000% | $1231.00           | $16.63             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-11-01      | 7.3650%  | 0.0000% | $3340.00           | $23.97             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 6.5430%  | 0.0000% | $528788.00         | $29349.34          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 6.5940%  | 0.0000% | $1140999.00        | $528780.00         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-03-01      | 4.2320%  | 0.0000% | $1996629.00        | $45771.62          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 6.4540%  | 0.0000% | $131282.00         | $8591.92           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 4.5000%  | 0.0000% | $26000.00          | $919.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 4.5000%  | 0.0000% | $26000.00          | $755.98            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2026-11-01      | 3.0000%  | 0.0000% | $400000.00         | $2924.80           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2026-12-01      | 3.0000%  | 0.0000% | $2000.00           | $17.61             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-05-01      | 3.0000%  | 0.0000% | $500000.00         | $2915.69           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-03-01      | 2.5000%  | 0.0000% | $500000.00         | $18462.37          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-10-01      | 3.5000%  | 0.0000% | $2431.00           | $421.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $274.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-07-01      | 4.5000%  | 0.0000% | $8350323.00        | $2327972.59        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 4.5000%  | 0.0000% | $3000.00           | $243.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 5.0000%  | 0.0000% | $10920877.00       | $1110472.79        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-05-01      | 6.5520%  | 0.0000% | $1000000.00        | $65769.50          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-06-01      | 6.4200%  | 0.0000% | $1000000.00        | $91797.10          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-02-01      | 4.0000%  | 0.0000% | $6000.00           | $267.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-02-01      | 3.0000%  | 0.0000% | $500000.00         | $4237.03           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-05-01      | 4.0000%  | 0.0000% | $578464.00         | $63532.48          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 4.5000%  | 0.0000% | $13210467.00       | $2829502.97        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 5.5000%  | 0.0000% | $156000.00         | $892.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 6.5000%  | 0.0000% | $537173.00         | $5414.89           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-06-01      | 5.0000%  | 0.0000% | $71000.00          | $5904.19           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-03-01      | 3.5000%  | 0.0000% | $9000.00           | $1156.58           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-10-01      | 6.0000%  | 0.0000% | $672218.00         | $4496.90           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $29996994.00       | $3764627.39        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $9498.00           | $1143.20           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-20      | 3.5000%  | 0.0000% | $40376.00          | $4874.51           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-10-20      | 4.0000%  | 0.0000% | $270785.00         | $25131.93          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $64872.00          | $6028.61           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $1553.00           | $380.62            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $1345.00           | $342.38            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $16834.00          | $4606.14           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-08-20      | 4.5000%  | 0.0000% | $4998800.00        | $691109.17         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $1024.00           | $303.10            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $3021347.00        | $952426.36         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $7562394.00        | $2530302.58        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $3197750.00        | $2075344.56        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $1008.00           | $518.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-08-01      | 4.5000%  | 0.0000% | $1144.00           | $51.82             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-10-01      | 5.0540%  | 0.0000% | $1000.00           | $1000.12           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-05-01      | 3.5000%  | 0.0000% | $2600000.00        | $317832.20         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-02-01      | 2.1100%  | 0.0000% | $679802.00         | $444902.20         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-12-01      | 4.5000%  | 0.0000% | $921714.00         | $929450.91         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-01-01      | 4.7200%  | 0.0000% | $2454896.00        | $2495605.08        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 1.2200%  | 0.0000% | $2551.00           | $2035.91           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 3.0000%  | 0.0000% | $12072760.00       | $7957003.96        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1490.13           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.0000%  | 0.0000% | $5350000.00        | $4271405.31        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $23108.00          | $19490.69          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 7.0000%  | 0.0000% | $1420.00           | $1504.57           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.5000%  | 0.0000% | $1207928.00        | $974041.95         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1494.84           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $12175800.00       | $11681431.46       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $225180.00         | $202195.15         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1012.15           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.0000%  | 0.0000% | $118667.00         | $112857.93         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1046.84           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $2008162.00        | $1893338.57        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 3.0000%  | 0.0000% | $1197148.00        | $517922.44         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $145001.00         | $86244.22          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $3000.00           | $2243.79           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $691.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.0000%  | 0.0000% | $256621.00         | $159364.91         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $10832640.00       | $7738083.85        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $6000.00           | $4804.23           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $75000.00          | $58630.38          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 4.5000%  | 0.0000% | $1001.00           | $805.41            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1900000.00        | $1576620.36        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $468536.00         | $104479.34         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $7000.00           | $1274.12           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $7167.00           | $4783.05           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 4.0000%  | 0.0000% | $7000.00           | $4821.87           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 5.5000%  | 0.0000% | $5770.00           | $2214.12           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 7.5000%  | 0.0000% | $7001.00           | $4190.34           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.5000%  | 0.0000% | $8905.00           | $9503.96           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-15      | 6.5000%  | 0.0000% | $1000.00           | $1005.98           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-15      | 6.5000%  | 0.0000% | $11777.00          | $11926.38          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-15      | 7.0000%  | 0.0000% | $1000.00           | $984.97            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 7.5000%  | 0.0000% | $7002.00           | $2732.46           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 8.0000%  | 0.0000% | $6038.00           | $2609.33           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-11-20      | 8.0000%  | 0.0000% | $5000.00           | $1368.01           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-11-20      | 7.5000%  | 0.0000% | $1150606.00        | $336414.25         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $299577.00         | $263410.67         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $903542.00         | $597823.36         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $525918.00         | $494085.37         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $1548190.00        | $1396341.68        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $258827.00         | $253201.51         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1001.00           | $1037.53           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $56407.00          | $54831.58          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $31282.00          | $32016.83          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 7.0000%  | 0.0000% | $6214970.00        | $6252747.60        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $2520940.00        | $2589814.34        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1931039.00        | $2013648.93        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $1140108.00        | $1215680.31        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $1001.00           | $1067.27           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $2410503.00        | $2481982.32        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1009.00           | $1039.06           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $139599.00         | $137478.06         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 4.5000%  | 0.0000% | $618149.00         | $576673.32         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1993833.00        | $2078264.53        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1790934.00        | $1869283.78        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $12857543.00       | $12386882.50       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $19201.00          | $18613.14          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $10874481.00       | $10679072.12       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1733779.00        | $1713800.26        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $2931476.00        | $2953359.17        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $893460.00         | $905495.40         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $2912196.00        | $2780412.55        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $37487.00          | $38871.94          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1029280.00        | $1068980.29        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $17384.00          | $17900.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $23675.00          | $24380.03          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-06-20      | 4.5000%  | 0.0000% | $174000.00         | $5007.10           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-10-20      | 4.5000%  | 0.0000% | $3478.00           | $36.27             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-11-20      | 4.5000%  | 0.0000% | $128488.00         | $4695.80           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-05-20      | 4.5000%  | 0.0000% | $1007.00           | $35.78             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-07-20      | 4.5000%  | 0.0000% | $2327.00           | $86.26             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-10-20      | 4.5000%  | 0.0000% | $3677.00           | $169.21            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-06-20      | 4.5000%  | 0.0000% | $2010.00           | $83.28             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-10-15      | 5.0000%  | 0.0000% | $1126.00           | $18.70             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $179970.00         | $7001.10           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-07-20      | 4.6250%  | 0.0000% | $596923.00         | $9250.17           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-07-20      | 4.6250%  | 0.0000% | $2500000.00        | $85605.54          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-09-20      | 4.6250%  | 0.0000% | $2000000.00        | $52925.35          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-08-20      | 5.8750%  | 0.0000% | $13172.00          | $287.37            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-11-20      | 5.8750%  | 0.0000% | $12823.00          | $422.74            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-12-20      | 5.8750%  | 0.0000% | $35197.00          | $567.11            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-03-20      | 7.0000%  | 0.0000% | $460921.00         | $61084.99          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-15      | 4.5000%  | 0.0000% | $6344033.00        | $1743149.43        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $11199000.00       | $6710348.70        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-01-20      | 6.4500%  | 0.0000% | $666408.00         | $55003.58          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2028-11-30      | 4.3750%  | 0.0000% | $100.00            | $103.58            | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note         | 2027-01-31      | 3.9965%  | 0.0000% | $100.00            | $100.58            | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note         | 2027-04-30      | 4.0585%  | 0.0000% | $2400.00           | $2415.73           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-04-30      | 3.8750%  | 0.0000% | $214200.00         | $218963.97         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-05-31      | 3.8750%  | 0.0000% | $937000.00         | $952035.73         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2036-02-15      | N/A      | 0.0000% | $1315499.67        | $836259.19         | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2028-08-01      | 4.5620%  | 0.0000% | $3122.00           | $1.87              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-05-01      | 6.3570%  | 0.0000% | $3230000.00        | $21345.14          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-09-01      | 3.7300%  | 0.0000% | $20510951.00       | $20063621.97       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-09-01      | 5.6250%  | 0.0000% | $1839.00           | $0.23              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-09-01      | 3.8800%  | 0.0000% | $1890833.00        | $1683831.08        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 4.5000%  | 0.0000% | $49998600.00       | $5831913.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-11-01      | 3.5000%  | 0.0000% | $8698.00           | $984.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-02-01      | 6.5040%  | 0.0000% | $16533039.00       | $781879.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-06-01      | 6.8820%  | 0.0000% | $14574959.00       | $1304569.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-01-01      | 3.9100%  | 0.0000% | $947050.00         | $608757.23         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-01-01      | 3.1750%  | 0.0000% | $1000.00           | $891.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-10-01      | 4.0000%  | 0.0000% | $8328.00           | $1912.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-11-01      | 4.0000%  | 0.0000% | $67000.00          | $9308.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $10677.00          | $3272.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-06-01      | 3.0000%  | 0.0000% | $604925.00         | $101177.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-08-01      | 4.0000%  | 0.0000% | $220000.00         | $24642.41          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-04-01      | 3.0000%  | 0.0000% | $1118993.00        | $87055.70          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-08-01      | 3.0000%  | 0.0000% | $98439.00          | $9017.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-03-01      | 3.0000%  | 0.0000% | $17356951.00       | $942318.76         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-06-01      | 5.5000%  | 0.0000% | $3011.00           | $4.94              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-06-01      | 5.0000%  | 0.0000% | $4229.00           | $20.06             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 6.1140%  | 0.0000% | $2899870.00        | $23172.74          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 6.3480%  | 0.0000% | $3565000.00        | $22068.47          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-11-01      | 6.0340%  | 0.0000% | $2530805.00        | $20088.10          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-03-01      | 6.1230%  | 0.0000% | $860000.00         | $23193.53          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-02-01      | 6.0550%  | 0.0000% | $1694.00           | $11.02             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $23000.00          | $20887.44          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $494800.00         | $255812.08         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $3020331.00        | $2916038.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $893.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $148920.00         | $154148.98         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $5887.00           | $6188.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $978.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $938518.00         | $871522.33         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $370427.00         | $329077.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $425136.00         | $441648.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $13303.00          | $8170.27           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1491149.00        | $1521981.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1630792.00        | $1696822.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1772.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1388034.00        | $1349213.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $3008.00           | $3133.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $3578839.00        | $3623065.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $25003.00          | $25837.91          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $83656.00          | $86447.35          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $2379646.00        | $2405515.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $2782585.00        | $2855083.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $3128830.00        | $3245496.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 7.5000%  | 0.0000% | $4941.00           | $5386.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 7.5000%  | 0.0000% | $3153609.00        | $3401047.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $133165.00         | $137669.24         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $4924727.00        | $5136170.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $631223.00         | $648865.84         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $1642490.00        | $1733683.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $24996000.00       | $8407146.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $375000.00         | $173434.72         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 4.2800%  | 0.0000% | $848120.00         | $733993.80         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-09-01      | 2.8900%  | 0.0000% | $1206.00           | $1079.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-06-01      | 2.3800%  | 0.0000% | $375343.00         | $274277.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 2.1700%  | 0.0000% | $2000000.00        | $1309991.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-07-01      | 4.5000%  | 0.0000% | $162000.00         | $31575.93          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-12-01      | 6.1360%  | 0.0000% | $4880000.00        | $731807.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $3998.00           | $929.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-04-01      | 6.4650%  | 0.0000% | $1000.00           | $112.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $2498.00           | $336.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-02-01      | 5.0000%  | 0.0000% | $1474000.00        | $325494.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-05-01      | 4.5000%  | 0.0000% | $1179912.00        | $237312.47         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 1.9710%  | 0.0000% | $2999.00           | $2385.51           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 6.3440%  | 0.0000% | $3424042.00        | $3309502.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-02-01      | 6.5810%  | 0.0000% | $297474.00         | $295954.56         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 6.3920%  | 0.0000% | $12768852.00       | $12189991.61       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 4.8730%  | 0.0000% | $21048097.00       | $21216681.15       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $10312560.00       | $2887416.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-04-01      | 4.5000%  | 0.0000% | $294000.00         | $116815.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 2.5000%  | 0.0000% | $150000.00         | $35711.69          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $19998000.00       | $9065762.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $90000.00          | $43249.57          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 1.7250%  | 0.0000% | $717917.00         | $217326.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $2098563.00        | $1305778.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $82300.00          | $36612.87          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $25001.00          | $15402.09          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $14997000.00       | $8072219.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $3400000.00        | $1941802.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.5900%  | 0.0000% | $1087.00           | $764.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 2.5900%  | 0.0000% | $1999000.00        | $1392830.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-11-01      | 1.7500%  | 0.0000% | $2208911.00        | $1925807.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-05-01      | 3.0600%  | 0.0000% | $5847.00           | $5183.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-09-01      | 4.8100%  | 0.0000% | $150000.00         | $153567.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-06-01      | 4.5900%  | 0.0000% | $49994.00          | $50708.24          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1329.49           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1527.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $350001.00         | $224899.01         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1030.00           | $1040.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $2886687.00        | $2044144.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.3590%  | 0.0000% | $100000.00         | $68517.34          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $3370000.00        | $2577604.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 3.0000%  | 0.0000% | $1000.00           | $762.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.5000%  | 0.0000% | $4000.00           | $3325.79           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 3.0000%  | 0.0000% | $1000.00           | $826.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $10000.00          | $5693.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1057.27           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 6.5000%  | 0.0000% | $6002.00           | $4627.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-05-01      | 5.6700%  | 0.0000% | $1000.00           | $1082.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-05-01      | 4.3000%  | 0.0000% | $335498.00         | $335582.33         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-01-01      | 4.3000%  | 0.0000% | $10000.00          | $10114.34          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-01-01      | 4.2550%  | 0.0000% | $10000.00          | $10096.23          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-08-01      | 5.0000%  | 0.0000% | $30000.00          | $30855.18          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-05-01      | 4.4400%  | 0.0000% | $740180.00         | $751737.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-09-01      | 5.2500%  | 0.0000% | $1000.00           | $1044.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-09-01      | 4.6100%  | 0.0000% | $11109000.00       | $11351927.29       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $42719925.00       | $10030481.06       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 4.5000%  | 0.0000% | $9251200.00        | $2650169.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $9000.00           | $984.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $5501366.00        | $993954.81         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 5.0000%  | 0.0000% | $93466.00          | $13429.05          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $24000.00          | $2815.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $13004.00          | $1303.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $142.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $6000.00           | $2477.72           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $255000.00         | $98830.17          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $270.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $19997000.00       | $11470872.21       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 3.0000%  | 0.0000% | $39000.00          | $27024.56          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $45000.00          | $27468.43          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $1609268.00        | $980365.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $3887236.00        | $2357165.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $2000.00           | $1427.62           | Agency Mortgage-Backed Securities  |

### Security 189: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.130000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19BMJ3, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP19BMJ3_4.13_1007
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond               | 2049-08-15      | 2.2500%  | 0.0000% | $59551400.00       | $38256682.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-08-15      | 1.7500%  | 0.0000% | $1053700.00        | $717670.33         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-11-15      | 4.7500%  | 0.0000% | $13946800.00       | $14255714.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-08-15      | 4.2500%  | 0.0000% | $5803900.00        | $5402917.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-05-15      | 5.0000%  | 0.0000% | $94384000.00       | $99928304.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-11-15      | 3.1250%  | 0.0000% | $5431500.00        | $5413531.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-12-31      | 0.6250%  | 0.0000% | $6605500.00        | $6192956.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-04-30      | 0.7500%  | 0.0000% | $25200.00          | $24834.86          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-12-31      | 1.2500%  | 0.0000% | $32284500.00       | $31426894.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-11-15      | 4.1250%  | 0.0000% | $1724300.00        | $1772495.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-04-30      | 4.6250%  | 0.0000% | $12303200.00       | $13051160.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-10-31      | 4.1035%  | 0.0000% | $128645300.00      | $129588936.92      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-05-15      | 3.7500%  | 0.0000% | $800.00            | $814.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-06-30      | 4.0000%  | 0.0000% | $19815800.00       | $20136043.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-09-30      | 3.6250%  | 0.0000% | $43441200.00       | $43244063.83       | U.S. Treasuries (including strips) |

### Security 190: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.150000%
- **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: ARP19D6E8, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP19D6E8_4.15_1007
- **C.18 - Value (incl. sponsor support):** $3250000000.00
- **C.18.a - Value (excl. sponsor support):** $3250000000.00
- **C.19 - Percentage of Net Assets:** 1.9500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2034-03-20      | 4.5000%  | 0.0000% | $134799.00         | $29708.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-06-20      | 5.0000%  | 0.0000% | $216364.00         | $54951.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 3.5000%  | 0.0000% | $1308058.00        | $60239.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 4.0000%  | 0.0000% | $3887000.00        | $1424528.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-12-20      | 7.0000%  | 0.0000% | $53725.00          | $8682.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $1500000.00        | $260306.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-06-20      | 2.0000%  | 0.0000% | $18908980.00       | $6692620.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $13200000.00       | $4172647.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-06-20      | 7.0000%  | 0.0000% | $99214.00          | $39861.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-12-20      | 7.5000%  | 0.0000% | $96666.00          | $17550.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 3.0000%  | 0.0000% | $61547776.00       | $42275233.07       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 5.0000%  | 0.0000% | $184350.00         | $124767.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-06-20      | 4.5000%  | 0.0000% | $198571.00         | $133868.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $2415000.00        | $1351564.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-20      | 6.5000%  | 0.0000% | $43047.00          | $16907.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 2.0000%  | 0.0000% | $2311471104.00     | $1309370007.98     | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $817464320.00      | $500799525.76      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $21268000.00       | $13880644.66       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $2500000.00        | $1937002.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-09-20      | 2.5000%  | 0.0000% | $1450900.00        | $1049032.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 2.0000%  | 0.0000% | $7630592.00        | $4411267.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $2135000.00        | $1673027.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-10-20      | 7.5000%  | 0.0000% | $258325.00         | $57919.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $28669184.00       | $11548670.17       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 4.0000%  | 0.0000% | $1004154.00        | $861702.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.0000%  | 0.0000% | $5193160.00        | $3356191.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 5.5000%  | 0.0000% | $700000.00         | $511065.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $20000000.00       | $12228858.45       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-15      | 5.0000%  | 0.0000% | $222711.00         | $14320.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-15      | 5.0000%  | 0.0000% | $666953.00         | $52189.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-15      | 4.0000%  | 0.0000% | $1000000.00        | $67672.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-15      | 3.0000%  | 0.0000% | $677731.00         | $291061.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-15      | 5.0000%  | 0.0000% | $1257250.00        | $70986.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $1848000.00        | $458229.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-15      | 3.5000%  | 0.0000% | $220422.00         | $19005.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 3.5000%  | 0.0000% | $7528304.00        | $3139971.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 2.5000%  | 0.0000% | $1488630.00        | $441277.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $2530852.00        | $262088.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-15      | 5.0000%  | 0.0000% | $180903.00         | $36799.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 4.5000%  | 0.0000% | $199983.00         | $59325.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-10-20      | 5.0000%  | 0.0000% | $1490046.00        | $296422.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-15      | 5.5000%  | 0.0000% | $457737.00         | $48471.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $1163360.00        | $538034.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $15330976.00       | $2068348.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-10-20      | 6.0000%  | 0.0000% | $1300000.00        | $519745.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $1600606.00        | $464460.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-10-20      | 5.0000%  | 0.0000% | $9328080.00        | $3231968.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $1788732.00        | $1025898.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $97590.00          | $60154.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $76752.00          | $50828.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-15      | 2.5000%  | 0.0000% | $8844256.00        | $6466081.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-08-20      | 6.0000%  | 0.0000% | $2208372.00        | $1417045.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 4.0000%  | 0.0000% | $509088.00         | $333756.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-10-20      | 5.5000%  | 0.0000% | $1751722.00        | $922569.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 5.5000%  | 0.0000% | $3186136.00        | $1169766.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 2.5000%  | 0.0000% | $4147792.00        | $2432230.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $146807.00         | $108284.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 5.5000%  | 0.0000% | $3079848.00        | $1618503.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-06-15      | 2.5000%  | 0.0000% | $31456.00          | $5230.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-05-15      | 3.5000%  | 0.0000% | $73268.00          | $8433.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-15      | 3.0000%  | 0.0000% | $651952.00         | $274448.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-15      | 3.0000%  | 0.0000% | $671353.00         | $320078.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $475000.00         | $51066.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $125000.00         | $19262.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-15      | 3.5000%  | 0.0000% | $117727.00         | $6868.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-05-15      | 3.5000%  | 0.0000% | $75000.00          | $10960.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-06-15      | 3.5000%  | 0.0000% | $50000.00          | $6242.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-01-15      | 6.5200%  | 0.0000% | $8672912.00        | $9249974.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.0000%  | 0.0000% | $1108380.00        | $792618.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $1153218.00        | $867369.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1053560.00        | $1121732.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-04-15      | 5.6800%  | 0.0000% | $44423.00          | $46417.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-11-15      | 5.6000%  | 0.0000% | $15321680.00       | $16149466.11       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $266186.00         | $180477.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-06-20      | 7.5000%  | 0.0000% | $1478938.00        | $235089.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-12-15      | 5.2100%  | 0.0000% | $14453584.00       | $14418750.05       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1147726.00        | $1206274.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $280071.00         | $290473.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $4467950.00        | $4246700.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 7.0000%  | 0.0000% | $2197448.00        | $1964551.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-03-15      | 5.8600%  | 0.0000% | $6310872.00        | $6659677.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $1354564.00        | $948975.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $10399632.00       | $9697257.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 4.5000%  | 0.0000% | $917200.00         | $874784.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $5719000.00        | $445804.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-12-20      | 8.0000%  | 0.0000% | $184393.00         | $10656.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-20      | 2.5000%  | 0.0000% | $716789.00         | $81551.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 3.5000%  | 0.0000% | $175000.00         | $21497.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-09-20      | 3.0000%  | 0.0000% | $116000.00         | $12268.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-09-20      | 3.5000%  | 0.0000% | $625000.00         | $70048.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-01-20      | 6.0000%  | 0.0000% | $950000.00         | $124852.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 5.5000%  | 0.0000% | $636386.00         | $98833.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 6.0000%  | 0.0000% | $366000.00         | $59083.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 5.5000%  | 0.0000% | $684160.00         | $59615.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $4531960.00        | $4327214.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $1058048.00        | $1059103.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 3.0000%  | 0.0000% | $13622208.00       | $2135935.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-08-15      | 3.0000%  | 0.0000% | $55955.00          | $16042.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $138000.00         | $30867.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-15      | 5.0000%  | 0.0000% | $66065.00          | $9280.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-15      | 4.5000%  | 0.0000% | $196000.00         | $32084.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-15      | 5.5000%  | 0.0000% | $1155152.00        | $34286.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-07-15      | 6.5000%  | 0.0000% | $709477.00         | $7299.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-04-15      | 6.0000%  | 0.0000% | $1909000.00        | $21287.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-07-20      | 6.5000%  | 0.0000% | $14974976.00       | $10311.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-11-20      | 6.5000%  | 0.0000% | $9710843.00        | $36157.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-10-20      | 6.5000%  | 0.0000% | $4700000.00        | $52074.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-01-20      | 3.5000%  | 0.0000% | $75735.00          | $5525.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-03-20      | 3.0000%  | 0.0000% | $1163000.00        | $11573.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-12-20      | 3.5000%  | 0.0000% | $1166708.00        | $72585.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-15      | 5.0000%  | 0.0000% | $32734.00          | $5635.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-03-15      | 4.0000%  | 0.0000% | $250000.00         | $17684.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-15      | 5.0000%  | 0.0000% | $388491.00         | $25540.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 3.5000%  | 0.0000% | $100000.00         | $9954.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-05-20      | 3.5000%  | 0.0000% | $893054.00         | $146132.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 3.5000%  | 0.0000% | $975000.00         | $459367.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-09-15      | 5.0000%  | 0.0000% | $830992.00         | $10359.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-06-15      | 5.0000%  | 0.0000% | $2893920.00        | $83312.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-15      | 5.0000%  | 0.0000% | $1376420.00        | $6647.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-15      | 5.0000%  | 0.0000% | $3779000.00        | $33627.73          | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2033-06-06      | 4.0000%  | 0.0000% | $1450000.00        | $1423666.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2027-02-25      | 2.1400%  | 0.0000% | $1750000.00        | $1714031.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2034-08-17      | 5.0000%  | 0.0000% | $14250000.00       | $14246967.92       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2045-04-10      | 5.8700%  | 0.0000% | $1400000.00        | $1435661.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-10-01      | 4.0000%  | 0.0000% | $249000.00         | $29472.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-05-01      | 3.5000%  | 0.0000% | $392995.00         | $41327.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 3.5000%  | 0.0000% | $914236.00         | $116531.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-06-01      | 3.5000%  | 0.0000% | $270000.00         | $48915.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-05-01      | 6.0000%  | 0.0000% | $374439.00         | $344466.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $400000.00         | $331929.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 5.5000%  | 0.0000% | $100000.00         | $87806.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.5000%  | 0.0000% | $600000.00         | $452948.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $47100.00          | $37748.82          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.0000%  | 0.0000% | $730000.00         | $705262.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $753353.00         | $655552.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.0000%  | 0.0000% | $1037524.00        | $811151.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $98125.00          | $76287.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.0000%  | 0.0000% | $435000.00         | $378682.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 4.5000%  | 0.0000% | $486503.00         | $460965.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 4.5000%  | 0.0000% | $167150.00         | $157424.73         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2033-06-20      | 3.9900%  | 0.0000% | $13000000.00       | $12821995.33       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2034-07-18      | 2.9900%  | 0.0000% | $9729000.00        | $8764953.39        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2040-08-27      | 2.0000%  | 0.0000% | $5224000.00        | $3655135.28        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2040-06-18      | 2.0900%  | 0.0000% | $3000000.00        | $2119061.00        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2035-07-23      | 1.6500%  | 0.0000% | $10000000.00       | $7758708.33        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2041-08-09      | 2.4500%  | 0.0000% | $2549000.00        | $1842225.60        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2046-08-24      | 2.3500%  | 0.0000% | $2800000.00        | $1789326.00        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2041-01-28      | 2.1000%  | 0.0000% | $1930000.00        | $1340189.43        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2036-07-14      | 2.3100%  | 0.0000% | $16164000.00       | $13123675.52       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2036-11-17      | 2.5800%  | 0.0000% | $14656000.00       | $12151196.78       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2041-12-09      | 2.9000%  | 0.0000% | $20749000.00       | $16017204.38       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2036-01-11      | 2.6900%  | 0.0000% | $18037000.00       | $15314947.14       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2042-02-03      | 2.9300%  | 0.0000% | $5000000.00        | $3851965.83        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2042-02-24      | 3.4400%  | 0.0000% | $4416000.00        | $3639397.82        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2037-04-20      | 4.4900%  | 0.0000% | $18469000.00       | $18093609.37       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 1.5000%  | 0.0000% | $320000.00         | $133050.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-09-01      | 5.0000%  | 0.0000% | $426300.00         | $430668.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $24849.00          | $21736.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-03-15      | N/A      | 0.0000% | $46072000.00       | $37077501.66       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-07-15      | N/A      | 0.0000% | $51813000.00       | $39189384.31       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-07-22      | 1.5000%  | 0.0000% | $9061000.00        | $7430059.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-02-06      | N/A      | 0.0000% | $2468000.00        | $1448422.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-15      | N/A      | 0.0000% | $1965000.00        | $1137385.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-05-01      | 6.5000%  | 0.0000% | $6262496.00        | $30030.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-12-01      | 3.5000%  | 0.0000% | $1600000.00        | $140493.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-05-01      | 3.5000%  | 0.0000% | $187651.00         | $15837.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1203304.00        | $935184.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $567894.00         | $575261.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 5.0000%  | 0.0000% | $201867.00         | $199699.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $512749.00         | $508560.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $1843228.00        | $1943269.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 5.0000%  | 0.0000% | $445034.00         | $442610.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $10537940.00       | $10812543.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 4.5000%  | 0.0000% | $1361502.00        | $1330858.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $900000.00         | $600237.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $48000.00          | $38319.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-01-01      | 6.0000%  | 0.0000% | $2350428.00        | $1397712.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 7.5000%  | 0.0000% | $9287120.00        | $6212956.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $286338.00         | $270146.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $225000.00         | $215423.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $650000.00         | $603981.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $262636032.00      | $269706544.10      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $55000.00          | $11185.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-08-01      | 2.0000%  | 0.0000% | $360000.00         | $175130.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $578731.00         | $380479.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1065338.00        | $697970.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 3.5000%  | 0.0000% | $3713436.00        | $2348399.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $114232.00         | $85214.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $18630000.00       | $14762028.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 4.0000%  | 0.0000% | $13331000.00       | $11397339.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-12-01      | 5.5000%  | 0.0000% | $384983552.00      | $2569893.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-05-01      | 2.5000%  | 0.0000% | $1337884.00        | $497311.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-10-01      | 2.5000%  | 0.0000% | $550000.00         | $67195.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $325000.00         | $26235.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-08-01      | 3.5000%  | 0.0000% | $18000.00          | $12986.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-01-01      | 5.5000%  | 0.0000% | $804496.00         | $707673.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-06-01      | 5.0000%  | 0.0000% | $106249.00         | $104268.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-07-01      | 5.5000%  | 0.0000% | $32851968.00       | $31231893.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-08-01      | 4.5000%  | 0.0000% | $968112.00         | $937433.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $177650.00         | $180007.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-09-01      | 5.5000%  | 0.0000% | $5000000.00        | $83080.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $200741.00         | $199101.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $1084800.00        | $1125911.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $7426000.00        | $7624551.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1195712.00        | $1206208.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $61711616.00       | $64401152.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-07-01      | 5.5000%  | 0.0000% | $330771456.00      | $313175808.49      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-02-15      | 4.0000%  | 0.0000% | $125000.00         | $10622.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-04-15      | 3.0000%  | 0.0000% | $862021.00         | $96298.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $369000.00         | $22426.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-02-15      | 3.0000%  | 0.0000% | $75000.00          | $10597.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-04-20      | 3.5000%  | 0.0000% | $2000000.00        | $88710.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-04-20      | 2.5000%  | 0.0000% | $1785564.00        | $260518.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-05-20      | 3.5000%  | 0.0000% | $61750336.00       | $6299569.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-08-20      | 4.0000%  | 0.0000% | $895127.00         | $53091.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-02-20      | 3.5000%  | 0.0000% | $339412.00         | $24417.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-03-20      | 2.5000%  | 0.0000% | $68948.00          | $6286.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-05-20      | 3.0000%  | 0.0000% | $1491780.00        | $77594.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 3.0000%  | 0.0000% | $129000.00         | $14779.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 5.0000%  | 0.0000% | $147500.00         | $13202.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 2.5000%  | 0.0000% | $628170000.00      | $98417261.82       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 4.5000%  | 0.0000% | $1014100.00        | $972088.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $1075378.00        | $785842.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $2650264.00        | $2799988.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1879776.00        | $1988411.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $2724496.00        | $2805768.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2603024.00        | $2716771.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1191462.00        | $1246757.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $3801380.00        | $3957138.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $20789216.00       | $21115780.56       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1133698.00        | $1182504.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $5824144.00        | $6073347.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $4313336.00        | $4578623.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1422902.00        | $1474178.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1161214.00        | $1169468.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $1911236.00        | $1995204.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3969816.00        | $4160194.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2010668.00        | $2116983.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2933220.00        | $3069796.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.5000%  | 0.0000% | $1642950.00        | $1706702.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2744152.00        | $2866590.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 7.0000%  | 0.0000% | $3261848.00        | $3347890.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1669948.00        | $1710406.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1975952.00        | $2012374.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 3.5000%  | 0.0000% | $711466.00         | $641100.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 4.5000%  | 0.0000% | $948325.00         | $928801.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $788105.00         | $813046.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1857086.00        | $1925434.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1935142.00        | $2007267.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $1060992.00        | $1072006.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $2673384.00        | $2790830.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 5.0000%  | 0.0000% | $331486.00         | $329699.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1153534.00        | $1195101.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $40017664.00       | $40768497.66       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $3843172.00        | $3993702.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-12-20      | 6.0000%  | 0.0000% | $4839592.00        | $4512403.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 4.5000%  | 0.0000% | $1949068.00        | $1907652.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $96421888.00       | $97720744.44       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $2184380.00        | $2218477.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $183581.00         | $189362.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $4610544.00        | $4627032.10        | Agency Mortgage-Backed Securities |

### Security 191: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.130000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19DT60, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP19DT60_4.13_1007
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-06-30      | 0.5000%  | 0.0000% | $37353800.00       | $35433366.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-30      | 1.2500%  | 0.0000% | $79498600.00       | $74162574.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-15      | 3.6250%  | 0.0000% | $400.00            | $404.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-03-31      | 4.1250%  | 0.0000% | $1390400.00        | $1413863.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $79745800.00       | $81061579.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $156589400.00      | $156219066.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-12-18      | N/A      | 0.0000% | $21400.00          | $21220.90          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-08-15      | 3.8750%  | 0.0000% | $1115600.00        | $1046266.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $74.18             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-08-15      | 2.2500%  | 0.0000% | $2082000.00        | $1337506.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-05-15      | 4.6250%  | 0.0000% | $400.00            | $400.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $59724900.00       | $58715653.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 1.8750%  | 0.0000% | $800.00            | $790.19            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 1.1250%  | 0.0000% | $200.00            | $193.20            | U.S. Treasuries (including strips) |

### Security 192: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.145000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19ED40, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP19ED40_4.14_1007
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-05-15      | 2.8750%  | 0.0000% | $541111100.00      | $536879205.35      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-15      | 0.1250%  | 0.0000% | $551635000.00      | $661418902.31      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.5000%  | 0.0000% | $605044800.00      | $608374137.66      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $487492000.00      | $496303199.47      | U.S. Treasuries (including strips) |

### Security 193: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.140000%
- **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: ARP19FYT9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19FYT9_4.14_1007
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $1003185600.00     | $1020000026.79     | U.S. Treasuries (including strips) |

### Security 194: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19GEH5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19GEH5_4.35_1208
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-12-08
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $159575235.00      | $100170948.83      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 5.5000%  | 0.0000% | $1055879.00        | $1047662.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1110041.00        | $1145522.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $7377715.00        | $7704536.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $5269177.00        | $5548337.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1740131.00        | $1200742.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1108624.00        | $1145697.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $1659753.00        | $1707086.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1099436.00        | $1130230.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $5507464.00        | $5583251.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $58845.00          | $53904.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1756633.00        | $1600264.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1423167.00        | $1448078.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 8.0000%  | 0.0000% | $1210566.00        | $621939.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 5.5000%  | 0.0000% | $1497927.00        | $1481957.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $250351.00         | $259747.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $8292.00           | $7565.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $2105511.00        | $1617528.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1189528.00        | $1213218.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $2809265.00        | $2637194.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $2864295.00        | $2481883.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1240303.00        | $789852.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1191492.00        | $1033268.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1000.00           | $869.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $2869133.00        | $2580766.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $9551590.00        | $10068258.92       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1427651.00        | $1358160.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $6786115.00        | $6606902.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $9096745.00        | $9527650.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 8.0000%  | 0.0000% | $6064825.00        | $5848559.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 8.0000%  | 0.0000% | $2658297.00        | $2248239.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $21494104.00       | $21204248.54       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1266455.00        | $988558.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $986914.00         | $1014114.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1458998.00        | $1488818.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1230858.00        | $716589.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $959551.00         | $718484.49         | Agency Mortgage-Backed Securities |

### Security 195: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19GMM5, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP19GMM5_4.20_1007
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $26130.00          | $979.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-08-01      | 6.0000%  | 0.0000% | $7335440.00        | $343720.44         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2033-03-01      | 5.5000%  | 0.0000% | $9173293.00        | $115537.75         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 6.0000%  | 0.0000% | $1958.00           | $19.38             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-01-01      | 3.5000%  | 0.0000% | $2008160.00        | $391938.18         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-05-01      | 3.0000%  | 0.0000% | $717719.00         | $391535.81         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.5000%  | 0.0000% | $5001.00           | $3685.51           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $640968.00         | $535647.46         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 3.5000%  | 0.0000% | $1003.00           | $860.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 4.0000%  | 0.0000% | $3655700.00        | $2760797.81        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.0000%  | 0.0000% | $41430.00          | $34789.33          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 3.5000%  | 0.0000% | $9449611.00        | $1297033.41        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-04-01      | 3.5000%  | 0.0000% | $4614175.00        | $1293674.75        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $2675228.00        | $2069745.13        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $205000.00         | $161034.12         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $8959041.00        | $7805046.55        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $13292665.00       | $12072869.64       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $13882640.00       | $1672834.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-08-01      | 4.0000%  | 0.0000% | $3185.00           | $188.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-04-01      | 3.5000%  | 0.0000% | $199933184.00      | $18743990.12       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $45716041.00       | $12339080.69       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $10008920.00       | $1664485.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $875.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $287111.00         | $291522.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $328333.00         | $333770.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1365399.00        | $1377983.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 6.0000%  | 0.0000% | $621117.00         | $597445.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $2320384.00        | $2272933.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $2499342.00        | $2393382.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $83258571.00       | $23137350.62       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2063-09-01      | 4.0000%  | 0.0000% | $10340582.00       | $8346127.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $773885.00         | $169125.73         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $5638475.00        | $1555123.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 3.5000%  | 0.0000% | $2524618.00        | $1463094.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $3538922.00        | $1038577.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-04-01      | 4.0000%  | 0.0000% | $2380407.00        | $812267.01         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $1058448.00        | $383952.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-01-01      | 2.2600%  | 0.0000% | $1536894.00        | $1431064.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $2800000.00        | $248704.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $8580.00           | $2316.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $1731193.00        | $361889.43         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $4549652.00        | $1115673.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $1575000.00        | $747135.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-07-01      | 1.9000%  | 0.0000% | $21179383.00       | $18533793.33       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $54512.00          | $36116.07          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $300000.00         | $226442.94         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $998546.00         | $704479.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $296346.00         | $241607.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-02-01      | 3.5000%  | 0.0000% | $60601169.00       | $28883405.14       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $20426773.00       | $15248236.08       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $388483.00         | $297076.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $380476.00         | $290605.83         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-08-01      | 3.5000%  | 0.0000% | $1710997.00        | $224241.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $623589.00         | $308521.37         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $128656025.00      | $128337542.44      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $5881934.00        | $4673463.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $23507727.00       | $22219172.30       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.53           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $27270132.00       | $27366913.74       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $5082839.00        | $5011358.79        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $200076.00         | $192880.40         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2031-02-28      | 4.2500%  | 0.0000% | $145097000.00      | $148962978.80      | U.S. Treasuries (including strips) |

### Security 196: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.130000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19HHA5, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP19HHA5_4.13_1007
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2025-12-26      | N/A      | 0.0000% | $38725000.00       | $38368381.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 3.1250%  | 0.0000% | $22948900.00       | $19146846.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-11-15      | 2.7500%  | 0.0000% | $29999800.00       | $23569417.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 3.3750%  | 0.0000% | $129291400.00      | $109643406.18      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-05-15      | 2.5000%  | 0.0000% | $20950000.00       | $14939926.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-02-15      | 3.0000%  | 0.0000% | $58300400.00       | $44775581.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-08-15      | 2.7500%  | 0.0000% | $28823200.00       | $21023771.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-02-15      | 2.0000%  | 0.0000% | $200.00            | $120.31            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 2.3750%  | 0.0000% | $11621000.00       | $8655910.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-05-15      | 2.8750%  | 0.0000% | $8998400.00        | $6533803.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-11-15      | 4.0000%  | 0.0000% | $7937000.00        | $7156753.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-02-15      | 4.2500%  | 0.0000% | $7586400.00        | $7060104.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-05-15      | 4.6250%  | 0.0000% | $648500.00         | $650021.87         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 1.5000%  | 0.0000% | $8099000.00        | $7957591.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-12-31      | 2.6250%  | 0.0000% | $500.00            | $501.59            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 1.1250%  | 0.0000% | $1780000.00        | $1719478.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 0.6250%  | 0.0000% | $5056900.00        | $4932854.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 3.1250%  | 0.0000% | $74800.00          | $74309.67          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-11-30      | 4.8750%  | 0.0000% | $826400.00         | $840794.24         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $5597300.00        | $5545187.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-31      | 4.5000%  | 0.0000% | $18315200.00       | $19172571.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-07-31      | 4.0000%  | 0.0000% | $25466700.00       | $25781861.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 3.6250%  | 0.0000% | $200.00            | $200.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $41962800.00       | $41863557.98       | U.S. Treasuries (including strips) |

### Security 197: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.210000%
- **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: ARP19JYB0, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP19JYB0_4.21_1007
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | N/A      | 0.0000% | $81182764.00       | $35539471.39       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | N/A      | 0.0000% | $8916745.00        | $4714916.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-15      | 3.0000%  | 0.0000% | $24296000.00       | $740793.64         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-05-15      | 4.5000%  | 0.0000% | $19469225.00       | $1079487.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-11-15      | 5.0000%  | 0.0000% | $73211702.00       | $12851336.54       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $117856800.00      | $10037567.78       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 4.0000%  | 0.0000% | $146323282.00      | $17868446.00       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 3.0000%  | 0.0000% | $107041666.00      | $11755146.12       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.8940%  | 0.0000% | $241325752.00      | $12215641.15       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.5000%  | 0.0000% | $118980645.00      | $9921454.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | 3.0000%  | 0.0000% | $111364000.00      | $12349426.66       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-10-25      | 3.0000%  | 0.0000% | $108440666.00      | $10294007.07       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 1.4940%  | 0.0000% | $14640000.00       | $753953.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.8940%  | 0.0000% | $204158667.00      | $8924259.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 1.4940%  | 0.0000% | $68201552.00       | $5108438.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 1.4440%  | 0.0000% | $136000000.00      | $10302652.47       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-01      | 1.5000%  | 0.0000% | $12000000.00       | $1035473.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | 2.0000%  | 0.0000% | $23640096.00       | $2582291.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.0000%  | 0.0000% | $15000000.00       | $1610796.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-25      | 2.5000%  | 0.0000% | $14321302.00       | $2029680.61        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 4.5000%  | 0.0000% | $41560342.00       | $7023619.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $11619075.00       | $1988227.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 2.5000%  | 0.0000% | $25000000.00       | $2856677.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $55872394.00       | $8563487.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-25      | 4.5000%  | 0.0000% | $44006575.00       | $8044555.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | 1.3440%  | 0.0000% | $273858212.00      | $8446578.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 1.6940%  | 0.0000% | $75000000.00       | $3004512.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-25      | 4.0000%  | 0.0000% | $19000000.00       | $3661412.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-08-25      | 4.5000%  | 0.0000% | $20000000.00       | $3906935.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 4.0000%  | 0.0000% | $25494505.00       | $5152898.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 1.2989%  | 0.0000% | $16100000.00       | $1078362.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-10-20      | 5.0000%  | 0.0000% | $6029714.00        | $301931.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.1112%  | 0.0000% | $570000000.00      | $7860491.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.9112%  | 0.0000% | $130000000.00      | $6429889.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.5312%  | 0.0000% | $100000000.00      | $7004556.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $99902625.00       | $5805204.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.5000%  | 0.0000% | $66784000.00       | $6585896.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 4.0000%  | 0.0000% | $92753749.00       | $7703547.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $85000000.00       | $6339666.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $122499999.00      | $9412422.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $199999.00         | $16313.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $293394414.00      | $2633842.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | N/A      | 0.0000% | $188559851.00      | $1059993.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 4.5000%  | 0.0000% | $60000000.00       | $6361056.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $54213439.00       | $6180545.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $28503195.00       | $1615225.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $55000000.00       | $3714278.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $133333333.00      | $7132768.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $91619203.00       | $11365301.46       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $62219008.00       | $7446045.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $77334143.00       | $9902043.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 4.0000%  | 0.0000% | $19369760.00       | $3351833.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.0112%  | 0.0000% | $214623633.00      | $11326273.18       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 1.8612%  | 0.0000% | $5170476.00        | $610836.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.3912%  | 0.0000% | $187840029.00      | $7344592.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.1612%  | 0.0000% | $100000000.00      | $2389632.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $68463353.00       | $5807961.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 1.8001%  | 0.0000% | $73151725.00       | $7532888.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 4.0000%  | 0.0000% | $65629502.00       | $11869930.43       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.9112%  | 0.0000% | $100000000.00      | $11347796.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.6112%  | 0.0000% | $137833334.00      | $6619284.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.5612%  | 0.0000% | $100000000.00      | $5829214.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $154067455.00      | $22448912.42       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.0501%  | 0.0000% | $45451507.00       | $5781241.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 1.8001%  | 0.0000% | $91186971.00       | $10544582.19       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.1001%  | 0.0000% | $54503825.00       | $6639054.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.5112%  | 0.0000% | $97916152.00       | $2494461.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.5112%  | 0.0000% | $200000000.00      | $6297635.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $74872830.00       | $7170503.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.2612%  | 0.0000% | $18700000.00       | $1640466.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.5012%  | 0.0000% | $100000000.00      | $6542890.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.8912%  | 0.0000% | $190000000.00      | $7711957.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.9612%  | 0.0000% | $93000000.00       | $6071098.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 2.7112%  | 0.0000% | $75000000.00       | $6422912.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0112%  | 0.0000% | $99999800.00       | $1191433.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.5612%  | 0.0000% | $100000000.00      | $6497543.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 1.8001%  | 0.0000% | $60176659.00       | $7469854.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.7112%  | 0.0000% | $165039690.00      | $7583614.10        | Agency Collateralized Mortgage Obligation |

### Security 198: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.300000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19M3A9, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP19M3A9_4.30_0115
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2043-06-01      | 3.0000%  | 0.0000% | $247683132.00      | $49841795.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-01-01      | 3.1000%  | 0.0000% | $200687.00         | $200080.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $274908305.00      | $32849835.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $163183295.00      | $25080339.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.5000%  | 0.0000% | $249765051.00      | $50498825.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $231098636.00      | $50580128.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.0000%  | 0.0000% | $2046.00           | $201.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 2.0000%  | 0.0000% | $110367661.00      | $48448793.34       | Agency Mortgage-Backed Securities |

### Security 199: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.310000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19MVW0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19MVW0_4.31_0116
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-03-20      | 8.0000%  | 0.0000% | $1191543.00        | $1062879.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 8.0000%  | 0.0000% | $1626205.00        | $1394746.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $500000.00         | $437929.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $46714900.00       | $42066569.28       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $11290311.00       | $8967282.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $301700.00         | $261183.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $29535398.00       | $25707186.21       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $10159.00          | $7607.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 2.5000%  | 0.0000% | $1000.00           | $776.52            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $236905.00         | $242136.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1791368.00        | $1391896.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1015961.00        | $1041786.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1038888.00        | $1062184.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1033942.00        | $1058258.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $2369124.00        | $2155769.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 8.0000%  | 0.0000% | $1214759.00        | $1054011.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $2232210.00        | $1881912.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1740720.00        | $1651284.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $1855294.00        | $1714901.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1604694.00        | $1101331.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1763456.00        | $1797865.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $450959.00         | $462832.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $225527.00         | $149729.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $2222914.00        | $1825023.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $95125.00          | $81823.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $411813.00         | $162570.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1440422.00        | $1051606.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $2247329.00        | $2115842.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1067880.00        | $1091619.15        | Agency Mortgage-Backed Securities |

### Security 200: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19N3N9, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP19N3N9_4.19_1007
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $669400.00         | $346682.26         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-08-15      | 2.8750%  | 0.0000% | $21641100.00       | $21264084.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-08-15      | 1.6250%  | 0.0000% | $36913200.00       | $34311936.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-30      | 0.3750%  | 0.0000% | $22015700.00       | $20642096.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-12-31      | 1.2500%  | 0.0000% | $69253200.00       | $67394790.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-03-31      | 4.1250%  | 0.0000% | $50625300.00       | $51309754.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $86842553.77       | $59730655.85       | U.S. Treasuries (including strips) |

### Security 201: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.140000%
- **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: ARP19QDF8, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19QDF8_4.14_1007
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $393022100.00      | $391926914.01      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $617719500.00      | $628073116.91      | U.S. Treasuries (including strips) |

### Security 202: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.210000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19TAK4, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP19TAK4_4.21_1007
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $87999928.92       | $28566888.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-10-28      | N/A      | 0.0000% | $41709700.00       | $41577897.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $31854600.00       | $16716879.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $3759300.00        | $1466645.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2028-04-15      | 3.6250%  | 0.0000% | $22654000.00       | $48858953.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2032-04-15      | 3.3750%  | 0.0000% | $25495000.00       | $52626062.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2026-01-15      | 2.0000%  | 0.0000% | $23200.00          | $37957.60          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $71.01             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $67.11             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-02-15      | 0.2500%  | 0.0000% | $200.00            | $149.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $50.65             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-11-15      | 1.6250%  | 0.0000% | $50000000.00       | $27241837.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-11-15      | 1.3750%  | 0.0000% | $200.00            | $131.66            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-02-15      | 2.7500%  | 0.0000% | $1029000.00        | $1011674.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-01-15      | 0.8750%  | 0.0000% | $1000.00           | $1271.30           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-07-15      | 0.1250%  | 0.0000% | $11892100.00       | $15971558.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-07-15      | 0.1250%  | 0.0000% | $269278000.00      | $322512502.82      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-01-31      | 3.5000%  | 0.0000% | $3992000.00        | $4002976.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-03-31      | 3.6250%  | 0.0000% | $11199800.00       | $11198512.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-01-31      | 4.2500%  | 0.0000% | $3200.00           | $3224.94           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-15      | 4.5000%  | 0.0000% | $3163000.00        | $3266511.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-07-31      | 4.1250%  | 0.0000% | $12494800.00       | $12771530.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-09-30      | 3.6250%  | 0.0000% | $3317500.00        | $3278751.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-15      | 3.8750%  | 0.0000% | $24931300.00       | $25485694.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-11-30      | 4.1250%  | 0.0000% | $26227400.00       | $27002944.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-01-15      | 4.2500%  | 0.0000% | $78700.00          | $80435.54          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-01-31      | 4.2500%  | 0.0000% | $393414000.00      | $404407890.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-02-28      | 4.1250%  | 0.0000% | $13589400.00       | $13715489.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-03-15      | 3.8750%  | 0.0000% | $249250000.00      | $251110816.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-05-15      | 3.7500%  | 0.0000% | $163774000.00      | $166543827.78      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-06-15      | 3.8750%  | 0.0000% | $49671700.00       | $50540882.83       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.300000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19TPO0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19TPO0_4.30_0126
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-01-26
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $318605817.00      | $199999999.94      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $1000.00           | $1028.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $178348.00         | $169666.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $5904872.00        | $5825242.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $4809.00           | $4941.54           | Agency Mortgage-Backed Securities |

### Security 204: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.140000%
- **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: ARP19UET8, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19UET8_4.14_1007
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-05-15      | 1.6250%  | 0.0000% | $770734500.00      | $765000042.66      | U.S. Treasuries (including strips) |

### Security 205: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.240000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19VYD9, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP19VYD9_4.24_1007
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2038-11-15      | N/A      | 0.0000% | $470000.00         | $255373.56         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2033-07-11      | 3.9300%  | 0.0000% | $3500000.00        | $3392669.58        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-01-28      | 0.5200%  | 0.0000% | $25000000.00       | $24739388.89       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-02-25      | 0.6500%  | 0.0000% | $5075000.00        | $5010455.87        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-07-29      | 1.0600%  | 0.0000% | $20000000.00       | $19594362.22       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-08-26      | 1.0000%  | 0.0000% | $20000000.00       | $19528788.89       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2027-02-25      | 2.0000%  | 0.0000% | $24500000.00       | $23972819.89       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2042-05-09      | 4.7500%  | 0.0000% | $65000.00          | $62426.66          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2033-06-10      | 4.0000%  | 0.0000% | $20000000.00       | $20117644.44       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2045-04-06      | 3.4300%  | 0.0000% | $4640000.00        | $3742755.47        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2026-09-01      | 0.8700%  | 0.0000% | $13000000.00       | $12668250.83       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2045-12-22      | 2.0400%  | 0.0000% | $18400000.00       | $11198908.53       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2026-02-17      | 0.5900%  | 0.0000% | $20000000.00       | $19753294.44       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2037-01-05      | 2.6800%  | 0.0000% | $6555000.00        | $5473023.68        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2032-03-08      | 3.0000%  | 0.0000% | $40375000.00       | $37743492.08       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2032-03-29      | 3.5400%  | 0.0000% | $25000000.00       | $23853708.33       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2026-12-09      | 4.2950%  | 0.0000% | $1500000.00        | $1506080.21        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-05-13      | 5.0000%  | 0.0000% | $50000000.00       | $50825388.89       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2025-11-03      | N/A      | 0.0000% | $8334000.00        | $8302672.49        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 3.0000%  | 0.0000% | $1783072.00        | $1224736.12        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-08-20      | 3.5000%  | 0.0000% | $815453.00         | $610305.05         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2072-05-20      | 6.4890%  | 0.0000% | $1239770.00        | $825176.03         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $186484.00         | $160142.42         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $3124964.00        | $3186470.43        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-08-15      | 5.3400%  | 0.0000% | $1211390.00        | $1243264.83        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $239112.00         | $246678.88         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $23004032.00       | $23963027.67       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $2316808.00        | $2316796.59        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-06-15      | 5.9700%  | 0.0000% | $897009.00         | $954948.01         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2027-06-15      | 4.6250%  | 0.0000% | $119997600.00      | $123494711.05      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2042-08-15      | N/A      | 0.0000% | $114212372.40      | $50403747.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2049-11-15      | N/A      | 0.0000% | $32649130.74       | $9965690.07        | U.S. Treasuries (including strips) |

### Security 206: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.220000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19VYE7, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP19VYE7_4.22_1007
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2054-11-15      | 4.5000%  | 0.0000% | $31403500.00       | $30885813.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 3.8750%  | 0.0000% | $376906400.00      | $377114198.32      | U.S. Treasuries (including strips) |

### Security 207: Natixis SA

- **C.1 - Title:** Natixis SA 4.300000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19WJO0, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP19WJO0_4.30_0129
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 4.8120%  | 0.0000% | $1004.00           | $865.00            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 3.0000%  | 0.0000% | $3148998.00        | $591727.93         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $50449490.00       | $43009689.54       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2038-01-01      | 2.9200%  | 0.0000% | $14911024.00       | $12266363.36       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2029-07-01      | 4.0600%  | 0.0000% | $1020.00           | $1014.47           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.0000%  | 0.0000% | $24934688.00       | $15772678.38       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 7.0000%  | 0.0000% | $1183.00           | $789.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $776.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-07-13      | 2.1500%  | 0.0000% | $5185000.00        | $3671045.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-07-01      | 3.6800%  | 0.0000% | $9464052.00        | $9316795.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-04-01      | 3.4900%  | 0.0000% | $14280000.00       | $13411384.82       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-05-01      | 3.5100%  | 0.0000% | $15814000.00       | $15022438.13       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1103.00           | $1139.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-05-01      | 3.3500%  | 0.0000% | $9808223.00        | $9112512.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-05-01      | 3.3400%  | 0.0000% | $9334385.00        | $8509582.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-12-01      | 1.2700%  | 0.0000% | $1000.00           | $774.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-06-01      | 4.6100%  | 0.0000% | $8487049.00        | $8552124.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-07-01      | 4.7650%  | 0.0000% | $1000.00           | $1026.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $971.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1009.97           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $8424807.00        | $8549247.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1054.15           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $50932368.00       | $48575532.30       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-04-16      | N/A      | 0.0000% | $100.00            | $97.99             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-10-31      | 4.1250%  | 0.0000% | $1867000.00        | $1928256.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-11-30      | 4.1250%  | 0.0000% | $2822100.00        | $2901525.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-11-30      | 4.1250%  | 0.0000% | $30600.00          | $31504.84          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-06-30      | 4.0000%  | 0.0000% | $875600.00         | $889075.48         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-09-30      | 3.6250%  | 0.0000% | $100.00            | $99.48             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-02-15      | 0.7500%  | 0.0000% | $54100.00          | $55486.74          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-15      | 2.2500%  | 0.0000% | $1200.00           | $1173.08           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $97.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-01-15      | 0.1250%  | 0.0000% | $100.00            | $116.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-03-31      | 1.2500%  | 0.0000% | $426300.00         | $402153.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $89.64             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-09-30      | 1.2500%  | 0.0000% | $45900.00          | $42788.62          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-02-28      | 1.8750%  | 0.0000% | $100.00            | $97.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-03-15      | 4.2500%  | 0.0000% | $3215100.00        | $3246257.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-15      | 3.7500%  | 0.0000% | $700.00            | $704.48            | U.S. Treasuries (including strips) |

### Security 208: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XFR5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19XFR5_4.34_0202
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $657534.00         | $534020.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1128.00           | $452.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $30314368.00       | $22700944.27       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 2.5000%  | 0.0000% | $2188632.00        | $1699496.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $272161.00         | $241632.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1129429.00        | $854368.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $386579.00         | $196994.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $33318.00          | $15554.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $247617.00         | $254124.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1000.00           | $1037.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1085217.00        | $1103425.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 8.0000%  | 0.0000% | $584008.00         | $143440.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1790641.00        | $1845024.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $2165588.00        | $1807584.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $880257.00         | $421000.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $3264759.00        | $1391090.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $3370443.00        | $2128280.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $213445.00         | $98156.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $3814042.00        | $3357752.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $91819.00          | $85597.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 8.0000%  | 0.0000% | $1894374.00        | $1885266.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $4202142.00        | $3114414.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1344765.00        | $1406351.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $800000.00         | $648408.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $8562495.00        | $5520999.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $23121795.00       | $18334727.49       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $14519289.00       | $11531884.91       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $25041986.00       | $21678987.54       | Agency Mortgage-Backed Securities |

### Security 209: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.180000%
- **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: ARP19ZT61, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP19ZT61_4.18_0204
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2026-01-01      | 3.1000%  | 0.0000% | $175864.00         | $175332.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $114375238.00      | $27758894.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 2.0000%  | 0.0000% | $137846235.00      | $70110680.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $11362105.00       | $4955092.69        | Agency Mortgage-Backed Securities |

### Security 210: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.280000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1A13D7, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1A13D7_4.28_1007
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2025-10-07      | N/A      | 0.0000% | $432700.00         | $432409.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-01-29      | N/A      | 0.0000% | $1797000.00        | $1774343.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-11-15      | 1.6250%  | 0.0000% | $408900.00         | $222443.95         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 3.8750%  | 0.0000% | $134165000.00      | $137239107.23      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $546757700.00      | $556640100.44      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $324337700.00      | $323691619.30      | U.S. Treasuries (including strips) |

### Security 211: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1A5RA8, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1A5RA8_4.25_1007
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2033-01-15      | 1.1250%  | 0.0000% | $2352200.00        | $2479231.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $56290800.00       | $57518514.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 3.8750%  | 0.0000% | $79621800.00       | $81446165.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 4.2500%  | 0.0000% | $61306500.00       | $62556089.97       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1A5WB0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1A5WB0_4.17_0211
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $318605817.00      | $199999999.94      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $1000.00           | $1028.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $178348.00         | $169666.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $5904872.00        | $5825242.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $4809.00           | $4941.54           | Agency Mortgage-Backed Securities |

### Security 213: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.040000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1A6E85, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1A6E85_4.04_1007
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip              | 2050-08-15      | N/A      | 0.0000% | $4819633.72        | $1419555.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-08-15      | N/A      | 0.0000% | $1.28              | $0.36              | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-02-19      | N/A      | 0.0000% | $27900.00          | $27488.47          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-11-15      | N/A      | 0.0000% | $200.00            | $178.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $1646800.00        | $1077614.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-11-15      | N/A      | 0.0000% | $28903800.00       | $15361733.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $20953900.00       | $10996334.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-05-15      | N/A      | 0.0000% | $23233000.00       | $12032370.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-02-15      | N/A      | 0.0000% | $100.00            | $44.01             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-05-15      | N/A      | 0.0000% | $9174200.00        | $3771421.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $1704100.00        | $673419.42         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $199000.00         | $77637.46          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $81800.00          | $31522.45          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $200.00            | $76.11             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $20496500.00       | $7217903.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $100.00            | $50.75             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-08-15      | N/A      | 0.0000% | $250200.00         | $71989.05          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2055-02-15      | N/A      | 0.0000% | $100.00            | $24.98             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2026-01-15      | 2.0000%  | 0.0000% | $36000.00          | $58899.72          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2039-11-15      | 4.3750%  | 0.0000% | $1300.00           | $1312.09           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-08-15      | 3.8750%  | 0.0000% | $2103000.00        | $1973004.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-02-15      | 1.3750%  | 0.0000% | $100.00            | $118.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-05-15      | 2.5000%  | 0.0000% | $200.00            | $142.74            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2052-02-15      | 0.1250%  | 0.0000% | $1000.00           | $631.13            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-05-15      | 3.2500%  | 0.0000% | $14541400.00       | $12414407.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-02-15      | 1.5000%  | 0.0000% | $77294200.00       | $67568484.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-05-15      | 3.6250%  | 0.0000% | $313500.00         | $264172.58         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-08-15      | 4.3750%  | 0.0000% | $75400.00          | $73299.03          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-08-15      | 2.2500%  | 0.0000% | $4021400.00        | $3931177.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-05-15      | 2.3750%  | 0.0000% | $1622700.00        | $1566029.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-15      | 2.2500%  | 0.0000% | $4601200.00        | $4525337.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-10-31      | 0.2500%  | 0.0000% | $30491800.00       | $30423480.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-01-15      | 0.1250%  | 0.0000% | $5663300.00        | $6597242.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-05-15      | 1.6250%  | 0.0000% | $28071900.00       | $25164149.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-15      | 0.1250%  | 0.0000% | $2527800.00        | $2852674.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 2.6250%  | 0.0000% | $33705000.00       | $33429731.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-08-15      | 2.7500%  | 0.0000% | $53000.00          | $49460.48          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-04-15      | 1.2500%  | 0.0000% | $71322200.00       | $77503876.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-01-31      | 4.0000%  | 0.0000% | $1836700.00        | $1868104.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-02-15      | 4.0000%  | 0.0000% | $884000.00         | $886484.92         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-02-28      | 4.6250%  | 0.0000% | $7001100.00        | $7047607.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-03-31      | 4.1250%  | 0.0000% | $12261500.00       | $12459768.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-03-31      | 4.1250%  | 0.0000% | $13804500.00       | $14009414.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-06-30      | 4.2500%  | 0.0000% | $976400.00         | $1005804.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-07-15      | 1.8750%  | 0.0000% | $1000.00           | $1048.77           | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-10-31      | 4.1035%  | 0.0000% | $200.00            | $201.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-10-15      | 1.6250%  | 0.0000% | $785100.00         | $827744.42         | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-04-30      | 4.0585%  | 0.0000% | $800.00            | $805.24            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-04-30      | 4.0000%  | 0.0000% | $1243800.00        | $1271968.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-06-15      | 3.8750%  | 0.0000% | $3471000.00        | $3531737.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-08-15      | N/A      | 0.0000% | $32821020.84       | $23733996.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-02-15      | N/A      | 0.0000% | $1031618.56        | $727602.63         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-08-15      | N/A      | 0.0000% | $1304488.48        | $897232.39         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-08-15      | N/A      | 0.0000% | $230086.52         | $150236.60         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-08-15      | N/A      | 0.0000% | $161281.90         | $99881.88          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-02-15      | N/A      | 0.0000% | $33.31             | $20.11             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-11-15      | N/A      | 0.0000% | $313.70            | $257.32            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2026-11-15      | N/A      | 0.0000% | $100.00            | $95.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-02-15      | N/A      | 0.0000% | $52.83             | $48.41             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-11-15      | N/A      | 0.0000% | $1.00              | $0.89              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-02-15      | N/A      | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-11-15      | N/A      | 0.0000% | $1017610.80        | $870624.04         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-08-15      | N/A      | 0.0000% | $1008047.95        | $835582.03         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-11-15      | N/A      | 0.0000% | $10.98             | $6.71              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-05-15      | N/A      | 0.0000% | $38604948.44       | $23004881.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-08-15      | N/A      | 0.0000% | $152.00            | $89.34             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-02-15      | N/A      | 0.0000% | $4.60              | $2.63              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-11-15      | N/A      | 0.0000% | $26687531.68       | $15466278.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-02-15      | N/A      | 0.0000% | $1877151.70        | $1015116.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-08-15      | N/A      | 0.0000% | $5616796.74        | $2630194.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-08-15      | N/A      | 0.0000% | $81.92             | $36.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-02-15      | N/A      | 0.0000% | $308.13            | $124.89            | U.S. Treasuries (including strips) |

### Security 214: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.100000%
- **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: ARP1A7G32, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1A7G32_4.10_0217
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2054-07-20      | 5.5000%  | 0.0000% | $54266699.00       | $49777901.83       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1067521.00        | $1103277.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $1486938.00        | $1530544.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1007.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1371736.00        | $1408162.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $28723.00          | $27823.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $3233025.00        | $3398153.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $1344912.00        | $1426503.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1782097.00        | $1718614.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $6145803.00        | $6339817.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $12713727.00       | $13028864.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $10904960.00       | $10389745.96       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 8.0000%  | 0.0000% | $2365041.00        | $2625336.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 8.0000%  | 0.0000% | $2151974.00        | $2398101.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $2019615.00        | $2071845.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1838590.00        | $1622798.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1423841.00        | $1462322.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1370118.00        | $1386931.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $2731865.00        | $1767133.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1060688.00        | $955277.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1261748.00        | $1336715.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $2801299.00        | $2922467.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 5.0000%  | 0.0000% | $1334036.00        | $1313195.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1043525.00        | $914176.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $32488331.00       | $32797867.95       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $90371.00          | $81785.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $3324099.00        | $3119463.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $112893.00         | $102721.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $1830552.00        | $1987566.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $84306038.00       | $56824519.13       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $169350.00         | $159528.55         | Agency Mortgage-Backed Securities |

### Security 215: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.140000%
- **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: ARP1AB6F7, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1AB6F7_4.14_0218
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2026-01-01      | 3.1000%  | 0.0000% | $352989.00         | $351922.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.0000%  | 0.0000% | $451931854.00      | $66938988.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.0000%  | 0.0000% | $200834208.00      | $45313094.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 2.5000%  | 0.0000% | $154437840.00      | $67234521.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $52435846.00       | $26161472.70       | Agency Mortgage-Backed Securities |

### Security 216: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.160000%
- **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: ARP1AB7A7, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1AB7A7_4.16_0218
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2054-07-20      | 5.5000%  | 0.0000% | $109017650.00      | $99999999.60       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1000.00           | $882.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $2276.00           | $2471.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $4321226.00        | $2912621.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $90056.00          | $84833.20          | Agency Mortgage-Backed Securities |

### Security 217: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.060000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AC4F7, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1AC4F7_4.06_1007
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $200.00            | $76.11             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2027-08-15      | 6.3750%  | 0.0000% | $1675800.00        | $1771822.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-11-30      | 1.6250%  | 0.0000% | $14494000.00       | $14227030.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-30      | 3.2500%  | 0.0000% | $3746000.00        | $3750525.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-02-28      | 4.0000%  | 0.0000% | $384706800.00      | $390371575.71      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-08-15      | 3.8750%  | 0.0000% | $212400.00         | $211769.97         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-15      | 4.6250%  | 0.0000% | $7000.00           | $7213.22           | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-04-30      | 4.0585%  | 0.0000% | $100.00            | $100.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-06-15      | 3.8750%  | 0.0000% | $352307200.00      | $358472065.84      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-09-15      | 3.3750%  | 0.0000% | $98761600.00       | $98187842.61       | U.S. Treasuries (including strips) |

### Security 218: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.100000%
- **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: ARP1AKRC1, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1AKRC1_4.10_0302
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2026-01-01      | 3.1000%  | 0.0000% | $38271.00          | $38155.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $400496541.00      | $59610321.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $454205362.00      | $43351523.04       | Agency Mortgage-Backed Securities |

### Security 219: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.090000%
- **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: ARP1ALZJ5, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1ALZJ5_4.09_1007
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2041-05-15      | 2.2500%  | 0.0000% | $106992000.00      | $80311565.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-15      | 1.8750%  | 0.0000% | $334165600.00      | $297498193.52      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.2500%  | 0.0000% | $744794800.00      | $746017008.25      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-31      | 3.7500%  | 0.0000% | $221871600.00      | $222608376.84      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $627376300.00      | $637727800.05      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $55212700.00       | $55837155.63       | U.S. Treasuries (including strips) |

### Security 220: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.080000%
- **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: ARP1AM3Q2, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1AM3Q2_4.08_0302
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2026-01-01      | 3.1000%  | 0.0000% | $36179.00          | $36069.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $340381602.00      | $32487641.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $687853367.00      | $70476289.03       | Agency Mortgage-Backed Securities |

### Security 221: Natixis SA

- **C.1 - Title:** Natixis SA 4.130000%
- **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: ARP1B1NW2, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1B1NW2_4.13_1007
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond                       | 2044-02-15      | 1.3750%  | 0.0000% | $17443000.00       | $20750558.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $84.86             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-02-15      | 0.7500%  | 0.0000% | $53000.00          | $54358.55          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2046-02-15      | 2.5000%  | 0.0000% | $1400.00           | $994.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2048-02-15      | 3.0000%  | 0.0000% | $1000.00           | $760.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $74.27             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-08-15      | 1.3750%  | 0.0000% | $1800.00           | $911.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-08-15      | 1.1250%  | 0.0000% | $200.00            | $126.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-05-15      | 1.1250%  | 0.0000% | $10822100.00       | $6947514.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-02-15      | 1.8750%  | 0.0000% | $400.00            | $282.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $65.51             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-11-15      | 2.0000%  | 0.0000% | $200.00            | $142.16            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $94.11             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $91.41             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $91.25             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-05-15      | 4.6250%  | 0.0000% | $4799900.00        | $4858193.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2055-08-15      | 4.7500%  | 0.0000% | $100.00            | $101.32            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $99.16             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-11-15      | 3.1250%  | 0.0000% | $84101000.00       | $83768780.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-12-31      | 2.6250%  | 0.0000% | $100.00            | $100.31            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $97.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-05-15      | 1.6250%  | 0.0000% | $10000000.00       | $9925597.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-07-31      | 0.3750%  | 0.0000% | $8106400.00        | $7643740.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-08-15      | 0.6250%  | 0.0000% | $14283600.00       | $12321451.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-11-15      | 0.8750%  | 0.0000% | $22902000.00       | $19927516.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $93.99             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-01-15      | 0.1250%  | 0.0000% | $900.00            | $1048.42           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-02-15      | 1.1250%  | 0.0000% | $17247300.00       | $15092702.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-02-28      | 0.5000%  | 0.0000% | $100.00            | $98.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-03-31      | 1.2500%  | 0.0000% | $23028400.00       | $21724025.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-04-30      | 1.2500%  | 0.0000% | $100.00            | $94.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-08-15      | 1.2500%  | 0.0000% | $1000.00           | $866.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-09-30      | 1.2500%  | 0.0000% | $2444600.00        | $2278890.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-09-30      | 0.8750%  | 0.0000% | $13322600.00       | $12951019.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-11-15      | 1.3750%  | 0.0000% | $72864400.00       | $63440209.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-02-28      | 1.8750%  | 0.0000% | $100.00            | $97.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-03-31      | 2.5000%  | 0.0000% | $100.00            | $98.29             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-04-30      | 2.8750%  | 0.0000% | $1354900.00        | $1334729.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-05-15      | 2.8750%  | 0.0000% | $200.00            | $190.21            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-06-30      | 3.2500%  | 0.0000% | $200.00            | $198.57            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-04-15      | 3.7500%  | 0.0000% | $65217400.00       | $66304385.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-04-30      | 3.5000%  | 0.0000% | $2795100.00        | $2826610.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-05-15      | 3.3750%  | 0.0000% | $200.00            | $194.70            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-09-30      | 4.6250%  | 0.0000% | $2429000.00        | $2524556.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-10-31      | 5.0000%  | 0.0000% | $10436700.00       | $10660338.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-10-31      | 4.8750%  | 0.0000% | $4185000.00        | $4417427.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-03-31      | 4.1250%  | 0.0000% | $3195000.00        | $3246663.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-03-31      | 4.1250%  | 0.0000% | $8997600.00        | $9131160.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-04-15      | 2.1250%  | 0.0000% | $21253000.00       | $23115492.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-05-15      | 4.3750%  | 0.0000% | $4999800.00        | $5199773.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-05-15      | 4.5000%  | 0.0000% | $9030100.00        | $9297165.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-05-31      | 4.6250%  | 0.0000% | $3791000.00        | $4004640.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-06-30      | 4.2500%  | 0.0000% | $600.00            | $619.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $100.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-08-31      | 3.7500%  | 0.0000% | $17000000.00       | $17052151.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-09-30      | 3.5000%  | 0.0000% | $147586900.00      | $146497708.70      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-09-30      | 3.5000%  | 0.0000% | $200.00            | $199.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-10-31      | 4.1250%  | 0.0000% | $2000.00           | $2065.62           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-01-31      | 4.3750%  | 0.0000% | $100.00            | $103.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-05-15      | 4.2500%  | 0.0000% | $136777000.00      | $140282252.54      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-05-31      | 4.0000%  | 0.0000% | $23144600.00       | $23720746.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-07-15      | 3.8750%  | 0.0000% | $99999100.00       | $101418888.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-07-31      | 3.8750%  | 0.0000% | $100.00            | $101.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-09-15      | 3.3750%  | 0.0000% | $200.00            | $198.84            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2028-02-15      | N/A      | 0.0000% | $4792618.82        | $4391582.06        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 4.8120%  | 0.0000% | $59495936.00       | $51259250.34       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-08-01      | 3.0000%  | 0.0000% | $1622.00           | $145.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 3.0000%  | 0.0000% | $3002.00           | $520.90            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-07-01      | 4.0600%  | 0.0000% | $1000.00           | $994.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-03-01      | 4.6500%  | 0.0000% | $1032.00           | $1037.45           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.0000%  | 0.0000% | $2443579.00        | $1629968.83        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 7.0000%  | 0.0000% | $673888.00         | $713290.30         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-07-01      | 2.0000%  | 0.0000% | $80921872.00       | $45013646.49       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $776.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $1092.00           | $892.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-12-01      | 2.0000%  | 0.0000% | $3061038.00        | $1825730.09        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-12-01      | 2.0000%  | 0.0000% | $1001.00           | $576.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-07-01      | 3.5000%  | 0.0000% | $1000.00           | $82.24             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $8844091.00        | $8737897.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.12           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-02-01      | 4.6800%  | 0.0000% | $4249865.00        | $4308734.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-01-01      | 5.1550%  | 0.0000% | $1176.00           | $1220.71           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-06-01      | 4.4650%  | 0.0000% | $1091.00           | $1103.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-06-01      | 5.2150%  | 0.0000% | $1087.00           | $1138.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-06-01      | 5.0800%  | 0.0000% | $3047200.00        | $3184303.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-06-01      | 5.0100%  | 0.0000% | $1100.00           | $1137.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-07-01      | 4.7650%  | 0.0000% | $1587428.00        | $1628835.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $1230.00           | $823.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-02-01      | 2.0000%  | 0.0000% | $75026115.00       | $45022102.85       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 4.9540%  | 0.0000% | $1024.00           | $846.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1054.15           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2072-02-20      | 5.6320%  | 0.0000% | $654290.00         | $696706.79         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2072-02-20      | 5.7100%  | 0.0000% | $397400.00         | $440435.31         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-04-16      | N/A      | 0.0000% | $100.00            | $97.99             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2025-11-25      | N/A      | 0.0000% | $100.00            | $99.38             | U.S. Treasuries (including strips) |

### Security 222: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.150000%
- **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: ARP1B1OA9, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1B1OA9_4.15_1007
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 7.5000%  | 0.0000% | $898802.00         | $74165.92          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 2.0440%  | 0.0000% | $15000000.00       | $652936.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 1.2937%  | 0.0000% | $29850000.00       | $910599.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-15      | 1.3877%  | 0.0000% | $22833470.00       | $942216.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 6.0000%  | 0.0000% | $1997638.00        | $239235.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 7.0000%  | 0.0000% | $10168993.00       | $1353984.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $7301500.00        | $1014360.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $28277076.00       | $4687112.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 1.3440%  | 0.0000% | $59474698.00       | $2281946.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 0.7940%  | 0.0000% | $25000000.00       | $598408.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 2.6440%  | 0.0000% | $60000000.00       | $2831177.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 1.9940%  | 0.0000% | $30254955.00       | $1175273.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $184615.00         | $20153.40          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.0500%  | 0.0000% | $87654791.00       | $50328.93          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.0500%  | 0.0000% | $5000000.00        | $2870.87           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 2.7940%  | 0.0000% | $43000000.00       | $2456599.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.1000%  | 0.0000% | $52441115.00       | $47833.40          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.2000%  | 0.0000% | $15000000.00       | $54033.28          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.1000%  | 0.0000% | $1000000.00        | $1569.67           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.9940%  | 0.0000% | $25000000.00       | $696189.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.9440%  | 0.0000% | $60000000.00       | $1720217.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.5440%  | 0.0000% | $20000000.00       | $546458.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.2000%  | 0.0000% | $10000000.00       | $37196.93          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.1000%  | 0.0000% | $10000000.00       | $18551.16          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.0500%  | 0.0000% | $15000000.00       | $23099.55          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.0500%  | 0.0000% | $1000000.00        | $996.09            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.5000%  | 0.0000% | $2599846.00        | $482054.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | N/A      | 0.0000% | $50000000.00       | $2817.82           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.1500%  | 0.0000% | $81760575.00       | $171799.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-12-25      | 6.0000%  | 0.0000% | $1639442.00        | $81897.68          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $20000000.00       | $18295.44          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $44000000.00       | $39955.08          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.5000%  | 0.0000% | $317536.00         | $688.66            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 5.5000%  | 0.0000% | $1000.00           | $1019.60           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.3000%  | 0.0000% | $1000000.00        | $4866.38           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 1.5440%  | 0.0000% | $50787234.00       | $3016987.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.0800%  | 0.0000% | $25000000.00       | $29257.78          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.1000%  | 0.0000% | $25000000.00       | $45022.01          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.1940%  | 0.0000% | $10000000.00       | $717897.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.0500%  | 0.0000% | $2000000.00        | $3406.26           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.6940%  | 0.0000% | $42760023.00       | $2370623.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 6.0000%  | 0.0000% | $2000000.00        | $239776.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.0500%  | 0.0000% | $18000000.00       | $15763.34          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 1.4440%  | 0.0000% | $10625546.00       | $524199.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.5000%  | 0.0000% | $6640923.00        | $1222239.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.7440%  | 0.0000% | $47400308.00       | $515987.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.1000%  | 0.0000% | $25000000.00       | $17652.45          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $20500308.00       | $7232.01           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $22000308.00       | $7761.18           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.2000%  | 0.0000% | $35000000.00       | $89049.51          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.0500%  | 0.0000% | $25000000.00       | $15901.69          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.0500%  | 0.0000% | $39000000.00       | $43291.37          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-03-15      | 4.5000%  | 0.0000% | $549928.00         | $84329.24          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 4.5000%  | 0.0000% | $1000.00           | $980.70            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 6.0000%  | 0.0000% | $3208976.00        | $602171.60         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 6.0000%  | 0.0000% | $1888374.00        | $419672.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.5940%  | 0.0000% | $92208232.00       | $3307900.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.2440%  | 0.0000% | $26136191.00       | $525570.99         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.1640%  | 0.0000% | $28433000.00       | $729486.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-03-25      | 6.0000%  | 0.0000% | $5014375.00        | $716598.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 6.5000%  | 0.0000% | $465568.00         | $43408.73          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 4.7500%  | 0.0000% | $1000.00           | $983.90            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.0440%  | 0.0000% | $74139548.00       | $1326642.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.8940%  | 0.0000% | $70118899.00       | $1115084.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.5440%  | 0.0000% | $45319000.00       | $1142479.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.0500%  | 0.0000% | $30000000.00       | $45071.72          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 6.0000%  | 0.0000% | $3333333.00        | $621917.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $60000000.00       | $44667.77          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 5.0000%  | 0.0000% | $1000.00           | $983.08            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.7940%  | 0.0000% | $290500000.00      | $6822736.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.6940%  | 0.0000% | $50000000.00       | $649994.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.1500%  | 0.0000% | $25000000.00       | $57576.39          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $14000000.00       | $10433.19          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $100000000.00      | $82397.35          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.1000%  | 0.0000% | $4000000.00        | $6591.78           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $65193744.00       | $72135.78          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | N/A      | 0.0000% | $3000000.00        | $45829.53          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-11-25      | 5.5000%  | 0.0000% | $1109363.00        | $152738.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | N/A      | 0.0000% | $58746045.00       | $994729.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.7940%  | 0.0000% | $40000000.00       | $1129689.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.1000%  | 0.0000% | $10000000.00       | $16081.36          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.0500%  | 0.0000% | $25000000.00       | $52324.17          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.0500%  | 0.0000% | $10000000.00       | $15628.09          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.1500%  | 0.0000% | $15000000.00       | $70554.23          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-11-25      | 6.0000%  | 0.0000% | $872750.00         | $168224.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.3940%  | 0.0000% | $123288348.00      | $5049858.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.5440%  | 0.0000% | $101000000.00      | $2245120.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.6440%  | 0.0000% | $25000000.00       | $557728.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.1000%  | 0.0000% | $73288348.00       | $121925.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.4000%  | 0.0000% | $100000000.00      | $659233.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $1000000.00        | $795.24            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.3440%  | 0.0000% | $25000000.00       | $1044329.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.9440%  | 0.0000% | $50666667.00       | $1626986.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.7940%  | 0.0000% | $98716908.00       | $3769022.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.0440%  | 0.0000% | $38000000.00       | $694461.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $34440000.00       | $111600.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $250000000.00      | $812420.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.0500%  | 0.0000% | $140560000.00      | $227736.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $20958000.00       | $66767.00          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $13758000.00       | $44091.59          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.0440%  | 0.0000% | $28158000.00       | $87794.80          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.1440%  | 0.0000% | $94600000.00       | $595876.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.0500%  | 0.0000% | $51000000.00       | $84372.66          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.1500%  | 0.0000% | $14500000.00       | $70965.84          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.0500%  | 0.0000% | $40000000.00       | $66468.91          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | N/A      | 0.0000% | $2047967.00        | $1564716.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.1500%  | 0.0000% | $30000000.00       | $147476.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 5.0000%  | 0.0000% | $8335750.00        | $8014840.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | N/A      | 0.0000% | $6838634.00        | $5226959.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | N/A      | 0.0000% | $785715.00         | $581332.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $75000000.00       | $159401.36         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $55000000.00       | $90939.11          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | N/A      | 0.0000% | $17000000.00       | $47753.41          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $126000000.00      | $206272.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.2500%  | 0.0000% | $1000000.00        | $8530.54           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $25000000.00       | $40973.30          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | N/A      | 0.0000% | $15000000.00       | $63751.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 3.0000%  | 0.0000% | $699366.00         | $490187.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.2500%  | 0.0000% | $1000.00           | $1006.96           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-25      | 3.0000%  | 0.0000% | $574833.00         | $52433.95          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 4.0000%  | 0.0000% | $6950958.00        | $554355.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-11-25      | N/A      | 0.0000% | $120000000.00      | $17480.83          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 1.5000%  | 0.0000% | $9875259.00        | $317138.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-12-25      | 5.3484%  | 0.0000% | $156262.00         | $12587.70          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-03-25      | 0.6536%  | 0.0000% | $13594000.00       | $455528.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $253750.00         | $16530.13          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-15      | 4.0000%  | 0.0000% | $14160125.00       | $119593.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-06-15      | 5.0000%  | 0.0000% | $3700300.00        | $4695.66           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-04-15      | 4.0000%  | 0.0000% | $38065500.00       | $517403.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-01-15      | 1.8148%  | 0.0000% | $2700000.00        | $11588.62          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-09-15      | 1.9747%  | 0.0000% | $105496846.00      | $962316.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-11-15      | 4.0000%  | 0.0000% | $23334500.00       | $204941.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-12-15      | 4.5000%  | 0.0000% | $43363802.00       | $385429.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-12-15      | 1.7746%  | 0.0000% | $71407604.00       | $670193.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-09-15      | 3.0000%  | 0.0000% | $1000.00           | $900.63            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 0.3999%  | 0.0000% | $32110000.00       | $101978.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-03-15      | 4.0000%  | 0.0000% | $16768000.00       | $291975.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-08-15      | 1.5675%  | 0.0000% | $73541048.00       | $477050.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 1.9466%  | 0.0000% | $69118725.00       | $818572.36         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-07-15      | 1.9191%  | 0.0000% | $60881642.00       | $729164.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-09-25      | 1.0164%  | 0.0000% | $2368000.00        | $89597.38          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-11-25      | 0.9610%  | 0.0000% | $3436000.00        | $126386.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-06-15      | 4.0000%  | 0.0000% | $2724812.00        | $47196.85          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-08-15      | 3.0000%  | 0.0000% | $600000.00         | $98798.59          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-15      | 4.0000%  | 0.0000% | $13582636.00       | $24830.61          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-01-15      | 3.0000%  | 0.0000% | $1000.00           | $857.01            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-12-25      | 0.4867%  | 0.0000% | $7384000.00        | $53690.57          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-08-15      | 1.6134%  | 0.0000% | $725000.00         | $46020.70          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-11-25      | 0.2715%  | 0.0000% | $23000000.00       | $179688.39         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-04-15      | 2.0462%  | 0.0000% | $46189538.00       | $862307.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-07-25      | 1.5795%  | 0.0000% | $52594122.00       | $1200405.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-07-25      | 1.3816%  | 0.0000% | $1100000.00        | $6923.14           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-10-25      | 3.5000%  | 0.0000% | $8567142.00        | $283440.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-08-15      | 2.0734%  | 0.0000% | $36240765.00       | $743704.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-10-25      | 0.9399%  | 0.0000% | $33800000.00       | $985424.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-02-25      | 1.5795%  | 0.0000% | $590000.00         | $22388.21          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-08-25      | N/A      | 0.0000% | $9719789.00        | $84822.25          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-01-15      | 1.8741%  | 0.0000% | $30143347.00       | $932380.39         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 1.5167%  | 0.0000% | $1411000.00        | $76850.60          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | N/A      | 0.0000% | $350000.00         | $6643.60           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-01-25      | 0.4124%  | 0.0000% | $34098107.00       | $462784.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-01-27      | 4.5947%  | 0.0000% | $1067.00           | $494.96            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | 1.5000%  | 0.0000% | $1433333.00        | $35451.42          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-01-25      | 2.0000%  | 0.0000% | $8669750.00        | $186810.36         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-08-25      | 0.0955%  | 0.0000% | $102000000.00      | $1451684.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-10-25      | 1.1408%  | 0.0000% | $100000000.00      | $1504982.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-03-25      | 0.3887%  | 0.0000% | $78665828.00       | $1322665.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-01-25      | 0.5635%  | 0.0000% | $52115326.00       | $809602.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-07-15      | 7.5000%  | 0.0000% | $988.00            | $0.01              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-06-15      | 6.5000%  | 0.0000% | $3.00              | $0.03              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-10-25      | 4.9205%  | 0.0000% | $119070.00         | $62.89             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-04-25      | 2.0795%  | 0.0000% | $3616434.00        | $59.28             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-08-25      | 1.6062%  | 0.0000% | $40188047.00       | $104791.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-12-25      | 0.3795%  | 0.0000% | $3795000.00        | $76712.82          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 1.9795%  | 0.0000% | $54250000.00       | $303229.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 1.9795%  | 0.0000% | $127428571.00      | $1047536.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-07-25      | 2.1295%  | 0.0000% | $100000.00         | $682.59            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-07-25      | 1.5295%  | 0.0000% | $11332652.00       | $53445.81          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-09-25      | 3.0000%  | 0.0000% | $15216884.00       | $5429.73           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 2.1795%  | 0.0000% | $2483600.00        | $23620.49          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-12-25      | 2.7795%  | 0.0000% | $41059127.00       | $510045.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-12-25      | 3.0000%  | 0.0000% | $2095610.00        | $677.40            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-01-25      | 3.0000%  | 0.0000% | $1903513.00        | $1218.35           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-02-25      | 3.0000%  | 0.0000% | $2077997.00        | $907.25            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-03-25      | 3.0000%  | 0.0000% | $3500000.00        | $2750.60           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-11-25      | 3.5000%  | 0.0000% | $14062714.00       | $48472.63          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-04-25      | 0.0961%  | 0.0000% | $2181819.00        | $605090.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-05-25      | 5.0000%  | 0.0000% | $30105600.00       | $8922.30           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-01-25      | 2.1295%  | 0.0000% | $45489327.00       | $485082.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-08-25      | 1.8766%  | 0.0000% | $22170021.00       | $75752.38          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-12-25      | 4.5000%  | 0.0000% | $8456959.00        | $19438.61          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-01-25      | 3.5000%  | 0.0000% | $7142857.00        | $4689.04           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 1.7344%  | 0.0000% | $2315436.00        | $8090.30           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 1.8313%  | 0.0000% | $2095000.00        | $6421.16           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-07-25      | 1.6250%  | 0.0000% | $2800000.00        | $12144.77          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-01-25      | 0.1595%  | 0.0000% | $100000000.00      | $6729.11           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-04-25      | 1.6795%  | 0.0000% | $25931200.00       | $26448.33          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-01-25      | 2.7124%  | 0.0000% | $277000000.00      | $1235074.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-07-25      | 0.5878%  | 0.0000% | $175000000.00      | $149673.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-07-25      | 3.0354%  | 0.0000% | $83532611.00       | $102325.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-09-25      | 0.0270%  | 0.0000% | $225000000.00      | $15137.95          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-02-25      | 0.1425%  | 0.0000% | $710330958.00      | $338049.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-02-25      | 1.6626%  | 0.0000% | $53208165.00       | $306223.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 1.4795%  | 0.0000% | $67238023.00       | $421751.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-12-25      | 1.6295%  | 0.0000% | $90636161.00       | $544979.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-01-25      | 1.5795%  | 0.0000% | $107999191.00      | $743506.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-01-25      | 0.7621%  | 0.0000% | $20000000.00       | $297890.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-06-25      | 0.6759%  | 0.0000% | $343274000.00      | $5302662.68        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-06-25      | 0.9330%  | 0.0000% | $100000000.00      | $1500860.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-06-25      | 1.2504%  | 0.0000% | $4059992.00        | $199952.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-01-25      | 0.3929%  | 0.0000% | $345000.00         | $2310.79           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-11-25      | 0.3370%  | 0.0000% | $25000000.00       | $67515.86          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-03-25      | 1.3644%  | 0.0000% | $10000000.00       | $235009.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-03-25      | 1.2754%  | 0.0000% | $7000000.00        | $241475.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-01-25      | 1.7078%  | 0.0000% | $23972632.00       | $172262.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-12-25      | 1.8922%  | 0.0000% | $12900000.00       | $473220.40         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-07-25      | 0.9866%  | 0.0000% | $14000000.00       | $409047.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-12-25      | 0.8683%  | 0.0000% | $86641645.00       | $232723.14         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-02-25      | 1.5795%  | 0.0000% | $640000.00         | $23816.03          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-01-25      | 1.7041%  | 0.0000% | $13400000.00       | $736469.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-01-25      | 1.4548%  | 0.0000% | $19000000.00       | $182896.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 1.4295%  | 0.0000% | $129352688.00      | $1115138.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | N/A      | 0.0000% | $10000000.00       | $756483.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | N/A      | 0.0000% | $10617723.00       | $166500.40         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-08-25      | 1.6018%  | 0.0000% | $105056777.00      | $172457.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $13000000.00       | $238106.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 1.7217%  | 0.0000% | $19404255.00       | $313071.65         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-08-25      | 1.5128%  | 0.0000% | $10000000.00       | $418980.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-07-25      | 0.5205%  | 0.0000% | $28871368.00       | $255107.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 3.5000%  | 0.0000% | $15318176.00       | $1986940.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 4.5000%  | 0.0000% | $18231129.00       | $2798876.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.6999%  | 0.0000% | $1500000.00        | $87701.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.8224%  | 0.0000% | $100000.00         | $6255.11           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.7585%  | 0.0000% | $44112397.00       | $2647698.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-16      | 1.3303%  | 0.0000% | $535000.00         | $48458.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.9377%  | 0.0000% | $330000.00         | $23164.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-16      | 0.8172%  | 0.0000% | $580000.00         | $35198.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 0.6107%  | 0.0000% | $100000000.00      | $4065199.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-16      | 0.9212%  | 0.0000% | $66500000.00       | $4035364.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 0.9982%  | 0.0000% | $60591231.00       | $4301049.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-07-16      | 0.7358%  | 0.0000% | $125089269.00      | $8854573.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | N/A      | 0.0000% | $350000000.00      | $452365.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $100000000.00      | $133993.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $250000000.00      | $336691.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.7112%  | 0.0000% | $138965659.00      | $7784196.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $320000000.00      | $430811.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $100000000.00      | $134728.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $335000000.00      | $451005.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | N/A      | 0.0000% | $25000000.00       | $433286.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $441680.00         | $432208.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $160000000.00      | $181488.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 0.0500%  | 0.0000% | $23507789.00       | $47250.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 0.1000%  | 0.0000% | $6490513.00        | $28145.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 6.0000%  | 0.0000% | $1406619.00        | $157881.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 5.5000%  | 0.0000% | $432640.00         | $47373.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $108333.00         | $106443.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 0.1507%  | 0.0000% | $264000.00         | $153085.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-01-20      | 5.1858%  | 0.0000% | $800000.00         | $326771.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 2.2356%  | 0.0000% | $50000000.00       | $4780000.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | N/A      | 0.0000% | $30000000.00       | $39912.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | N/A      | 0.0000% | $50000000.00       | $119506.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $5000000.00        | $2805.89           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0300%  | 0.0000% | $40000000.00       | $14997.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 0.7000%  | 0.0000% | $17420707.00       | $216183.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0500%  | 0.0000% | $140552809.00      | $174729.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $852722.00         | $783979.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.1500%  | 0.0000% | $25000000.00       | $67820.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.0500%  | 0.0000% | $124800000.00      | $112881.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0300%  | 0.0000% | $150000000.00      | $86617.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.0612%  | 0.0000% | $160000000.00      | $9686250.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.0500%  | 0.0000% | $4390353.00        | $4397.41           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.1000%  | 0.0000% | $15090512.00       | $33331.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.1000%  | 0.0000% | $20000000.00       | $42370.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.0200%  | 0.0000% | $100096.00         | $32.08             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-11-25      | 3.5000%  | 0.0000% | $135714.00         | $9920.43           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-03-25      | 3.0000%  | 0.0000% | $1000.00           | $633.99            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-11-25      | 3.0000%  | 0.0000% | $1000.00           | $616.46            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | N/A      | 0.0000% | $240000.00         | $4862.26           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-03-25      | 0.4506%  | 0.0000% | $7000000.00        | $144242.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-06-25      | 0.3524%  | 0.0000% | $107116213.00      | $1678826.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-06-25      | 0.4993%  | 0.0000% | $28700000.00       | $675919.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 3.2500%  | 0.0000% | $1000.00           | $677.82            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | N/A      | 0.0000% | $10746342.00       | $9.10              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-09-25      | 0.4462%  | 0.0000% | $36275000.00       | $784830.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 4.5595%  | 0.0000% | $974273.00         | $476120.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | 1.3440%  | 0.0000% | $30769235.00       | $1325198.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 7.0000%  | 0.0000% | $357141.00         | $42230.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 2.4420%  | 0.0000% | $26450000.00       | $441856.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 2.3600%  | 0.0000% | $47207427.00       | $358342.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-20      | 2.1718%  | 0.0000% | $18947000.00       | $101270.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-06-20      | 5.1607%  | 0.0000% | $7000000.00        | $941452.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-20      | 1.9045%  | 0.0000% | $41274792.00       | $239020.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 1.4375%  | 0.0000% | $121565875.00      | $296125.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-20      | 2.0912%  | 0.0000% | $100000000.00      | $763397.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 1.6876%  | 0.0000% | $96882694.00       | $229824.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-20      | 2.1939%  | 0.0000% | $4585000.00        | $33124.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-20      | 1.6445%  | 0.0000% | $35000000.00       | $59563.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-20      | 2.5000%  | 0.0000% | $14500000.00       | $721555.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-10-20      | 4.0000%  | 0.0000% | $2375.00           | $12.53             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-03-20      | 4.5000%  | 0.0000% | $8542971.00        | $63651.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-16      | 2.3886%  | 0.0000% | $35487118.00       | $202520.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-20      | 1.7701%  | 0.0000% | $5970310.00        | $71825.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-16      | 0.6938%  | 0.0000% | $10010000.00       | $41384.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-16      | 0.5910%  | 0.0000% | $151310000.00      | $265976.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-16      | 0.6094%  | 0.0000% | $72040000.00       | $179731.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-16      | 0.1073%  | 0.0000% | $167575000.00      | $69076.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-16      | 0.6087%  | 0.0000% | $41095000.00       | $98963.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-03-20      | 1.8001%  | 0.0000% | $14827823.00       | $192344.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-16      | 0.6985%  | 0.0000% | $83000000.00       | $249565.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-16      | 1.3208%  | 0.0000% | $4700000.00        | $33116.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-16      | 2.7830%  | 0.0000% | $2400000.00        | $329744.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-16      | 0.6839%  | 0.0000% | $22679990.00       | $62875.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-16      | 0.5963%  | 0.0000% | $70404789.00       | $171710.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-20      | 1.8001%  | 0.0000% | $24000000.00       | $167079.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 1.9501%  | 0.0000% | $43933666.00       | $99896.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-16      | 0.6152%  | 0.0000% | $5915000.00        | $30390.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-16      | 0.1848%  | 0.0000% | $2369000.00        | $1502.43           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-16      | 1.9386%  | 0.0000% | $81620726.00       | $483449.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-16      | 0.6085%  | 0.0000% | $212570560.00      | $132932.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-03-20      | 2.7500%  | 0.0000% | $11041104.00       | $893928.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-20      | 3.0000%  | 0.0000% | $516617.00         | $463605.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-10-16      | 1.8386%  | 0.0000% | $11167583.00       | $4105.68           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.2486%  | 0.0000% | $2689000.00        | $4434.54           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-09-16      | 0.1590%  | 0.0000% | $5973000.00        | $785.18            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-06-16      | 0.4968%  | 0.0000% | $23000000.00       | $100664.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-16      | N/A      | 0.0000% | $2720000.00        | $2.03              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | 0.1680%  | 0.0000% | $65000000.00       | $39548.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-09-16      | 0.3662%  | 0.0000% | $2873000.00        | $686.55            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.3399%  | 0.0000% | $657000.00         | $59.31             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 4.5000%  | 0.0000% | $2625000.00        | $74950.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-01-16      | 0.4797%  | 0.0000% | $10000000.00       | $84624.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6364%  | 0.0000% | $27650000.00       | $236478.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-02-16      | 0.5256%  | 0.0000% | $367903.00         | $3125.77           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.5895%  | 0.0000% | $67000000.00       | $766068.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-12-16      | 0.7467%  | 0.0000% | $62391760.00       | $704479.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 3.0000%  | 0.0000% | $3428603.00        | $533987.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-08-16      | 0.8305%  | 0.0000% | $66000000.00       | $631447.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-02-16      | 0.6766%  | 0.0000% | $3365000.00        | $44006.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.9689%  | 0.0000% | $2898000.00        | $39985.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-09-16      | 0.8215%  | 0.0000% | $31250000.00       | $174624.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 1.5053%  | 0.0000% | $14348938.00       | $136287.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-20      | 1.9501%  | 0.0000% | $1372766.00        | $67246.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-16      | 3.0000%  | 0.0000% | $3747733.00        | $547376.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-09-16      | 0.6519%  | 0.0000% | $42920000.00       | $526411.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-03-16      | 0.5864%  | 0.0000% | $20000000.00       | $382854.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-16      | 0.6086%  | 0.0000% | $55026781.00       | $697738.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | N/A      | 0.0000% | $82705000.00       | $502882.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-05-20      | 2.1739%  | 0.0000% | $23503901.00       | $336751.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-02-20      | 1.4776%  | 0.0000% | $55270998.00       | $241210.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-09-20      | 1.4032%  | 0.0000% | $18261779.00       | $397880.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-10-20      | 5.1658%  | 0.0000% | $4094672.00        | $1972416.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-10-20      | 1.7277%  | 0.0000% | $1594000.00        | $43801.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-07-20      | 1.9178%  | 0.0000% | $43042938.00       | $253219.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-08-20      | 1.6843%  | 0.0000% | $26187556.00       | $700319.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-12-20      | 1.9066%  | 0.0000% | $37253678.00       | $411827.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-06-20      | 4.9274%  | 0.0000% | $3221344.00        | $947433.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-07-20      | 2.3030%  | 0.0000% | $19188000.00       | $257790.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.6347%  | 0.0000% | $138465286.00      | $523708.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-02-16      | 0.8260%  | 0.0000% | $100000000.00      | $718710.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-06-16      | 0.4262%  | 0.0000% | $96712448.00       | $434154.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-02-16      | 0.7482%  | 0.0000% | $60771193.00       | $933976.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.6922%  | 0.0000% | $70000000.00       | $2175176.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.5795%  | 0.0000% | $180000000.00      | $4108215.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 1.1332%  | 0.0000% | $7500000.00        | $392046.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-11-16      | 1.2618%  | 0.0000% | $10555000.00       | $410759.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.9387%  | 0.0000% | $1478000.00        | $57216.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 0.8195%  | 0.0000% | $102669056.00      | $4474678.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.8703%  | 0.0000% | $1304000.00        | $41782.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.9717%  | 0.0000% | $13000000.00       | $508865.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.9649%  | 0.0000% | $14000019.00       | $419744.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 1.1687%  | 0.0000% | $7400000.00        | $486318.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.7577%  | 0.0000% | $105000.00         | $4851.42           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 1.0906%  | 0.0000% | $3188473.00        | $95752.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 0.1196%  | 0.0000% | $30602794.00       | $32698.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-08-20      | 2.2469%  | 0.0000% | $14635149.00       | $628207.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 1.1068%  | 0.0000% | $17157604.00       | $829075.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-09-20      | 1.2308%  | 0.0000% | $15293749.00       | $416310.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 0.5782%  | 0.0000% | $12977576.00       | $391487.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 0.8813%  | 0.0000% | $1824146.00        | $34388.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-16      | 0.9923%  | 0.0000% | $855000.00         | $52884.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-02-16      | N/A      | 0.0000% | $220319882.00      | $200.38            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.9865%  | 0.0000% | $122314000.00      | $7514454.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 1.0332%  | 0.0000% | $5212000.00        | $303062.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-08-16      | 1.1443%  | 0.0000% | $1223000.00        | $73410.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | N/A      | 0.0000% | $197271706.00      | $158.80            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.8817%  | 0.0000% | $7164000.00        | $385915.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | N/A      | 0.0000% | $99260632.00       | $91.86             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.8637%  | 0.0000% | $1371000.00        | $72407.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 4.0000%  | 0.0000% | $510731.00         | $394259.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | N/A      | 0.0000% | $124162944.00      | $108.97            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-16      | 0.9040%  | 0.0000% | $10570000.00       | $607984.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.9899%  | 0.0000% | $10700000.00       | $570666.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 1.4280%  | 0.0000% | $10500000.00       | $755990.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.9930%  | 0.0000% | $67661449.00       | $3902012.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-01-16      | 0.7082%  | 0.0000% | $3521000.00        | $186977.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.7074%  | 0.0000% | $627000.00         | $28801.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.9956%  | 0.0000% | $11000000.00       | $707439.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-16      | N/A      | 0.0000% | $142000000.00      | $121.93            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.7847%  | 0.0000% | $169000.00         | $8532.10           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-02-16      | 0.6398%  | 0.0000% | $16800000.00       | $732631.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.5703%  | 0.0000% | $3500000.00        | $146691.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-16      | 0.7519%  | 0.0000% | $89281428.00       | $4482961.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-11-16      | 1.0010%  | 0.0000% | $265000.00         | $18430.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.5511%  | 0.0000% | $3138.00           | $145.18            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.1500%  | 0.0000% | $25000000.00       | $39039.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-11-20      | 1.7300%  | 0.0000% | $200004241.00      | $4017391.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-01-20      | 2.3947%  | 0.0000% | $12425000.00       | $309416.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-02-20      | 1.6212%  | 0.0000% | $89030436.00       | $4027187.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-02-20      | 0.5828%  | 0.0000% | $100761583.00      | $3883432.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-04-20      | 1.6633%  | 0.0000% | $107856235.00      | $907939.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-04-20      | 2.2112%  | 0.0000% | $10847000.00       | $250725.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 5.2388%  | 0.0000% | $615000.00         | $607312.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-05-20      | 0.5555%  | 0.0000% | $299410649.00      | $16001836.37       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-06-20      | 1.8415%  | 0.0000% | $11564324.00       | $192547.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-08-20      | 0.0002%  | 0.0000% | $86443221.00       | $136206.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $16658416.00       | $1443140.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0700%  | 0.0000% | $100000000.00      | $251644.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0200%  | 0.0000% | $50000000.00       | $125077.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0200%  | 0.0000% | $30000000.00       | $75046.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1000%  | 0.0000% | $125000000.00      | $297222.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.2000%  | 0.0000% | $40000000.00       | $262266.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $42000000.00       | $70262.39          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $78195000.00       | $130667.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 1.7440%  | 0.0000% | $25007250.00       | $1875404.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | N/A      | 0.0000% | $150000000.00      | $220284.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-06-25      | 5.0000%  | 0.0000% | $8720312.00        | $8690263.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | N/A      | 0.0000% | $80000000.00       | $246125.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 2.6440%  | 0.0000% | $16050000.00       | $1281951.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | N/A      | 0.0000% | $15000000.00       | $69620.51          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | N/A      | 0.0000% | $100000000.00      | $280565.90         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.1000%  | 0.0000% | $178313000.00      | $616919.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | N/A      | 0.0000% | $195000000.00      | $1125976.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 0.6440%  | 0.0000% | $102718523.00      | $1929453.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-06-25      | 0.2264%  | 0.0000% | $125686000.00      | $2038678.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-06-15      | 5.5000%  | 0.0000% | $2588780.00        | $1561.73           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-03-25      | 1.1039%  | 0.0000% | $250997935.00      | $6505.24           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-09-25      | 2.0295%  | 0.0000% | $21244584.00       | $2673.52           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-05-15      | 5.5000%  | 0.0000% | $1002.00           | $37.65             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-04-15      | 5.5000%  | 0.0000% | $1000.00           | $45.62             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-03-25      | 2.1795%  | 0.0000% | $3050000.00        | $675.49            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-07-01      | 3.5000%  | 0.0000% | $5849991.00        | $32749.23          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-11-15      | 5.5000%  | 0.0000% | $1000.00           | $385.02            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-12-25      | 2.7895%  | 0.0000% | $37000000.00       | $15459.11          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-04-25      | 1.9695%  | 0.0000% | $19753086.00       | $1235.12           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-02-15      | 1.9434%  | 0.0000% | $300000.00         | $746.56            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-07-25      | 1.5295%  | 0.0000% | $3918472.00        | $2166.75           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-03-25      | 1.5295%  | 0.0000% | $14655000.00       | $2450.60           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-05-15      | 1.5434%  | 0.0000% | $18300000.00       | $1496.46           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-02-15      | 1.2634%  | 0.0000% | $100000000.00      | $13404.97          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-02-25      | 1.3965%  | 0.0000% | $86271611.00       | $34596.24          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-02-25      | 5.0000%  | 0.0000% | $679882.00         | $407.04            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-07-25      | 5.0105%  | 0.0000% | $1001.00           | $17.90             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-11-25      | 4.5000%  | 0.0000% | $85388316.00       | $86084.51          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-01-15      | 1.7434%  | 0.0000% | $100000.00         | $253.93            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-08-15      | 4.0000%  | 0.0000% | $70018.00          | $942.74            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-11-16      | N/A      | 0.0000% | $111686.00         | $10.03             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-16      | N/A      | 0.0000% | $782998.00         | $8.54              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-16      | 0.1591%  | 0.0000% | $188044.00         | $0.11              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-16      | 0.0003%  | 0.0000% | $1722876.00        | $0.00              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-02-20      | 2.4454%  | 0.0000% | $45637000.00       | $133036.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-20      | 0.5963%  | 0.0000% | $34242459.00       | $17294.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-20      | 2.2597%  | 0.0000% | $38232128.00       | $194891.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-20      | 1.6464%  | 0.0000% | $30058530.00       | $41216.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-04-20      | 1.8640%  | 0.0000% | $75000000.00       | $617853.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 0.7826%  | 0.0000% | $25128051.00       | $331612.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | N/A      | 0.0000% | $74254164.00       | $117924.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $800000.00         | $70597.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $5300000.00        | $117984.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.0501%  | 0.0000% | $100000.00         | $9115.18           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | N/A      | 0.0000% | $835000.00         | $6001.35           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $4147.00           | $59.85             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.0146%  | 0.0000% | $15866343.00       | $568684.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 1.6695%  | 0.0000% | $6994179.00        | $75962.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $39355586.00       | $296596.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.8910%  | 0.0000% | $51721.00          | $1478.49           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-03-20      | 0.0924%  | 0.0000% | $122219195.00      | $3850182.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-09-20      | 0.3467%  | 0.0000% | $20000000.00       | $3511.46           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 2.0001%  | 0.0000% | $19007000.00       | $25617.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-20      | 2.1776%  | 0.0000% | $62614494.00       | $545271.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-20      | 2.2375%  | 0.0000% | $36772864.00       | $363297.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 1.7492%  | 0.0000% | $76467000.00       | $304865.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-20      | 1.8701%  | 0.0000% | $110462842.00      | $726804.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-01-20      | 2.5687%  | 0.0000% | $1497000.00        | $31367.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 5.3858%  | 0.0000% | $5590000.00        | $848403.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-08-20      | 2.3318%  | 0.0000% | $25812000.00       | $410607.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 1.5589%  | 0.0000% | $33431422.00       | $48525.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-20      | 1.5921%  | 0.0000% | $67120667.00       | $90955.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-10-20      | 2.6023%  | 0.0000% | $19428364.00       | $122597.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 2.0034%  | 0.0000% | $46268225.00       | $336218.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 1.8952%  | 0.0000% | $50000000.00       | $393300.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-16      | N/A      | 0.0000% | $104909.00         | $31.78             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-16      | 0.3947%  | 0.0000% | $100345.00         | $6.62              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-20      | 0.8159%  | 0.0000% | $41106136.00       | $21340.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 5.2158%  | 0.0000% | $570000.00         | $101536.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 1.8015%  | 0.0000% | $42276735.00       | $207451.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 1.8127%  | 0.0000% | $6434000.00        | $54352.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 2.3960%  | 0.0000% | $38214880.00       | $272899.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-11-20      | 1.7709%  | 0.0000% | $25487149.00       | $201124.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.2612%  | 0.0000% | $42600000.00       | $3043506.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-20      | 1.5112%  | 0.0000% | $230000000.00      | $3554616.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.2612%  | 0.0000% | $50000000.00       | $4454443.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.2612%  | 0.0000% | $85000000.00       | $3228126.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 0.0800%  | 0.0000% | $65000000.00       | $37306.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.9612%  | 0.0000% | $10000000.00       | $404043.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 4.5000%  | 0.0000% | $753000.00         | $708545.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 4.5000%  | 0.0000% | $1125335.00        | $1028262.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $90000000.00       | $59803.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.9612%  | 0.0000% | $100000000.00      | $2928492.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.8112%  | 0.0000% | $25000000.00       | $459945.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-10-25      | 0.6677%  | 0.0000% | $55100000.00       | $133823.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 1.8440%  | 0.0000% | $17439040.00       | $1199364.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-01-25      | 1.5108%  | 0.0000% | $10700000.00       | $6672219.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 2.0113%  | 0.0000% | $4075000.00        | $205952.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-08-25      | 0.9784%  | 0.0000% | $12500000.00       | $310999.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 4.0000%  | 0.0000% | $10755965.00       | $1389656.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-03-25      | 1.5000%  | 0.0000% | $3386667.00        | $56133.13          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | N/A      | 0.0000% | $10000000.00       | $19468.59          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-06-25      | 1.5000%  | 0.0000% | $3582500.00        | $95338.62          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-25      | 1.5000%  | 0.0000% | $7208741.00        | $139475.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-25      | 1.5000%  | 0.0000% | $6312704.00        | $122087.03         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 1.5000%  | 0.0000% | $1355833.00        | $29143.81          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 1.5000%  | 0.0000% | $1000000.00        | $21451.90          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | 2.5000%  | 0.0000% | $77947.00          | $18715.01          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.0000%  | 0.0000% | $23225500.00       | $1289561.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-07-25      | 0.8273%  | 0.0000% | $8352000.00        | $302688.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-25      | 1.7539%  | 0.0000% | $6389030.00        | $624478.42         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2064-12-20      | 0.0500%  | 0.0000% | $50000000.00       | $38934.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 7.0000%  | 0.0000% | $5772000.00        | $1444814.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0500%  | 0.0000% | $40000000.00       | $51928.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0500%  | 0.0000% | $50000000.00       | $48488.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $1259080.00        | $811310.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.2112%  | 0.0000% | $124053571.00      | $4446962.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $250000000.00      | $139908.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $220000000.00      | $123119.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.1612%  | 0.0000% | $50000000.00       | $685460.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | N/A      | 0.0000% | $110336.00         | $46.50             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $50000000.00       | $36320.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 4.5000%  | 0.0000% | $1000.00           | $920.61            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 0.0500%  | 0.0000% | $200000000.00      | $170882.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 5.2500%  | 0.0000% | $570000.00         | $552790.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 0.9112%  | 0.0000% | $250000000.00      | $5604836.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $845409.00         | $776089.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 4.5000%  | 0.0000% | $1516180.00        | $1484282.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5000%  | 0.0000% | $1087121.00        | $1027578.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 6.7888%  | 0.0000% | $1000.00           | $856.63            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $50000000.00       | $40247.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1200%  | 0.0000% | $21330000.00       | $68445.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.8112%  | 0.0000% | $4114354.00        | $161601.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.0112%  | 0.0000% | $7561159.00        | $330587.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 0.5112%  | 0.0000% | $123347.00         | $3415.72           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $2504136.00        | $95467.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.5000%  | 0.0000% | $338000.00         | $298580.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $8551799.00        | $826917.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.0000%  | 0.0000% | $52804.00          | $52585.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 1.5612%  | 0.0000% | $18128023.00       | $515778.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $914617.00         | $825266.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.0000%  | 0.0000% | $9368625.00        | $366940.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 1.5000%  | 0.0000% | $1941667.00        | $66665.31          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 1.5000%  | 0.0000% | $5582999.00        | $191687.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 2.0000%  | 0.0000% | $1069375.00        | $39716.06          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.0000%  | 0.0000% | $2067500.00        | $88536.69          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 2.0000%  | 0.0000% | $49115750.00       | $3542453.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | 0.7414%  | 0.0000% | $400000.00         | $111505.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-09-25      | 0.4408%  | 0.0000% | $98535000.00       | $1793078.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-10-25      | N/A      | 0.0000% | $7240773.00        | $262463.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 2.0000%  | 0.0000% | $4544250.00        | $323701.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | N/A      | 0.0000% | $22038475.00       | $401196.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 2.0000%  | 0.0000% | $3756000.00        | $183213.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $378125.00         | $25086.31          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-10-25      | 1.9012%  | 0.0000% | $7818523.00        | $7175183.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-25      | 2.0000%  | 0.0000% | $16745500.00       | $930535.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 2.0000%  | 0.0000% | $2562500.00        | $135804.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 2.0000%  | 0.0000% | $437500.00         | $22961.60          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-11-25      | 0.5968%  | 0.0000% | $4051000.00        | $51739.01          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $6818750.00        | $279738.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $4153750.00        | $167892.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 1.3940%  | 0.0000% | $150000.00         | $14006.50          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 2.0000%  | 0.0000% | $5514000.00        | $214873.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | N/A      | 0.0000% | $10000000.00       | $7255.60           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 2.0000%  | 0.0000% | $23485876.00       | $1169779.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 2.0000%  | 0.0000% | $10000000.00       | $7173411.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | N/A      | 0.0000% | $15000000.00       | $20339.20          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | N/A      | 0.0000% | $15000000.00       | $316742.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | 4.5000%  | 0.0000% | $100000.00         | $6769.49           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 7.5000%  | 0.0000% | $1499999.00        | $194900.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-10-25      | 0.0586%  | 0.0000% | $19252093.00       | $38863.88          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-03-25      | 1.2237%  | 0.0000% | $39412051.00       | $1238024.36        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 2.5440%  | 0.0000% | $1841091.00        | $60642.71          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 2.5440%  | 0.0000% | $2504910.00        | $110962.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.5440%  | 0.0000% | $18831661.00       | $818029.82         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 7.8449%  | 0.0000% | $12160543.00       | $11389730.55       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 3.7440%  | 0.0000% | $26901946.00       | $1803778.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 6.5000%  | 0.0000% | $2307692.00        | $346891.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 1.2940%  | 0.0000% | $50000000.00       | $2421746.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-04-25      | 2.7440%  | 0.0000% | $59438675.00       | $3311953.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-04-25      | 0.8940%  | 0.0000% | $20000000.00       | $534983.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 0.1000%  | 0.0000% | $60034424.00       | $110159.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 0.5940%  | 0.0000% | $47618946.00       | $1109769.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 0.1000%  | 0.0000% | $47618946.00       | $68323.79          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 1.5440%  | 0.0000% | $90200000.00       | $3775565.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.1000%  | 0.0000% | $5500000.00        | $8519.61           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.7440%  | 0.0000% | $55500000.00       | $1538529.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.0440%  | 0.0000% | $104766702.00      | $2937995.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 4.5000%  | 0.0000% | $887397.00         | $118614.40         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.0500%  | 0.0000% | $32358563.00       | $26048.91          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 0.1000%  | 0.0000% | $26000000.00       | $44666.28          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 2.6740%  | 0.0000% | $50000000.00       | $2603968.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 6.5000%  | 0.0000% | $192308.00         | $9231.88           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.0500%  | 0.0000% | $9650000.00        | $7544.73           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.0500%  | 0.0000% | $20000000.00       | $15636.74          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 6.0000%  | 0.0000% | $416666.00         | $117165.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 0.0500%  | 0.0000% | $55425000.00       | $85955.37          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.0940%  | 0.0000% | $35000000.00       | $2089318.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-10-25      | 4.0000%  | 0.0000% | $773716.00         | $125107.84         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.6440%  | 0.0000% | $31339944.00       | $932488.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.0500%  | 0.0000% | $47000000.00       | $71600.62          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.1500%  | 0.0000% | $50000000.00       | $151546.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.4440%  | 0.0000% | $25000000.00       | $589206.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.6740%  | 0.0000% | $71726826.00       | $1040892.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.7440%  | 0.0000% | $50000000.00       | $1516885.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 6.0000%  | 0.0000% | $1325000.00        | $235009.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-03-25      | 6.0000%  | 0.0000% | $886250.00         | $105515.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 6.0000%  | 0.0000% | $3149613.00        | $327599.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.2440%  | 0.0000% | $3500000.00        | $42243.56          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 0.8440%  | 0.0000% | $50000000.00       | $1917774.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-02-25      | 6.0000%  | 0.0000% | $5003750.00        | $820015.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.0500%  | 0.0000% | $15000000.00       | $22153.04          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.0500%  | 0.0000% | $98000000.00       | $144645.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 5.0000%  | 0.0000% | $382372.00         | $361204.65         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.1000%  | 0.0000% | $20000000.00       | $32257.61          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 5.5000%  | 0.0000% | $1000.00           | $1014.76           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 1.3940%  | 0.0000% | $160000000.00      | $6435797.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | N/A      | 0.0000% | $105000000.00      | $593167.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.0440%  | 0.0000% | $1000000.00        | $4494.17           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | N/A      | 0.0000% | $12500000.00       | $89577.78          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 1.1440%  | 0.0000% | $200000000.00      | $7220455.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | N/A      | 0.0000% | $10000000.00       | $136555.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.1500%  | 0.0000% | $25000000.00       | $120129.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 1.2440%  | 0.0000% | $25050000.00       | $968370.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 5.4060%  | 0.0000% | $200000.00         | $193438.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 6.5000%  | 0.0000% | $23502923.00       | $4744707.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 5.2560%  | 0.0000% | $1016.00           | $965.00            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 5.0000%  | 0.0000% | $1000.00           | $960.18            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 0.0700%  | 0.0000% | $3500000.00        | $9687.01           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.1000%  | 0.0000% | $15000000.00       | $39334.32          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 0.0800%  | 0.0000% | $5000000.00        | $11851.57          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-25      | 5.0000%  | 0.0000% | $14937934.00       | $14928494.95       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 0.3779%  | 0.0000% | $50000000.00       | $2576724.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 2.7279%  | 0.0000% | $26253782.00       | $2975285.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 0.0500%  | 0.0000% | $10000000.00       | $24489.44          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-04-01      | 3.0000%  | 0.0000% | $399654.00         | $91.63             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-11-01      | 4.5000%  | 0.0000% | $800001.00         | $4774.91           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-11-15      | 1.8868%  | 0.0000% | $220339174.00      | $472349.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-08-15      | 2.1634%  | 0.0000% | $34114911.00       | $63544.12          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-07-15      | 1.0134%  | 0.0000% | $5000000.00        | $26146.66          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-08-15      | 2.5000%  | 0.0000% | $3000000.00        | $1217.58           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-08-15      | 3.0000%  | 0.0000% | $1883562.00        | $715.87            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-09-15      | 3.0000%  | 0.0000% | $1000.00           | $850.51            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-10-15      | 3.0000%  | 0.0000% | $1000.00           | $964.89            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-10-15      | 3.0000%  | 0.0000% | $4594014.00        | $2015.95           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 4.5000%  | 0.0000% | $33732666.00       | $2268.22           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 3.5000%  | 0.0000% | $1402673.00        | $19448.75          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-07-15      | 3.5000%  | 0.0000% | $1000.00           | $950.06            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-06-15      | 3.5000%  | 0.0000% | $700000.00         | $77.53             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-12-15      | 4.5000%  | 0.0000% | $1010.00           | $120.94            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 4.0000%  | 0.0000% | $100000.00         | $8.07              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-11-15      | 4.5000%  | 0.0000% | $19622220.00       | $6644.20           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-12-15      | 1.8955%  | 0.0000% | $101180763.00      | $303147.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-09-15      | 4.0000%  | 0.0000% | $42584000.00       | $383870.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-07-15      | 3.5000%  | 0.0000% | $36552141.00       | $434.14            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-05-15      | 4.0000%  | 0.0000% | $1526332.00        | $0.26              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-15      | 4.0000%  | 0.0000% | $41186629.00       | $573730.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.2000%  | 0.0000% | $30000000.00       | $156286.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0500%  | 0.0000% | $75000000.00       | $186591.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1000%  | 0.0000% | $50000000.00       | $138738.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0500%  | 0.0000% | $100000000.00      | $248788.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1000%  | 0.0000% | $50000000.00       | $138738.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 6.0000%  | 0.0000% | $2083333.00        | $288821.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 3.0000%  | 0.0000% | $2194063.00        | $105359.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $1139270.00        | $405649.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 6.0000%  | 0.0000% | $840687.00         | $70154.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $370000.00         | $4433.39           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $485000.00         | $1062.34           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 6.0000%  | 0.0000% | $2102342.00        | $95779.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 1.5000%  | 0.0000% | $17972333.00       | $503748.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $25000000.00       | $134145.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 1.8612%  | 0.0000% | $50000000.00       | $864079.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-16      | N/A      | 0.0000% | $179826515.00      | $13700802.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-11-20      | 5.1888%  | 0.0000% | $777777.00         | $785972.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-11-20      | 0.6785%  | 0.0000% | $19680900.00       | $1434208.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-12-20      | 0.6526%  | 0.0000% | $4840000.00        | $333890.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-06-20      | 0.5734%  | 0.0000% | $13000000.00       | $842477.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-09-20      | 0.0092%  | 0.0000% | $101376.00         | $36.62             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-01-20      | 1.5405%  | 0.0000% | $67881202.00       | $4043972.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-02-20      | 0.5224%  | 0.0000% | $62457148.00       | $3748574.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-02-20      | 2.1956%  | 0.0000% | $114911184.00      | $3954698.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 1.8001%  | 0.0000% | $850000.00         | $71994.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | N/A      | 0.0000% | $25000000.00       | $161437.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $60000000.00       | $257045.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $10000000.00       | $108976.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $10000000.00       | $1274.04           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $35701084.00       | $320438.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $1041.00           | $857.60            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | N/A      | 0.0000% | $6105679.00        | $3880070.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-03-20      | 4.0000%  | 0.0000% | $1275000.00        | $392499.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | N/A      | 0.0000% | $12000000.00       | $204633.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.7112%  | 0.0000% | $25000000.00       | $646278.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.3112%  | 0.0000% | $41073000.00       | $959169.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.7112%  | 0.0000% | $18224996.00       | $619004.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.2112%  | 0.0000% | $10165376.00       | $361116.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 1.0612%  | 0.0000% | $15000000.00       | $382649.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $568005.00         | $57876.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 6.5000%  | 0.0000% | $307692.00         | $32922.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.7196%  | 0.0000% | $197000.00         | $13331.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | N/A      | 0.0000% | $15000000.00       | $307719.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.6912%  | 0.0000% | $50000000.00       | $945280.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.7612%  | 0.0000% | $20000000.00       | $436360.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $115384.00         | $13657.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 4.0000%  | 0.0000% | $63366.00          | $8797.35           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 4.9999%  | 0.0000% | $363189.00         | $51650.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $149997.00         | $13796.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $22938.00          | $1953.04           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.8112%  | 0.0000% | $25000000.00       | $409865.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $4923076.00        | $596292.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $30769.00          | $3018.59           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.8112%  | 0.0000% | $20000000.00       | $513608.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-20      | 1.4612%  | 0.0000% | $20000000.00       | $325789.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.6112%  | 0.0000% | $25000000.00       | $699479.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.4312%  | 0.0000% | $30000000.00       | $890271.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $615384.00         | $76420.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $153846.00         | $22617.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $782691.00         | $90877.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $961538.00         | $60465.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $412595.00         | $75253.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 4.5000%  | 0.0000% | $509186.00         | $87448.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 0.3112%  | 0.0000% | $50000000.00       | $621474.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.2112%  | 0.0000% | $10000000.00       | $285741.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.9112%  | 0.0000% | $175000000.00      | $3628842.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-20      | 1.1612%  | 0.0000% | $30000000.00       | $244517.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1428571.00        | $77494.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.4999%  | 0.0000% | $192307.00         | $19306.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.0112%  | 0.0000% | $18126000.00       | $494787.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $55722.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $55180.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $9821002.00        | $27910.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $9821002.00        | $27900.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $2142857.00        | $378937.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $716488.00         | $96541.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 6.5000%  | 0.0000% | $384615.00         | $26914.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1071428.00        | $123905.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.1612%  | 0.0000% | $10000000.00       | $381012.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.8112%  | 0.0000% | $10000000.00       | $326321.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $38021202.00       | $2157992.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1538461.00        | $201595.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $576922.00         | $75052.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $461538.00         | $79569.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 2.4612%  | 0.0000% | $35000000.00       | $513223.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.7612%  | 0.0000% | $150000000.00      | $4923217.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $2428571.00        | $241661.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $714285.00         | $69879.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $357142.00         | $34932.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.7612%  | 0.0000% | $15000000.00       | $736622.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $625000.00         | $89125.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | N/A      | 0.0000% | $804001.00         | $482808.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 0.0900%  | 0.0000% | $5000000.00        | $4327.49           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $50000000.00       | $115696.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0800%  | 0.0000% | $20000000.00       | $37005.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $100000.00         | $175.86            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.3500%  | 0.0000% | $10000000.00       | $102917.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $25000000.00       | $46704.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.1612%  | 0.0000% | $10000000.00       | $454350.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $149425000.00      | $227196.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $150000000.00      | $225889.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $50000000.00       | $86631.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.8112%  | 0.0000% | $655000.00         | $20916.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-08-20      | 0.7654%  | 0.0000% | $21730000.00       | $1655632.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $50000000.00       | $120805.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $25000000.00       | $61379.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.2000%  | 0.0000% | $50000000.00       | $257093.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1500%  | 0.0000% | $50000000.00       | $205970.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $70000000.00       | $52423.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $57564189.00       | $98065.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.7112%  | 0.0000% | $77564189.00       | $4099663.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.0500%  | 0.0000% | $200000000.00      | $117200.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $50000000.00       | $57288.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.4612%  | 0.0000% | $10000000.00       | $272120.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $50000000.00       | $117927.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $30000000.00       | $71626.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 2.0912%  | 0.0000% | $20000000.00       | $595439.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 6.4046%  | 0.0000% | $18181819.00       | $18331092.49       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.0500%  | 0.0000% | $70000000.00       | $43471.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.2000%  | 0.0000% | $31309956.00       | $150819.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.0500%  | 0.0000% | $50000000.00       | $60829.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $421351.00         | $378891.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $200000000.00      | $334037.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.8612%  | 0.0000% | $40000000.00       | $3565821.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.8612%  | 0.0000% | $60000000.00       | $3699701.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 0.0300%  | 0.0000% | $10000000.00       | $3776.33           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $150000000.00      | $237539.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.2612%  | 0.0000% | $20552631.00       | $837151.00         | Agency Collateralized Mortgage Obligation |

### Security 223: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.150000%
- **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: ARP1B1OB7, C.3 - LEI: NQQ6HPCNCCU6, C.5 - Other ID: ARP1B1OB7_4.15_1007
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2047-10-25      | 1.7295%  | 0.0000% | $117305846.00      | $2854936.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-09-25      | 1.5795%  | 0.0000% | $78844345.00       | $3599099.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 2.5000%  | 0.0000% | $35649200.00       | $3899876.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 4.0000%  | 0.0000% | $93952418.00       | $10858331.28       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 3.0000%  | 0.0000% | $52605499.00       | $5454704.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-09-25      | 0.9440%  | 0.0000% | $310000000.00      | $13447246.20       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 2.6440%  | 0.0000% | $250000000.00      | $12422245.85       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 6.5000%  | 0.0000% | $29508844.00       | $4531701.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 1.5940%  | 0.0000% | $109383481.00      | $4611888.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 2.6440%  | 0.0000% | $57048000.00       | $2113076.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.5440%  | 0.0000% | $75000000.00       | $3045096.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 1.4940%  | 0.0000% | $49499688.00       | $1637127.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 0.0440%  | 0.0000% | $50000000.00       | $986481.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 2.6440%  | 0.0000% | $12600000.00       | $1044444.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 0.2000%  | 0.0000% | $25200000.00       | $186210.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 0.0200%  | 0.0000% | $32000000.00       | $27428.86          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-02-25      | 6.0000%  | 0.0000% | $1770895.00        | $331877.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 0.1440%  | 0.0000% | $76000000.00       | $1716685.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 0.6940%  | 0.0000% | $30500000.00       | $1875597.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 0.0500%  | 0.0000% | $51000000.00       | $92465.77          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 2.6762%  | 0.0000% | $7671067.00        | $877352.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 6.0000%  | 0.0000% | $416667.00         | $91487.71          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 6.0000%  | 0.0000% | $375000.00         | $86301.50          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 1.3762%  | 0.0000% | $25000000.00       | $1628528.61        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 6.0000%  | 0.0000% | $666668.00         | $153203.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 6.0000%  | 0.0000% | $5031250.00        | $1109920.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 6.0000%  | 0.0000% | $4352416.00        | $978198.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 2.6796%  | 0.0000% | $124365670.00      | $15212926.77       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $25000000.00       | $2166328.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-09-25      | 1.5795%  | 0.0000% | $67482958.00       | $3091305.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-11-25      | 1.5795%  | 0.0000% | $61023860.00       | $1496126.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-09-25      | 0.9440%  | 0.0000% | $200000000.00      | $8580133.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.9940%  | 0.0000% | $81760575.00       | $2192512.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 6.5000%  | 0.0000% | $24961538.00       | $4195167.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-03-15      | 1.5134%  | 0.0000% | $30959344.00       | $2761693.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.3440%  | 0.0000% | $135827942.00      | $4991105.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 0.6940%  | 0.0000% | $305000000.00      | $8133252.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 1.4940%  | 0.0000% | $76849463.00       | $4233823.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.7940%  | 0.0000% | $225000000.00      | $6052484.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.0440%  | 0.0000% | $150000000.00      | $6128937.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.0440%  | 0.0000% | $100000000.00      | $5443792.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 2.6940%  | 0.0000% | $67897666.00       | $6654831.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 1.0940%  | 0.0000% | $25000000.00       | $1317062.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 6.0000%  | 0.0000% | $10115527.00       | $1756727.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-01-25      | 6.0000%  | 0.0000% | $250000.00         | $29218.39          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 6.0000%  | 0.0000% | $2708459.00        | $557364.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 6.0000%  | 0.0000% | $708333.00         | $76422.37          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 0.8440%  | 0.0000% | $80000000.00       | $4272110.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 0.8440%  | 0.0000% | $155353080.00      | $5964752.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 1.5440%  | 0.0000% | $49180480.00       | $2512666.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 2.6940%  | 0.0000% | $32122363.00       | $3789792.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 0.0500%  | 0.0000% | $25000000.00       | $54546.79          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 0.0500%  | 0.0000% | $82413946.00       | $180152.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.4946%  | 0.0000% | $82413946.00       | $8307291.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 0.0500%  | 0.0000% | $82413946.00       | $180152.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 6.0000%  | 0.0000% | $447916.00         | $81653.90          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | N/A      | 0.0000% | $128883000.00      | $12492371.42       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 2.5757%  | 0.0000% | $13000000.00       | $84135.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-12-20      | 2.3695%  | 0.0000% | $15068715.00       | $223603.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-05-20      | 0.9200%  | 0.0000% | $35000000.00       | $879957.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 1.5354%  | 0.0000% | $50000000.00       | $1767360.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-03-20      | 0.1980%  | 0.0000% | $37155000.00       | $955212.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-11-20      | 2.1108%  | 0.0000% | $21500000.00       | $1056044.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-11-20      | 1.2112%  | 0.0000% | $72500000.00       | $2438591.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 1.8501%  | 0.0000% | $74768000.00       | $2124700.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $148687743.00      | $191930.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $100000000.00      | $49854.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | N/A      | 0.0000% | $50000000.00       | $45505.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-16      | 4.2500%  | 0.0000% | $25500000.00       | $2028447.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-07-20      | 0.0194%  | 0.0000% | $64199705.00       | $1264148.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-07-20      | 0.0120%  | 0.0000% | $74679076.00       | $1891676.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-10-20      | 0.2581%  | 0.0000% | $40000000.00       | $1564714.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-05-20      | 0.3669%  | 0.0000% | $31000000.00       | $1476962.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $20579689.00       | $2237222.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $50000000.00       | $637827.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 1.8812%  | 0.0000% | $50013993.00       | $2304739.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $85000000.00       | $604701.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | N/A      | 0.0000% | $100000000.00      | $1214739.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 1.8112%  | 0.0000% | $44444445.00       | $2444550.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.9112%  | 0.0000% | $48016843.00       | $2216395.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.3612%  | 0.0000% | $42550629.00       | $1913914.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.1612%  | 0.0000% | $100000000.00      | $1891837.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.5612%  | 0.0000% | $75000000.00       | $2338836.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 2.3112%  | 0.0000% | $80000000.00       | $2127277.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.0112%  | 0.0000% | $100000000.00      | $1275815.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.3112%  | 0.0000% | $100000000.00      | $2310577.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.3112%  | 0.0000% | $100000000.00      | $2310577.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.3112%  | 0.0000% | $100000000.00      | $2500282.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.5112%  | 0.0000% | $75000000.00       | $1990278.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.6012%  | 0.0000% | $28000000.00       | $2080614.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.8112%  | 0.0000% | $50000000.00       | $2559068.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 1.6112%  | 0.0000% | $41666065.00       | $2418556.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.0112%  | 0.0000% | $94425486.00       | $2446881.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.1612%  | 0.0000% | $70000000.00       | $2064230.86        | Agency Collateralized Mortgage Obligation |

### Security 224: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.130000%
- **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: ARP1B1OC5, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1B1OC5_4.13_1007
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Small Business Administration | 2032-02-25      | 8.8480%  | 0.0000% | $14070430.00       | $6094218.81        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-03-25      | 8.2790%  | 0.0000% | $30000.00          | $29918.76          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2044-06-01      | 2.7700%  | 0.0000% | $1732000.00        | $978788.16         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2048-02-01      | 4.6100%  | 0.0000% | $1600000.00        | $1365519.54        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2033-03-01      | 5.1680%  | 0.0000% | $303050000.00      | $264606649.51      | Agency Mortgage-Backed Securities |
| Small Business Administration | 2048-04-01      | 4.4800%  | 0.0000% | $4325000.00        | $4021475.32        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-12-01      | 6.2200%  | 0.0000% | $808000.00         | $17244.10          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2029-02-01      | 4.7600%  | 0.0000% | $2900000.00        | $87711.70          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2029-05-01      | 4.4300%  | 0.0000% | $1200000.00        | $39191.32          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2048-05-01      | 4.6200%  | 0.0000% | $5669000.00        | $5189489.91        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-03-01      | 4.0900%  | 0.0000% | $375000.00         | $28474.65          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2033-01-01      | 2.1300%  | 0.0000% | $175000.00         | $22351.27          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2034-04-01      | 3.1100%  | 0.0000% | $8175000.00        | $1180543.03        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2034-11-01      | 2.8000%  | 0.0000% | $9256000.00        | $1823583.79        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-09-01      | 2.8200%  | 0.0000% | $2200000.00        | $442092.71         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-11-01      | 2.7000%  | 0.0000% | $4545000.00        | $1144843.89        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2036-03-01      | 2.5000%  | 0.0000% | $3861000.00        | $952456.49         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2036-10-01      | 2.2100%  | 0.0000% | $2000000.00        | $658016.20         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2036-12-01      | 2.8100%  | 0.0000% | $19002000.00       | $6081274.66        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2037-03-01      | 3.0400%  | 0.0000% | $2000000.00        | $533451.69         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2049-12-01      | 4.8200%  | 0.0000% | $5500000.00        | $5548322.74        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2037-12-01      | 2.7800%  | 0.0000% | $4668000.00        | $1774147.69        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-03-01      | 1.6670%  | 0.0000% | $1695000.00        | $1269449.86        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-09-01      | 1.3040%  | 0.0000% | $53375000.00       | $44453831.48       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2032-09-01      | 4.2620%  | 0.0000% | $110425000.00      | $91656937.60       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2033-09-01      | 5.6880%  | 0.0000% | $105120000.00      | $92656222.16       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2034-09-01      | 4.3800%  | 0.0000% | $25740000.00       | $25424171.04       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-03-01      | 4.9630%  | 0.0000% | $42500000.00       | $43373713.82       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2029-07-25      | 7.8250%  | 0.0000% | $16584529.00       | $1181785.26        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2037-03-25      | 6.2500%  | 0.0000% | $1550000.00        | $335901.53         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-02-25      | 8.1320%  | 0.0000% | $5491360.00        | $1761939.05        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-07-25      | 8.8350%  | 0.0000% | $17360663.00       | $6138260.94        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-07-25      | 5.8000%  | 0.0000% | $7135000.00        | $7128021.37        | Agency Mortgage-Backed Securities |

### Security 225: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.850000%
- **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: ARP1B6P33, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1B6P33_3.85_1007
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2051-05-15      | 2.3750%  | 0.0000% | $3457300.00        | $2261863.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $93.39             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-28      | 4.2500%  | 0.0000% | $216980000.00      | $222761236.64      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-31      | 3.7500%  | 0.0000% | $111595000.00      | $111518862.69      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 4.2500%  | 0.0000% | $532708700.00      | $543566724.06      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $137133100.00      | $139891256.56      | U.S. Treasuries (including strips) |

### Security 226: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1B7ZH9, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1B7ZH9_4.35_1001
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $499114300.00      | $510000088.71      | U.S. Treasuries (including strips) |

### Security 227: Norinchukin Bank (New York Branch)

- **C.1 - Title:** Norinchukin Bank (New York Branch) 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1B9570, C.3 - LEI: 549300KQZJBM, C.5 - Other ID: ARP1B9570_4.20_1002
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2031-11-30      | 4.1250%  | 0.0000% | $495946300.00      | $510000074.10      | U.S. Treasuries (including strips) |

### Security 228: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1B9588, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP1B9588_4.20_1002
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2054-06-01      | 6.5000%  | 0.0000% | $157610664.00      | $143306311.93      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 5.5000%  | 0.0000% | $142844817.00      | $114403979.86      | Agency Mortgage-Backed Securities |

### Security 229: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1B9596, C.3 - LEI: KB1H1DSPRFMY, C.5 - Other ID: ARP1B9596_4.20_1002
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-08-15      | 0.6250%  | 0.0000% | $41080700.00       | $35437413.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-31      | 1.1250%  | 0.0000% | $227051400.00      | $221851312.18      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-02-15      | 3.5000%  | 0.0000% | $257890000.00      | $251583300.05      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 4.2500%  | 0.0000% | $100000.00         | $101695.50         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 4.2500%  | 0.0000% | $500000000.00      | $511026331.50      | U.S. Treasuries (including strips) |

### Security 230: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.240000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1B9CN7, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1B9CN7_4.24_1001
- **C.18 - Value (incl. sponsor support):** $168000000.00
- **C.18.a - Value (excl. sponsor support):** $168000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2027-05-15      | N/A      | 0.0000% | $20200.00          | $19040.44          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-05-15      | N/A      | 0.0000% | $175350722.60      | $171361143.00      | U.S. Treasuries (including strips) |

### Security 231: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 4.180000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BBSU9, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: ARP1BBSU9_4.18_1001
- **C.18 - Value (incl. sponsor support):** $1000385294.12
- **C.18.a - Value (excl. sponsor support):** $1000385294.12
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2040-11-15      | 1.3750%  | 0.0000% | $400000000.00      | $263520000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-11-15      | 4.7500%  | 0.0000% | $474000000.00      | $484428000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-11-15      | 2.3750%  | 0.0000% | $410000000.00      | $272445000.00      | U.S. Treasuries (including strips) |

### Security 232: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.930000%
- **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: ARP1BCC18, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1BCC18_3.93_0330
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-30
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $404640867.00      | $29247145.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 3.5000%  | 0.0000% | $129729100.00      | $29849954.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 3.5000%  | 0.0000% | $136316097.00      | $31260726.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-01-01      | 3.1000%  | 0.0000% | $431583.00         | $430279.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $91485492.00       | $13528817.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $76159921.00       | $18026408.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 3.5000%  | 0.0000% | $195800385.00      | $30083046.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $201952552.00      | $30106719.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $299428881.00      | $30908126.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 3.5000%  | 0.0000% | $201586632.00      | $31441146.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $193358505.00      | $31074804.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $249786610.00      | $30478959.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $301636374.00      | $31754840.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $249601576.00      | $31168588.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $249773693.00      | $31742200.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $249861253.00      | $30692811.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $249814934.00      | $31705427.37       | Agency Mortgage-Backed Securities |

### Security 233: Prudential Legacy Insurance Company of New Jersey

- **C.1 - Title:** Prudential Legacy Insurance Co. of New Jersey 4.230000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCQ39, C.3 - LEI: 5493005NCNV4ZW27HH91, C.5 - Other ID: ARP1BCQ39_4.23_1001
- **C.18 - Value (incl. sponsor support):** $370180000.00
- **C.18.a - Value (excl. sponsor support):** $370180000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2044-05-15      | 0.0100%  | 0.0000% | $30000000.00       | $12048750.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-05-15      | 0.0100%  | 0.0000% | $215000000.00      | $114858375.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-02-15      | N/A      | 0.0000% | $190000000.00      | $102956250.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-08-15      | 0.0100%  | 0.0000% | $130000000.00      | $68289000.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 0.0100%  | 0.0000% | $93000000.00       | $36283950.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-05-15      | 4.6250%  | 0.0000% | $43000000.00       | $43147275.00       | U.S. Treasuries (including strips) |

### Security 234: Credit Agricole Securities (USA), Inc. - Fixed Income Clearing Corp.

- **C.1 - Title:** Credit Agricole Securities (USA), Inc. - Fixed Income Clearing Corp. 4.210000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCQ47, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1BCQ47_4.21_1001
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Credit Agricole Securities (USA), Inc. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $301447000.00      | $306000000.02      | U.S. Treasuries (including strips) |

### Security 235: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 4.160000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCRD6, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP1BCRD6_4.16_1007
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $61311400.00       | $57490057.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 3.3750%  | 0.0000% | $55595600.00       | $54164638.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-28      | 4.6250%  | 0.0000% | $55626700.00       | $55992605.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-11-30      | 4.1250%  | 0.0000% | $1728800.00        | $1778378.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-31      | 4.5000%  | 0.0000% | $50885800.00       | $53267866.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-01-31      | 4.3750%  | 0.0000% | $50557300.00       | $52367101.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $51955000.00       | $52894063.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 3.6250%  | 0.0000% | $29242900.00       | $29334142.06       | U.S. Treasuries (including strips) |

### Security 236: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCRE4, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP1BCRE4_4.17_1007
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 3.5000%  | 0.0000% | $14657784.00       | $2591924.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $166635000.00      | $36239568.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.0000%  | 0.0000% | $65430695.00       | $47345928.63       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $3100000.00        | $2603123.52        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-02-06      | 5.2000%  | 0.0000% | $24000.00          | $24276.05          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-05-01      | 5.2700%  | 0.0000% | $43000.00          | $46300.50          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-03-12      | 3.4800%  | 0.0000% | $15000.00          | $14765.94          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-07-16      | 2.7500%  | 0.0000% | $52000.00          | $51471.51          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-07-24      | 3.0200%  | 0.0000% | $15000.00          | $14396.17          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-08-01      | 4.1000%  | 0.0000% | $15000.00          | $15115.40          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-09-23      | 4.3000%  | 0.0000% | $100000.00         | $101697.01         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2044-08-01      | 3.9300%  | 0.0000% | $250000.00         | $216115.46         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2025-11-25      | 2.7000%  | 0.0000% | $75000.00          | $75551.47          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-11-28      | 2.8300%  | 0.0000% | $1000.00           | $984.43            | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2045-09-05      | 3.3300%  | 0.0000% | $122000.00         | $97290.30          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-10-13      | 2.5500%  | 0.0000% | $52000.00          | $51994.92          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-06-29      | 2.9500%  | 0.0000% | $120000.00         | $111013.07         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2044-12-14      | 3.8300%  | 0.0000% | $415000.00         | $354359.88         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2030-02-06      | 3.1250%  | 0.0000% | $15000.00          | $14676.37          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-12-14      | 3.3500%  | 0.0000% | $7000.00           | $7007.81           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-05-17      | 3.5600%  | 0.0000% | $170000.00         | $165593.98         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-08-24      | 3.1000%  | 0.0000% | $225000.00         | $224287.42         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2049-10-15      | 2.6250%  | 0.0000% | $128000.00         | $83861.79          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-06-12      | 2.5000%  | 0.0000% | $150000.00         | $144894.75         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-01-03      | 2.3000%  | 0.0000% | $100000.00         | $97602.43          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-04-03      | 2.5300%  | 0.0000% | $70000.00          | $66266.84          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-10-03      | 2.0700%  | 0.0000% | $30000.00          | $27225.17          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-12-18      | 2.0000%  | 0.0000% | $10000.00          | $9561.51           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2037-01-29      | 2.4300%  | 0.0000% | $1150000.00        | $942716.52         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-02-05      | 1.9400%  | 0.0000% | $136000.00         | $123822.27         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2030-02-19      | 1.8000%  | 0.0000% | $5000.00           | $4608.95           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-04-27      | 1.0200%  | 0.0000% | $133000.00         | $128283.43         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-05-11      | 1.2700%  | 0.0000% | $235000.00         | $217154.71         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2036-08-11      | 1.8000%  | 0.0000% | $2250000.00        | $1749793.50        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-09-21      | 1.2300%  | 0.0000% | $250000.00         | $227585.88         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-07-21      | 1.4400%  | 0.0000% | $100000.00         | $87178.70          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2034-05-17      | 1.9100%  | 0.0000% | $160000.00         | $133851.26         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-02-02      | 3.8750%  | 0.0000% | $3000.00           | $3017.27           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2032-09-01      | 3.5000%  | 0.0000% | $125000.00         | $121199.18         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2032-09-20      | 3.8750%  | 0.0000% | $209000.00         | $206349.13         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-02-16      | 1.8000%  | 0.0000% | $140000.00         | $136731.56         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2037-03-16      | 2.7700%  | 0.0000% | $970000.00         | $820401.00         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2037-03-30      | 3.0800%  | 0.0000% | $1090000.00        | $950750.32         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-04-05      | 2.6000%  | 0.0000% | $350000.00         | $349495.61         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-07-27      | 4.5000%  | 0.0000% | $100000.00         | $101310.50         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2034-04-25      | 3.4000%  | 0.0000% | $118000.00         | $112137.16         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2032-05-19      | 3.3000%  | 0.0000% | $115000.00         | $111549.00         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2025-11-25      | 2.8000%  | 0.0000% | $140000.00         | $141121.43         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-08-08      | 4.5000%  | 0.0000% | $100000.00         | $102485.10         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-04-05      | 4.6250%  | 0.0000% | $35000.00          | $36838.64          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-12-10      | 3.8750%  | 0.0000% | $120000.00         | $121894.95         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-04-30      | 4.7500%  | 0.0000% | $5000.00           | $5280.58           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-06-11      | 4.2500%  | 0.0000% | $445000.00         | $460107.77         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2034-08-07      | 4.2500%  | 0.0000% | $100000.00         | $99899.99          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-12-27      | 4.2500%  | 0.0000% | $570000.00         | $583619.11         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-10-23      | 4.0000%  | 0.0000% | $182000.00         | $185715.49         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-08-27      | 3.6250%  | 0.0000% | $65430000.00       | $65543908.18       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-09-15      | 3.6250%  | 0.0000% | $249000.00         | $249008.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $24246483.00       | $21407751.02       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-01-01      | 3.5000%  | 0.0000% | $38649795.00       | $29128315.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $62073810.00       | $2948541.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $19418831.00       | $3296063.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 4.0000%  | 0.0000% | $15387425.00       | $2586969.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-04-01      | 3.5000%  | 0.0000% | $2484988.00        | $633488.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-06-01      | 3.5000%  | 0.0000% | $1642154.00        | $441798.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $7862920.00        | $2529179.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2062-03-01      | 2.5000%  | 0.0000% | $60755427.00       | $40981100.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2062-06-01      | 4.5000%  | 0.0000% | $26502317.00       | $19359759.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $11845406.00       | $2605163.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $1407955.00        | $543588.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 4.0000%  | 0.0000% | $6389802.00        | $2634794.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $11155324.00       | $2541931.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $7884615.00        | $1390462.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 5.0000%  | 0.0000% | $8833899.00        | $2569373.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $39535627.00       | $31576193.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 4.5000%  | 0.0000% | $11106986.00       | $2614690.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $2513363.00        | $2582823.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $4456102.00        | $2564321.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $3314450.00        | $2642331.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $4958400.00        | $3247513.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $29312422.00       | $20103568.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $194288889.00      | $48784866.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $134699307.00      | $26304417.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 4.0000%  | 0.0000% | $7199359.00        | $2430034.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $6813765.00        | $2882218.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $39360269.00       | $25597786.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $1051836.00        | $767489.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $30822005.00       | $23726431.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $25833207.00       | $18908948.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $29700310.00       | $22909275.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $37975619.00       | $30002041.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $7662127.00        | $6365864.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $42509035.00       | $30587228.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $28229479.00       | $23192005.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $31705627.00       | $25182392.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $25339446.00       | $23192418.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $24070338.00       | $20974838.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 4.5000%  | 0.0000% | $30471399.00       | $27004602.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $22410000.00       | $21328034.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 4.0000%  | 0.0000% | $46500000.00       | $17471303.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $4635500.00        | $2638589.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $24254037.00       | $16069879.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $28759280.00       | $18835671.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $3679085.00        | $2629862.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $32460224.00       | $25240585.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $27858246.00       | $20698676.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $43487272.00       | $38348030.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $43024348.00       | $38296004.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.0000%  | 0.0000% | $458840.00         | $454385.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $13885000.00       | $11191436.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $22007340.00       | $21149913.43       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $20880000.00       | $19597949.41       | Agency Mortgage-Backed Securities |

### Security 237: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCRK0, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1BCRK0_4.20_1001
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-04-15      | 0.1250%  | 0.0000% | $416091700.00      | $510059544.53      | U.S. Treasuries (including strips) |

### Security 238: Citibank NA

- **C.1 - Title:** Citibank NA 4.210000%
- **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: ARP1BCRS3, C.3 - LEI: E57ODZWZ7FF3, C.5 - Other ID: ARP1BCRS3_4.21_1001
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.0000%  | 0.0000% | $7000.00           | $1151.98           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 4.0000%  | 0.0000% | $17000.00          | $1432.35           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-07-01      | 3.0000%  | 0.0000% | $6000.00           | $1719.96           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-01-01      | 2.0000%  | 0.0000% | $1343340.00        | $598537.14         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 2.5000%  | 0.0000% | $6000.00           | $2008.48           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 2.5000%  | 0.0000% | $5000.00           | $3379.27           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-12-01      | 5.5000%  | 0.0000% | $1000.00           | $579.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-02-01      | 6.0000%  | 0.0000% | $1000.00           | $572.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 5.0000%  | 0.0000% | $1000.00           | $897.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1541.36           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 3.5000%  | 0.0000% | $3000.00           | $2325.39           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $20000.00          | $16667.25          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1580.89           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 3.5000%  | 0.0000% | $2000.00           | $1701.30           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.0000%  | 0.0000% | $21000.00          | $18831.20          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $135.09            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $148.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.5000%  | 0.0000% | $5000.00           | $1015.17           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 3.0000%  | 0.0000% | $3000.00           | $752.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.5000%  | 0.0000% | $6000.00           | $3589.71           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $3000.00           | $2502.61           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1815.02           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.0000%  | 0.0000% | $1000.00           | $911.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $1921.00           | $1462.89           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $20000.00          | $13741.67          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-03-01      | 4.2500%  | 0.0000% | $719586.00         | $708005.77         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-06-01      | 4.0700%  | 0.0000% | $795136.00         | $768702.19         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 4.0000%  | 0.0000% | $2000.00           | $257.24            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 4.0000%  | 0.0000% | $3000.00           | $2435.96           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1490.13           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.0000%  | 0.0000% | $194315.00         | $148053.79         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $130000.00         | $109804.67         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 4.0000%  | 0.0000% | $4001.00           | $752.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1416.06           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 3.5000%  | 0.0000% | $1000.00           | $616.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $7000.00           | $4681.09           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $699.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $27999.00          | $20405.11          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $103451.00         | $75215.27          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 3.0000%  | 0.0000% | $1000.00           | $749.05            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $3000.00           | $2366.08           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $738.37            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 3.5000%  | 0.0000% | $25000.00          | $19237.81          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $754626.00         | $614327.06         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1048183.00        | $884489.78         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 4.0000%  | 0.0000% | $1000.00           | $529.47            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $3840720.00        | $1752837.84        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $1000.00           | $622.48            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $7818724.00        | $4423329.94        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.3750%  | 0.0000% | $2010666.00        | $1488291.96        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $5000.00           | $3673.48           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-09-01      | 3.5000%  | 0.0000% | $5000.00           | $3156.55           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $604084.00         | $602238.32         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1286.59           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-02-01      | 6.5000%  | 0.0000% | $107085.00         | $280.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-02-01      | 6.5000%  | 0.0000% | $106631.00         | $157.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2026-01-01      | 3.5000%  | 0.0000% | $790580.00         | $899.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-04-01      | 3.5000%  | 0.0000% | $30631.00          | $2821.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-06-01      | 4.0000%  | 0.0000% | $7606.00           | $935.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-07-01      | 4.0400%  | 0.0000% | $447713.00         | $397984.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-01-01      | 3.5000%  | 0.0000% | $13757.00          | $2125.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $11267.00          | $11547.10          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5990%  | 0.0000% | $170492.00         | $173506.86         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 4.5000%  | 0.0000% | $116665.00         | $6870.81           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-01-01      | 2.3300%  | 0.0000% | $1000.00           | $970.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 3.0000%  | 0.0000% | $35569.00          | $5694.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $65285.00          | $42524.50          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-02-01      | 4.4300%  | 0.0000% | $18102572.00       | $18300208.84       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-08-01      | 4.6300%  | 0.0000% | $182800.00         | $186415.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-09-01      | 4.5200%  | 0.0000% | $293872.00         | $296914.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-06-01      | 4.5600%  | 0.0000% | $71797.00          | $72884.96          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.6250%  | 0.0000% | $2711967.00        | $2364584.06        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $4373467.00        | $3336868.01        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $1000.00           | $940.66            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $3040.00           | $2853.41           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $1191.00           | $1114.04           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $1185.00           | $1126.10           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $1000.00           | $870.94            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $4178.00           | $2702.83           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-05-20      | 3.0000%  | 0.0000% | $1000.00           | $212.05            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-09-20      | 4.0000%  | 0.0000% | $1156520.00        | $104922.95         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-10-20      | 7.0000%  | 0.0000% | $1066322.00        | $980679.93         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 4.5000%  | 0.0000% | $1373555.00        | $1321961.51        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $453877.00         | $473855.09         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1000.00           | $1053.70           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1000.00           | $1043.30           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1927.00           | $2064.43           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1000.00           | $1047.03           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $3000.00           | $3122.87           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1000.00           | $1081.13           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $4033.00           | $4152.05           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1045.97           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $1402.00           | $1401.78           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $6131.00           | $6446.51           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $2148090.00        | $2196993.10        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $122589.00         | $124884.73         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $2414790.00        | $2462957.96        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $12598.00          | $12820.98          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $2249052.00        | $2296254.10        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $64020.00          | $65221.17          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1043.93           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 7.5000%  | 0.0000% | $9022.00           | $9423.97           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 7.5000%  | 0.0000% | $1415997.00        | $1471915.66        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $1000.00           | $885.73            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $2016.00           | $1856.95           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $2048.00           | $1965.32           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $31022.00          | $30928.20          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1020.52           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $900040.00         | $935041.56         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-10-20      | 5.0000%  | 0.0000% | $4452.00           | $70.63             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-10-20      | 5.5000%  | 0.0000% | $29833.00          | $38.40             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-03-20      | 4.5000%  | 0.0000% | $52670.00          | $528.59            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $25040552.00       | $25306346.33       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $52932588.00       | $53494443.89       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $1466816.00        | $1193342.56        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2028-06-15      | 3.8750%  | 0.0000% | $8370700.00        | $8517175.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-09-30      | 3.5000%  | 0.0000% | $4100.00           | $4089.55           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $42000.00          | $27711.63          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $394193.00         | $267372.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $4191.00           | $3258.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $20000.00          | $14867.52          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $904.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $551541.00         | $557122.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $33000.00          | $2971.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 3.0000%  | 0.0000% | $97478.00          | $31362.94          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 3.0000%  | 0.0000% | $97000.00          | $23605.09          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 4.0000%  | 0.0000% | $1000.00           | $232.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $11000.00          | $3600.06           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $43640.00          | $28704.68          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-08-01      | 3.0000%  | 0.0000% | $28000.00          | $15414.84          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $810.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 3.0000%  | 0.0000% | $1547.00           | $1244.18           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 2.0000%  | 0.0000% | $164581.00         | $124226.09         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 3.3830%  | 0.0000% | $386496.00         | $372319.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-06-01      | 3.0000%  | 0.0000% | $61261.00          | $9958.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-01-01      | 4.0000%  | 0.0000% | $2000.00           | $135.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 4.0000%  | 0.0000% | $4971.00           | $4361.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $626351.00         | $473142.81         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.0000%  | 0.0000% | $2000.00           | $1485.89           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-11-01      | 4.5000%  | 0.0000% | $13978.00          | $8574.37           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-06-01      | 4.5000%  | 0.0000% | $1783.00           | $1220.28           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 5.0000%  | 0.0000% | $20518.00          | $18694.64          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.0000%  | 0.0000% | $63852.00          | $61928.07          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.0000%  | 0.0000% | $34467.00          | $32286.33          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-02-20      | 4.5000%  | 0.0000% | $49998833.00       | $3190811.59        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-03-20      | 3.5000%  | 0.0000% | $4210.00           | $316.45            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-03-20      | 4.0000%  | 0.0000% | $32365041.00       | $3232828.42        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-09-20      | 4.0000%  | 0.0000% | $1000.00           | $66.76             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-09-20      | 5.5000%  | 0.0000% | $1000000.00        | $59068.01          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-10-20      | 3.0000%  | 0.0000% | $7000000.00        | $969961.97         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-10-20      | 3.5000%  | 0.0000% | $5345290.00        | $396654.70         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-01-20      | 3.0000%  | 0.0000% | $35985000.00       | $3201718.41        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-01-20      | 4.0000%  | 0.0000% | $46473277.00       | $3646688.26        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-03-20      | 3.0000%  | 0.0000% | $1000.00           | $107.12            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $48653000.00       | $4799280.39        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-04-20      | 3.0000%  | 0.0000% | $17118238.00       | $1770618.57        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-03-20      | 5.0000%  | 0.0000% | $4020.00           | $294.02            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-04-20      | 3.0000%  | 0.0000% | $24970036.00       | $2258733.76        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-04-20      | 3.5000%  | 0.0000% | $17813208.00       | $1324707.65        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-05-20      | 3.5000%  | 0.0000% | $24842500.00       | $1983660.79        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-06-20      | 3.0000%  | 0.0000% | $29590484.00       | $2930116.20        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-06-20      | 5.5000%  | 0.0000% | $1000.00           | $81.30             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $10000000.00       | $886392.52         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-07-20      | 4.0000%  | 0.0000% | $23893334.00       | $1957038.78        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $19436705.00       | $1818379.19        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-09-20      | 3.5000%  | 0.0000% | $17047000.00       | $1586531.61        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-09-20      | 5.0000%  | 0.0000% | $1000.00           | $80.86             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-10-20      | 3.5000%  | 0.0000% | $745998.00         | $69735.77          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-11-20      | 3.0000%  | 0.0000% | $18326782.00       | $2159639.67        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-11-20      | 4.0000%  | 0.0000% | $22491451.00       | $1812477.84        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-01-20      | 3.0000%  | 0.0000% | $4772000.00        | $546720.55         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-02-20      | 4.0000%  | 0.0000% | $1179352.00        | $101078.63         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-01-20      | 5.0000%  | 0.0000% | $5424983.00        | $496123.35         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-02-20      | 5.5000%  | 0.0000% | $4525800.00        | $416634.82         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-05-20      | 3.0000%  | 0.0000% | $20663391.00       | $2335157.72        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $4058990.00        | $383111.48         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-04-20      | 4.5000%  | 0.0000% | $1000.00           | $76.24             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-06-20      | 4.0000%  | 0.0000% | $692998.00         | $67425.50          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-08-20      | 3.0000%  | 0.0000% | $29458971.00       | $3646550.06        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $21443603.00       | $2145503.03        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-12-20      | 3.5000%  | 0.0000% | $13923158.00       | $1951792.58        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-20      | 2.5000%  | 0.0000% | $1000.00           | $166.04            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $24396999.00       | $3441118.29        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $11778384.00       | $1819514.75        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $8201355.00        | $766641.56         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-08-20      | 4.0000%  | 0.0000% | $39000.00          | $4274.97           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $2080.00           | $125.76            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $8000.00           | $2036.48           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $1000.00           | $291.56            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $1679938.00        | $565188.80         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $1000.00           | $675.87            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $4180000.00        | $2990295.15        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 5.0000%  | 0.0000% | $2001.00           | $1354.28           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 5.5000%  | 0.0000% | $1000.00           | $592.58            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $3286.00           | $2132.62           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $1000.00           | $683.41            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $1002.00           | $493.17            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $3311200.00        | $1786565.55        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 4.0000%  | 0.0000% | $6000000.00        | $2827371.84        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $1000.00           | $565.92            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $1280.00           | $809.63            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $1000.00           | $644.94            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $400000.00         | $270999.22         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $1006.00           | $661.46            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 4.0000%  | 0.0000% | $3047166.00        | $2091159.26        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $5070976.00        | $3177046.72        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $3000.00           | $2098.33           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 7.0000%  | 0.0000% | $1495000.00        | $578490.09         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 2.0000%  | 0.0000% | $7612421.00        | $4885730.80        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $2541938.00        | $1967801.56        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $5232941.00        | $2701255.69        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 2.0000%  | 0.0000% | $1245122.00        | $808839.32         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 4.5000%  | 0.0000% | $4000.00           | $3478.05           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $1038044.00        | $753777.36         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $6684416.00        | $5267447.70        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $1806386.00        | $1207657.77        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $687533.00         | $467078.44         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $3000.00           | $1208.48           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $4000.00           | $2995.41           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $69633.00          | $31490.13          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-12-20      | 2.5000%  | 0.0000% | $10986.00          | $1489.19           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $1000.00           | $608.86            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $1000.00           | $400.77            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1172915.00        | $783365.01         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-08-20      | 4.5000%  | 0.0000% | $2000.00           | $730.09            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 4.0000%  | 0.0000% | $7338340.00        | $2824620.09        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $1000.00           | $744.23            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 4.0000%  | 0.0000% | $2612568.00        | $2293075.79        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2072-01-20      | 5.5970%  | 0.0000% | $1526.00           | $1750.20           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $1001.00           | $758.10            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $104569.00         | $78018.75          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2071-08-20      | 5.5510%  | 0.0000% | $1967.00           | $1974.52           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $1195182.00        | $629049.19         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $2416549.00        | $1653917.84        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $4533907.00        | $3582552.41        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $98000.00          | $59288.29          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $10526.00          | $8158.36           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1072204.00        | $847623.48         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $393999.00         | $291309.60         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1039351.00        | $823340.34         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $1632734.00        | $1293537.16        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $1004313.00        | $848984.54         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $5000000.00        | $3863695.53        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 4.0000%  | 0.0000% | $5500761.00        | $4398367.94        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $2000.00           | $1364.06           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 5.0900%  | 0.0000% | $47901.00          | $49830.30          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-09-01      | 4.7350%  | 0.0000% | $1670123.00        | $1710037.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-09-01      | 4.8000%  | 0.0000% | $1005.00           | $1033.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-09-01      | 4.1800%  | 0.0000% | $1000.00           | $1004.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $80000.00          | $22077.79          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-05-01      | 2.0000%  | 0.0000% | $171397.00         | $85352.80          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $43253.00          | $27402.01          | Agency Mortgage-Backed Securities  |

### Security 239: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCX15, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1BCX15_3.84_1007
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.24           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $7000.00           | $7334.51           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1950474.00        | $1990528.06        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $1031.76           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.02           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $915.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $5081984.00        | $5101563.23        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $2019996.00        | $2009934.01        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $969.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $800.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.0000%  | 0.0000% | $32199040.00       | $32362141.78       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $1039.93           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 4.5000%  | 0.0000% | $1024.00           | $1006.35           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $1057.00           | $1117.01           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $1076.17           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.01           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $38208256.00       | $38892510.67       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.0000%  | 0.0000% | $29896832.00       | $29995484.91       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.0000%  | 0.0000% | $19400320.00       | $17670230.25       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.0000%  | 0.0000% | $1024.00           | $956.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $1024.00           | $974.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $1003.00           | $960.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 7.0000%  | 0.0000% | $3445463.00        | $3319820.05        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $18600769.00       | $18011565.27       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $2055.00           | $2026.10           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $944.61            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.0000%  | 0.0000% | $1070.00           | $1056.38           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $952.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $1024.00           | $992.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $5026270.00        | $4845503.62        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $5288744.00        | $5141245.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1013.07           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1024.33           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1008.96           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1001.81           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.0000%  | 0.0000% | $1024.00           | $1022.70           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $991.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 7.5000%  | 0.0000% | $1008.00           | $961.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.0000%  | 0.0000% | $113000.00         | $111186.26         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 7.5000%  | 0.0000% | $10976160.00       | $9792761.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $29734212.00       | $30128801.52       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $992.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1280.00           | $1291.83           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-09-01      | 5.5000%  | 0.0000% | $1439874.00        | $1478276.24        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-09-01      | 6.0000%  | 0.0000% | $665000.00         | $689886.52         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                   | 2026-11-15      | N/A      | 0.0000% | $222800.00         | $214446.78         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2037-02-15      | N/A      | 0.0000% | $400000.00         | $248772.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2039-05-15      | N/A      | 0.0000% | $500200.00         | $274219.64         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2042-08-15      | N/A      | 0.0000% | $824800.00         | $373452.12         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2039-05-15      | 4.2500%  | 0.0000% | $9056000.00        | $9067406.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-04-30      | 4.6250%  | 0.0000% | $9476600.00        | $9963184.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2035-11-15      | N/A      | 0.0000% | $647000.00         | $417235.42         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2029-05-15      | N/A      | 0.0000% | $386000.00         | $337360.91         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2030-05-15      | N/A      | 0.0000% | $383996.00         | $321945.32         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2036-05-15      | N/A      | 0.0000% | $354000.00         | $222244.03         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2040-05-15      | N/A      | 0.0000% | $522597.68         | $262917.85         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2042-02-15      | N/A      | 0.0000% | $663000.00         | $301314.94         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2043-08-15      | N/A      | 0.0000% | $960000.00         | $400207.68         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2044-02-15      | N/A      | 0.0000% | $806998.00         | $326910.85         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2044-11-15      | N/A      | 0.0000% | $996975.53         | $388619.07         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2047-02-15      | N/A      | 0.0000% | $915000.00         | $318977.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2048-08-15      | N/A      | 0.0000% | $869737.00         | $281642.58         | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2033-09-01      | 4.0000%  | 0.0000% | $638000.00         | $40077.94          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-12-01      | 4.0000%  | 0.0000% | $810000.00         | $116268.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-02-01      | 5.0000%  | 0.0000% | $19800000.00       | $6221923.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $30531264.00       | $8336354.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $49165726.00       | $13672841.39       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-04-01      | 4.0000%  | 0.0000% | $54646823.00       | $15178822.67       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $200000.00         | $138048.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $1790779.00        | $221906.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-05-01      | 5.0000%  | 0.0000% | $1458131.00        | $486303.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-07-01      | 4.0000%  | 0.0000% | $13521463.00       | $3898667.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-10-01      | 3.0000%  | 0.0000% | $3806927.00        | $698220.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $1340868.00        | $847201.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $1120717.00        | $826229.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $1792.00           | $855.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $19613558.00       | $10623732.37       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $47527.00          | $19651.74          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-06-01      | 3.0000%  | 0.0000% | $399724.00         | $247490.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $1000000.00        | $550234.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-07-01      | 1.9000%  | 0.0000% | $3791358.00        | $3317766.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-09-01      | 1.8200%  | 0.0000% | $5896373.00        | $4906525.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-01-01      | 2.2100%  | 0.0000% | $1317719.00        | $1121893.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $716.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $1525420.00        | $1236517.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 2.0000%  | 0.0000% | $122905.00         | $74192.72          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 3.0000%  | 0.0000% | $9242632.00        | $4812844.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1559039.00        | $1318274.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-01-01      | 3.0000%  | 0.0000% | $36507706.00       | $7658736.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $73337216.00       | $16810401.15       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 3.5000%  | 0.0000% | $28498240.00       | $5406957.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $34486761.00       | $8931474.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-07-01      | 4.5000%  | 0.0000% | $26378268.00       | $6133664.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-05-01      | 3.0000%  | 0.0000% | $26548784.00       | $6053651.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $15446947.00       | $2677123.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $36003040.00       | $6654627.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $37722028.00       | $7651249.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-09-01      | 3.5000%  | 0.0000% | $3260650.00        | $170625.26         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-09-01      | 4.0000%  | 0.0000% | $3564565.00        | $532104.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-10-01      | 3.5000%  | 0.0000% | $1000.00           | $43.12             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-11-01      | 3.5000%  | 0.0000% | $1096000.00        | $73854.93          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-04-01      | 3.0000%  | 0.0000% | $614558.00         | $37682.35          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-01-01      | 3.5000%  | 0.0000% | $48252416.00       | $2813410.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $62830720.00       | $7539475.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $58745114.00       | $5260176.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-06-01      | 5.5000%  | 0.0000% | $26441261.00       | $249918.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-07-01      | 5.0000%  | 0.0000% | $12875349.00       | $129849.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-06-01      | 6.2050%  | 0.0000% | $22319758.00       | $104684.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1008.00           | $760.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $8004540.00        | $6503497.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $3026161.00        | $2643004.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 5.5000%  | 0.0000% | $84616.00          | $77100.36          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $2130379.00        | $1189682.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $4523372.00        | $4376047.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $3397216.00        | $3405974.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $25020.00          | $25007.90          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1938529.00        | $1951519.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1490403.00        | $1182793.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1205413.00        | $1111710.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $2575047.00        | $2406505.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1446897.00        | $1116601.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1079393.00        | $958081.86         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $3093154.00        | $3025008.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1026100.00        | $687999.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $2002.00           | $1376.98           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.0000%  | 0.0000% | $2038702.00        | $2031815.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $6744550.00        | $6189497.06        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $1480240.00        | $1504755.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $3001520.00        | $3088056.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $50298.00          | $50008.27          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $2320845.00        | $2384104.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $1465637.00        | $1521806.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1867164.00        | $1674936.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $429952.00         | $417602.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1290894.00        | $1302987.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $1738365.00        | $1729119.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1994722.00        | $2032977.43        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1156000.00        | $1179863.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $90000.00          | $18172.87          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $3000000.00        | $627951.76         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-07-01      | 4.5000%  | 0.0000% | $17314566.00       | $3803031.08        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-03-01      | 4.5000%  | 0.0000% | $571185.00         | $90293.78          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $4745155.00        | $792097.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2060-07-01      | 2.5000%  | 0.0000% | $13312.00          | $6328.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2063-09-01      | 4.0000%  | 0.0000% | $2016.00           | $1627.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-09-01      | 4.0000%  | 0.0000% | $4618992.00        | $1385908.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $202813151.00      | $32553967.87       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $2204352.00        | $469330.84         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-03-01      | 4.5000%  | 0.0000% | $21337379.00       | $6755693.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $599252.00         | $175864.25         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $14722286.00       | $3257127.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $34189056.00       | $6406142.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $1000.00           | $164.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-12-01      | 3.8100%  | 0.0000% | $222175.00         | $221583.83         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-01-01      | 2.2600%  | 0.0000% | $10180579.00       | $9479549.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $94000.00          | $21969.76          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $113436541.00      | $12907004.30       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $2625000.00        | $534241.66         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-05-01      | 3.5000%  | 0.0000% | $15101130.00       | $4562296.83        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 4.0000%  | 0.0000% | $29873576.00       | $2786819.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-03-01      | 3.5000%  | 0.0000% | $1141064.00        | $115375.79         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-06-01      | 3.5000%  | 0.0000% | $1000.00           | $644.98            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-11-01      | 3.0000%  | 0.0000% | $1000.00           | $142.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.5000%  | 0.0000% | $36800.00          | $25043.31          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-08-01      | 3.0000%  | 0.0000% | $1600000.00        | $793877.67         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 3.5000%  | 0.0000% | $3629.00           | $1945.97           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.0000%  | 0.0000% | $5216988.00        | $3497190.45        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 4.5000%  | 0.0000% | $15003123.00       | $11201317.18       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $1700000.00        | $1359943.36        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $750.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $25868339.00       | $19402137.44       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 6.5000%  | 0.0000% | $14435009.00       | $11589978.91       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.0000%  | 0.0000% | $53198640.00       | $45896256.89       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.5000%  | 0.0000% | $9325500.00        | $8215180.75        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.0000%  | 0.0000% | $85574401.00       | $76379788.48       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 7.0000%  | 0.0000% | $1024.00           | $780.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.5000%  | 0.0000% | $15000.00          | $14351.02          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $2442052.00        | $2296452.11        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 3.5000%  | 0.0000% | $7000.00           | $6003.95           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 3.5000%  | 0.0000% | $2285820.00        | $297311.97         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 3.5000%  | 0.0000% | $178285.00         | $106665.33         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 3.0000%  | 0.0000% | $3645000.00        | $2472850.28        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $826.09            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $849.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $856.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.0000%  | 0.0000% | $1040.00           | $990.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $17284258.00       | $14531959.64       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.0000%  | 0.0000% | $42487898.00       | $37707276.97       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-04-01      | 3.0000%  | 0.0000% | $1000.00           | $213.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 4.0000%  | 0.0000% | $71562416.00       | $17291355.78       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-03-01      | 3.5000%  | 0.0000% | $15127062.00       | $4053137.05        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-01-01      | 4.0000%  | 0.0000% | $14015504.00       | $1781883.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-08-01      | 3.0000%  | 0.0000% | $9732192.00        | $3948589.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $666.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1008.00           | $844.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $732.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $1539800.00        | $1578587.65        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.5000%  | 0.0000% | $7893328.00        | $6482122.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $12195424.00       | $11796961.84       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-05-01      | 3.0000%  | 0.0000% | $1596000.00        | $620000.81         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $503.61            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $545.00            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 3.0000%  | 0.0000% | $4000.00           | $2841.65           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.0000%  | 0.0000% | $1024.00           | $788.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $48911.00          | $36148.94          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $712709.00         | $623920.46         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.0000%  | 0.0000% | $369536.00         | $303718.33         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-03-01      | 1.5000%  | 0.0000% | $1000.00           | $476.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.5000%  | 0.0000% | $100000.00         | $87796.16          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.0000%  | 0.0000% | $7117100.00        | $6151821.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-11-01      | 6.0000%  | 0.0000% | $446843.00         | $25958.14          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-08-01      | 5.0000%  | 0.0000% | $6445000.00        | $655867.23         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-10-01      | 3.5000%  | 0.0000% | $10209180.00       | $695933.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $20000.00          | $1533.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $802036.00         | $56413.96          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-04-01      | 4.5000%  | 0.0000% | $19000000.00       | $676221.66         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $76538890.00       | $7671611.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $47922176.00       | $7097134.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-01-01      | 4.5000%  | 0.0000% | $200000.00         | $26168.81          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-08-01      | 4.5000%  | 0.0000% | $3200000.00        | $589731.05         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $96400.00          | $25082.67          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $36149120.00       | $8797979.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-02-01      | 3.0000%  | 0.0000% | $3000000.00        | $695923.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-10-01      | 4.5000%  | 0.0000% | $1000.00           | $189.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-03-01      | 3.2800%  | 0.0000% | $1997065.00        | $1872306.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $3466019.00        | $266566.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $23961824.00       | $2725573.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-07-01      | 3.0000%  | 0.0000% | $5000000.00        | $110996.82         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $18882697.00       | $2345791.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-10-01      | 3.0000%  | 0.0000% | $2405452.00        | $458713.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-09-01      | 2.5000%  | 0.0000% | $2750.00           | $77.49             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $16407065.00       | $2983244.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-12-01      | 3.0000%  | 0.0000% | $3242584.00        | $677083.90         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $1102978.00        | $317671.20         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $4000592.00        | $856107.68         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-01-01      | 2.5000%  | 0.0000% | $1000.00           | $177.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $3177312.00        | $688959.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $4019776.00        | $428237.83         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $3589564.00        | $567098.66         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $4422872.00        | $466815.12         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-06-01      | 3.0000%  | 0.0000% | $815213.00         | $57490.90          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $9351737.00        | $1209490.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $50107968.00       | $8056997.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $76655261.00       | $7708096.43        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $50487488.00       | $7520969.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $109998000.00      | $13172067.48       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $1000.00           | $90.03             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $46755328.00       | $7786037.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-12-01      | 4.0000%  | 0.0000% | $1024.00           | $254.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-02-01      | 3.0000%  | 0.0000% | $57190208.00       | $7990367.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-02-01      | 3.5000%  | 0.0000% | $60004288.00       | $12371054.03       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-06-01      | 3.0000%  | 0.0000% | $62902209.00       | $9151992.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $46974528.00       | $7679087.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $1001.00           | $204.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $248442.00         | $50752.64          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $554000.00         | $79651.10          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 7.5000%  | 0.0000% | $7769.00           | $166.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $23571.00          | $883.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-11-01      | 6.0000%  | 0.0000% | $10848.00          | $145.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-10-01      | 6.0000%  | 0.0000% | $9872.00           | $170.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 6.0000%  | 0.0000% | $7616.00           | $75.37             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-08-01      | 4.0000%  | 0.0000% | $8597.00           | $1381.89           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2041-12-01      | 4.5000%  | 0.0000% | $12519297.00       | $1084201.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.0000%  | 0.0000% | $7525000.00        | $546340.75         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-08-01      | 2.5000%  | 0.0000% | $1024.00           | $131.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-02-01      | 4.5000%  | 0.0000% | $5172.00           | $137.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $312.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $94.10             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-07-01      | 3.0000%  | 0.0000% | $1000.00           | $132.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $815.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 6.5000%  | 0.0000% | $4013280.00        | $3080113.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $26174269.00       | $19443767.02       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $777.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $829.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $883.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $780.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $863.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $1019.00           | $1000.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $3000.00           | $2667.43           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $378043.00         | $376408.31         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $967.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 4.5000%  | 0.0000% | $1000.00           | $935.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.0000%  | 0.0000% | $14861184.00       | $14558529.77       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $1008.00           | $971.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $9072415.00        | $8739843.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $903.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $947.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $946.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $973.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $997.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 6.5000%  | 0.0000% | $16164800.00       | $14525785.96       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $21813760.00       | $21420923.54       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1001.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1894018.00        | $1883216.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $984.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $988.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-01-01      | 6.5000%  | 0.0000% | $1040.00           | $851.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $930.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 5.0000%  | 0.0000% | $4264488.00        | $4094589.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1120.00           | $1106.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $73793773.00       | $71766694.98       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $988.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $1047.00           | $921.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $2630700.00        | $2554147.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 4.5000%  | 0.0000% | $1024.00           | $982.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $981.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-07-01      | 4.0000%  | 0.0000% | $1000.00           | $951.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1019.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-09-01      | 4.5000%  | 0.0000% | $1024.00           | $1027.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $26507264.00       | $24593557.34       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 3.0000%  | 0.0000% | $1000.00           | $229.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $296.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-08-01      | 3.5000%  | 0.0000% | $189003.00         | $24770.54          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $305.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $437.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-09-01      | 4.0000%  | 0.0000% | $22113100.00       | $3276516.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 3.5000%  | 0.0000% | $1173000.00        | $241122.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $294.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $4002.00           | $2099.02           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $471.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-01-01      | 3.0000%  | 0.0000% | $1024.00           | $482.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-06-01      | 2.0000%  | 0.0000% | $1295000.00        | $690370.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 3.5000%  | 0.0000% | $1000.00           | $477.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $500.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1156.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-09-01      | 3.0000%  | 0.0000% | $1700000.00        | $1057335.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-06-01      | 6.5000%  | 0.0000% | $1000.00           | $478.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $516.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-08-01      | 3.0000%  | 0.0000% | $560000.00         | $296094.23         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-09-01      | 4.5000%  | 0.0000% | $101000.00         | $57843.81          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $225000.00         | $165225.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 4.5000%  | 0.0000% | $2697068.00        | $2627676.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1322412.00        | $1332351.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1022.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $140000.00         | $104210.23         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $12739629.00       | $10089807.39       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $11504440.00       | $7853194.43        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $2862724.00        | $2377767.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $9449739.00        | $7972586.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1385395.00        | $1319763.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1396171.00        | $1240024.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1147831.00        | $767559.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $313684.00         | $207826.44         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $7002031.00        | $6078314.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 6.5000%  | 0.0000% | $1301908.00        | $1168089.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $100000.00         | $75480.98          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1183148.00        | $1184368.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $7701540.00        | $5753704.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $9153222.00        | $7512100.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $7608025.00        | $6861822.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $43069.00          | $41988.91          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1115567.00        | $936920.80         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $100000.00         | $99272.73          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $1210456.00        | $1041928.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $109766.00         | $101602.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $50000.00          | $49511.09          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $8062018.00        | $6842969.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 8.0000%  | 0.0000% | $173886.00         | $157683.82         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-04-01      | 5.0800%  | 0.0000% | $4000000.00        | $4184104.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-06-01      | 5.1100%  | 0.0000% | $3734000.00        | $3876643.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-03-01      | 5.2100%  | 0.0000% | $4166373.00        | $4329786.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $130.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-07-01      | 4.5000%  | 0.0000% | $4312600.00        | $1462187.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 5.5000%  | 0.0000% | $502778.00         | $128621.42         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-07-01      | 4.5000%  | 0.0000% | $58877991.00       | $18610719.28       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $776812.00         | $221461.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-02-01      | 3.5000%  | 0.0000% | $4124619.00        | $1965853.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $11329602.00       | $4416879.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $7709000.00        | $2687369.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $3138784.00        | $1579558.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $3082056.00        | $1405669.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $1166266.00        | $495917.09         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $41178797.00       | $16935496.94       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $7133503.00        | $3756439.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $3106354.00        | $1713280.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $1024.00           | $537.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $529.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $4007.00           | $1917.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $200000.00         | $98030.74          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 3.5000%  | 0.0000% | $1063284.00        | $687873.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 3.0000%  | 0.0000% | $1000.00           | $564.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-06-01      | 2.0000%  | 0.0000% | $40034432.00       | $20877277.89       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-07-01      | 2.0000%  | 0.0000% | $1000.00           | $542.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $4597000.00        | $3017442.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $50147481.00       | $30790147.82       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $1120.00           | $770.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $2222.00           | $1462.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $84786.00          | $63291.30          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $300000.00         | $218289.20         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $696.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $6347853.00        | $4731650.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $795.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $6905925.00        | $5053942.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $796.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $6972570.00        | $6344756.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $20185728.00       | $15121979.07       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $807.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $2975994.00        | $2411132.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $813.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $4147830.00        | $3260922.43        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $4852605.00        | $3922328.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $4853928.00        | $3500135.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $809.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $671.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $1023.00           | $726.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $795.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $769.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $1024.00           | $818.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $795.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $744.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $176000.00         | $140499.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 4.0000%  | 0.0000% | $3822000.00        | $3013402.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 3.0000%  | 0.0000% | $1000.00           | $750.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $860.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $23580320.00       | $21192056.81       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $662.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 5.0000%  | 0.0000% | $1016.00           | $903.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-03-01      | 2.0000%  | 0.0000% | $20883080.00       | $15599740.41       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $1024.00           | $820.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $2830160.00        | $2241838.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $3520.00           | $3002.63           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $745.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 4.0000%  | 0.0000% | $8495000.00        | $6915984.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 7.0000%  | 0.0000% | $1024.00           | $895.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $1024.00           | $898.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 4.0000%  | 0.0000% | $1003.00           | $856.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 4.5000%  | 0.0000% | $1000.00           | $914.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1098000.00        | $1009861.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $39344960.00       | $31925654.04       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-07-01      | 5.0000%  | 0.0000% | $54000.00          | $46489.56          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $12238800.00       | $11313141.87       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $786.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-02-01      | 4.0000%  | 0.0000% | $2350000.00        | $2019456.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $937.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $881.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $1009.00           | $829.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 4.5000%  | 0.0000% | $11612320.00       | $10929707.69       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $798.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-25      | 2.5000%  | 0.0000% | $1000.00           | $705.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 5.0000%  | 0.0000% | $1008.00           | $1007.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 5.0000%  | 0.0000% | $1031.00           | $1024.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1040.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $1027.92           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $433000.00         | $431928.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 7.0000%  | 0.0000% | $1024.00           | $928.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $13018064.00       | $12678864.85       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1018.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $4307432.00        | $4397692.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1016.50           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $47063286.00       | $46830143.12       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-08-01      | 5.0000%  | 0.0000% | $1008.00           | $10.89             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-06-01      | 5.5000%  | 0.0000% | $1000.00           | $33.61             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-10-01      | 3.0000%  | 0.0000% | $5740.00           | $37.34             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $469000.00         | $63678.19          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-03-01      | 3.0000%  | 0.0000% | $579000.00         | $75229.51          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-06-01      | 4.0000%  | 0.0000% | $1000.00           | $103.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-02-01      | 3.5000%  | 0.0000% | $5920000.00        | $305327.81         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $1024.00           | $150.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-02-01      | 2.5000%  | 0.0000% | $1000.00           | $108.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 3.5000%  | 0.0000% | $1000.00           | $129.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-07-01      | 1.5000%  | 0.0000% | $1000.00           | $411.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-08-01      | 2.5000%  | 0.0000% | $712999.00         | $393994.87         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-01-01      | 2.0000%  | 0.0000% | $1024.00           | $567.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $375000.00         | $241785.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 5.0000%  | 0.0000% | $1000.00           | $577.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-01-01      | 4.0000%  | 0.0000% | $1177993.00        | $771580.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $300000.00         | $231814.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $786.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.0000%  | 0.0000% | $22353632.00       | $22303046.78       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1576506.00        | $1633541.36        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.0000%  | 0.0000% | $3712155.00        | $3701540.63        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.0000%  | 0.0000% | $3760195.00        | $3755064.08        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1113528.00        | $1134444.96        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.22           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1190279.00        | $1237821.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $12415094.00       | $13051219.96       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1360566.00        | $1384722.24        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.5000%  | 0.0000% | $1188106.00        | $1240243.78        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1342764.00        | $1378137.18        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1330312.00        | $1353931.10        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.5000%  | 0.0000% | $1352211.00        | $1411655.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-09-01      | 4.0000%  | 0.0000% | $1000.00           | $485.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-08-01      | 3.5000%  | 0.0000% | $2000000.00        | $203655.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-03-01      | 5.0000%  | 0.0000% | $1000.00           | $132.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-05-01      | 3.0000%  | 0.0000% | $350000.00         | $87955.16          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-06-01      | 3.0000%  | 0.0000% | $1275000.00        | $341403.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 5.0000%  | 0.0000% | $1392000.00        | $1258379.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $811.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $82000.00          | $54432.17          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $5502000.00        | $3567301.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $2176503.00        | $1572194.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $748.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $37000.00          | $28631.80          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $257000.00         | $199531.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $173257.00         | $124225.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 4.0000%  | 0.0000% | $1000.00           | $808.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $66366463.00       | $52731162.14       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $833.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $158611496.00      | $128134731.54      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $41000.00          | $32344.48          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $144226.00         | $117194.09         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $19105120.00       | $15524295.38       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $28000.00          | $23067.34          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $862.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 5.0000%  | 0.0000% | $2719000.00        | $2340117.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $938.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $220690228.00      | $208593293.59      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $90911.00          | $91453.52          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-09-01      | 5.0000%  | 0.0000% | $1024.00           | $1027.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-02-01      | 4.5000%  | 0.0000% | $2426700.00        | $47936.50          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-04-01      | 5.5000%  | 0.0000% | $271000.00         | $25140.89          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-08-01      | 4.5000%  | 0.0000% | $1000.00           | $25.07             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-08-01      | 4.5000%  | 0.0000% | $1000.00           | $101.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.19           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1574297.00        | $1586507.93        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $293468.00         | $237395.76         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $535000.00         | $498548.01         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $13004.00          | $12490.98          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.5000%  | 0.0000% | $442676.00         | $394339.78         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $221038.00         | $197407.08         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1392.00           | $1423.37           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.0000%  | 0.0000% | $21847328.00       | $21199132.70       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1024.00           | $1061.13           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $1243482.00        | $1243511.61        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $1036.00           | $1017.94           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.88           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $1042.52           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $9361664.00        | $9675159.61        | Agency Mortgage-Backed Securities  |

### Security 240: Northern Trust Co. - Fixed Income Clearing Corp.

- **C.1 - Title:** Northern Trust Co. - Fixed Income Clearing Corp. 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BD2P4, C.3 - LEI: N/A, C.5 - Other ID: ARP1BD2P4_4.19_1001
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-12-31      | 4.2500%  | 0.0000% | $19166300.00       | $19489729.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 4.2500%  | 0.0000% | $50000000.00       | $50843746.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $66124995.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $66124995.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $66124995.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $66124995.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $66124995.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $66124995.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $66124995.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $36704400.00       | $48541565.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $66124995.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $66124995.34       | U.S. Treasuries (including strips) |

### Security 241: Bank of New York - Fixed Income Clearing Corp.

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 4.220000%
- **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: ARP1BD2Q2, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1BD2Q2_4.22_1001
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $2006176.00        | $2057637.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1003.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 4.5000%  | 0.0000% | $1008.00           | $967.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $982.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1027.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $352511.00         | $358409.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $1075689.00        | $1069368.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 7.0000%  | 0.0000% | $3310423.00        | $3478322.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $996.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $2602156.00        | $2670551.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 4.5000%  | 0.0000% | $1000.00           | $972.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1036.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1010.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.5000%  | 0.0000% | $1740344.00        | $1809776.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $4455664.00        | $4534014.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1034.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1040.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $854308.00         | $898342.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $1032.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-09-01      | 5.5000%  | 0.0000% | $7928.00           | $12.00             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-11-01      | 6.0000%  | 0.0000% | $2503.00           | $33.49             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-04-01      | 7.0000%  | 0.0000% | $1312.00           | $2.16              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-11-01      | 5.5000%  | 0.0000% | $1024.00           | $23.66             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-01-01      | 5.5000%  | 0.0000% | $86156.00          | $301.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-05-01      | 5.5000%  | 0.0000% | $100458028.00      | $4464762.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-05-01      | 2.5000%  | 0.0000% | $4018.00           | $56.01             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-02-01      | 2.5000%  | 0.0000% | $3491000.00        | $586768.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-07-01      | 3.5000%  | 0.0000% | $1269.00           | $159.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-02-01      | 3.5000%  | 0.0000% | $47968949.00       | $4555126.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $5599601.00        | $1684293.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $537.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $3233.00           | $1710.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $80301842.00       | $43246949.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $2099.00           | $1191.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $75433483.00       | $42186385.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $2039.00           | $1177.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 3.0000%  | 0.0000% | $2000.00           | $908.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $118567226.00      | $68490125.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $2000.00           | $1088.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 3.0000%  | 0.0000% | $1024.00           | $567.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 1.5000%  | 0.0000% | $1008.00           | $506.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 3.0000%  | 0.0000% | $647000.00         | $365388.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 1.5000%  | 0.0000% | $1000.00           | $528.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $1024.00           | $636.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $59413830.00       | $37513190.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $3041.00           | $1613.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $57004108.00       | $31964687.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $555.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $3025.00           | $1595.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 1.5000%  | 0.0000% | $9152.00           | $4893.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 1.5000%  | 0.0000% | $1008.00           | $559.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.5000%  | 0.0000% | $1024.00           | $589.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 3.5000%  | 0.0000% | $6000.00           | $2495.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 4.0000%  | 0.0000% | $1000.00           | $356.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 3.0000%  | 0.0000% | $1004.00           | $204.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 3.0000%  | 0.0000% | $1005.00           | $561.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1338.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $2048.00           | $1207.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 3.0000%  | 0.0000% | $5106.00           | $2949.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 2.5000%  | 0.0000% | $1024.00           | $552.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 2.5000%  | 0.0000% | $1000.00           | $573.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 2.0000%  | 0.0000% | $4711.00           | $2549.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 3.5000%  | 0.0000% | $1008.00           | $500.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 2.5000%  | 0.0000% | $1024.00           | $565.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 2.5000%  | 0.0000% | $5147.00           | $2879.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 2.0000%  | 0.0000% | $4842.00           | $2654.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 2.0000%  | 0.0000% | $1024.00           | $581.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $3000.00           | $1959.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 2.0000%  | 0.0000% | $7534401.00        | $4055130.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 2.5000%  | 0.0000% | $1024.00           | $568.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 2.0000%  | 0.0000% | $70128007.00       | $39153660.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $5000.00           | $3072.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.0000%  | 0.0000% | $2394.00           | $1490.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 2.0000%  | 0.0000% | $3000.00           | $1861.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 3.0000%  | 0.0000% | $2010.00           | $741.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 2.0000%  | 0.0000% | $1024.00           | $574.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $1024.00           | $709.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $5000.00           | $3317.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $12313820.00       | $8487641.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 2.0000%  | 0.0000% | $2022.00           | $1327.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $654.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1277.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $147000.00         | $96031.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1228.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1192.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1466.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $755.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $2016.00           | $1671.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1500.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.5000%  | 0.0000% | $5120.00           | $3692.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $6000.00           | $4664.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1457.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $1024.00           | $752.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $5051.00           | $3765.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1469.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 2.5000%  | 0.0000% | $1000.00           | $650.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $757.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $2048.00           | $1539.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $3000.00           | $1862.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.5000%  | 0.0000% | $1024.00           | $653.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.0000%  | 0.0000% | $3264.00           | $2426.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $2050.00           | $1542.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $3072.00           | $2366.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $2016.00           | $1512.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $1024.00           | $797.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $23534432.00       | $19515149.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $796.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $738.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1054.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $998.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $995.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $986.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $4706349.00        | $4383617.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $788.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1008.00           | $993.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $997.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $628831.00         | $640734.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $2301801.00        | $2409669.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 7.0000%  | 0.0000% | $2799275.00        | $2949071.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $1038.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 3.5000%  | 0.0000% | $1008.00           | $171.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $1024.00           | $146.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 4.0000%  | 0.0000% | $1000.00           | $167.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $307.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $402.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $150.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $112.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $199.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2064-06-01      | 4.5000%  | 0.0000% | $1024.00           | $972.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 4.0000%  | 0.0000% | $1000.00           | $209.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2062-03-01      | 2.5000%  | 0.0000% | $1259720.00        | $849713.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2063-06-01      | 3.5000%  | 0.0000% | $1024.00           | $801.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $192.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $240.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $1024.00           | $157.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $2000.00           | $678.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $381.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $415.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $205.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $384.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $1040.00           | $152.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $295.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $1008.00           | $240.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $161.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $190.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $535.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 4.0000%  | 0.0000% | $2235730.00        | $497245.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $423.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $626.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $103.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $395.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $256.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $446.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $200.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $298.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $388.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $89.89             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 4.0000%  | 0.0000% | $1970000.00        | $359575.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 3.5000%  | 0.0000% | $1024.00           | $309.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $1024.00           | $309.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $1024.00           | $286.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $180.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 4.5000%  | 0.0000% | $1024.00           | $262.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 4.5000%  | 0.0000% | $1024.00           | $199.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $956.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $96.62             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $298.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $94.69             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $307.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $269.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $127.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $268.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $261.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $261.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $476.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.5000%  | 0.0000% | $2000.00           | $475.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $515.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.5000%  | 0.0000% | $1008.00           | $173.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $224.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 3.0000%  | 0.0000% | $1199000.00        | $203408.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-05-01      | 3.5000%  | 0.0000% | $5459000.00        | $636877.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 1.5000%  | 0.0000% | $609000.00         | $250582.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $200395734.00      | $130044251.59      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $65.07             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 6.5000%  | 0.0000% | $1536.00           | $3.76              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 6.5000%  | 0.0000% | $1024.00           | $2.51              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 4.0000%  | 0.0000% | $1000.00           | $271.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $2506000.00        | $482086.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.0000%  | 0.0000% | $1000.00           | $107.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $398000.00         | $162385.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $586000.00         | $475809.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 2.5000%  | 0.0000% | $714925.00         | $465213.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $259.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $293.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $176.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-10-01      | 3.5000%  | 0.0000% | $1249000.00        | $156320.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.5000%  | 0.0000% | $1024.00           | $247.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-06-01      | 3.5000%  | 0.0000% | $123296.00         | $79524.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-08-01      | 5.5000%  | 0.0000% | $1000.00           | $650.41            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-05-01      | 2.0000%  | 0.0000% | $6000000.00        | $3053585.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.0000%  | 0.0000% | $662405.00         | $281304.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $686.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 4.5000%  | 0.0000% | $1000.00           | $457.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 4.0000%  | 0.0000% | $2669000.00        | $2002583.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 6.0000%  | 0.0000% | $218000.00         | $166153.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $756.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $38751488.00       | $32086819.45       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.0000%  | 0.0000% | $39538240.00       | $37335803.90       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 3.5000%  | 0.0000% | $1008.00           | $839.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $7289627.00        | $6938007.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $975.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-09-01      | 3.0000%  | 0.0000% | $2230000.00        | $301240.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $1152.00           | $1118.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 3.5000%  | 0.0000% | $211000.00         | $162631.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 4.0000%  | 0.0000% | $599000.00         | $484017.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $254000.00         | $201358.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.0000%  | 0.0000% | $195000.00         | $169754.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 5.5000%  | 0.0000% | $359320.00         | $304105.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $977.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1004.00           | $802.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $11264.00          | $9265.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-04-01      | 3.0000%  | 0.0000% | $2998000.00        | $639905.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-04-01      | 4.0000%  | 0.0000% | $1024.00           | $283.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-12-01      | 4.0000%  | 0.0000% | $1040.00           | $137.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.0000%  | 0.0000% | $3000.00           | $843.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $193.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-03-01      | 3.5000%  | 0.0000% | $1024.00           | $221.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-12-01      | 4.0000%  | 0.0000% | $1020.00           | $330.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $200.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-09-01      | 3.5000%  | 0.0000% | $1008.00           | $270.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $358.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $616.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $681.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 3.0000%  | 0.0000% | $850000.00         | $515946.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $678.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.0000%  | 0.0000% | $217000.00         | $158872.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $482.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.5000%  | 0.0000% | $6078271.00        | $4389831.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $651.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $689.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $579.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $700.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $970.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $808.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.5000%  | 0.0000% | $6124784.00        | $4692012.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $1001.00           | $1016.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $850.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $863.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 7.0000%  | 0.0000% | $20096934.00       | $19709757.93       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $682.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $1024.00           | $963.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1431242.00        | $1454489.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 2.0000%  | 0.0000% | $1025.00           | $624.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-09-01      | 2.0000%  | 0.0000% | $1244000.00        | $626488.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 2.5000%  | 0.0000% | $3186288.00        | $2001721.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 2.5000%  | 0.0000% | $1050000.00        | $667586.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $732.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.0000%  | 0.0000% | $24290830.00       | $19964415.94       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $38831808.00       | $32079838.90       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $877.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 2.0000%  | 0.0000% | $1024.00           | $562.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-09-01      | 2.0000%  | 0.0000% | $1024.00           | $551.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 2.0000%  | 0.0000% | $1118.00           | $669.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-10-01      | 4.5000%  | 0.0000% | $1000.00           | $540.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-10-01      | 5.0000%  | 0.0000% | $1000.00           | $753.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 3.0000%  | 0.0000% | $2402890.00        | $1782147.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $896.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-12-01      | 3.5000%  | 0.0000% | $1033.00           | $102.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $30827787.00       | $2435930.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-06-01      | 3.5000%  | 0.0000% | $1030.00           | $13.65             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $1007.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1043.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 3.5000%  | 0.0000% | $525000.00         | $407569.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 4.0000%  | 0.0000% | $1024.00           | $846.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $7567710.00        | $6244783.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 4.5000%  | 0.0000% | $1024.00           | $931.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $678000.00         | $534723.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $4660372.00        | $4393837.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $231000.00         | $230241.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $691.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $460.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $792.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $962.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1287.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1824.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1306.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $566.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $817.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1603.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $921.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1081.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $715.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1608.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1429.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $731.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1551.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $704.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $642.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $574.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $735.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $770.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $600000.00         | $587836.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.0000%  | 0.0000% | $1000.00           | $810.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $940.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $748.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $893.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $910.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $1018.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $912.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $980.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1037.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $935.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 4.0000%  | 0.0000% | $1000.00           | $941.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.5000%  | 0.0000% | $4345880.00        | $4427213.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $2413782.00        | $2466342.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $4254091.00        | $4317165.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 4.0000%  | 0.0000% | $1000.00           | $942.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $547.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $152.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $2000.00           | $477.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $185.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $989.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $1006.00           | $323.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $336.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $825.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $1137.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $373.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $382.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $361.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $1024.00           | $390.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $76968472.00       | $38718588.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1779897.00        | $926353.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 3.0000%  | 0.0000% | $2000.00           | $713.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1457.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $5000462.00        | $3119019.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $808.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1349130.00        | $1363026.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $684.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $667.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $725.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $718.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1209.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $850.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $940.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $697.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1001.00           | $851.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $629.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $678.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $2024.00           | $1538.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $887.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1792.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $4653.00           | $2321.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $659.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1423.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1116.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1467.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $792.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1575.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1677.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1681.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $847.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $962.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1517.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1643.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $721.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $576.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $808.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $620.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1643.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $2002.00           | $1531.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $632.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1289.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $754.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $3008.00           | $1799.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $723.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1223.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $876.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $831.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $606.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $952.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1330.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1602.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $718.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1551.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1556.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1872.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1460.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1965.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 4.5000%  | 0.0000% | $1001.00           | $935.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1988.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $615.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $787.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $2000.00           | $2022.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1793.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1645.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $817.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1724.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $857.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $811.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $677.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $887.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $712.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $738.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1298.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1866.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 7.0000%  | 0.0000% | $1000.00           | $887.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1535.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1993.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $870.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $908.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $709.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $879.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $885.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1002.00           | $1033.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1001.00           | $1034.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $729.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1039.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $822.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $801.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $905.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $2018.00           | $1528.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $709.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $49762944.00       | $7379675.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $1008.00           | $190.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 3.0000%  | 0.0000% | $1006.00           | $321.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 4.5000%  | 0.0000% | $74964258.00       | $20986571.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $110.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-06-01      | 4.5000%  | 0.0000% | $1001.00           | $250.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $265.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 5.0000%  | 0.0000% | $25015840.00       | $8744287.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $339.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 3.5000%  | 0.0000% | $9989000.00        | $4505091.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 4.5000%  | 0.0000% | $300000.00         | $237854.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $435000.00         | $322245.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $202000.00         | $146817.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $300000.00         | $259346.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $794.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $523000.00         | $415189.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $768000.00         | $617772.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $699000.00         | $521268.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-25      | 2.5000%  | 0.0000% | $273678.00         | $192986.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $1111.00           | $269.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 4.0000%  | 0.0000% | $1024.00           | $386.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 4.0000%  | 0.0000% | $2000.00           | $570.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $388.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 2.5000%  | 0.0000% | $1002.00           | $399.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $798.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $423.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $508.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1008.00           | $619.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 1.5000%  | 0.0000% | $1280.00           | $661.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $4028924.00        | $2204907.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $7976930.00        | $4503003.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $2007.00           | $1031.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $523.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $517.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $6894858.00        | $3602392.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $542.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $544.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $27585.00          | $12773.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $138543786.00      | $75370976.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $554.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $3753638.00        | $1994709.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $2048.00           | $1069.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $499.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $503.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $2560.00           | $1549.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $555.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $1008.00           | $205.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-10-01      | 4.0000%  | 0.0000% | $2600000.00        | $43664.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-01-01      | 3.5000%  | 0.0000% | $1000.00           | $162.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 4.0000%  | 0.0000% | $1000.00           | $191.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $1024.00           | $96.00             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $242.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 3.5000%  | 0.0000% | $1008.00           | $95.73             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-04-01      | 4.0000%  | 0.0000% | $1024.00           | $149.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.5000%  | 0.0000% | $1022.00           | $240.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $15137696.00       | $4245970.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $7758757.00        | $1459613.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $1024.00           | $171.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $354.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $138.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $1021.00           | $232.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-06-01      | 3.5000%  | 0.0000% | $1024.00           | $291.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.0000%  | 0.0000% | $1024.00           | $149.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.0000%  | 0.0000% | $172759621.00      | $24540752.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $145.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $155.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $86.91             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $1008.00           | $241.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 3.0000%  | 0.0000% | $1000.00           | $263.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $1024.00           | $193.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 4.0000%  | 0.0000% | $1002.00           | $111.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $1008.00           | $185.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $187285030.00      | $23426735.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-10-01      | 3.5000%  | 0.0000% | $1008.00           | $216.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-10-01      | 3.5000%  | 0.0000% | $3660000.00        | $157822.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-11-01      | 3.5000%  | 0.0000% | $1000.00           | $67.38             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-07-01      | 4.0000%  | 0.0000% | $2014.00           | $278.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-11-01      | 4.0000%  | 0.0000% | $12751.00          | $267.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $1024.00           | $164.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $1000.00           | $181.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 3.0000%  | 0.0000% | $1000.00           | $51.17             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $19427168.00       | $4439494.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-08-01      | 6.0000%  | 0.0000% | $23007936.00       | $171284.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 8.5000%  | 0.0000% | $1000.00           | $8.68              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-02-01      | 5.5000%  | 0.0000% | $1000.00           | $6.34              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 6.0000%  | 0.0000% | $1025.00           | $17.91             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 6.0000%  | 0.0000% | $1008.00           | $10.99             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 6.0000%  | 0.0000% | $1024.00           | $7.76              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 6.0000%  | 0.0000% | $1024.00           | $12.80             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 6.0000%  | 0.0000% | $1009.00           | $2.52              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $833.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $867.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $928.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $882.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $581.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $775.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1116.00           | $984.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $419.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $2512.00           | $2277.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $835.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1030.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1076.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $916.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $2781218.00        | $2612078.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $898.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $871.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $878.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 6.5000%  | 0.0000% | $1000.00           | $678.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 7.5000%  | 0.0000% | $1000.00           | $1068.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $698.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $960.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $956.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $747.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $997.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $963.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $3000.00           | $2216.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $720.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $752.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $3010.00           | $2104.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $6000.00           | $4780.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $2048.00           | $1619.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2048.00           | $1468.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $2058.00           | $1606.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4236.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $1008.00           | $624.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $990.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $2105.00           | $1488.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $60811136.00       | $44653617.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $12076000.00       | $8945080.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $731.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1008.00           | $802.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $775.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $11310021.00       | $8930350.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $2024.00           | $1772.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $859.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $785.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $771.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $3077.00           | $2492.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $4080.00           | $3333.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 6.0000%  | 0.0000% | $13319790.00       | $7955367.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $818.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $823.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1008.00           | $868.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $5189976.00        | $4348791.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $29187306.00       | $25672307.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $782.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $898.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $828.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $948.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $846.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $885.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $1008.00           | $941.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $2095392.00        | $1984403.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $3215000.00        | $3080314.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $1008.00           | $875.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.0000%  | 0.0000% | $1000.00           | $869.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $4575424.00        | $4423470.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1056.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1063.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 4.0000%  | 0.0000% | $432000.00         | $189238.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 3.0000%  | 0.0000% | $373000.00         | $235254.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $312770.00         | $204051.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $751000.00         | $484488.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $6233000.00        | $4546780.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $245000.00         | $176189.27         | Agency Mortgage-Backed Securities |

### Security 242: Bank of New York - Fixed Income Clearing Corp.

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 4.210000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BD2R0, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1BD2R0_4.21_1001
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2053-11-15      | 4.7500%  | 0.0000% | $150000000.00      | $153515925.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 3.3750%  | 0.0000% | $200000000.00      | $194703250.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-09-30      | 4.6250%  | 0.0000% | $31071000.00       | $32293333.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-15      | 4.6250%  | 0.0000% | $282000000.00      | $290218375.35      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $250000000.00      | $257528750.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $5457200.00        | $5402877.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-29      | 4.1250%  | 0.0000% | $79000000.00       | $80356312.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-31      | 4.1250%  | 0.0000% | $128214100.00      | $131629723.68      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 3.8750%  | 0.0000% | $50000000.00       | $50504661.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $334700000.00      | $333846849.70      | U.S. Treasuries (including strips) |

### Security 243: JP Morgan Securities, Inc. - Fixed Income Clearing Corp.

- **C.1 - Title:** JP Morgan Securities, Inc. - Fixed Income Clearing Corp. 4.210000%
- **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: ARP1BD2S8, C.3 - LEI: N/A, C.5 - Other ID: ARP1BD2S8_4.21_1001
- **C.18 - Value (incl. sponsor support):** $2350000000.00
- **C.18.a - Value (excl. sponsor support):** $2350000000.00
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $502084.00         | $412610.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $1290120.00        | $1005800.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $5104768.00        | $2805308.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $1750000.00        | $1207690.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 5.0000%  | 0.0000% | $1205474.00        | $1065605.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $1000000.00        | $698729.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $800000.00         | $572892.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $2330228.00        | $1702273.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-15      | 5.0000%  | 0.0000% | $72973.00          | $47629.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $50000000.00       | $33543385.43       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $503368704.00      | $300623412.25      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-15      | 3.0000%  | 0.0000% | $2373660.00        | $1378782.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-15      | 2.5000%  | 0.0000% | $742785.00         | $415621.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-20      | 3.5000%  | 0.0000% | $3000000.00        | $472148.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $1212326.00        | $1089293.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $1182122.00        | $1037310.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 6.0000%  | 0.0000% | $1845198.00        | $1600237.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $1609362.00        | $1444016.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-15      | 6.0500%  | 0.0000% | $18680736.00       | $20019278.19       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 7.0000%  | 0.0000% | $1626416.00        | $1388634.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 7.0000%  | 0.0000% | $692226.00         | $521894.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.5000%  | 0.0000% | $1972870.00        | $1722061.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $5343424.00        | $5217848.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $2257820.00        | $1982617.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $1126112.00        | $727170.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.5000%  | 0.0000% | $8369072.00        | $6880219.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $3279504.00        | $308344.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1092178.00        | $286652.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.0000%  | 0.0000% | $638480.00         | $621633.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1142606.00        | $1220790.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $1131066.00        | $1170240.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1258450.00        | $467005.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1295114.00        | $1290773.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $24484032.00       | $18610323.35       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 4.0000%  | 0.0000% | $1290340.00        | $1197452.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $3930460.00        | $4112150.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 7.0000%  | 0.0000% | $1358734.00        | $610917.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1543566.00        | $1596877.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $1675332.00        | $1640410.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $2274228.00        | $2359121.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1951618.00        | $1935847.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $3535528.00        | $1807240.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 2.5000%  | 0.0000% | $1159274.00        | $966854.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $2766432.00        | $2879345.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1494052.00        | $1561812.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1279106.00        | $1332023.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2035928.00        | $2121450.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1161864.00        | $1206833.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1235678.00        | $1282844.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1879270.00        | $1612277.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $3878440.00        | $2845311.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1141638.00        | $1174507.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $3467476.00        | $3608157.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $2790512.00        | $2900834.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $8101520.00        | $8222972.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $14179840.00       | $14784246.72       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-09-01      | 3.5000%  | 0.0000% | $1150700.00        | $127249.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-05-01      | 5.0000%  | 0.0000% | $24207328.00       | $23005227.93       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $500000.00         | $265112.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 3.5000%  | 0.0000% | $3248880.00        | $2490173.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.0000%  | 0.0000% | $5657456.00        | $4027391.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.0000%  | 0.0000% | $640000.00         | $613505.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $34000.00          | $28897.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $94001.00          | $81557.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $2937000.00        | $2264407.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-01-01      | 4.5000%  | 0.0000% | $352044.00         | $12010.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $600000.00         | $130318.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $8569280.00        | $7452440.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $9648256.00        | $9284827.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 7.0000%  | 0.0000% | $1014950.00        | $651286.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 7.0000%  | 0.0000% | $1095542.00        | $1184401.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $25569600.00       | $25762240.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 5.0000%  | 0.0000% | $5925688.00        | $5915605.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1369030.00        | $1393162.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1233242.00        | $1292517.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-06-01      | 4.0000%  | 0.0000% | $266914.00         | $57833.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-12-01      | 4.0000%  | 0.0000% | $14382544.00       | $2190557.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-07-01      | 2.5000%  | 0.0000% | $13308912.00       | $11033551.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $25387.00          | $21683.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-11-01      | 4.0000%  | 0.0000% | $348000.00         | $57280.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 4.5000%  | 0.0000% | $565030.00         | $452331.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $15855776.00       | $15308509.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-02-01      | 2.0000%  | 0.0000% | $3773728.00        | $3505223.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-12-01      | 3.5000%  | 0.0000% | $39000.00          | $5089.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $272027136.00      | $206357063.81      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $151192576.00      | $106479774.77      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $3599520.00        | $3248073.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 3.5000%  | 0.0000% | $13068592.00       | $10726200.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $21196960.00       | $22044692.38       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $114618.00         | $119376.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 3.0000%  | 0.0000% | $35170368.00       | $31132622.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $41339968.00       | $43079971.85       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $112466304.00      | $116913709.04      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-15      | 3.0000%  | 0.0000% | $914222.00         | $584005.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $4118872.00        | $516356.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-15      | 3.0000%  | 0.0000% | $82937.00          | $51983.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-09-20      | 3.0000%  | 0.0000% | $275000.00         | $29039.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-12-20      | 3.0000%  | 0.0000% | $514932.00         | $56353.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-01-20      | 3.0000%  | 0.0000% | $4015200.00        | $435223.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-11-20      | 3.0000%  | 0.0000% | $125000.00         | $5310.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-01-20      | 2.5000%  | 0.0000% | $282800.00         | $35105.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $3364200.00        | $3500564.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $35977088.00       | $36090662.22       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1516108.00        | $1536813.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1959152.00        | $1541833.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1407412.00        | $1470864.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1548156.00        | $1580678.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-06-15      | 6.5000%  | 0.0000% | $7869868.00        | $16887.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-09-15      | 6.5000%  | 0.0000% | $33204928.00       | $35110.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-09-15      | 6.5000%  | 0.0000% | $4000000.00        | $24273.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-04-20      | 6.0000%  | 0.0000% | $3700000.00        | $37783.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $7051152.00        | $6917659.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-15      | 2.5000%  | 0.0000% | $2550650.00        | $1563251.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-03-15      | 3.0000%  | 0.0000% | $6638768.00        | $2108463.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-03-15      | 5.0000%  | 0.0000% | $353661.00         | $12209.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-11-15      | 5.5000%  | 0.0000% | $200000.00         | $10611.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-03-15      | 5.0000%  | 0.0000% | $9538608.00        | $2444532.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $10102928.00       | $10525781.67       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1410110.00        | $1442259.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1089288.00        | $1132560.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 3.5000%  | 0.0000% | $406128.00         | $365961.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1068494.00        | $1121603.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $3445048.00        | $3582948.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $2022784.00        | $2114384.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1317394.00        | $1375505.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1110178.00        | $1127521.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1595812.00        | $1619083.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1100850.00        | $1102612.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1545808.00        | $1613436.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $12897152.00       | $13099612.58       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1222012.00        | $1274453.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $1105274.00        | $1107994.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1368926.00        | $1335981.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1258024.00        | $1318406.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1202448.00        | $1255592.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $5313824.00        | $5534217.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $6423352.00        | $6420001.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1237000.00        | $1274632.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2155232.00        | $2250028.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $4717832.00        | $4915515.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1221790.00        | $1273058.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $5911488.00        | $6164188.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $2308704.00        | $2353717.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $3576130.00        | $3735056.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $10567200.00       | $10727075.67       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1055410.00        | $1102809.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $1169896.00        | $1173456.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $7370216.00        | $7482437.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 5.0000%  | 0.0000% | $223831.00         | $222487.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $2394332.00        | $2539858.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 4.0000%  | 0.0000% | $9033088.00        | $8357749.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1722218.00        | $1782670.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $3082076.00        | $3141000.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1014720.00        | $1057633.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $5123272.00        | $5126561.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $8872912.00        | $9021264.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1294338.00        | $1341973.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $12442992.00       | $12645210.31       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1380484.00        | $1442603.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1163118.00        | $1214040.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1713318.00        | $1806143.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1363188.00        | $1426849.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1220147.00        | $1249590.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3052992.00        | $3185973.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $5776400.00        | $5907317.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 6.5000%  | 0.0000% | $1200750.00        | $1252652.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1036888.00        | $1084387.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $10069880.00       | $10432751.48       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 3.5000%  | 0.0000% | $181349.00         | $163413.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $2109652.00        | $2148370.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 4.0000%  | 0.0000% | $147393.00         | $138496.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1624774.00        | $1688841.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $6610664.00        | $6917432.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $6826736.00        | $6954823.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1595498.00        | $1668489.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $3745648.00        | $3912760.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $2476124.00        | $2534128.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $60093120.00       | $61220620.53       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-12-20      | 1.5000%  | 0.0000% | $44681.00          | $36119.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-20      | 5.0000%  | 0.0000% | $103870.00         | $100988.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 5.0000%  | 0.0000% | $884554.00         | $867965.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 4.5000%  | 0.0000% | $895000.00         | $866006.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 6.0000%  | 0.0000% | $119464.00         | $123013.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1348754.00        | $1401387.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $2741036.00        | $2853100.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1790988.00        | $1862458.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $5067592.00        | $5174183.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $3504152.00        | $3647550.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-07-20      | 6.5000%  | 0.0000% | $212610.00         | $105003.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-11-20      | 7.0000%  | 0.0000% | $90303.00          | $38494.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $295155200.00      | $223937828.71      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-07-20      | 5.5000%  | 0.0000% | $856160.00         | $551450.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 1.5000%  | 0.0000% | $143199.00         | $105640.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 2.0000%  | 0.0000% | $10376000.00       | $6393985.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 3.0000%  | 0.0000% | $3765548.00        | $2636043.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $80018000.00       | $56794372.32       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-01-20      | 3.5000%  | 0.0000% | $70172.00          | $47143.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-02-20      | 5.0000%  | 0.0000% | $161318.00         | $99000.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-06-20      | 6.5000%  | 0.0000% | $56812.00          | $37870.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-12-20      | 3.0000%  | 0.0000% | $205836.00         | $163940.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-01-20      | 3.5000%  | 0.0000% | $474955.00         | $339349.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 4.0000%  | 0.0000% | $7820064.00        | $6314414.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $277170688.00      | $238877985.23      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $672372.00         | $325879.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-07-20      | 6.5000%  | 0.0000% | $220594.00         | $159350.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 4.5000%  | 0.0000% | $167684.00         | $120297.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $3595704.00        | $3178038.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $452777.00         | $324265.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $1011286.00        | $303765.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 4.5000%  | 0.0000% | $223988.00         | $202953.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $101100000.00      | $84152116.52       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 4.0000%  | 0.0000% | $3081130.00        | $2640683.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 4.5000%  | 0.0000% | $1534514.00        | $1409861.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-06-20      | 7.0000%  | 0.0000% | $90881.00          | $54160.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.0000%  | 0.0000% | $2416908.00        | $2209669.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-05-20      | 6.5000%  | 0.0000% | $606559.00         | $589103.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $21875488.00       | $19982092.05       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $25000.00          | $20513.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $12015056.00       | $9459390.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-15      | 3.0000%  | 0.0000% | $350000.00         | $52420.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-15      | 4.0000%  | 0.0000% | $456615.00         | $85985.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $112000.00         | $44772.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $200000.00         | $39127.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-15      | 5.5000%  | 0.0000% | $1150692.00        | $1042758.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 4.5000%  | 0.0000% | $93222.00          | $9410.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-15      | 4.0000%  | 0.0000% | $700000.00         | $403992.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-20      | 5.0000%  | 0.0000% | $1356154.00        | $240334.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 3.0000%  | 0.0000% | $704333.00         | $129960.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-15      | 2.5000%  | 0.0000% | $698478.00         | $432056.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-15      | 2.5000%  | 0.0000% | $853452.00         | $620756.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-15      | 2.5000%  | 0.0000% | $115851.00         | $77358.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 4.0000%  | 0.0000% | $3098584.00        | $1528327.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-15      | 3.0000%  | 0.0000% | $47717056.00       | $8928651.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-15      | 3.5000%  | 0.0000% | $197319.00         | $42072.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $847523.00         | $524924.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-15      | 2.5000%  | 0.0000% | $853969.00         | $228798.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-01-20      | 7.0000%  | 0.0000% | $2868000.00        | $1128689.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $827000.00         | $512890.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $1071674.00        | $496177.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $694854.00         | $403699.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 3.0000%  | 0.0000% | $219676.00         | $119209.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $406503.00         | $264139.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 2.5000%  | 0.0000% | $664474.00         | $417985.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-05-20      | 6.0000%  | 0.0000% | $1514488.00        | $501163.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $75144.00          | $50703.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 2.5000%  | 0.0000% | $84070.00          | $51302.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $75302.00          | $50808.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.5000%  | 0.0000% | $1771920.00        | $839048.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $117298.00         | $67240.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $3541936.00        | $2780055.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $2138896.00        | $1671740.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $275000.00         | $184042.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2370812.00        | $2469326.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1158590.00        | $1176834.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $2122384.00        | $2207588.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $3721404.00        | $3871468.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $13135904.00       | $1295765.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 3.5000%  | 0.0000% | $4119568.00        | $328945.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-20      | 3.5000%  | 0.0000% | $481574.00         | $64110.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-12-20      | 3.5000%  | 0.0000% | $1334692.00        | $138822.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-01-20      | 2.5000%  | 0.0000% | $221116.00         | $20930.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 3.0000%  | 0.0000% | $3344796.00        | $377993.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-06-20      | 2.5000%  | 0.0000% | $100000.00         | $8348.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-08-20      | 3.0000%  | 0.0000% | $407646208.00      | $50460089.18       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-03-20      | 3.0000%  | 0.0000% | $1039004.00        | $73494.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-07-20      | 3.5000%  | 0.0000% | $1050000.00        | $114118.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-09-20      | 4.5000%  | 0.0000% | $4821440.00        | $395777.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 1.5000%  | 0.0000% | $189680.00         | $123226.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 3.5000%  | 0.0000% | $179000.00         | $21523.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-01-20      | 4.5000%  | 0.0000% | $672216.00         | $68028.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 4.0000%  | 0.0000% | $1500000000.00     | $120258310.34      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 4.0000%  | 0.0000% | $5127168.00        | $445067.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $68432000.00       | $10298752.50       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 3.0000%  | 0.0000% | $5000000.00        | $1079850.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 4.0000%  | 0.0000% | $5000728.00        | $966580.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-07-20      | 5.0000%  | 0.0000% | $201158.00         | $75890.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 1.5000%  | 0.0000% | $337697.00         | $150611.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-04-20      | 6.0000%  | 0.0000% | $109155.00         | $66034.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-09-20      | 6.5000%  | 0.0000% | $530024.00         | $308356.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $115000.00         | $57625.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 3.5000%  | 0.0000% | $4274864.00        | $1795335.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.0000%  | 0.0000% | $30540672.00       | $16580822.92       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $72083072.00       | $41358355.28       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-11-20      | 4.5000%  | 0.0000% | $28691.00          | $15552.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 5.5000%  | 0.0000% | $178446.00         | $89059.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $4133248.00        | $2752663.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-11-20      | 5.0000%  | 0.0000% | $425078.00         | $101409.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-04-20      | 3.0000%  | 0.0000% | $185185.00         | $103514.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 1.5000%  | 0.0000% | $212718.00         | $158867.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 4.0000%  | 0.0000% | $1487000.00        | $1196701.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 3.0000%  | 0.0000% | $103172.00         | $82090.03          | Agency Mortgage-Backed Securities |

### Security 244: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BD2W9, C.3 - LEI: 549300H8L46O, C.5 - Other ID: ARP1BD2W9_4.20_1001
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note               | 2030-11-15      | 0.8750%  | 0.0000% | $21200.00          | $18461.45          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $94.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-02-15      | 1.8750%  | 0.0000% | $58568600.00       | $52141970.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-08-15      | 2.7500%  | 0.0000% | $39600.00          | $36983.21          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-15      | 1.6250%  | 0.0000% | $3608000.00        | $4025471.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-01-31      | 3.5000%  | 0.0000% | $20844000.00       | $20911130.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-01-31      | 3.5000%  | 0.0000% | $68800.00          | $68649.23          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-02-15      | 3.5000%  | 0.0000% | $19590000.00       | $19123346.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-04-15      | 3.7500%  | 0.0000% | $200.00            | $203.33            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-11-15      | 4.5000%  | 0.0000% | $17100.00          | $17985.91          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-01-15      | 1.7500%  | 0.0000% | $32720200.00       | $34690125.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-05-15      | 4.3750%  | 0.0000% | $30000.00          | $31219.81          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-05-31      | 4.5000%  | 0.0000% | $151000.00         | $157559.14         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-05-31      | 4.6250%  | 0.0000% | $3424000.00        | $3619101.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-10-31      | 4.1035%  | 0.0000% | $2000.00           | $2014.67           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-12-31      | 4.3750%  | 0.0000% | $300.00            | $311.21            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-28      | 4.1250%  | 0.0000% | $300.00            | $302.89            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-03-31      | 4.0000%  | 0.0000% | $17868000.00       | $18082969.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-04-15      | 3.7500%  | 0.0000% | $41600.00          | $42454.93          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-04-30      | 3.8750%  | 0.0000% | $800.00            | $818.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-04-30      | 4.0000%  | 0.0000% | $13690100.00       | $14009413.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-05-15      | 4.2500%  | 0.0000% | $60900.00          | $62492.93          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-08-31      | 3.6250%  | 0.0000% | $311900.00         | $312873.17         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-12-26      | N/A      | 0.0000% | $400.00            | $396.32            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-11-06      | N/A      | 0.0000% | $100.00            | $99.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2028-01-15      | 1.7500%  | 0.0000% | $124600.00         | $195932.58         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-08-15      | 3.8750%  | 0.0000% | $5500.00           | $5158.18           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-05-15      | 3.0000%  | 0.0000% | $16298400.00       | $13418146.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-08-15      | 2.7500%  | 0.0000% | $81300.00          | $63611.84          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-02-15      | 3.1250%  | 0.0000% | $8640700.00        | $7090854.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-05-15      | 2.8750%  | 0.0000% | $883300.00         | $701936.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-02-15      | 1.3750%  | 0.0000% | $21200.00          | $25194.78          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-08-15      | 3.1250%  | 0.0000% | $422400.00         | $340142.35         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-08-15      | 3.1250%  | 0.0000% | $5537800.00        | $4459375.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-02-15      | 2.5000%  | 0.0000% | $200.00            | $143.98            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-02-15      | 2.5000%  | 0.0000% | $1069900.00        | $758958.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-02-15      | 2.5000%  | 0.0000% | $9260300.00        | $6569006.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-05-15      | 2.5000%  | 0.0000% | $19000000.00       | $13549337.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2047-02-15      | 3.0000%  | 0.0000% | $372800.00         | $286315.99         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $73.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $81.74             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2048-11-15      | 3.3750%  | 0.0000% | $250200.00         | $204496.02         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2049-05-15      | 2.8750%  | 0.0000% | $1320300.00        | $979381.70         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-02-15      | 2.0000%  | 0.0000% | $300.00            | $180.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $74.39             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-02-15      | 0.2500%  | 0.0000% | $300.00            | $223.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-05-15      | 1.2500%  | 0.0000% | $300.00            | $148.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-08-15      | 1.3750%  | 0.0000% | $33507500.00       | $16946342.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-11-15      | 1.6250%  | 0.0000% | $400.00            | $217.60            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-11-15      | 1.6250%  | 0.0000% | $1774900.00        | $965555.81         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-11-15      | 1.3750%  | 0.0000% | $8400.00           | $5529.36           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-11-15      | 1.3750%  | 0.0000% | $545100.00         | $358816.03         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-02-15      | 1.8750%  | 0.0000% | $670100.00         | $385232.95         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-02-15      | 0.1250%  | 0.0000% | $300.00            | $206.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-02-15      | 1.8750%  | 0.0000% | $234900.00         | $165803.17         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-02-15      | 1.8750%  | 0.0000% | $263900.00         | $186272.70         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-08-15      | 2.0000%  | 0.0000% | $300.00            | $177.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-08-15      | 1.7500%  | 0.0000% | $915600.00         | $623611.04         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $62.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2052-02-15      | 2.2500%  | 0.0000% | $6330100.00        | $3953403.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2052-02-15      | 0.1250%  | 0.0000% | $200.00            | $126.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $74.49             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-08-15      | 3.3750%  | 0.0000% | $13600.00          | $11661.58          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-02-15      | 3.8750%  | 0.0000% | $1012500.00        | $925144.29         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-05-15      | 3.6250%  | 0.0000% | $900900.00         | $758032.35         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-05-15      | 3.6250%  | 0.0000% | $6954100.00        | $5851296.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-05-15      | 3.8750%  | 0.0000% | $798500.00         | $736018.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-08-15      | 4.1250%  | 0.0000% | $1100.00           | $1002.52           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-08-15      | 4.3750%  | 0.0000% | $1792900.00        | $1742488.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-11-15      | 4.7500%  | 0.0000% | $131800.00         | $135693.31         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-02-15      | 4.2500%  | 0.0000% | $53400.00          | $49695.46          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-05-15      | 4.6250%  | 0.0000% | $225100.00         | $225628.26         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-05-15      | 4.6250%  | 0.0000% | $444000.00         | $445041.96         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-08-15      | 4.2500%  | 0.0000% | $7900.00           | $7354.20           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-08-15      | 4.2500%  | 0.0000% | $480700.00         | $447489.16         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-08-15      | 4.1250%  | 0.0000% | $30100.00          | $28134.56          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-11-15      | 4.6250%  | 0.0000% | $589500.00         | $594939.76         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2055-02-15      | 4.6250%  | 0.0000% | $489500.00         | $485154.34         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2055-02-15      | 4.6250%  | 0.0000% | $10186600.00       | $10096165.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-02-15      | 4.7500%  | 0.0000% | $50742600.00       | $51438509.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-15      | 0.1250%  | 0.0000% | $63739600.00       | $85593799.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-07-15      | 0.7500%  | 0.0000% | $1352700.00        | $1734507.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $86.35             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-10-15      | 0.1250%  | 0.0000% | $5698700.00        | $7095537.56        | U.S. Treasuries (including strips) |

### Security 245: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 4.210000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BD2X7, C.3 - LEI: N/A, C.5 - Other ID: ARP1BD2X7_4.21_1001
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-08-15      | 1.6250%  | 0.0000% | $10300000.00       | $9579898.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-31      | 1.5000%  | 0.0000% | $73000000.00       | $71123711.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 0.5000%  | 0.0000% | $528000000.00      | $497944320.72      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 2.7500%  | 0.0000% | $50000000.00       | $49448671.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 3.6250%  | 0.0000% | $9800000.00        | $9764602.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 4.1250%  | 0.0000% | $54000000.00       | $55093102.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-08-15      | 3.8750%  | 0.0000% | $114670700.00      | $114402571.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 4.3750%  | 0.0000% | $204442300.00      | $211896334.34      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.8750%  | 0.0000% | $730000.00         | $746845.29         | U.S. Treasuries (including strips) |

### Security 246: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.160000%
- **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: ARP1BD2Y5, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1BD2Y5_4.16_1001
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Small Business Administration | 2033-03-01      | 5.1680%  | 0.0000% | $55505000.00       | $48463923.71       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-12-01      | 6.2200%  | 0.0000% | $41000.00          | $875.01            | Agency Mortgage-Backed Securities |
| Small Business Administration | 2048-05-01      | 4.6200%  | 0.0000% | $1331000.00        | $1218417.90        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-03-01      | 1.6670%  | 0.0000% | $14305000.00       | $10713557.68       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-09-01      | 1.3040%  | 0.0000% | $1855000.00        | $1544952.83        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2032-09-01      | 4.2620%  | 0.0000% | $37190000.00       | $30869110.34       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2033-09-01      | 5.6880%  | 0.0000% | $29090000.00       | $25640881.87       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2029-07-25      | 7.8250%  | 0.0000% | $117.00            | $8.34              | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-02-25      | 8.1320%  | 0.0000% | $2990481.00        | $959515.53         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-07-25      | 8.8350%  | 0.0000% | $30151898.00       | $10660895.71       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2049-03-25      | 7.3250%  | 0.0000% | $8495000.00        | $6475876.37        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2050-01-25      | 8.0550%  | 0.0000% | $8230000.00        | $9002071.31        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2050-05-25      | 6.5550%  | 0.0000% | $33275000.00       | $35295209.38       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2032-02-25      | 8.8480%  | 0.0000% | $42817414.00       | $18545182.34       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-03-25      | 8.2790%  | 0.0000% | $6630000.00        | $6612046.73        | Agency Mortgage-Backed Securities |

### Security 247: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BD2Z2, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1BD2Z2_4.20_1001
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2041-01-25      | 0.5635%  | 0.0000% | $44547674.00       | $692040.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-07-15      | 7.5000%  | 0.0000% | $157043.00         | $1.67              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-06-15      | 6.5000%  | 0.0000% | $228.00            | $2.50              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-12-20      | 5.5000%  | 0.0000% | $2581364.00        | $71571.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.0500%  | 0.0000% | $61000000.00       | $75014.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.6612%  | 0.0000% | $75000000.00       | $5310793.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.1000%  | 0.0000% | $20000000.00       | $32334.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | N/A      | 0.0000% | $200000000.00      | $437307.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.0500%  | 0.0000% | $124056268.00      | $112208.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.0312%  | 0.0000% | $213635303.00      | $8265480.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.9112%  | 0.0000% | $25000000.00       | $912476.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.0500%  | 0.0000% | $75000000.00       | $37405.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.1400%  | 0.0000% | $55000000.00       | $95869.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | N/A      | 0.0000% | $100000000.00      | $125896.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $826923.00         | $61778.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $673077.00         | $34033.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 6.5000%  | 0.0000% | $1534615.00        | $50437.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0112%  | 0.0000% | $30000000.00       | $63560.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1400000.00        | $1259880.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $43084023.00       | $6567952.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $50000000.00       | $41204.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1000%  | 0.0000% | $40000000.00       | $44719.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $219804.00         | $214754.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $293750.00         | $39759.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 0.5112%  | 0.0000% | $38424499.00       | $1064050.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.7612%  | 0.0000% | $250000000.00      | $6848442.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $21000000.00       | $37357.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1000%  | 0.0000% | $20000000.00       | $70939.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0900%  | 0.0000% | $11622415.00       | $28129.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $17799954.00       | $678602.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | N/A      | 0.0000% | $360000000.00      | $3687070.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.4612%  | 0.0000% | $80000000.00       | $4612863.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.7112%  | 0.0000% | $51026426.00       | $4773465.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $125000.00         | $18769.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 1.5612%  | 0.0000% | $69282169.00       | $1971216.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $40000000.00       | $53616.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $4000000.00        | $5375.04           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $30000000.00       | $40091.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $321274.00         | $69062.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0112%  | 0.0000% | $488389.00         | $9785.42           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.2500%  | 0.0000% | $2316298.00        | $2332410.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 6.0000%  | 0.0000% | $126042.00         | $19539.40          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-10-25      | 4.9205%  | 0.0000% | $988517.00         | $522.12            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-04-25      | 2.0795%  | 0.0000% | $198661.00         | $3.25              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-12-25      | 4.5000%  | 0.0000% | $1085.00           | $26.73             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 7.8449%  | 0.0000% | $5413749.00        | $5070591.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 5.0000%  | 0.0000% | $4000.00           | $3778.57           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-03-15      | 2.5000%  | 0.0000% | $2515.00           | $7.68              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-05-15      | 1.5000%  | 0.0000% | $4660.00           | $81.67             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-12-15      | 2.5000%  | 0.0000% | $1395.00           | $1053.57           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-02-25      | 0.8526%  | 0.0000% | $34000000.00       | $748740.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-25      | 2.1690%  | 0.0000% | $4850000.00        | $353803.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $689583.00         | $38043.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $250000.00         | $42912.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-06-20      | 3.1385%  | 0.0000% | $25816385.00       | $372976.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 2.1378%  | 0.0000% | $5049054.00        | $36611.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 0.8107%  | 0.0000% | $1874500.00        | $34955.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 0.8696%  | 0.0000% | $1841518.00        | $37228.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 0.8979%  | 0.0000% | $45512037.00       | $924325.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-16      | 0.7218%  | 0.0000% | $5905000.00        | $239937.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.8791%  | 0.0000% | $9148000.00        | $480290.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 1.0414%  | 0.0000% | $130329474.00      | $6821595.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-16      | 1.4376%  | 0.0000% | $85977069.00       | $5314602.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-02-25      | 0.4019%  | 0.0000% | $34500000.00       | $336328.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | 2.5000%  | 0.0000% | $22639.00          | $5435.61           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-03-25      | 3.0000%  | 0.0000% | $1627.00           | $1031.50           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | N/A      | 0.0000% | $124303.00         | $95008.27          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-02-15      | 5.5000%  | 0.0000% | $1000.00           | $17.19             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-08-25      | 5.5000%  | 0.0000% | $3962.00           | $84.42             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-05-15      | 5.5000%  | 0.0000% | $1989.00           | $74.74             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-03-25      | 4.8405%  | 0.0000% | $2000.00           | $27.75             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-04-15      | 5.5000%  | 0.0000% | $4000.00           | $182.46            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-06-25      | 4.8705%  | 0.0000% | $1000.00           | $12.48             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-12-25      | 4.5000%  | 0.0000% | $1999.00           | $16.25             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-07-25      | 5.0105%  | 0.0000% | $3000.00           | $53.66             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-08-15      | 4.0000%  | 0.0000% | $34067.00          | $458.69            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $6413150.00        | $6664342.40        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-11-16      | N/A      | 0.0000% | $655983.00         | $58.91             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-16      | N/A      | 0.0000% | $90217002.00       | $984.43            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-16      | 0.1591%  | 0.0000% | $3724956.00        | $2.13              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-16      | 2.7887%  | 0.0000% | $9000000.00        | $80.30             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-16      | 0.0003%  | 0.0000% | $175983869.00      | $0.31              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-16      | 0.0008%  | 0.0000% | $92307606.00       | $0.05              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-16      | N/A      | 0.0000% | $73356939.00       | $7.18              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-06-20      | 3.4001%  | 0.0000% | $44300953.00       | $3672.58           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-04-20      | 2.7401%  | 0.0000% | $7600000.00        | $5103.97           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-20      | 0.0749%  | 0.0000% | $12068141.00       | $51.78             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-20      | 1.5508%  | 0.0000% | $58505000.00       | $45870.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-20      | 1.0445%  | 0.0000% | $128064500.00      | $106694.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-20      | 0.2657%  | 0.0000% | $20000000.00       | $4484.99           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.9112%  | 0.0000% | $200000000.00      | $5391160.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.5912%  | 0.0000% | $100000000.00      | $6580441.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-20      | 1.7867%  | 0.0000% | $1100000.00        | $808.18            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-04-16      | 2.3386%  | 0.0000% | $1100000.00        | $14839.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-08-20      | 2.3301%  | 0.0000% | $34900000.00       | $3942.55           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-01-20      | 2.6188%  | 0.0000% | $21066040.00       | $537371.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 1.5108%  | 0.0000% | $20108000.00       | $102854.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-09-20      | 1.5006%  | 0.0000% | $1500000.00        | $2352.11           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 1.8782%  | 0.0000% | $80000000.00       | $401772.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 2.1495%  | 0.0000% | $9000000.00        | $92672.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-11-20      | 2.5800%  | 0.0000% | $304000.00         | $2435.09           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-01-20      | 2.2919%  | 0.0000% | $4410000.00        | $34095.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-16      | 0.1587%  | 0.0000% | $188550000.00      | $38.42             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-16      | N/A      | 0.0000% | $162124239.00      | $30.56             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-16      | N/A      | 0.0000% | $41268846.00       | $6.09              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-16      | N/A      | 0.0000% | $200000000.00      | $4.95              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-16      | N/A      | 0.0000% | $290558680.00      | $3.02              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-16      | 0.3000%  | 0.0000% | $49244404.00       | $1454.00           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-16      | 0.0102%  | 0.0000% | $24000000.00       | $51.72             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | N/A      | 0.0000% | $25000000.00       | $6.06              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-06-16      | 1.8886%  | 0.0000% | $800000.00         | $735.73            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-20      | 3.5000%  | 0.0000% | $147515.00         | $821.11            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-20      | 1.8212%  | 0.0000% | $4500000.00        | $56396.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 2.4672%  | 0.0000% | $40081161.00       | $177710.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 2.5255%  | 0.0000% | $2828000.00        | $26488.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 1.9719%  | 0.0000% | $2643000.00        | $19904.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 2.0090%  | 0.0000% | $58119993.00       | $486224.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-20      | 2.0881%  | 0.0000% | $208000.00         | $4440.38           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 2.3072%  | 0.0000% | $9026000.00        | $78775.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 1.7492%  | 0.0000% | $9850000.00        | $62654.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 1.8066%  | 0.0000% | $22838000.00       | $124022.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-08-20      | 5.1458%  | 0.0000% | $77235.00          | $102.21            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-11-20      | 1.8108%  | 0.0000% | $7179000.00        | $58598.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 1.8535%  | 0.0000% | $107060003.00      | $974017.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 1.9699%  | 0.0000% | $10143000.00       | $83537.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 1.7895%  | 0.0000% | $116481213.00      | $797229.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-20      | 2.3788%  | 0.0000% | $947000.00         | $1566.35           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 0.0046%  | 0.0000% | $58002227.00       | $46.72             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-20      | 1.5824%  | 0.0000% | $13365000.00       | $64602.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-06-20      | 1.9365%  | 0.0000% | $40272922.00       | $230551.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 1.8064%  | 0.0000% | $50000001.00       | $350709.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 2.0789%  | 0.0000% | $13345000.00       | $123561.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-03-20      | 1.9045%  | 0.0000% | $22783581.00       | $145057.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-03-20      | 4.5000%  | 0.0000% | $1277029.00        | $9514.80           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-03-20      | 2.1159%  | 0.0000% | $87067583.00       | $118720.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-20      | 2.2301%  | 0.0000% | $5800000.00        | $22959.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-20      | 2.1418%  | 0.0000% | $12830316.00       | $257.52            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2026-10-16      | 4.0000%  | 0.0000% | $900000.00         | $22.66             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-16      | 0.3462%  | 0.0000% | $50710000.00       | $75637.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-16      | 0.4406%  | 0.0000% | $60000000.00       | $66095.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-16      | N/A      | 0.0000% | $2000000.00        | $1.97              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-16      | 0.2672%  | 0.0000% | $31600000.00       | $36747.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-16      | N/A      | 0.0000% | $16751815.00       | $2453.53           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-16      | 0.1073%  | 0.0000% | $8920000.00        | $3676.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-16      | 0.0003%  | 0.0000% | $17200000.00       | $22.85             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-16      | 0.0025%  | 0.0000% | $225456174.00      | $91.35             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | 0.2019%  | 0.0000% | $10319027.00       | $3615.50           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-16      | N/A      | 0.0000% | $45000000.00       | $19.59             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-16      | 0.1667%  | 0.0000% | $35300000.00       | $18929.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-16      | N/A      | 0.0000% | $8240000.00        | $4.76              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-16      | 0.9073%  | 0.0000% | $35100000.00       | $3101.70           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-16      | 0.0002%  | 0.0000% | $24000000.00       | $5.12              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-16      | 0.3251%  | 0.0000% | $32233402.00       | $47389.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-03-20      | 1.8001%  | 0.0000% | $1100000.00        | $14269.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-16      | 0.3337%  | 0.0000% | $2570000.00        | $3383.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-16      | 0.5023%  | 0.0000% | $69800000.00       | $30893.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.0510%  | 0.0000% | $14480000.00       | $3562.55           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-04-20      | 3.5000%  | 0.0000% | $3200000.00        | $21645.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-16      | 0.5186%  | 0.0000% | $974000.00         | $610.53            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-16      | 0.6839%  | 0.0000% | $8940010.00        | $24784.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-16      | N/A      | 0.0000% | $248116522.00      | $277.35            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-16      | N/A      | 0.0000% | $100000000.00      | $140.10            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-16      | 1.0047%  | 0.0000% | $1840000.00        | $1601.28           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.5875%  | 0.0000% | $3049990.00        | $15709.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-16      | N/A      | 0.0000% | $160000000.00      | $449.31            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-16      | N/A      | 0.0000% | $174273490.00      | $219.89            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-16      | 0.1632%  | 0.0000% | $27157393.00       | $4731.70           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-16      | 0.0433%  | 0.0000% | $186970000.00      | $2327.75           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-05-16      | 4.5000%  | 0.0000% | $31800000.00       | $18705.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-05-20      | 3.5000%  | 0.0000% | $1700000.00        | $38303.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-01-20      | 4.5000%  | 0.0000% | $4444444.00        | $11873.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.4877%  | 0.0000% | $244000.00         | $589.13            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | 0.2233%  | 0.0000% | $2790000.00        | $3583.76           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-16      | 0.0818%  | 0.0000% | $34059963.00       | $19452.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.1395%  | 0.0000% | $5550000.00        | $35.15             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-16      | 0.2604%  | 0.0000% | $34790000.00       | $59480.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | 0.8720%  | 0.0000% | $1315000.00        | $4220.03           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-16      | N/A      | 0.0000% | $89505099.00       | $117.85            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-16      | 0.1248%  | 0.0000% | $52718564.00       | $34032.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-16      | 0.3662%  | 0.0000% | $7081735.00        | $4891.90           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-06-16      | 1.3386%  | 0.0000% | $29120000.00       | $279149.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-08-20      | 1.9501%  | 0.0000% | $2500000.00        | $53928.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-07-16      | 3.5000%  | 0.0000% | $25579804.00       | $13692.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-04-16      | 4.0000%  | 0.0000% | $900000.00         | $28111.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-01-20      | 1.3501%  | 0.0000% | $59403599.00       | $505077.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-03-20      | 5.5000%  | 0.0000% | $1900000.00        | $29751.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-16      | 0.7329%  | 0.0000% | $288270000.00      | $157045.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-16      | 0.2014%  | 0.0000% | $4558565.00        | $7537.20           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-04-16      | 0.5034%  | 0.0000% | $7837000.00        | $42858.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.4787%  | 0.0000% | $98900000.00       | $788969.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-07-16      | 0.4980%  | 0.0000% | $1253289.00        | $4933.39           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6882%  | 0.0000% | $7720000.00        | $58043.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.5736%  | 0.0000% | $10000000.00       | $138748.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-02-16      | 0.5256%  | 0.0000% | $43530344.00       | $369841.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-04-16      | 0.6511%  | 0.0000% | $70000000.00       | $847780.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.5421%  | 0.0000% | $18000000.00       | $171452.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.7635%  | 0.0000% | $34581000.00       | $259382.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.7534%  | 0.0000% | $15000000.00       | $73277.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-20      | 1.9001%  | 0.0000% | $100000.00         | $2546.34           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 1.8001%  | 0.0000% | $200000.00         | $4489.74           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-16      | 1.8386%  | 0.0000% | $400000.00         | $23321.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-05-16      | 5.0000%  | 0.0000% | $7153283.00        | $57709.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-12-16      | 0.5196%  | 0.0000% | $10270000.00       | $64959.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-03-16      | 0.6182%  | 0.0000% | $63505104.00       | $447262.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-02-20      | 2.2811%  | 0.0000% | $27850322.00       | $422573.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-05-20      | 1.2965%  | 0.0000% | $17778781.00       | $465920.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-10-20      | 1.7398%  | 0.0000% | $51548315.00       | $224728.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-03-20      | 0.8312%  | 0.0000% | $48280052.00       | $350925.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-12-20      | 1.1712%  | 0.0000% | $18285188.00       | $375594.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-11-16      | 0.9894%  | 0.0000% | $150000000.00      | $787246.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-08-16      | 0.7241%  | 0.0000% | $120000000.00      | $641484.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-16      | 0.7183%  | 0.0000% | $27806711.00       | $317108.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 0.8751%  | 0.0000% | $13170000.00       | $382607.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-08-16      | 0.5000%  | 0.0000% | $40000000.00       | $50676.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 1.0938%  | 0.0000% | $661000.00         | $25579.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 1.2989%  | 0.0000% | $137015932.00      | $9177197.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-06-20      | 0.0227%  | 0.0000% | $44177162.00       | $1038181.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 1.7982%  | 0.0000% | $23262877.00       | $383155.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 1.0906%  | 0.0000% | $11168534.00       | $335400.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-05-20      | 2.2259%  | 0.0000% | $28607880.00       | $1256136.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-03-20      | 1.8189%  | 0.0000% | $51800918.00       | $234253.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 5.5000%  | 0.0000% | $2186345.00        | $37280.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 1.9501%  | 0.0000% | $48400735.00       | $136267.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | N/A      | 0.0000% | $50000000.00       | $41647.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-16      | 0.9169%  | 0.0000% | $1869066.00        | $107759.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9667%  | 0.0000% | $1382000.00        | $86265.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-07-16      | 0.9810%  | 0.0000% | $3600000.00        | $202414.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-16      | 0.8522%  | 0.0000% | $78000000.00       | $4949678.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-07-16      | 0.8700%  | 0.0000% | $100000000.00      | $5913702.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.6104%  | 0.0000% | $18000000.00       | $964284.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.5511%  | 0.0000% | $141054479.00      | $6526096.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.6999%  | 0.0000% | $15800000.00       | $923788.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-16      | 1.0223%  | 0.0000% | $330000.00         | $22608.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-16      | 0.8755%  | 0.0000% | $378000.00         | $27008.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.9536%  | 0.0000% | $770000.00         | $54687.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-16      | 0.8593%  | 0.0000% | $100000.00         | $7790.14           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.7112%  | 0.0000% | $61034341.00       | $3418854.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.1000%  | 0.0000% | $80000000.00       | $185304.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.1000%  | 0.0000% | $30000000.00       | $80807.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 0.2000%  | 0.0000% | $13410737.00       | $107156.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 2.7112%  | 0.0000% | $75000000.00       | $9262184.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.0500%  | 0.0000% | $100000000.00      | $135106.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $833333.00         | $63764.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.0500%  | 0.0000% | $20000000.00       | $26972.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 6.0000%  | 0.0000% | $100000.00         | $11224.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 5.5000%  | 0.0000% | $452884.00         | $43515.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $737795.00         | $27909.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0412%  | 0.0000% | $7192311.00        | $216624.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 0.0500%  | 0.0000% | $25000000.00       | $54366.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0500%  | 0.0000% | $20000000.00       | $27046.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.1100%  | 0.0000% | $21147941.00       | $50101.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 6.0000%  | 0.0000% | $1250000.00        | $127738.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 0.0500%  | 0.0000% | $75000000.00       | $166484.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1000%  | 0.0000% | $30198473.00       | $100300.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0300%  | 0.0000% | $20000000.00       | $22126.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-16      | 4.5000%  | 0.0000% | $3666666.00        | $67509.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | N/A      | 0.0000% | $45000000.00       | $248113.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 1.8501%  | 0.0000% | $18715770.00       | $528263.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 1.3001%  | 0.0000% | $45169891.00       | $560076.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.3873%  | 0.0000% | $303269923.00      | $5308892.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-20      | 4.5000%  | 0.0000% | $1554000.00        | $35460.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $200000.00         | $21587.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $200000.00         | $14879.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $300000.00         | $27491.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $519675.00         | $29001.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $200000.00         | $19984.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $200000.00         | $13979.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.0501%  | 0.0000% | $475000.00         | $45020.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $4823.00           | $69.60             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 1.5000%  | 0.0000% | $583333.00         | $29275.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $700000.00         | $48632.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $500000.00         | $52380.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 0.7932%  | 0.0000% | $4283780.00        | $156042.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.0501%  | 0.0000% | $830000.00         | $54311.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $683357.00         | $50016.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.6000%  | 0.0000% | $12666667.00       | $137070.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 0.9941%  | 0.0000% | $4983354.00        | $214419.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-10-20      | 1.3615%  | 0.0000% | $50149207.00       | $407789.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-11-20      | 0.3998%  | 0.0000% | $180000000.00      | $9255571.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-08-20      | 0.2867%  | 0.0000% | $15000000.00       | $611568.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-11-20      | 1.3410%  | 0.0000% | $140061917.00      | $5015493.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-12-20      | 1.5393%  | 0.0000% | $76106047.00       | $2994165.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-06-20      | 0.1214%  | 0.0000% | $54201893.00       | $448973.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-04-20      | 2.3920%  | 0.0000% | $4318000.00        | $120428.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-05-20      | 1.5680%  | 0.0000% | $5900032.00        | $277680.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-20      | N/A      | 0.0000% | $53010043.00       | $88915.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-07-20      | 0.5071%  | 0.0000% | $142018722.00      | $8258313.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-08-20      | 0.4542%  | 0.0000% | $125941392.00      | $6721480.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $1000000.00        | $59403.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $600000.00         | $62980.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $14432200.00       | $965553.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $118564246.00      | $684755.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $350000.00         | $21687.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-16      | N/A      | 0.0000% | $85856933.00       | $6541353.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-09-20      | 0.9567%  | 0.0000% | $62385450.00       | $5504871.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-10-20      | 0.3813%  | 0.0000% | $110307599.00      | $5529292.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-01-20      | 1.3870%  | 0.0000% | $64724603.00       | $905891.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | N/A      | 0.0000% | $36390000.00       | $729174.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $40315110.00       | $531426.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $361925.00         | $70546.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $65000000.00       | $843139.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.9112%  | 0.0000% | $1000000.00        | $37726.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.9112%  | 0.0000% | $1000000.00        | $36585.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.9112%  | 0.0000% | $1000000.00        | $36585.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.0112%  | 0.0000% | $50000000.00       | $974848.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 6.0000%  | 0.0000% | $166666.00         | $1822.34           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-12-20      | 6.0000%  | 0.0000% | $83333.00          | $672.48            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 6.5000%  | 0.0000% | $461538.00         | $49181.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-10-20      | 6.5000%  | 0.0000% | $138461.00         | $1665.21           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-20      | 6.0000%  | 0.0000% | $166666.00         | $2111.39           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $1538461.00        | $177714.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-20      | 1.4612%  | 0.0000% | $50000000.00       | $784529.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.6112%  | 0.0000% | $14419313.00       | $566252.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $1486248.00        | $256089.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | N/A      | 0.0000% | $4590579.00        | $3.80              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-09-20      | 6.5000%  | 0.0000% | $914462.00         | $573.43            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.2500%  | 0.0000% | $35000000.00       | $70911.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $892857.00         | $50759.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $1269230.00        | $168246.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.3112%  | 0.0000% | $14918139.00       | $354729.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $571428.00         | $32529.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 6.9999%  | 0.0000% | $578569.00         | $81215.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 6.5000%  | 0.0000% | $3822995.00        | $49072.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 6.5000%  | 0.0000% | $1615385.00        | $42175.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $55180.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $55180.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 0.0500%  | 0.0000% | $48178998.00       | $22511.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 0.0500%  | 0.0000% | $48178998.00       | $9983.81           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $964285.00         | $116995.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $214285.00         | $37800.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.0112%  | 0.0000% | $20000000.00       | $369055.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $714285.00         | $127189.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $357142.00         | $24866.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $392856.00         | $45843.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $714285.00         | $122586.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $323076.00         | $54546.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $1666666.00        | $34851.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $576923.00         | $108487.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1461536.00        | $184397.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $2291666.00        | $60944.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.6112%  | 0.0000% | $30000000.00       | $914980.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.6112%  | 0.0000% | $50000000.00       | $3467621.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.7112%  | 0.0000% | $10000000.00       | $475893.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $1615384.00        | $59615.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 1.3712%  | 0.0000% | $105000000.00      | $986010.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 0.8112%  | 0.0000% | $25000000.00       | $228907.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 2.6612%  | 0.0000% | $15000000.00       | $472660.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0500%  | 0.0000% | $70000000.00       | $80957.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1500%  | 0.0000% | $24679500.00       | $85628.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1500%  | 0.0000% | $25000000.00       | $70056.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $50000000.00       | $85855.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-07-20      | 0.6853%  | 0.0000% | $783878.00         | $53439.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $40000000.00       | $46229.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1500%  | 0.0000% | $110000000.00      | $288464.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $416666.00         | $9744.49           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 5.0000%  | 0.0000% | $325000.00         | $32769.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $50000000.00       | $61786.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $65000000.00       | $98368.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.9112%  | 0.0000% | $150000000.00      | $5656907.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.8612%  | 0.0000% | $250000000.00      | $7004987.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 2.8412%  | 0.0000% | $50000000.00       | $1220080.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.9612%  | 0.0000% | $90000000.00       | $5455917.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.2612%  | 0.0000% | $75000000.00       | $7661937.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.2612%  | 0.0000% | $75000000.00       | $5145309.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.1000%  | 0.0000% | $120500000.00      | $294007.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-03-20      | 0.1980%  | 0.0000% | $4669000.00        | $120034.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 4.9158%  | 0.0000% | $600000.00         | $360684.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 1.6455%  | 0.0000% | $23205000.00       | $587144.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 4.9158%  | 0.0000% | $943583.00         | $375022.82         | Agency Collateralized Mortgage Obligation |

### Security 248: Northwestern Mutual Life Insurance Co.

- **C.1 - Title:** Northwestern Mutual Life Insurance Co. 4.220000%
- **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: ARP1BD324, C.3 - LEI: 1DU7IM20QESY, C.5 - Other ID: ARP1BD324_4.22_1001
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $17353200.00       | $9912487.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $31253000.00       | $19480607.46       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $14516400.00       | $9369036.40        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $7795600.00        | $4361794.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $1591500.00        | $829860.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $22737600.00       | $12750204.93       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $45449200.00       | $27851014.79       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-06-01      | 2.0000%  | 0.0000% | $45263300.00       | $29484064.61       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $18928600.00       | $10867516.11       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $34034600.00       | $18867734.31       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $43621500.00       | $28480883.03       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-10-01      | 2.0000%  | 0.0000% | $8255200.00        | $4984206.36        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-09-01      | 2.0000%  | 0.0000% | $23998200.00       | $12597851.73       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $34429300.00       | $22323511.92       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $51491900.00       | $27948577.81       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $42149900.00       | $8355012.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2046-08-01      | 3.0000%  | 0.0000% | $54526200.00       | $8732307.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $45831900.00       | $7809274.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $40860700.00       | $26296013.81       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2039-12-01      | 4.0000%  | 0.0000% | $329816200.00      | $12755704.20       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $51500000.00       | $37964177.75       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $28483000.00       | $23174373.78       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $37249000.00       | $30727006.66       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $30225300.00       | $20884270.78       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $20173000.00       | $17091941.60       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-04-01      | 2.0000%  | 0.0000% | $47207100.00       | $28399728.57       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-02-01      | 2.0000%  | 0.0000% | $3137300.00        | $1810823.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.0000%  | 0.0000% | $40000000.00       | $26780809.60       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-01-01      | 2.0000%  | 0.0000% | $55518700.00       | $34306565.92       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2050-11-01      | 2.0000%  | 0.0000% | $52714000.00       | $31749825.64       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 2.0000%  | 0.0000% | $21306700.00       | $12647920.68       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $53108600.00       | $12853588.73       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2043-01-01      | 3.0000%  | 0.0000% | $5124000.00        | $1047702.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2046-11-01      | 3.0000%  | 0.0000% | $31560300.00       | $6904877.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2046-09-01      | 3.0000%  | 0.0000% | $4100.00           | $774.31            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2046-04-01      | 4.0000%  | 0.0000% | $33586300.00       | $3570682.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2045-12-01      | 4.0000%  | 0.0000% | $51365000.00       | $5226958.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2045-11-01      | 4.0000%  | 0.0000% | $44399200.00       | $4332201.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $14602000.00       | $14468109.15       | Agency Collateralized Mortgage Obligation |

### Security 249: Daiwa Capital Markets America, Inc.

- **C.1 - Title:** Daiwa Capital Markets America, Inc. 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BD332, C.3 - LEI: M67H5PRC0NQK, C.5 - Other ID: ARP1BD332_4.20_1001
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-03-19      | N/A      | 0.0000% | $900.00            | $884.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-10-16      | N/A      | 0.0000% | $500.00            | $499.16            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-12-18      | N/A      | 0.0000% | $83000.00          | $82305.37          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-01-15      | N/A      | 0.0000% | $892100.00         | $882158.44         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-11-15      | 2.7500%  | 0.0000% | $5000000.00        | $3670957.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-02-15      | 3.0000%  | 0.0000% | $5723600.00        | $4350462.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-05-15      | 3.1250%  | 0.0000% | $4506000.00        | $3532874.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-08-15      | 3.0000%  | 0.0000% | $400000.00         | $302676.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-11-15      | 3.3750%  | 0.0000% | $301000.00         | $246016.40         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-02-15      | 2.0000%  | 0.0000% | $1599000.00        | $961894.44         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-08-15      | 1.3750%  | 0.0000% | $1116800.00        | $564819.09         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-02-15      | 1.8750%  | 0.0000% | $500.00            | $352.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-05-15      | 2.3750%  | 0.0000% | $900000.00         | $588805.42         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-05-15      | 2.2500%  | 0.0000% | $5000000.00        | $3753157.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-08-15      | 2.0000%  | 0.0000% | $12604900.00       | $7437206.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-11-15      | 1.8750%  | 0.0000% | $1600.00           | $918.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-08-15      | 3.3750%  | 0.0000% | $22000000.00       | $18864312.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-02-15      | 3.6250%  | 0.0000% | $650000.00         | $541635.41         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-11-15      | 4.7500%  | 0.0000% | $686800.00         | $702012.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 4.7500%  | 0.0000% | $150000.00         | $154430.92         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 4.6250%  | 0.0000% | $247000.00         | $249789.81         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $93.09             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-05-15      | 5.0000%  | 0.0000% | $547000.00         | $579131.87         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-08-15      | 4.7500%  | 0.0000% | $667000.00         | $674996.33         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-01-15      | 0.6250%  | 0.0000% | $1446100.00        | $1963083.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-31      | 1.3750%  | 0.0000% | $2346800.00        | $2299834.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-31      | 1.6250%  | 0.0000% | $854300.00         | $841242.98         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 1.6250%  | 0.0000% | $3723600.00        | $3656343.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 0.5000%  | 0.0000% | $30800000.00       | $29390493.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 0.3750%  | 0.0000% | $20000.00          | $18868.57          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 0.3750%  | 0.0000% | $9900.00           | $9287.87           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-15      | 0.1250%  | 0.0000% | $102700.00         | $125893.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $17612600.00       | $16407591.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-30      | 1.2500%  | 0.0000% | $908000.00         | $847054.13         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 0.8750%  | 0.0000% | $336000.00         | $326685.07         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 4.1250%  | 0.0000% | $2240000.00        | $2261640.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $854000.00         | $869539.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-29      | 4.0000%  | 0.0000% | $7913100.00        | $8009678.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 2.3750%  | 0.0000% | $627000.00         | $695817.19         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-28      | 4.6250%  | 0.0000% | $19621800.00       | $19750869.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 2.1250%  | 0.0000% | $1413300.00        | $1537729.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-15      | 4.6250%  | 0.0000% | $154000.00         | $158554.58         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-30      | 4.6250%  | 0.0000% | $1100.00           | $1119.48           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-07-15      | 1.8750%  | 0.0000% | $3160300.00        | $3316204.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-15      | 1.6250%  | 0.0000% | $41000.00          | $43254.07          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 4.2500%  | 0.0000% | $5963200.00        | $6066059.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 4.2500%  | 0.0000% | $41133200.00       | $42065428.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-01-15      | 2.1250%  | 0.0000% | $600000.00         | $635371.67         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $92528800.00       | $93270479.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.8750%  | 0.0000% | $108100.00         | $110594.49         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $15767200.00       | $16052185.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 3.8750%  | 0.0000% | $6812800.00        | $6885562.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 3.6250%  | 0.0000% | $276000.00         | $276861.16         | U.S. Treasuries (including strips) |

### Security 250: Santander U.S. Capital Markets LLC

- **C.1 - Title:** Santander U.S. Capital Markets LLC 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BD373, C.3 - LEI: 549300LGG2RL, C.5 - Other ID: ARP1BD373_4.20_1001
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                   | 2035-09-25      | 5.0000%  | 0.0000% | $25000.00          | $24987.94          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-09-15      | 4.5000%  | 0.0000% | $61446400.00       | $3060867.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-05-15      | N/A      | 0.0000% | $85000.00          | $71130.12          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-25      | 3.0000%  | 0.0000% | $1362000.00        | $22727.04          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | 4.0000%  | 0.0000% | $1044000.00        | $6975.18           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-04-25      | 4.0000%  | 0.0000% | $1556168.00        | $13449.26          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-10-25      | N/A      | 0.0000% | $20000000.00       | $2851254.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | N/A      | 0.0000% | $5117040.00        | $201616.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | N/A      | 0.0000% | $4416072.00        | $158745.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-09-25      | 1.4295%  | 0.0000% | $50000000.00       | $863753.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 4.5000%  | 0.0000% | $38253120.00       | $1330048.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-04-25      | 3.0000%  | 0.0000% | $640000.00         | $13848.56          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-09-25      | 1.7295%  | 0.0000% | $55745280.00       | $497634.14         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-02-25      | 4.0000%  | 0.0000% | $3329500.00        | $47343.40          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 1.5795%  | 0.0000% | $15504700.00       | $474488.40         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 3.0000%  | 0.0000% | $5128896.00        | $301748.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $2700000.00        | $321941.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 2.0000%  | 0.0000% | $1125000.00        | $105062.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 2.5000%  | 0.0000% | $2000000.00        | $209202.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 2.5000%  | 0.0000% | $1800000.00        | $217797.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 4.5000%  | 0.0000% | $66473280.00       | $4291443.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 3.0000%  | 0.0000% | $2752000.00        | $377372.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 3.0000%  | 0.0000% | $1260000.00        | $137753.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $6000000.00        | $664285.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | 0.0500%  | 0.0000% | $41078784.00       | $27599.40          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 0.0500%  | 0.0000% | $9959424.00        | $8532.89           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-07-25      | 6.0000%  | 0.0000% | $3306144.00        | $541757.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 3.5000%  | 0.0000% | $5600000.00        | $724197.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 1.9940%  | 0.0000% | $10000000.00       | $607566.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | N/A      | 0.0000% | $7692304.00        | $4342452.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-25      | 6.5000%  | 0.0000% | $5931720.00        | $756222.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 0.0500%  | 0.0000% | $20000000.00       | $21229.59          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.5440%  | 0.0000% | $14251040.00       | $735110.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.2500%  | 0.0000% | $13500000.00       | $63600.33          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.1300%  | 0.0000% | $10000000.00       | $24551.88          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.5000%  | 0.0000% | $2683012.00        | $440451.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.0000%  | 0.0000% | $14095664.00       | $2939156.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.1500%  | 0.0000% | $17000000.00       | $78816.32          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.0700%  | 0.0000% | $30000000.00       | $81433.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 0.1000%  | 0.0000% | $53703040.00       | $117167.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 0.0500%  | 0.0000% | $12500000.00       | $13630.95          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 3.0000%  | 0.0000% | $43672000.00       | $2537108.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.5000%  | 0.0000% | $900000.00         | $89821.86          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 3.0000%  | 0.0000% | $540000.00         | $62235.81          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-02-15      | 1.7134%  | 0.0000% | $20000000.00       | $587319.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-03-25      | 3.5000%  | 0.0000% | $310000.00         | $15208.81          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-01-15      | N/A      | 0.0000% | $500000.00         | $187074.40         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 6.0000%  | 0.0000% | $1219578.00        | $245305.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 0.1000%  | 0.0000% | $18000000.00       | $78107.83          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 1.6000%  | 0.0000% | $175000000.00      | $14038188.89       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 1.6000%  | 0.0000% | $80000000.00       | $6411777.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 0.3700%  | 0.0000% | $80119680.00       | $2381989.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-01      | 3.5000%  | 0.0000% | $800000.00         | $7308.53           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-01      | 4.0000%  | 0.0000% | $710000.00         | $7726.37           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-11-01      | 4.5000%  | 0.0000% | $700000.00         | $4178.03           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-10-15      | 3.5000%  | 0.0000% | $365542.00         | $2276.17           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 3.5000%  | 0.0000% | $14720192.00       | $204102.64         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-03-15      | 3.0000%  | 0.0000% | $2500000.00        | $2872994.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $4545448.00        | $3440469.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $2727272.00        | $2026954.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $15000000.00       | $28894.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.8612%  | 0.0000% | $51732160.00       | $3090415.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-09-25      | 3.5000%  | 0.0000% | $32528512.00       | $863443.03         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 3.0000%  | 0.0000% | $585000.00         | $54842.63          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-01-25      | 2.5000%  | 0.0000% | $2100000.00        | $248013.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 3.0000%  | 0.0000% | $1335000.00        | $156765.39         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 2.5000%  | 0.0000% | $9000000.00        | $1171436.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-10-25      | 4.0000%  | 0.0000% | $20914528.00       | $2484118.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 3.0000%  | 0.0000% | $830000.00         | $91430.25          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-01-25      | 3.0000%  | 0.0000% | $24780440.00       | $3137905.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-11-25      | 3.0000%  | 0.0000% | $5000000.00        | $456286.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-06-25      | 3.0000%  | 0.0000% | $4166664.00        | $247119.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 4.0000%  | 0.0000% | $36084320.00       | $5105296.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 6.0000%  | 0.0000% | $1065916.00        | $71443.23          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 0.0500%  | 0.0000% | $73060736.00       | $147610.47         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 0.0500%  | 0.0000% | $73060736.00       | $147748.88         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 0.0500%  | 0.0000% | $126309888.00      | $278769.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 1.4940%  | 0.0000% | $163403520.00      | $12195305.82       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.0300%  | 0.0000% | $195000000.00      | $245026.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.1000%  | 0.0000% | $8500000.00        | $35626.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $2142856.00        | $999558.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 0.0500%  | 0.0000% | $19140608.00       | $12662.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | N/A      | 0.0000% | $7081136.00        | $3514104.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.6612%  | 0.0000% | $68000000.00       | $4779374.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 0.0500%  | 0.0000% | $36999168.00       | $17882.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 0.1000%  | 0.0000% | $13000000.00       | $15852.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.6612%  | 0.0000% | $26698400.00       | $2387420.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.0400%  | 0.0000% | $55000000.00       | $62815.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.1000%  | 0.0000% | $14000000.00       | $20640.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1269546.00        | $191914.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $74999808.00       | $67739.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $74999808.00       | $67739.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $51875000.00       | $8701553.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $128000000.00      | $150343.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $26275744.00       | $31695.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $125000.00         | $18327.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0500%  | 0.0000% | $37000000.00       | $40443.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $38583296.00       | $6231073.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $89500000.00       | $14055801.21       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $100000000.00      | $165170.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1295968.00        | $305251.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | N/A      | 0.0000% | $5833328.00        | $4209377.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.0500%  | 0.0000% | $20000000.00       | $24007.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $7457272.00        | $985174.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $49956608.00       | $72994.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.1000%  | 0.0000% | $40000000.00       | $59114.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.0500%  | 0.0000% | $20000000.00       | $24225.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0300%  | 0.0000% | $30000000.00       | $30888.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.2612%  | 0.0000% | $50000000.00       | $3967873.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 6.0000%  | 0.0000% | $1792930.00        | $252885.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $4995000.00        | $7652.91           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $20782800.00       | $3555036.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.0500%  | 0.0000% | $42560960.00       | $56825.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | N/A      | 0.0000% | $4846008.00        | $3396813.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.0700%  | 0.0000% | $175000000.00      | $324511.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.5612%  | 0.0000% | $16666656.00       | $1342060.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $50000000.00       | $66952.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $4000000.00        | $5302.26           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $21413696.00       | $24695.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $40812480.00       | $40901.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $25971584.00       | $26027.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0300%  | 0.0000% | $67094528.00       | $60313.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $12083200.00       | $11781.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0300%  | 0.0000% | $24999936.00       | $15577.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.0500%  | 0.0000% | $5498880.00        | $4728.12           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $2000000.00        | $215000.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $2000000.00        | $151479.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 4.5000%  | 0.0000% | $14788800.00       | $1745534.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $14750288.00       | $1697126.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $8100000.00        | $893325.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $15098528.00       | $8476558.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 5.0000%  | 0.0000% | $22361088.00       | $2834944.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.4112%  | 0.0000% | $45000000.00       | $1856267.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.3612%  | 0.0000% | $50000000.00       | $1900674.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 4.5000%  | 0.0000% | $7361000.00        | $1034568.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $3500000.00        | $4444.58           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.1000%  | 0.0000% | $25874624.00       | $44512.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $16966816.00       | $17670.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.1112%  | 0.0000% | $95917952.00       | $8163388.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $25000000.00       | $33239.12          | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Note                       | 2027-04-30      | 3.7500%  | 0.0000% | $4184000.00        | $4255881.26        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-08-15      | 3.6250%  | 0.0000% | $43441800.00       | $43650374.95       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2032-09-30      | 3.8750%  | 0.0000% | $54958500.00       | $54828523.15       | U.S. Treasuries (including strips)        |
| Federal Home Loan Mortgage Corp.         | 2053-05-25      | 0.1500%  | 0.0000% | $14000000.00       | $58238.76          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-15      | 4.0000%  | 0.0000% | $100000.00         | $18036.44          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 0.0500%  | 0.0000% | $13461536.00       | $13684.93          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | N/A      | 0.0000% | $6978392.00        | $3615812.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 6.5000%  | 0.0000% | $3104776.00        | $296945.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.1500%  | 0.0000% | $21500000.00       | $49702.59          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.0200%  | 0.0000% | $37969920.00       | $11055.23          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $2721240.00        | $432857.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $3600836.00        | $581860.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $5418904.00        | $720583.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 6.5000%  | 0.0000% | $3769336.00        | $578607.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 6.5000%  | 0.0000% | $3290140.00        | $556157.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 2.7140%  | 0.0000% | $16611008.00       | $1577406.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 6.5000%  | 0.0000% | $24961536.00       | $4581273.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $28860416.00       | $24374.62          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 6.0000%  | 0.0000% | $337500.00         | $70301.84          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.2500%  | 0.0000% | $14000000.00       | $63531.80          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $16070656.00       | $11370.16          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-25      | 6.0000%  | 0.0000% | $833334.00         | $138817.60         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 6.0000%  | 0.0000% | $8456384.00        | $1518923.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.0500%  | 0.0000% | $5000000.00        | $6625.38           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 2.2940%  | 0.0000% | $40000000.00       | $3614249.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.1940%  | 0.0000% | $15000000.00       | $688257.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.5440%  | 0.0000% | $52568000.00       | $3465518.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 2.1940%  | 0.0000% | $60000000.00       | $5339331.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $87802240.00       | $178716.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $87802240.00       | $178470.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 6.0000%  | 0.0000% | $3728068.00        | $741287.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 6.0000%  | 0.0000% | $500997.00         | $104756.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 1.4440%  | 0.0000% | $74855808.00       | $5670686.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 0.0200%  | 0.0000% | $34998272.00       | $30264.60          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 0.0500%  | 0.0000% | $181903872.00      | $425972.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.0000%  | 0.0000% | $5793744.00        | $1050803.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 1.5440%  | 0.0000% | $63607168.00       | $4511334.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 6.0000%  | 0.0000% | $375000.00         | $72383.83          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 1.5440%  | 0.0000% | $1075000.00        | $108164.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 0.9140%  | 0.0000% | $50000000.00       | $3374452.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 0.0500%  | 0.0000% | $91351168.00       | $203964.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | N/A      | 0.0000% | $150000000.00      | $14623950.00       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-12-25      | N/A      | 0.0000% | $200000.00         | $1213.11           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-01-01      | 3.0000%  | 0.0000% | $26000000.00       | $180908.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-04-15      | 5.1366%  | 0.0000% | $35000000.00       | $1481750.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-08-15      | N/A      | 0.0000% | $100000.00         | $1172.09           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-01      | 2.0000%  | 0.0000% | $8261648.00        | $342710.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-07-01      | 2.5000%  | 0.0000% | $5248360.00        | $178339.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $310000.00         | $33867.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 1.4547%  | 0.0000% | $6215312.00        | $15497.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-06-16      | N/A      | 0.0000% | $17482784.00       | $439887.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-11-20      | 3.5000%  | 0.0000% | $727702.00         | $20917.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-11-20      | 4.0000%  | 0.0000% | $3000000.00        | $37232.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 4.0000%  | 0.0000% | $21203872.00       | $409016.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $60000000.00       | $416164.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-09-20      | 4.0000%  | 0.0000% | $12475000.00       | $191323.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 4.0000%  | 0.0000% | $430085.00         | $15439.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 1.8001%  | 0.0000% | $7000000.00        | $268361.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 1.8501%  | 0.0000% | $559956.00         | $19143.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $50000000.00       | $575773.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $1386598.00        | $45491.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 3.5000%  | 0.0000% | $15000000.00       | $295328.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 0.0004%  | 0.0000% | $265427456.00      | $5074629.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 0.1783%  | 0.0000% | $331784192.00      | $6531104.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-16      | 0.7459%  | 0.0000% | $70664064.00       | $4420027.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-16      | 0.5000%  | 0.0000% | $3276776.00        | $182243.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.5000%  | 0.0000% | $717590.00         | $46170.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-16      | 0.5000%  | 0.0000% | $5287440.00        | $234190.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.9277%  | 0.0000% | $50000000.00       | $3482989.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 0.7509%  | 0.0000% | $55369344.00       | $3984266.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.4495%  | 0.0000% | $13922768.00       | $744522.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.8572%  | 0.0000% | $121737856.00      | $8247407.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.5854%  | 0.0000% | $25000000.00       | $1455673.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.9022%  | 0.0000% | $44000000.00       | $3188905.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-16      | 0.8965%  | 0.0000% | $105932032.00      | $7310892.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 0.8792%  | 0.0000% | $106796416.00      | $7947105.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 1.0393%  | 0.0000% | $100526720.00      | $8612114.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.7912%  | 0.0000% | $79000000.00       | $4157358.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.0300%  | 0.0000% | $69998592.00       | $53508.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.1412%  | 0.0000% | $125000000.00      | $10186083.34       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.0000%  | 0.0000% | $125000000.00      | $5055746.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0500%  | 0.0000% | $30000000.00       | $39817.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.8612%  | 0.0000% | $130000000.00      | $5719363.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.4612%  | 0.0000% | $3436424.00        | $269862.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.8812%  | 0.0000% | $50000000.00       | $2344842.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $4166664.00        | $618180.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1666666.00        | $235187.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1291666.00        | $186617.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 1.8501%  | 0.0000% | $48975936.00       | $198522.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2955032.00        | $782401.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.9300%  | 0.0000% | $130000000.00      | $13022403.29       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0200%  | 0.0000% | $19996666.00       | $3930.46           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1300%  | 0.0000% | $50000000.00       | $64255.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.2600%  | 0.0000% | $120000000.00      | $4508546.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0500%  | 0.0000% | $99999744.00       | $50688.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.9900%  | 0.0000% | $100000000.00      | $6020200.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.6300%  | 0.0000% | $100068992.00      | $10542546.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 2.2600%  | 0.0000% | $52000000.00       | $5490720.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $4555552.00        | $224406.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 4.0000%  | 0.0000% | $9198250.00        | $627211.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 4.0000%  | 0.0000% | $81120128.00       | $1325603.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 1.8501%  | 0.0000% | $22737664.00       | $771831.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $1084000.00        | $84447.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $89627904.00       | $5050181.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 3.5000%  | 0.0000% | $4337376.00        | $1383720.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $966000.00         | $69585.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.5000%  | 0.0000% | $2353000.00        | $186417.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $53001152.00       | $4677204.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $18254784.00       | $1970394.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $2000000.00        | $484711.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $5500000.00        | $525714.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $16642656.00       | $1238181.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $600000.00         | $54983.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $1500000.00        | $108098.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $500000.00         | $47760.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $22600000.00       | $2566792.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $300000.00         | $29977.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $400000.00         | $39186.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $11254848.00       | $818981.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 0.0500%  | 0.0000% | $17020928.00       | $10475.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 3.5000%  | 0.0000% | $34423000.00       | $3496068.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 1.3000%  | 0.0000% | $92709760.00       | $3741968.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $12400000.00       | $1210298.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $14480560.00       | $932559.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 5.0000%  | 0.0000% | $11595000.00       | $1069604.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $280000.00         | $37800.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 0.2500%  | 0.0000% | $2275228.00        | $14149.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $1259000.00        | $101439.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 1.8451%  | 0.0000% | $6318000.00        | $378605.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $534000.00         | $62442.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $150962.00         | $10485.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $1500000.00        | $123351.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 1.0286%  | 0.0000% | $147202048.00      | $7756418.15        | Agency Collateralized Mortgage Obligation |

### Security 251: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BD381, C.3 - LEI: K5HU16E3LMSV, C.5 - Other ID: ARP1BD381_4.20_1001
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2035-10-01      | 5.0000%  | 0.0000% | $2150000.00        | $18724.03          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2043-02-01      | 2.5000%  | 0.0000% | $47115.00          | $7883.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2047-03-01      | 3.5000%  | 0.0000% | $50000.00          | $14598.23          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 4.0000%  | 0.0000% | $4000.00           | $916.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2047-09-01      | 4.5000%  | 0.0000% | $665000.00         | $173466.16         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2048-12-01      | 3.5000%  | 0.0000% | $1500000.00        | $185974.12         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2031-09-01      | 4.0000%  | 0.0000% | $1000000.00        | $43603.45          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2037-01-01      | 5.0000%  | 0.0000% | $321988.00         | $3476.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-01-01      | 5.5000%  | 0.0000% | $364000.00         | $6554.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2040-02-01      | 5.5000%  | 0.0000% | $793990.00         | $9009.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2040-01-01      | 5.5000%  | 0.0000% | $255000.00         | $3509.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2037-01-01      | 6.0000%  | 0.0000% | $102049.00         | $874.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2043-07-01      | 3.0000%  | 0.0000% | $500000.00         | $80916.53          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2044-11-01      | 3.5000%  | 0.0000% | $6500.00           | $495.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2045-01-01      | 3.5000%  | 0.0000% | $74000.00          | $6416.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2046-09-01      | 3.0000%  | 0.0000% | $632112.00         | $99080.46          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2046-10-01      | 3.5000%  | 0.0000% | $2000000.00        | $265526.63         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $2651156.00        | $479038.16         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 5.0000%  | 0.0000% | $1205000.00        | $126822.01         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2026-06-01      | 4.5000%  | 0.0000% | $131065.00         | $7.93              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2026-07-01      | 4.5000%  | 0.0000% | $2249939.00        | $2.50              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2026-11-01      | 4.5000%  | 0.0000% | $32767.00          | $16.43             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2029-01-01      | 4.0000%  | 0.0000% | $5000.00           | $12.21             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2029-07-01      | 4.0000%  | 0.0000% | $16382.00          | $11.53             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2042-10-01      | 4.5000%  | 0.0000% | $69000.00          | $11597.86          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2031-07-01      | 5.0000%  | 0.0000% | $496026.00         | $8784.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2031-09-01      | 5.0000%  | 0.0000% | $73000.00          | $5129.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2041-01-01      | 3.0000%  | 0.0000% | $700000.00         | $94881.44          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2046-04-01      | 3.5000%  | 0.0000% | $183000.00         | $32713.32          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2046-04-01      | 4.5000%  | 0.0000% | $205000.00         | $52911.36          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2048-10-01      | 5.0000%  | 0.0000% | $2395000.00        | $225038.02         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-01-01      | 4.0000%  | 0.0000% | $50000.00          | $9010.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2037-06-01      | 2.5000%  | 0.0000% | $220000.00         | $154807.75         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-06-01      | 4.0000%  | 0.0000% | $39000.00          | $28048.25          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-06-01      | 4.5000%  | 0.0000% | $10000.00          | $6581.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2039-01-01      | 5.5000%  | 0.0000% | $9000.00           | $5444.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2039-05-01      | 6.0000%  | 0.0000% | $18000.00          | $11598.53          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2045-07-01      | 4.5000%  | 0.0000% | $305000.00         | $107463.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-08-25      | 2.5000%  | 0.0000% | $43213440.00       | $3058634.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-05-15      | 3.5000%  | 0.0000% | $22612928.00       | $1431119.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2035-08-25      | 2.5000%  | 0.0000% | $10000000.00       | $306597.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-09-25      | 3.0000%  | 0.0000% | $83333248.00       | $8412010.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2048-07-25      | 3.5000%  | 0.0000% | $30977120.00       | $3279474.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-09-25      | 2.5000%  | 0.0000% | $25564120.00       | $2021577.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-10-25      | 3.0000%  | 0.0000% | $97207000.00       | $8778383.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-01-25      | 3.0000%  | 0.0000% | $39817472.00       | $4626760.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-11-25      | 2.5000%  | 0.0000% | $39672128.00       | $2907508.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-02-25      | 3.5000%  | 0.0000% | $51428544.00       | $7181713.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-05-25      | 2.8440%  | 0.0000% | $55928256.00       | $5029909.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-12-25      | 2.7440%  | 0.0000% | $17235360.00       | $1522816.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-02-25      | 1.5440%  | 0.0000% | $104121088.00      | $4716685.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-04-25      | 2.7440%  | 0.0000% | $53399104.00       | $5295784.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-08-25      | 0.7440%  | 0.0000% | $116505472.00      | $5679885.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-06-25      | 1.4740%  | 0.0000% | $30000000.00       | $2900757.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-07-25      | 1.4440%  | 0.0000% | $149627392.00      | $9577344.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-08-25      | 0.7440%  | 0.0000% | $158132736.00      | $5128413.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2043-01-15      | 4.0000%  | 0.0000% | $31514368.00       | $224590.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2044-09-15      | 4.0000%  | 0.0000% | $24336416.00       | $345078.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2044-09-15      | 4.0000%  | 0.0000% | $31063520.00       | $440465.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2042-06-15      | N/A      | 0.0000% | $69362688.00       | $152104.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2044-10-15      | 4.0000%  | 0.0000% | $50000000.00       | $395018.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2049-08-01      | 3.5000%  | 0.0000% | $542701.00         | $254437.96         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.0000%  | 0.0000% | $9000.00           | $6033.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $425000.00         | $290681.16         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.0000%  | 0.0000% | $200000.00         | $141753.41         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $415000.00         | $370427.12         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 1.5000%  | 0.0000% | $41361800.00       | $28656957.20       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 5.5000%  | 0.0000% | $170000.00         | $156115.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.0000%  | 0.0000% | $1988836.00        | $1813942.27        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $161.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $6166900.00        | $5935525.08        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 5.5000%  | 0.0000% | $8076800.00        | $7458182.43        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-10-01      | 3.5000%  | 0.0000% | $18000.00          | $5484.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 2.5000%  | 0.0000% | $5743168.00        | $3746233.37        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 3.0000%  | 0.0000% | $3819000.00        | $2592577.62        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-11-01      | 3.0000%  | 0.0000% | $950000.00         | $341735.81         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 3.0000%  | 0.0000% | $7000.00           | $4190.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 4.0000%  | 0.0000% | $146000.00         | $115149.51         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 5.0000%  | 0.0000% | $216000.00         | $197005.15         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.0000%  | 0.0000% | $1910244.00        | $1483893.86        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $935.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1923.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 3.0000%  | 0.0000% | $2650000.00        | $2018051.01        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-08-01      | 4.0000%  | 0.0000% | $72000.00          | $17029.06          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-02-01      | 5.0000%  | 0.0000% | $2425144.00        | $670971.90         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-03-01      | 3.0000%  | 0.0000% | $200000.00         | $45248.24          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.0000%  | 0.0000% | $6000.00           | $4325.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.5000%  | 0.0000% | $150000.00         | $100124.05         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $2955380.00        | $2254931.26        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2043-01-25      | 5.0000%  | 0.0000% | $30000000.00       | $316904.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-04-25      | 3.0000%  | 0.0000% | $21128416.00       | $291004.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2044-09-25      | 4.0000%  | 0.0000% | $50000000.00       | $440505.96         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-12-25      | 4.0000%  | 0.0000% | $49303440.00       | $968728.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-08-25      | 3.5000%  | 0.0000% | $100000000.00      | $5783243.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-12-25      | 3.0000%  | 0.0000% | $88843008.00       | $8030563.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-01-25      | 2.0000%  | 0.0000% | $20650000.00       | $1847100.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-06-25      | 3.0000%  | 0.0000% | $35722304.00       | $3910933.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-12-25      | 4.0000%  | 0.0000% | $32175168.00       | $3785639.40        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-09-25      | 0.8940%  | 0.0000% | $67500000.00       | $2805252.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-11-25      | 0.6440%  | 0.0000% | $50000000.00       | $1304974.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-12-25      | 2.6440%  | 0.0000% | $16606304.00       | $1391935.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-12-25      | 2.6440%  | 0.0000% | $40458048.00       | $3236267.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-01-25      | 3.0000%  | 0.0000% | $22384640.00       | $1446140.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-03-25      | 3.0000%  | 0.0000% | $59883200.00       | $8541028.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-08-25      | 0.8440%  | 0.0000% | $23488448.00       | $960496.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2045-03-15      | 4.5000%  | 0.0000% | $47851520.00       | $5468423.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-10-25      | 0.8440%  | 0.0000% | $55660000.00       | $3121428.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-10-25      | 0.2440%  | 0.0000% | $76948000.00       | $2428030.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-09-25      | 0.8240%  | 0.0000% | $48317696.00       | $2224141.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-04-25      | 1.3940%  | 0.0000% | $50000000.00       | $2652644.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-08-25      | 1.5440%  | 0.0000% | $44342208.00       | $1665719.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-09-25      | 1.2940%  | 0.0000% | $35000000.00       | $1077835.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-10-25      | 1.3940%  | 0.0000% | $100000000.00      | $4092828.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-10-25      | 2.8440%  | 0.0000% | $43876352.00       | $3219045.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-10-25      | 2.1440%  | 0.0000% | $105000000.00      | $4810326.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-12-25      | 1.0940%  | 0.0000% | $50557439.00       | $1377160.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-12-25      | 2.6440%  | 0.0000% | $44895424.00       | $3537855.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-07-25      | 2.6940%  | 0.0000% | $50000000.00       | $3369706.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-05-25      | 1.6440%  | 0.0000% | $57553600.00       | $3025312.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-12-25      | 1.5440%  | 0.0000% | $40685376.00       | $3109110.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-02-25      | N/A      | 0.0000% | $75000000.00       | $1234202.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-03-25      | 1.5440%  | 0.0000% | $25000000.00       | $2375060.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-03-25      | 1.5440%  | 0.0000% | $76631808.00       | $6289478.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-07-25      | 2.0440%  | 0.0000% | $50000000.00       | $4394463.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.0000%  | 0.0000% | $17280255.00       | $17302525.41       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 3.0000%  | 0.0000% | $32313728.00       | $28952152.43       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-09-25      | 1.2940%  | 0.0000% | $100000000.00      | $3018856.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.5000%  | 0.0000% | $14747000.00       | $14370761.88       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $118000.00         | $118079.02         | Agency Mortgage-Backed Securities         |

### Security 252: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 4.260000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: ARP1BD5S5, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: ARP1BD5S5_4.26_1002
- **C.18 - Value (incl. sponsor support):** $1000107745.07
- **C.18.a - Value (excl. sponsor support):** $1000107745.07
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 253: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 4.210000%
- **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: ARP1BDPH7, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP1BDPH7_4.21_1001
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 4.5000%  | 0.0000% | $121656574.00      | $97460422.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $150804954.00      | $54595372.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $85308817.00       | $65971139.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $64211211.00       | $52625229.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $60914376.00       | $50802460.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $51950468.00       | $43161597.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $101252652.00      | $85734231.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $70994075.00       | $65052611.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $108868929.00      | $101295349.56      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $99193823.00       | $101145652.24      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $66973178.00       | $68155942.22       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.0000%  | 0.0000% | $90183542.00       | $89602376.45       | Agency Mortgage-Backed Securities |

### Security 254: Deutsche Bank Securities, Inc.

- **C.1 - Title:** Deutsche Bank Securities, Inc. 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDPM6, C.3 - LEI: 9J6MBOOO7BEC, C.5 - Other ID: ARP1BDPM6_4.20_1001
- **C.18 - Value (incl. sponsor support):** $240000000.00
- **C.18.a - Value (excl. sponsor support):** $240000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2044-05-15      | 4.6250%  | 0.0000% | $157941200.00      | $159859356.39      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-08-15      | 4.8750%  | 0.0000% | $82428800.00       | $84940714.64       | U.S. Treasuries (including strips) |

### Security 255: RBC Dominion Securities, Inc.

- **C.1 - Title:** RBC Dominion Securities, Inc. 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDPN4, C.3 - LEI: 549300QJJX6C, C.5 - Other ID: ARP1BDPN4_4.20_1001
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $2787200.00        | $1020770.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-11-15      | 4.5000%  | 0.0000% | $300.00            | $295.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-01-15      | 0.6250%  | 0.0000% | $122360200.00      | $166108538.73      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-15      | 0.3750%  | 0.0000% | $86859000.00       | $115323329.48      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-08-31      | 4.1250%  | 0.0000% | $1000.00           | $1019.98           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-02-15      | 4.0000%  | 0.0000% | $4900.00           | $4913.77           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-08-15      | 3.7500%  | 0.0000% | $47600.00          | $47904.99          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-15      | 3.3750%  | 0.0000% | $800.00            | $797.15            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-05-15      | 4.2500%  | 0.0000% | $370985000.00      | $380492418.14      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $23.78             | $12.50             | U.S. Treasuries (including strips) |

### Security 256: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDPO2, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1BDPO2_4.20_1001
- **C.18 - Value (incl. sponsor support):** $1483000000.00
- **C.18.a - Value (excl. sponsor support):** $1483000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note  | 2028-07-15      | 0.7500%  | 0.0000% | $85084800.00       | $109100469.52      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-15      | 1.2500%  | 0.0000% | $719075200.00      | $781541765.28      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2025-11-15      | N/A      | 0.0000% | $165414817.70      | $164622646.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-08-15      | N/A      | 0.0000% | $472303206.40      | $457571597.10      | U.S. Treasuries (including strips) |

### Security 257: Daiwa Capital Markets America, Inc.

- **C.1 - Title:** Daiwa Capital Markets America, Inc. 4.210000%
- **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: ARP1BDPQ7, C.3 - LEI: M67H5PRC0NQK, C.5 - Other ID: ARP1BDPQ7_4.21_1001
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2042-07-01      | 3.5000%  | 0.0000% | $11789883.00       | $1201625.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $672.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1511609.00        | $1462412.13        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.0000%  | 0.0000% | $1306000.00        | $1156356.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 4.0000%  | 0.0000% | $15638115.00       | $3179055.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $3434000.00        | $3223868.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1240000.00        | $1218467.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1349330.00        | $1375287.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $3054096.00        | $3131185.21        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $3647905.00        | $3699206.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-03-01      | 4.0000%  | 0.0000% | $2550482.00        | $1031506.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1600000.00        | $1533972.38        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $52399935.00       | $40996252.73       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $3787888.00        | $3498121.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 3.5000%  | 0.0000% | $12448834.00       | $1554817.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $4067851.00        | $3569101.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $2283820.00        | $2122075.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $2632536.00        | $2581147.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 4.0000%  | 0.0000% | $1172886.00        | $1094351.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $10260670.00       | $10100754.56       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $1008834.00        | $1013169.31        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.0000%  | 0.0000% | $1109236.00        | $1097221.87        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1553698.00        | $1577057.08        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $1672408.00        | $1659397.21        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $2486625.00        | $2550430.53        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1706208.00        | $1750191.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $2756426.00        | $2830632.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $54105412.00       | $54857020.33       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.0000%  | 0.0000% | $3733806.00        | $3724948.58        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $4473832.00        | $4147884.62        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $42613000.00       | $40899110.90       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $2119211.00        | $2098781.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $2056842.00        | $2084137.43        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $4600004.00        | $2100692.42        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $7400000.00        | $1233392.80        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $5751264.00        | $3523371.25        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-11-20      | 5.5000%  | 0.0000% | $38369.00          | $31730.42          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $5329905.00        | $1641376.09        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1718449.00        | $1665836.43        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 4.5000%  | 0.0000% | $1336838.00        | $1277476.14        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $56273479.00       | $55262273.23       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $13280000.00       | $12848337.29       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2781991.00        | $2882117.94        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2025-10-02      | N/A      | 0.0000% | $629700.00         | $629630.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2025-11-13      | N/A      | 0.0000% | $112000.00         | $111465.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-08-15      | 1.5000%  | 0.0000% | $343800.00         | $337797.25         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-01-15      | 0.5000%  | 0.0000% | $900.00            | $1165.77           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-11-30      | 1.6250%  | 0.0000% | $29108000.00       | $28582241.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-02-15      | 1.8750%  | 0.0000% | $1000.00           | $890.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-04-30      | 2.8750%  | 0.0000% | $3335000.00        | $3287470.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-12-31      | 3.8750%  | 0.0000% | $12889600.00       | $13102323.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-02-29      | 4.0000%  | 0.0000% | $11265700.00       | $11403196.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-10-31      | 4.8750%  | 0.0000% | $4893100.00        | $5167673.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-11-15      | 4.5000%  | 0.0000% | $25087000.00       | $26386707.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-02-28      | 4.6250%  | 0.0000% | $18170300.00       | $18289821.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-05-15      | 4.5000%  | 0.0000% | $146219100.00      | $150606842.71      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-09-30      | 3.6250%  | 0.0000% | $9702100.00        | $9594542.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-10-31      | 4.1250%  | 0.0000% | $334100.00         | $341256.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-11-15      | 4.1250%  | 0.0000% | $26798000.00       | $27493213.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-01-31      | 4.2500%  | 0.0000% | $25000000.00       | $25719620.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-01-31      | 4.3750%  | 0.0000% | $1400.00           | $1450.11           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-02-29      | 4.1250%  | 0.0000% | $1000000.00        | $1017746.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-08-15      | 4.2500%  | 0.0000% | $772000.00         | $783216.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-08-31      | 3.6250%  | 0.0000% | $1548900.00        | $1546733.31        | U.S. Treasuries (including strips) |

### Security 258: MUFG Securities Canada Ltd.

- **C.1 - Title:** MUFG Securities Canada Ltd. 4.210000%
- **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: ARP1BDPR5, C.3 - LEI: 549300Y1PMK3, C.5 - Other ID: ARP1BDPR5_4.21_1001
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $3713728.00        | $2924874.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $30801568.00       | $23051066.23       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1769700.00        | $1503238.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 6.5000%  | 0.0000% | $12320.00          | $10474.35          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $285328.00         | $220614.66         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $6652622.00        | $5373500.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $11820300.00       | $10320827.60       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $24302202.00       | $21539010.56       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.0000%  | 0.0000% | $66834528.00       | $63050341.93       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $387456.00         | $363793.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $40313492.00       | $38035268.63       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $16758639.00       | $16212863.55       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 3.5000%  | 0.0000% | $25000000.00       | $5615222.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $12451703.00       | $3713365.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $7862256.00        | $4962501.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $551.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $21747240.00       | $15733960.73       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $46002856.00       | $35355429.28       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $129930.00         | $106327.27         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $2008.00           | $1419.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $11204608.00       | $8003469.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $848549.00         | $668595.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $7805100.00        | $6128699.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1575552.00        | $1404066.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $20318923.00       | $19533622.32       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $12072432.00       | $11556927.28       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $3431374.00        | $3485655.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 5.5000%  | 0.0000% | $72751432.00       | $687833.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-09-01      | 6.6800%  | 0.0000% | $20003606.00       | $564542.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 1.5000%  | 0.0000% | $41207400.00       | $25410111.07       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 2.0000%  | 0.0000% | $14993000.00       | $8902555.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-05-01      | 2.5000%  | 0.0000% | $1000.00           | $593.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-06-01      | 2.5000%  | 0.0000% | $1226920.00        | $605524.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $14994000.00       | $8795905.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-05-01      | 2.5000%  | 0.0000% | $1000.00           | $688.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $5577900.00        | $4313484.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $28632117.00       | $23588097.70       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $2304.00           | $1810.45           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $19301120.00       | $19500777.59       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.0000%  | 0.0000% | $49117000.00       | $32572511.36       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $24446792.00       | $23558052.73       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 7.5000%  | 0.0000% | $13968400.00       | $8224727.33        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 7.0000%  | 0.0000% | $1146.00           | $984.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $80589133.00       | $73450097.30       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $340300.00         | $340947.52         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $7901760.00        | $8042814.20        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $29992900.00       | $3611106.19        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 2.5000%  | 0.0000% | $22744876.00       | $4676080.17        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $5370.00           | $4482.82           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-08-06      | 4.0000%  | 0.0000% | $5000.00           | $5002.99           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2026-08-26      | 4.0000%  | 0.0000% | $4259000.00        | $4272444.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-11-05      | 4.4200%  | 0.0000% | $20301000.00       | $20494575.67       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 4.5000%  | 0.0000% | $11336443.00       | $971803.21         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-12-01      | 3.0300%  | 0.0000% | $25644.00          | $24000.39          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 3.5000%  | 0.0000% | $1097214.00        | $255321.21         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-02-01      | 4.0000%  | 0.0000% | $10392623.00       | $818368.75         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-03-01      | 4.4870%  | 0.0000% | $1424.00           | $19.51             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 6.2900%  | 0.0000% | $83619541.00       | $378263.82         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $21419920.00       | $21112412.78       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $10048.00          | $9744.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-12-01      | 4.0000%  | 0.0000% | $976199.00         | $219206.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2064-06-01      | 2.5000%  | 0.0000% | $8125260.00        | $6453228.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-06-01      | 3.5000%  | 0.0000% | $1000.00           | $344.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2057-01-01      | 3.5000%  | 0.0000% | $50988201.00       | $14971302.21       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2058-01-01      | 3.5000%  | 0.0000% | $1000.00           | $414.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 2.0000%  | 0.0000% | $11933993.00       | $4899405.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $9320000.00        | $5316306.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $15000000.00       | $4220244.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $197.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $5178774.00        | $1732398.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $1011.00           | $353.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $194.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $8327.00           | $5766.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $16587604.00       | $6721094.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $27624672.00       | $16157590.10       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $1024.00           | $596.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $14997000.00       | $8924644.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $9466.00           | $5618.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $166900.00         | $108934.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1024.00           | $638.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1114.00           | $802.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $2024.00           | $1531.18           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $2465172.00        | $1983960.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $552.21            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $1303.00           | $217.17            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $48189056.00       | $11810453.82       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $193605460.00      | $49284156.62       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $9994000.00        | $6400730.89        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $1750270.00        | $1117283.41        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $855158.00         | $597310.39         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $6500.00           | $5106.10           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $48934494.00       | $38618359.51       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 4.0000%  | 0.0000% | $15713319.00       | $11752749.08       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $367465.00         | $278800.15         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $3023584.00        | $2298375.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $1077986.00        | $627404.55         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $23128992.00       | $17319993.59       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $48248200.00       | $44257237.07       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $76662.00          | $61131.29          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $5192221.00        | $4483965.64        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 4.5000%  | 0.0000% | $1533184.00        | $1401688.67        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $3390796.00        | $3010225.92        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2045-02-15      | 4.7500%  | 0.0000% | $1100.00           | $1115.08           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-03-31      | 1.2500%  | 0.0000% | $100.00            | $94.40             | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $2720781.00        | $1071243.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $798.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1023.00           | $858.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $175.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $186.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1008.00           | $536.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-01      | 1.5000%  | 0.0000% | $5680222.00        | $3306001.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-01      | 2.0000%  | 0.0000% | $1001.00           | $561.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $1784064.00        | $1163250.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $2030.00           | $1554.94           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $3924304.00        | $3134564.18        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 5.5000%  | 0.0000% | $21485063.00       | $515442.98         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 4.0000%  | 0.0000% | $37394852.00       | $1788276.76        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-01-01      | 3.5000%  | 0.0000% | $5476855.00        | $842805.46         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 4.0000%  | 0.0000% | $4710697.00        | $733301.03         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-07-01      | 3.0000%  | 0.0000% | $127957797.00      | $20707803.91       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-01-01      | 1.5000%  | 0.0000% | $25686390.00       | $12038181.41       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 2.0000%  | 0.0000% | $19321332.00       | $11695164.96       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 2.5000%  | 0.0000% | $9684514.00        | $4600435.46        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $36858900.00       | $23117000.31       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-03-01      | 3.0000%  | 0.0000% | $12273726.00       | $2127524.10        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 2.0000%  | 0.0000% | $19989800.00       | $14257747.44       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $17995000.00       | $14023513.11       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.0000%  | 0.0000% | $3817220.00        | $2915773.90        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $36793454.00       | $30374199.59       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $70100.00          | $65194.36          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 5.5000%  | 0.0000% | $3088.00           | $2798.15           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $19999000.00       | $17884546.56       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 5.5000%  | 0.0000% | $1024.00           | $945.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 1.5000%  | 0.0000% | $1001.00           | $549.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.5000%  | 0.0000% | $51958592.00       | $30894587.70       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.5000%  | 0.0000% | $20240000.00       | $18300927.26       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $98207387.00       | $75749181.41       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.0000%  | 0.0000% | $2188152.00        | $1765940.85        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $871.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 4.5000%  | 0.0000% | $50006515.00       | $1847903.35        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 4.0000%  | 0.0000% | $1026.00           | $212.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.5000%  | 0.0000% | $35930832.00       | $15194895.95       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $508.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.5000%  | 0.0000% | $3171184.00        | $1623534.15        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 3.0000%  | 0.0000% | $13263828.00       | $7573885.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $338773.00         | $240868.40         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 3.0000%  | 0.0000% | $1014.00           | $714.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $9171040.00        | $7045885.10        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $4192764.00        | $2709361.07        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $821.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $141900.00         | $109331.33         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 6.0000%  | 0.0000% | $671640.00         | $541768.69         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $1016.00           | $1056.41           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.5000%  | 0.0000% | $6642589.00        | $3397486.23        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 2.5000%  | 0.0000% | $5678252.00        | $3829073.77        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $24000000.00       | $20967322.25       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $21707000.00       | $18611558.38       | Agency Mortgage-Backed Securities  |

### Security 259: JP Morgan Securities, Inc. - Fixed Income Clearing Corp.

- **C.1 - Title:** JP Morgan Securities, Inc. - Fixed Income Clearing Corp. 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDPT1, C.3 - LEI: N/A, C.5 - Other ID: ARP1BDPT1_4.20_1001
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-06-30      | 0.8750%  | 0.0000% | $364030500.00      | $357041660.42      | U.S. Treasuries (including strips) |

### Security 260: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDPY0, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: ARP1BDPY0_4.20_1001
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2040-11-15      | 4.2500%  | 0.0000% | $197540100.00      | $195323206.24      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-15      | 2.3750%  | 0.0000% | $141052500.00      | $136209074.53      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.6250%  | 0.0000% | $204644600.00      | $204867078.15      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 4.0000%  | 0.0000% | $149784500.00      | $151586557.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $86760500.00       | $88988104.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 3.8750%  | 0.0000% | $240000000.00      | $243145016.16      | U.S. Treasuries (including strips) |

### Security 261: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.210000%
- **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: ARP1BDQ29, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1BDQ29_4.21_1001
- **C.18 - Value (incl. sponsor support):** $33000000.00
- **C.18.a - Value (excl. sponsor support):** $33000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                   | 2032-09-10      | 3.3750%  | 0.0000% | $1435000.00        | $1371938.92        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2038-08-23      | 4.0400%  | 0.0000% | $3100000.00        | $2865631.39        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 3.5000%  | 0.0000% | $89957.00          | $77705.22          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-08-20      | 3.5000%  | 0.0000% | $916683.00         | $816127.80         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1801838.00        | $1848101.48        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-08-15      | 4.9700%  | 0.0000% | $500000.00         | $503175.27         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $4361112.00        | $4549870.05        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $340502.00         | $356155.64         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1655696.00        | $1682695.02        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1223676.00        | $1267774.02        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $2156468.00        | $2226855.84        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 3.0000%  | 0.0000% | $271104.00         | $231829.19         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $3963024.00        | $3996676.31        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1197462.00        | $1233104.83        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2045-02-15      | 0.7500%  | 0.0000% | $10544500.00       | $10814787.02       | U.S. Treasuries (including strips) |

### Security 262: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, Inc. 4.210000%
- **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: ARP1BDQ45, C.3 - LEI: OXTKY6Q8X53C, C.5 - Other ID: ARP1BDQ45_4.21_1001
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1024.00           | $642.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $1000.00           | $582.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $1000.00           | $644.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1000.00           | $748.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 3.5000%  | 0.0000% | $6057272.00        | $1374738.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $1000.00           | $666.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $2076.00           | $1277.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $1000.00           | $950.30            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $983.06            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $1000.00           | $949.94            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1024.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1004.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1008.00           | $1013.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1024.00           | $1030.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $1000.00           | $982.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1024.00           | $1016.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $1000.00           | $931.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1004.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $500747264.00      | $507492608.09      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1030.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-03-20      | 3.5000%  | 0.0000% | $50293999.00       | $3780465.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $1000.00           | $375.42            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $1024.00           | $692.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $4506880.00        | $2333397.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $1040.00           | $622.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $1000.00           | $617.49            | Agency Mortgage-Backed Securities |

### Security 263: Deutsche Bank Securities, Inc.

- **C.1 - Title:** Deutsche Bank Securities, Inc. 4.210000%
- **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: ARP1BDQO1, C.3 - LEI: 9J6MBOOO7BEC, C.5 - Other ID: ARP1BDQO1_4.21_1001
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2042-05-15      | 3.0000%  | 0.0000% | $94626400.00       | $77933546.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-08-15      | 2.7500%  | 0.0000% | $104074100.00      | $81466239.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-11-15      | 1.6250%  | 0.0000% | $58530800.00       | $31889730.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-11-15      | 1.3750%  | 0.0000% | $122985800.00      | $80961582.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-11-15      | 1.8750%  | 0.0000% | $58664300.00       | $33748941.15       | U.S. Treasuries (including strips) |

### Security 264: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDRB8, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1BDRB8_4.20_1001
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $10005300.00       | $10200043.05       | U.S. Treasuries (including strips) |

### Security 265: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDRE2, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1BDRE2_4.20_1001
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-08-15      | 2.2500%  | 0.0000% | $11463300.00       | $11206115.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-15      | 0.1250%  | 0.0000% | $38882000.00       | $52220057.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 3.5000%  | 0.0000% | $7885000.00        | $7973892.57        | U.S. Treasuries (including strips) |

### Security 266: ABN AMRO Securities LLC

- **C.1 - Title:** ABN AMRO Securities LLC 4.210000%
- **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: ARP1BDRS1, C.3 - LEI: 549300FIFV1C, C.5 - Other ID: ARP1BDRS1_4.21_1001
- **C.18 - Value (incl. sponsor support):** $410000000.00
- **C.18.a - Value (excl. sponsor support):** $410000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $73995123.00       | $56030010.01       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $150000000.00      | $119611974.47      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $177496711.00      | $173457647.71      | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2049-05-15      | 2.8750%  | 0.0000% | $1555500.00        | $1155184.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-11-15      | 4.7500%  | 0.0000% | $25000000.00       | $25585987.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-07-31      | 1.0000%  | 0.0000% | $48091600.00       | $44769076.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-11-15      | 4.5000%  | 0.0000% | $1100000.00        | $1156380.50        | U.S. Treasuries (including strips) |

### Security 267: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDRT9, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1BDRT9_4.20_1001
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2036-11-15      | N/A      | 0.0000% | $6.27              | $3.83              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $38.96             | $23.22             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $200.00            | $57.55             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-08-15      | N/A      | 0.0000% | $100.00            | $79.38             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-08-15      | 4.3750%  | 0.0000% | $100.00            | $101.06            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $567.38            | $400.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $1300.00           | $457.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $2079.74           | $1124.67           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-09-30      | 0.8750%  | 0.0000% | $1300.00           | $1263.74           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-02-15      | N/A      | 0.0000% | $5700.00           | $1423.63           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $77418.44          | $40069.69          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-02-15      | 1.5000%  | 0.0000% | $938600.00         | $820498.56         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-08-15      | 3.8750%  | 0.0000% | $1165600.00        | $1093549.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $8460854.54        | $5239807.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-07-15      | 0.1250%  | 0.0000% | $25271700.00       | $33940888.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-01-31      | 4.0000%  | 0.0000% | $36613700.00       | $37239736.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-08-15      | 2.8750%  | 0.0000% | $51694900.00       | $39530249.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-05-15      | N/A      | 0.0000% | $54058175.68       | $47202085.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-01-15      | 1.7500%  | 0.0000% | $72500800.00       | $76815135.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-15      | 1.6250%  | 0.0000% | $71264100.00       | $79490059.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-15      | 2.3750%  | 0.0000% | $78048300.00       | $86582984.22       | U.S. Treasuries (including strips) |

### Security 268: Natixis SA

- **C.1 - Title:** Natixis SA 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDRU6, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1BDRU6_4.20_1001
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-05-15      | 3.6250%  | 0.0000% | $12999200.00       | $13158748.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-15      | 1.6250%  | 0.0000% | $41727900.00       | $37405630.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-11-15      | 2.7500%  | 0.0000% | $50000000.00       | $39292125.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.5000%  | 0.0000% | $41983200.00       | $41673363.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $42422000.00       | $41999720.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-15      | 1.8750%  | 0.0000% | $49996200.00       | $44479306.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-15      | 1.1250%  | 0.0000% | $51550400.00       | $45110530.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 2.6250%  | 0.0000% | $73693700.00       | $73091843.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-31      | 4.1250%  | 0.0000% | $99999200.00       | $102663178.70      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $114987100.00      | $117534305.65      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-15      | 1.6250%  | 0.0000% | $157997300.00      | $156821760.55      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $224753400.00      | $228686259.08      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-31      | 4.1250%  | 0.0000% | $4582600.00        | $4679430.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.0000%  | 0.0000% | $4651500.00        | $4779929.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-04-30      | 4.6250%  | 0.0000% | $4627500.00        | $4905746.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 2.2500%  | 0.0000% | $5000100.00        | $4917660.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-11-15      | 4.2500%  | 0.0000% | $4999800.00        | $4945119.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $4943500.00        | $5016498.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-11-15      | 3.0000%  | 0.0000% | $7299900.00        | $5804442.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $49997300.00       | $46853430.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 3.8750%  | 0.0000% | $47043200.00       | $48089294.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 2.6250%  | 0.0000% | $49998900.00       | $48325997.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-29      | 4.1250%  | 0.0000% | $48142100.00       | $48968628.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-15      | 2.0000%  | 0.0000% | $50001000.00       | $49430488.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 2.8750%  | 0.0000% | $49999800.00       | $49579564.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 3.5000%  | 0.0000% | $65897100.00       | $66639999.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 0.7500%  | 0.0000% | $100.00            | $128.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $200.00            | $199.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-08-15      | 2.8750%  | 0.0000% | $300.00            | $229.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 4.5000%  | 0.0000% | $1100.00           | $1132.53           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 2.2500%  | 0.0000% | $2000.00           | $1955.12           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 2.6250%  | 0.0000% | $2100.00           | $2038.50           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 3.6250%  | 0.0000% | $100.00            | $100.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-08-15      | 4.5000%  | 0.0000% | $1001300.00        | $1015335.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 0.6250%  | 0.0000% | $1049500.00        | $1122749.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 3.5000%  | 0.0000% | $1151200.00        | $1148575.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-12-31      | 2.6250%  | 0.0000% | $1160400.00        | $1163976.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2026-11-15      | 6.5000%  | 0.0000% | $1316500.00        | $1392297.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-08-15      | 1.3750%  | 0.0000% | $2901200.00        | $1469628.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-02-15      | 2.3750%  | 0.0000% | $1481000.00        | $1490217.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.1250%  | 0.0000% | $1876000.00        | $1540663.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-05-15      | 4.6250%  | 0.0000% | $1899000.00        | $1905235.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 3.0000%  | 0.0000% | $3098700.00        | $2437133.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 2.5000%  | 0.0000% | $3556800.00        | $2562414.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 1.8750%  | 0.0000% | $2727100.00        | $2663269.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 1.2500%  | 0.0000% | $3095400.00        | $2920070.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 2.7500%  | 0.0000% | $3112800.00        | $3076904.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-08-15      | 1.1250%  | 0.0000% | $4999700.00        | $3161396.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-15      | 0.8750%  | 0.0000% | $5094500.00        | $4432832.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-02-15      | 3.0000%  | 0.0000% | $8911300.00        | $6724769.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-05-15      | 4.2500%  | 0.0000% | $8357500.00        | $8367825.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-11-15      | 2.3750%  | 0.0000% | $15561300.00       | $10354524.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 3.8750%  | 0.0000% | $10371400.00       | $10498794.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 3.7500%  | 0.0000% | $13000200.00       | $11714213.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-10-16      | N/A      | 0.0000% | $12000000.00       | $11978388.00       | U.S. Treasuries (including strips) |

### Security 269: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.210000%
- **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: ARP1BDRV4, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1BDRV4_4.21_1001
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1001.00           | $1029.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1036.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.5000%  | 0.0000% | $1001.00           | $1036.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-08-01      | 1.7546%  | 0.0000% | $1212.00           | $1049.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1057.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1060.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $1049.00           | $1070.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $1003.00           | $1022.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1006.00           | $1019.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1008.00           | $1018.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $1008.00           | $1017.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 7.0000%  | 0.0000% | $1000.00           | $1013.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $1008.00           | $1012.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-10-01      | 5.0540%  | 0.0000% | $1003.00           | $1003.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $1002.00           | $989.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $984.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $980.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 7.0000%  | 0.0000% | $1001.00           | $979.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 7.0000%  | 0.0000% | $1017.00           | $949.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $930.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 4.5000%  | 0.0000% | $1073.00           | $914.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $865.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $851.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.0000%  | 0.0000% | $1021.00           | $851.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $839.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $837.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $1001.00           | $830.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $827.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $823.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $812.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $812.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $805.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $802.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $802.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $77061.00          | $11195.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 7.0000%  | 0.0000% | $10515.00          | $11291.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 3.5000%  | 0.0000% | $15000.00          | $11297.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.5000%  | 0.0000% | $12210.00          | $11427.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $14000.00          | $11577.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 6.3000%  | 0.0000% | $1502091.00        | $11983.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5900%  | 0.0000% | $1000.00           | $703.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1045.00           | $713.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.5000%  | 0.0000% | $1002.00           | $720.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $734.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $738.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $744.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-08-01      | 4.5000%  | 0.0000% | $1008.00           | $763.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $785.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $13982.00          | $12915.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 5.5000%  | 0.0000% | $15999.00          | $13407.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.5000%  | 0.0000% | $18999.00          | $13549.35          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-04-01      | 3.5000%  | 0.0000% | $72684.00          | $14757.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $15646.00          | $15954.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 4.1850%  | 0.0000% | $5030528.00        | $4678701.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $4965188.00        | $4717545.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 3.0000%  | 0.0000% | $7955170.00        | $5137406.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 4.0000%  | 0.0000% | $7652554.00        | $5653280.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $6367280.00        | $5855036.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-05-01      | 2.0000%  | 0.0000% | $8999000.00        | $5995000.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 6.0000%  | 0.0000% | $7358986.00        | $6622291.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $8048215.00        | $6773022.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $33367328.00       | $7137879.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-15      | 4.0000%  | 0.0000% | $8492167.00        | $7312153.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $91382421.00       | $7955135.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 4.0000%  | 0.0000% | $12618871.00       | $9014042.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $11847425.00       | $9367598.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $798.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $797.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 4.0000%  | 0.0000% | $1010.00           | $796.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $795.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $793.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 3.0000%  | 0.0000% | $1000.00           | $789.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $1044.00           | $1084.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-05-01      | 4.3000%  | 0.0000% | $1103.00           | $1103.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.0000%  | 0.0000% | $2008.00           | $1241.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.5000%  | 0.0000% | $1999.00           | $1401.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1808.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.0000%  | 0.0000% | $2999.00           | $2437.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $3569.00           | $3622.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $40762.00          | $3728.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 2.5000%  | 0.0000% | $7000.00           | $4468.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 6.0000%  | 0.0000% | $5800.00           | $5017.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $6995.00           | $5154.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 3.5000%  | 0.0000% | $84999.00          | $5211.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $8612.00           | $5628.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-05-01      | 2.5000%  | 0.0000% | $34000.00          | $5764.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 6.5000%  | 0.0000% | $898865.00         | $5772.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $26330.00          | $5843.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-06-01      | 3.4000%  | 0.0000% | $6928.00           | $6446.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 6.5000%  | 0.0000% | $9000.00           | $7257.36           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $8140.00           | $8242.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 4.0000%  | 0.0000% | $50000.00          | $8537.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 2.0000%  | 0.0000% | $15000.00          | $8803.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-02-01      | 2.5000%  | 0.0000% | $36120.00          | $8902.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $15002.00          | $8979.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $9709.00           | $9503.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 6.5580%  | 0.0000% | $1000000.00        | $9825.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-04-01      | 6.5000%  | 0.0000% | $194578.00         | $10356.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $17000.00          | $10556.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-12-01      | 4.0000%  | 0.0000% | $351886.00         | $10837.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 5.1120%  | 0.0000% | $3856150.00        | $11152.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $13726739.00       | $11977397.21       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 4.5000%  | 0.0000% | $15787840.00       | $14554497.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 6.0000%  | 0.0000% | $1005.00           | $9.47              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-01      | 5.5000%  | 0.0000% | $1017.00           | $16.13             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-12-01      | 4.5000%  | 0.0000% | $1000.00           | $49.60             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-09-01      | 6.5000%  | 0.0000% | $1000.00           | $59.95             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 6.0000%  | 0.0000% | $1002.00           | $72.23             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $1027.00           | $77.28             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-10-01      | 4.5000%  | 0.0000% | $1000.00           | $80.03             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $126.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $159.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $177.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $177.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.0000%  | 0.0000% | $1000.00           | $191.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 4.5000%  | 0.0000% | $1000.00           | $194.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $194.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 4.0000%  | 0.0000% | $1000.00           | $228.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $1000.00           | $233.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 5.0000%  | 0.0000% | $1000.00           | $234.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $251.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 2.5000%  | 0.0000% | $1001.00           | $254.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $274.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $289.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $303.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 3.0000%  | 0.0000% | $1000.00           | $330.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $387.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $1048.00           | $395.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $427.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $529.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $552.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $557.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $558.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $580.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $627.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $634.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 2.5000%  | 0.0000% | $1001.00           | $644.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $654.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $686.16            | Agency Mortgage-Backed Securities |

### Security 270: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 4.210000%
- **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: ARP1BDRY8, C.3 - LEI: VYVVCKR63DVZ, C.5 - Other ID: ARP1BDRY8_4.21_1001
- **C.18 - Value (incl. sponsor support):** $3357000000.00
- **C.18.a - Value (excl. sponsor support):** $3357000000.00
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2027-01-20      | 5.6250%  | 0.0000% | $24786303.00       | $5947.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-05-20      | 5.6250%  | 0.0000% | $6000000.00        | $6053.77           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-05-20      | 6.0000%  | 0.0000% | $460000.00         | $6186.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-05-20      | 5.6250%  | 0.0000% | $21434293.00       | $6216.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-11-20      | 6.0000%  | 0.0000% | $575000.00         | $6223.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-09-20      | 4.6250%  | 0.0000% | $728193.00         | $6346.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-06-20      | 5.6250%  | 0.0000% | $1923477.00        | $6591.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-06-20      | 5.6250%  | 0.0000% | $5373234.00        | $9783.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-03-20      | 5.6250%  | 0.0000% | $1635926.00        | $9838.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-05-20      | 5.5000%  | 0.0000% | $702000.00         | $10170.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-12-20      | 4.7500%  | 0.0000% | $76735630.00       | $10400.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-11-20      | 4.7500%  | 0.0000% | $14073053.00       | $10633.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $15000.00          | $11285.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-04-15      | 4.1000%  | 0.0000% | $12684.00          | $11950.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2057-05-15      | 2.4400%  | 0.0000% | $4194700.00        | $3486503.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 4.9200%  | 0.0000% | $3675187.00        | $3487107.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $6060028.00        | $3499437.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $3514815.00        | $3545509.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $3442301.00        | $3567953.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $3488522.00        | $3573460.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 5.1300%  | 0.0000% | $3552925.00        | $3603092.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2058-07-15      | 4.9500%  | 0.0000% | $3603950.00        | $3614630.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $3579385.00        | $3726484.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $3696831.00        | $3797269.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $5154450.00        | $3800435.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $3673023.00        | $3822412.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-03-15      | 5.0000%  | 0.0000% | $3818130.00        | $3849113.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $20585384.00       | $3860727.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-05-01      | 1.5000%  | 0.0000% | $10025000.00       | $3896287.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-08-15      | 5.4100%  | 0.0000% | $3860064.00        | $3906439.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $3747304.00        | $3973523.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 3.5000%  | 0.0000% | $42976208.00       | $3990871.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.5000%  | 0.0000% | $6955652.00        | $4018884.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $5945000.00        | $4085444.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-15      | 6.0700%  | 0.0000% | $4003425.00        | $4313214.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-01-15      | 4.3500%  | 0.0000% | $4613499.00        | $4411705.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $4186520.00        | $4415828.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $4297803.00        | $4483650.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $4364732.00        | $4517032.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $4518167.00        | $4583832.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-03-15      | 5.4500%  | 0.0000% | $4504746.00        | $4641515.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $5057246.00        | $4888056.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.0000%  | 0.0000% | $7693170.00        | $4982307.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $5017599.00        | $5140216.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.0000%  | 0.0000% | $5742486.00        | $5149423.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $5013784.00        | $5236047.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 3.0000%  | 0.0000% | $36185000.00       | $5310082.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-15      | 4.2500%  | 0.0000% | $5647393.00        | $5377009.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 5.5700%  | 0.0000% | $5400000.00        | $5474838.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-15      | 5.8000%  | 0.0000% | $5200000.00        | $5515768.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $7393139.00        | $5558097.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 4.0000%  | 0.0000% | $59077412.00       | $5609415.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $5423234.00        | $5657686.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $5598239.00        | $5764209.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $6602596.00        | $5799612.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $5608575.00        | $5808226.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $6012089.00        | $6268986.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-02-15      | 4.6300%  | 0.0000% | $6489050.00        | $6366522.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $6810670.00        | $6786612.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-15      | 11.2500% | 0.0000% | $6621139.00        | $6874486.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 1.5000%  | 0.0000% | $12150149.00       | $6962847.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 5.6500%  | 0.0000% | $6675283.00        | $6989651.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-15      | 5.8000%  | 0.0000% | $6800000.00        | $6991048.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $13000000.00       | $7134729.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $7134874.00        | $7358080.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 4.0000%  | 0.0000% | $68432698.00       | $7594417.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $10271863.00       | $7699486.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-01-15      | 11.7000% | 0.0000% | $7496246.00        | $7777692.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-10-01      | 5.0000%  | 0.0000% | $1143800.00        | $846033.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.0000%  | 0.0000% | $936827.00         | $846757.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-11-20      | 4.0000%  | 0.0000% | $15931449.00       | $853497.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $1180000.00        | $866514.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $1142198.00        | $886339.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.0000%  | 0.0000% | $1324966.00        | $890144.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 4.0000%  | 0.0000% | $1078000.00        | $901154.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $1417883.00        | $917362.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-15      | 5.5000%  | 0.0000% | $911373.00         | $922008.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $929408.00         | $950790.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1353544.00        | $953151.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-03-15      | 5.7400%  | 0.0000% | $903881.00         | $956964.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-20      | 5.0000%  | 0.0000% | $997886.00         | $970201.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-08-01      | 5.5000%  | 0.0000% | $1066000.00        | $986769.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-03-15      | 5.6000%  | 0.0000% | $943112.00         | $987910.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-03-15      | 5.6000%  | 0.0000% | $944612.00         | $990869.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $1138729.00        | $1014272.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.0000%  | 0.0000% | $1021169.00        | $1021305.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1010628.00        | $1021852.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-01-15      | 5.5300%  | 0.0000% | $1000000.00        | $1038497.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-09-01      | 5.0000%  | 0.0000% | $1023568.00        | $1042803.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1739531.00        | $1044412.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1015689.00        | $1046854.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 3.5000%  | 0.0000% | $1093868.00        | $1056849.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.0000%  | 0.0000% | $1062428.00        | $1060937.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.5000%  | 0.0000% | $1005831.00        | $1065329.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-15      | 5.8800%  | 0.0000% | $1003808.00        | $1068419.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-11-01      | 6.0000%  | 0.0000% | $1667569.00        | $1086646.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $1060106.00        | $1090758.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $1063327.00        | $1108621.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $1202444.00        | $1111275.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-05-15      | 5.4900%  | 0.0000% | $1068000.00        | $1113784.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $1142339.00        | $1116340.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-10-01      | 5.5000%  | 0.0000% | $1168399.00        | $1118778.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1090632.00        | $1127385.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-06-01      | 6.0000%  | 0.0000% | $1100469.00        | $1128075.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $1646934.00        | $1135703.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1085298.00        | $1141743.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1096167.00        | $1145631.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1555000.00        | $1147783.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $1095953.00        | $1147819.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $5044577.00        | $1153012.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $1121575.00        | $1156905.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 6.0000%  | 0.0000% | $1132964.00        | $1171303.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 4.6250%  | 0.0000% | $18900000.00       | $1174078.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $1116250.00        | $1175100.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1110805.00        | $1179256.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $1228587.00        | $1188444.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $1162787.00        | $1195196.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 5.5500%  | 0.0000% | $1152000.00        | $1204770.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1178595.00        | $1206708.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1152951.00        | $1211499.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1160926.00        | $1212733.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1192631.00        | $1213720.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-03-15      | 5.7600%  | 0.0000% | $1166540.00        | $1221058.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-07-15      | 5.5900%  | 0.0000% | $1185317.00        | $1236743.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $1397777.00        | $1237718.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-15      | 5.9300%  | 0.0000% | $1160000.00        | $1241885.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-06-01      | 6.0000%  | 0.0000% | $1344500.00        | $1250451.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1245564.00        | $1269775.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1262249.00        | $1286081.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1255260.00        | $1286639.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-02-15      | 5.3200%  | 0.0000% | $1256110.00        | $1291017.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-05-15      | 6.0700%  | 0.0000% | $1283459.00        | $1295021.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1288815.00        | $1315539.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-11-20      | 3.5000%  | 0.0000% | $1434247.00        | $1320491.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1263933.00        | $1324229.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1284012.00        | $1332724.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1297652.00        | $1333632.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 5.3000%  | 0.0000% | $1306875.00        | $1345043.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-02-15      | 5.3600%  | 0.0000% | $1313541.00        | $1354042.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1294363.00        | $1356216.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $1739559.00        | $1369112.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $1325649.00        | $1375122.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-15      | 5.5400%  | 0.0000% | $1355306.00        | $1416067.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $1900000.00        | $1421051.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-15      | 5.9300%  | 0.0000% | $1330000.00        | $1423885.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.5000%  | 0.0000% | $2000000.00        | $1427751.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.5000%  | 0.0000% | $3000000.00        | $1436254.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-11-15      | 5.5000%  | 0.0000% | $1385338.00        | $1448975.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1615138.00        | $1466038.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1741465.00        | $1473344.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-15      | 5.9300%  | 0.0000% | $1380000.00        | $1477415.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 5.5000%  | 0.0000% | $13435381.00       | $1482907.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1442196.00        | $1498821.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.5000%  | 0.0000% | $1722632.00        | $1510839.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-06-15      | 5.0600%  | 0.0000% | $1519080.00        | $1539818.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1492623.00        | $1540272.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-07-15      | 5.6200%  | 0.0000% | $1475050.00        | $1551512.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1506220.00        | $1576792.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $1673022.00        | $1612092.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1571470.00        | $1623147.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $2000000.00        | $1668879.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.5000%  | 0.0000% | $2200000.00        | $1691824.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $2209518.00        | $1694322.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $1621392.00        | $1711767.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-10-01      | 5.0000%  | 0.0000% | $2055001.00        | $1718086.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 5.7900%  | 0.0000% | $1631050.00        | $1726687.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $2500000.00        | $1728475.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1710981.00        | $1736930.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1663285.00        | $1764898.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $2342618.00        | $1842849.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $2592853.00        | $1869497.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-11-15      | 5.6000%  | 0.0000% | $1787776.00        | $1869499.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $1853649.00        | $1873337.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.5000%  | 0.0000% | $1801859.00        | $1918309.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $2079650.00        | $1921361.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $1899295.00        | $1922845.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 5.5000%  | 0.0000% | $12594175.00       | $1955927.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $2449293.00        | $1959854.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-15      | 5.8800%  | 0.0000% | $1874916.00        | $2002640.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1933411.00        | $2002729.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-12-20      | 2.5000%  | 0.0000% | $5800000.00        | $2006558.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-04-15      | 5.5600%  | 0.0000% | $1961650.00        | $2041229.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-15      | 5.9300%  | 0.0000% | $1915500.00        | $2052188.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-07-15      | 5.3900%  | 0.0000% | $2037346.00        | $2062725.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 7.5000%  | 0.0000% | $1943672.00        | $2093266.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-15      | 5.8800%  | 0.0000% | $2000000.00        | $2136245.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $2119020.00        | $2180571.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-10-01      | 3.0000%  | 0.0000% | $7000000.00        | $2189238.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 5.5000%  | 0.0000% | $2248957.00        | $2191481.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 1.5000%  | 0.0000% | $3781982.00        | $2204454.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $2973103.00        | $3119557.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $3395697.00        | $3233993.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $4085801.00        | $3267817.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-03-15      | 6.0100%  | 0.0000% | $3167098.00        | $3343379.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $5008548.00        | $3410334.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $4192217.00        | $3416975.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-01-01      | 6.5000%  | 0.0000% | $3739589.00        | $3440182.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $615000.00         | $629109.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-04-15      | 5.5800%  | 0.0000% | $610737.00         | $639263.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.0000%  | 0.0000% | $1051977.00        | $643824.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $767998.00         | $651347.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-03-15      | 5.6000%  | 0.0000% | $623601.00         | $654138.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2058-09-15      | 5.8800%  | 0.0000% | $616800.00         | $656542.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-05-01      | 3.0000%  | 0.0000% | $5071221.00        | $663932.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 5.0000%  | 0.0000% | $1976675.00        | $665083.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $716427.00         | $666644.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $1039432.00        | $671329.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $670041.00         | $676285.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-03-01      | 2.0000%  | 0.0000% | $1515000.00        | $678074.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-11-15      | 5.9100%  | 0.0000% | $635943.00         | $683816.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $3126871.00        | $2210823.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 5.5000%  | 0.0000% | $2175698.00        | $2227807.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 4.5000%  | 0.0000% | $2509799.00        | $2298138.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $2247591.00        | $2308153.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-15      | 5.6400%  | 0.0000% | $2208854.00        | $2319268.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $2351519.00        | $2392559.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $2825218.00        | $2400127.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-12-15      | 5.1600%  | 0.0000% | $2431296.00        | $2412958.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $2385572.00        | $2462624.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $2386239.00        | $2482899.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $2569381.00        | $2626684.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $4365690.00        | $2639269.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $3273227.00        | $2671040.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $23832708.00       | $2693218.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $3530990.00        | $2700123.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2595911.00        | $2733331.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $2915386.00        | $2752409.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-15      | 5.8800%  | 0.0000% | $2613332.00        | $2791359.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-02-15      | 5.3200%  | 0.0000% | $2730233.00        | $2796415.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $2723746.00        | $2802566.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $3785000.00        | $2854095.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $3250000.00        | $2856758.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.0000%  | 0.0000% | $2867207.00        | $2861474.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $2762715.00        | $2864956.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-12-15      | 5.5500%  | 0.0000% | $2834470.00        | $2893386.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-07-15      | 5.9500%  | 0.0000% | $2832400.00        | $2972657.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 3.0000%  | 0.0000% | $5000.00           | $3737.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-11-20      | 2.5000%  | 0.0000% | $30000.00          | $3768.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 3.0000%  | 0.0000% | $16000.00          | $4015.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-03-20      | 5.6250%  | 0.0000% | $1031584.00        | $4079.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-08-20      | 5.0000%  | 0.0000% | $33899601.00       | $4465.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-03-20      | 5.6250%  | 0.0000% | $805566.00         | $4483.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-06-20      | 5.6250%  | 0.0000% | $11700000.00       | $4629.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-12-20      | 4.7500%  | 0.0000% | $349339.00         | $4727.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-06-20      | 5.6250%  | 0.0000% | $1442812.00        | $4753.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-03-01      | 5.0000%  | 0.0000% | $25000.00          | $20114.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-06-20      | 5.6250%  | 0.0000% | $5571186.00        | $21152.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-08-20      | 4.6250%  | 0.0000% | $4027967.00        | $22156.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-10-20      | 4.7500%  | 0.0000% | $13149950.00       | $22887.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-03-20      | 5.6250%  | 0.0000% | $2259430.00        | $23697.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-06-20      | 6.0000%  | 0.0000% | $70000.00          | $23701.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-09-20      | 4.6250%  | 0.0000% | $3212444.00        | $23743.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-06-20      | 4.5000%  | 0.0000% | $369000.00         | $24998.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-12-20      | 4.7500%  | 0.0000% | $2437634.00        | $25473.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-12-20      | 4.0000%  | 0.0000% | $575511.00         | $25648.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-11-20      | 5.8750%  | 0.0000% | $1500000.00        | $26700.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 5.5000%  | 0.0000% | $50000.00          | $27459.10          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-10-01      | 4.5000%  | 0.0000% | $945000.00         | $27605.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 4.0000%  | 0.0000% | $250000.00         | $27789.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-20      | 4.7500%  | 0.0000% | $15648750.00       | $27927.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-09-01      | 6.5000%  | 0.0000% | $1487700.00        | $28211.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-05-20      | 8.0000%  | 0.0000% | $65323870.00       | $28731.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-20      | 5.6250%  | 0.0000% | $9999960.00        | $30326.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-07-20      | 7.0000%  | 0.0000% | $15060118.00       | $30822.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-09-20      | 4.6250%  | 0.0000% | $4394885.00        | $31134.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-01-20      | 5.7500%  | 0.0000% | $1500000.00        | $31856.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 4.0000%  | 0.0000% | $41000.00          | $34395.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $50215.00          | $35961.41          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.0000%  | 0.0000% | $49000.00          | $37784.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 5.0000%  | 0.0000% | $1500000.00        | $38180.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 5.5000%  | 0.0000% | $1747000.00        | $38578.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-02-20      | 5.6250%  | 0.0000% | $1082860.00        | $4766.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-01-20      | 5.6250%  | 0.0000% | $378824.00         | $4863.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-02-20      | 5.6250%  | 0.0000% | $18450000.00       | $4916.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-12-20      | 5.0000%  | 0.0000% | $39854273.00       | $5185.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-05-20      | 5.6250%  | 0.0000% | $22884937.00       | $5387.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-12-01      | 3.5000%  | 0.0000% | $66000.00          | $5496.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-03-20      | 5.6250%  | 0.0000% | $29234332.00       | $5565.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-08-01      | 3.0000%  | 0.0000% | $34000.00          | $5656.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 3.0000%  | 0.0000% | $11000.00          | $5795.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-09-20      | 4.6250%  | 0.0000% | $12870000.00       | $5860.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-06-20      | 5.6250%  | 0.0000% | $1044807.00        | $5899.87           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 5.5000%  | 0.0000% | $11000.00          | $505.51            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-12-20      | 4.7500%  | 0.0000% | $604943.00         | $523.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-03-20      | 5.6250%  | 0.0000% | $522788.00         | $631.74            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $692.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-11-20      | 4.7500%  | 0.0000% | $785279.00         | $698.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-06-20      | 5.6250%  | 0.0000% | $4000000.00        | $765.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-11-20      | 4.7500%  | 0.0000% | $4616195.00        | $802.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-12-20      | 4.7500%  | 0.0000% | $290642.00         | $950.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-07-20      | 4.6250%  | 0.0000% | $14850000.00       | $951.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-08-20      | 4.6250%  | 0.0000% | $825357.00         | $997.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-12-20      | 4.7500%  | 0.0000% | $639832.00         | $1057.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-09-20      | 4.6250%  | 0.0000% | $717075.00         | $1107.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-07-20      | 6.5000%  | 0.0000% | $49985.00          | $1138.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-12-01      | 5.5000%  | 0.0000% | $240302.00         | $1153.37           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-05-20      | 5.6250%  | 0.0000% | $11530954.00       | $1157.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-02-20      | 5.6250%  | 0.0000% | $2345376.00        | $1162.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-08-20      | 5.1250%  | 0.0000% | $1346438.00        | $1174.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-04-20      | 5.6250%  | 0.0000% | $4044728.00        | $1336.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1351.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-01-20      | 5.6250%  | 0.0000% | $335497.00         | $1390.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-05-20      | 5.6250%  | 0.0000% | $6060000.00        | $1420.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-03-20      | 5.6250%  | 0.0000% | $4342215.00        | $1495.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-20      | 6.0000%  | 0.0000% | $508461.00         | $1589.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-09-20      | 4.6250%  | 0.0000% | $8794253.00        | $1611.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-09-20      | 4.6250%  | 0.0000% | $432134.00         | $1880.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-02-20      | 5.6250%  | 0.0000% | $7757072.00        | $1956.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-03-20      | 5.6250%  | 0.0000% | $1807601.00        | $1973.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-01-20      | 5.6250%  | 0.0000% | $8500000.00        | $2010.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-03-20      | 5.6250%  | 0.0000% | $605211.00         | $2107.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-04-20      | 5.6250%  | 0.0000% | $25222924.00       | $2118.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-03-20      | 5.6250%  | 0.0000% | $7796665.00        | $2169.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-20      | 3.5000%  | 0.0000% | $30000.00          | $2191.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-06-20      | 5.6250%  | 0.0000% | $32291017.00       | $2349.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-12-01      | 7.0000%  | 0.0000% | $44680.00          | $2400.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 4.0000%  | 0.0000% | $12000.00          | $2481.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 3.0000%  | 0.0000% | $25000.00          | $2600.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-05-20      | 5.6250%  | 0.0000% | $512294.00         | $2639.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 6.0000%  | 0.0000% | $25000.00          | $2694.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-09-20      | 4.6250%  | 0.0000% | $20948393.00       | $2730.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-12-20      | 5.5000%  | 0.0000% | $310000.00         | $2773.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-02-20      | 5.7500%  | 0.0000% | $105000.00         | $2929.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-15      | 5.7000%  | 0.0000% | $7500000.00        | $7898620.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $8068635.00        | $7950375.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2057-03-15      | 1.9400%  | 0.0000% | $10440000.00       | $8012357.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $7924512.00        | $8020027.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-07-15      | 5.6800%  | 0.0000% | $7710962.00        | $8063621.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $9939428.00        | $8259446.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $8077761.00        | $8264020.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $8289186.00        | $8632047.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $13073446.00       | $8660612.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.0000%  | 0.0000% | $11025442.00       | $9411976.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $9864469.00        | $9536925.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 4.5000%  | 0.0000% | $15747470.00       | $10282041.97       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $10249659.00       | $10669086.43       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $14206919.00       | $10817068.44       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $10821483.00       | $11130631.80       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.0000%  | 0.0000% | $21708689.00       | $11785854.87       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 3.5000%  | 0.0000% | $43496014.00       | $12148122.93       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $11961183.00       | $12263221.48       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 5.5700%  | 0.0000% | $12440000.00       | $12612405.26       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 5.5700%  | 0.0000% | $12440000.00       | $12612405.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.0000%  | 0.0000% | $14180787.00       | $12934519.73       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $44316538.00       | $13117581.07       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 6.5000%  | 0.0000% | $12750200.00       | $13973838.11       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 4.7400%  | 0.0000% | $14668650.00       | $14528757.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $15167096.00       | $14596388.79       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 5.7200%  | 0.0000% | $14148600.00       | $14943323.72       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-02-15      | 5.7200%  | 0.0000% | $14907822.00       | $15211744.45       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-15      | 5.3000%  | 0.0000% | $14983400.00       | $15361347.94       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-03-15      | 5.8500%  | 0.0000% | $15414494.00       | $15891703.61       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $17827632.00       | $16610849.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.0000%  | 0.0000% | $23300000.00       | $16772858.63       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-08-01      | 5.5000%  | 0.0000% | $23652753.00       | $16923513.52       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 5.0000%  | 0.0000% | $20000000.00       | $18088773.37       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $18026000.00       | $18248496.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $20050138.00       | $18316832.28       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 4.5000%  | 0.0000% | $19346102.00       | $18626555.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 4.5000%  | 0.0000% | $19855502.00       | $19194940.35       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.5100%  | 0.0000% | $19000000.00       | $19765939.61       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $22766153.00       | $20641042.72       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $20108879.00       | $20794911.35       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $20272972.00       | $20841890.40       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-09-01      | 5.0000%  | 0.0000% | $20769226.00       | $21073365.93       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.0000%  | 0.0000% | $157220811.00      | $21367114.13       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 6.0000%  | 0.0000% | $407677.00         | $42734.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $60000.00          | $43301.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-05-01      | 4.5000%  | 0.0000% | $327491.00         | $45172.79          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.0000%  | 0.0000% | $79000.00          | $50736.79          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 3.0000%  | 0.0000% | $119250.00         | $51936.84          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $55051.00          | $53893.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-02-01      | 4.5000%  | 0.0000% | $5000000.00        | $54354.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-06-15      | 3.7900%  | 0.0000% | $57488.00          | $54574.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-03-20      | 5.6250%  | 0.0000% | $20000020.00       | $57257.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-08-20      | 4.6250%  | 0.0000% | $6803865.00        | $59469.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-05-20      | 2.5000%  | 0.0000% | $94778.00          | $64036.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-01-20      | 5.6250%  | 0.0000% | $18176267.00       | $64431.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-07-20      | 4.0000%  | 0.0000% | $225000.00         | $64777.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 5.5000%  | 0.0000% | $111000.00         | $65775.75          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 5.0000%  | 0.0000% | $640000.00         | $68121.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $500000.00         | $68992.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $100000.00         | $69474.57          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 4.0000%  | 0.0000% | $86294.00          | $70621.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $78420.00          | $73781.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $165000.00         | $75713.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-12-01      | 6.5000%  | 0.0000% | $87041.00          | $77581.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-03-20      | 5.6250%  | 0.0000% | $3000000.00        | $79019.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $100000.00         | $79448.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 6.0000%  | 0.0000% | $134160.00         | $79524.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-02-20      | 5.7500%  | 0.0000% | $2000000.00        | $82346.65          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $106000.00         | $83682.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-04-20      | 4.0000%  | 0.0000% | $702721.00         | $85686.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $100711.00         | $90676.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2058-05-15      | 4.8500%  | 0.0000% | $101542.00         | $100005.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.0000%  | 0.0000% | $115000.00         | $100111.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $373648.00         | $102656.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $123451.00         | $104145.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-08-20      | 4.0000%  | 0.0000% | $1694994.00        | $108164.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-09-20      | 4.6250%  | 0.0000% | $6357349.00        | $109190.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $142000.00         | $112411.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $230000.00         | $118726.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $200000.00         | $131076.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $488122.00         | $135431.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.0000%  | 0.0000% | $148173.00         | $138935.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-12-20      | 3.0000%  | 0.0000% | $1000003.00        | $139610.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $418412.00         | $140557.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-15      | 5.6500%  | 0.0000% | $137384.00         | $145092.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-11-01      | 3.5000%  | 0.0000% | $1200780.00        | $148844.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.0000%  | 0.0000% | $200000.00         | $153415.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $300000.00         | $154070.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 4.0000%  | 0.0000% | $3946101.00        | $157812.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-11-01      | 2.0000%  | 0.0000% | $264987.00         | $158537.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 4.5000%  | 0.0000% | $193000.00         | $159428.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $200000.00         | $159823.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 3.0000%  | 0.0000% | $1089505.00        | $170665.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-07-20      | 4.5000%  | 0.0000% | $4000000.00        | $176652.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $215000.00         | $177019.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $214127.00         | $177324.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 4.0000%  | 0.0000% | $429435.00         | $177805.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.0000%  | 0.0000% | $205000.00         | $184960.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-08-20      | 5.5000%  | 0.0000% | $185293.00         | $188926.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-04-20      | 4.0000%  | 0.0000% | $286649.00         | $189906.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-06-20      | 3.0000%  | 0.0000% | $2276146.00        | $198448.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 5.0000%  | 0.0000% | $3111719.00        | $202034.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $800000.00         | $205015.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $1179591.00        | $208401.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-11-01      | 2.0000%  | 0.0000% | $400000.00         | $215677.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-12-20      | 6.0000%  | 0.0000% | $232294.00         | $216589.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $600000.00         | $223531.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 3.5000%  | 0.0000% | $234560.00         | $226677.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 4.5000%  | 0.0000% | $280000.00         | $244706.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-12-01      | 4.0000%  | 0.0000% | $1460000.00        | $250472.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-10-15      | 5.3000%  | 0.0000% | $261476.00         | $263262.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-06-01      | 4.5000%  | 0.0000% | $270784.00         | $267897.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.5000%  | 0.0000% | $1324614.00        | $269125.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-05-15      | 5.7400%  | 0.0000% | $261312.00         | $276446.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $302000.00         | $280803.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $407335.00         | $282884.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 5.8400%  | 0.0000% | $296625.00         | $316240.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $542430.00         | $323951.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-08-01      | 3.5000%  | 0.0000% | $2601210.00        | $326141.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 3.0000%  | 0.0000% | $380002.00         | $332940.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 4.5000%  | 0.0000% | $338902.00         | $336669.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 1.5000%  | 0.0000% | $461181.00         | $339259.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-12-15      | 5.7300%  | 0.0000% | $337500.00         | $353343.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $350000.00         | $353463.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 5.8400%  | 0.0000% | $344625.00         | $367414.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $500000.00         | $368923.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-12-15      | 5.0100%  | 0.0000% | $374417.00         | $376083.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-03-15      | 5.7200%  | 0.0000% | $356700.00         | $376620.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-06-01      | 5.5000%  | 0.0000% | $562000.00         | $382399.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 4.5000%  | 0.0000% | $3095039.00        | $383966.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 5.8400%  | 0.0000% | $368312.00         | $387137.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $435000.00         | $400062.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-03-15      | 5.7200%  | 0.0000% | $386500.00         | $408084.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-05-15      | 5.6400%  | 0.0000% | $392500.00         | $412863.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-04-01      | 2.5000%  | 0.0000% | $2530000.00        | $416603.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 5.8400%  | 0.0000% | $399875.00         | $426318.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-05-15      | 5.6400%  | 0.0000% | $412500.00         | $433901.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-01-01      | 5.0000%  | 0.0000% | $597696.00         | $434342.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.0000%  | 0.0000% | $480624.00         | $449398.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $491637.00         | $468856.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $493646.00         | $472848.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-15      | 5.3000%  | 0.0000% | $474529.00         | $475238.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-12-15      | 5.6500%  | 0.0000% | $467755.00         | $476763.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-03-15      | 5.7200%  | 0.0000% | $452250.00         | $477506.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $705000.00         | $480939.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-03-15      | 5.7200%  | 0.0000% | $459150.00         | $484792.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $1150112.00        | $486131.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-04-15      | 5.5000%  | 0.0000% | $467500.00         | $486919.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 5.0000%  | 0.0000% | $6400000.00        | $487789.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-07-15      | 6.1300%  | 0.0000% | $460000.00         | $500831.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 5.8400%  | 0.0000% | $470375.00         | $501480.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $985811.00         | $531896.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-11-15      | 4.3500%  | 0.0000% | $581746.00         | $554772.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $710108.00         | $558772.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 3.0000%  | 0.0000% | $932562.00         | $579122.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-01-15      | 5.3800%  | 0.0000% | $567000.00         | $584902.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-15      | 6.6500%  | 0.0000% | $553371.00         | $585210.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 5.8400%  | 0.0000% | $550625.00         | $587037.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-08-01      | 4.5000%  | 0.0000% | $2500000.00        | $611871.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-09-15      | 5.4700%  | 0.0000% | $597497.00         | $612301.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-01-20      | 5.6250%  | 0.0000% | $746572.00         | $3030.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-08-20      | 4.6250%  | 0.0000% | $34746329.00       | $3068.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-12-20      | 4.7500%  | 0.0000% | $1108810.00        | $3126.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-10-20      | 4.7500%  | 0.0000% | $4869654.00        | $3197.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-08-20      | 4.6250%  | 0.0000% | $9915850.00        | $3209.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-12-20      | 4.7500%  | 0.0000% | $997380.00         | $3395.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-04-20      | 5.6250%  | 0.0000% | $15000000.00       | $3493.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-09-20      | 4.6250%  | 0.0000% | $2035944.00        | $3543.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $4000.00           | $3597.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-06-20      | 5.6250%  | 0.0000% | $10025000.00       | $3701.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-07-20      | 4.6250%  | 0.0000% | $476031.00         | $3714.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 5.3400%  | 0.0000% | $2920000.00        | $3014151.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $3983145.00        | $3040878.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $2971512.00        | $3046217.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 5.4200%  | 0.0000% | $2937500.00        | $3049611.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-04-20      | 5.6250%  | 0.0000% | $5000000.00        | $12726.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-01-20      | 4.5000%  | 0.0000% | $349000.00         | $13383.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-08-20      | 6.0000%  | 0.0000% | $527360.00         | $13936.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 3.5000%  | 0.0000% | $19000.00          | $15046.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-06-20      | 4.0000%  | 0.0000% | $262527.00         | $15191.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 6.0000%  | 0.0000% | $75000.00          | $15346.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-05-01      | 5.5000%  | 0.0000% | $92000.00          | $16911.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-04-20      | 5.6250%  | 0.0000% | $62337530.00       | $18123.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-05-20      | 5.6250%  | 0.0000% | $4138726.00        | $18681.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-02-20      | 5.7500%  | 0.0000% | $1000000.00        | $19341.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $31373.00          | $20004.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-02-01      | 6.0000%  | 0.0000% | $25508674.00       | $23679863.53       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $26222691.00       | $26645808.70       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $30270750.00       | $31228720.23       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $31306433.00       | $31329371.84       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-04-01      | 5.5000%  | 0.0000% | $32578139.00       | $32605946.14       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $32940826.00       | $33898961.61       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-05-01      | 4.0000%  | 0.0000% | $198430103.00      | $34541416.37       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.5000%  | 0.0000% | $313091450.00      | $39465340.63       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 4.5000%  | 0.0000% | $54235734.00       | $45146957.04       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 4.5000%  | 0.0000% | $62892957.00       | $50663884.01       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $53344978.00       | $56739911.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 3.5000%  | 0.0000% | $73631181.00       | $62668710.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $67121643.00       | $66852424.38       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $70393264.00       | $72495509.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $86119252.00       | $81721264.02       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $87261109.00       | $88584559.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $132414545.00      | $114937429.41      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.5000%  | 0.0000% | $183166112.00      | $149565718.80      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 2.0000%  | 0.0000% | $380819392.00      | $175002352.22      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $173099210.00      | $180065780.00      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $305237837.00      | $307516406.65      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $622110360.00      | $568671976.28      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-05-15      | 5.6400%  | 0.0000% | $662500.00         | $696871.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.5000%  | 0.0000% | $3260000.00        | $704442.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 4.0000%  | 0.0000% | $825028.00         | $767909.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $1055147.00        | $770785.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-05-15      | 5.6400%  | 0.0000% | $745000.00         | $783652.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-07-20      | 3.5000%  | 0.0000% | $1124958.00        | $808966.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-15      | 5.8800%  | 0.0000% | $780438.00         | $831910.74         | Agency Mortgage-Backed Securities |

### Security 271: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDRZ5, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1BDRZ5_4.20_1001
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $186823100.00      | $173915979.45      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.2500%  | 0.0000% | $131924700.00      | $132084065.09      | U.S. Treasuries (including strips) |

### Security 272: Natixis SA

- **C.1 - Title:** Natixis SA 4.210000%
- **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: ARP1BDS27, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1BDS27_4.21_1001
- **C.18 - Value (incl. sponsor support):** $1900000000.00
- **C.18.a - Value (excl. sponsor support):** $1900000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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    | 2043-01-01      | 4.0000%  | 0.0000% | $1000.00           | $107.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $4049.00           | $2854.99           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1060450.00        | $565980.37         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1120.00           | $1157.10           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1007.00           | $1054.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $750850.00         | $778315.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1321837.00        | $983364.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-01-01      | 5.1550%  | 0.0000% | $3591018.00        | $3727543.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-06-01      | 4.9450%  | 0.0000% | $92719744.00       | $95098234.63       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-07-01      | 4.7650%  | 0.0000% | $4119.00           | $4226.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-05-01      | 2.5000%  | 0.0000% | $111395685.00      | $44472441.70       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $66708608.00       | $61973699.91       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $23165177.00       | $21920054.89       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $14479702.00       | $13411766.09       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 4.5000%  | 0.0000% | $1278.00           | $1214.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-07-01      | 2.0000%  | 0.0000% | $1024.00           | $566.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-09-01      | 2.0000%  | 0.0000% | $1024.00           | $583.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $76779457.00       | $52322256.19       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1043.72           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $976652.00         | $971700.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $60000058.00       | $60032261.41       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1004.00           | $974.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-11-01      | 2.5000%  | 0.0000% | $1023.00           | $155.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $39417695.00       | $39018779.18       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 7.0000%  | 0.0000% | $398704.00         | $364244.97         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1009.97           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1054.15           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $1050.00           | $1087.08           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.0000%  | 0.0000% | $77012629.00       | $75184336.55       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $46700000.00       | $3543564.72        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-04-16      | N/A      | 0.0000% | $600.00            | $587.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $100.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-11-15      | 2.7500%  | 0.0000% | $200.00            | $157.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-02-15      | 3.1250%  | 0.0000% | $200.00            | $164.25            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-02-15      | 0.7500%  | 0.0000% | $3637200.00        | $3730432.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2046-08-15      | 2.2500%  | 0.0000% | $3617200.00        | $2427620.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $75.47             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $64.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-02-15      | 0.2500%  | 0.0000% | $24999900.00       | $18628512.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-05-15      | 1.1250%  | 0.0000% | $39174100.00       | $25148783.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-02-15      | 1.8750%  | 0.0000% | $39337600.00       | $27783074.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $85.80             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $90.32             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-08-15      | 4.1250%  | 0.0000% | $1900.00           | $1733.58           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-11-15      | 4.7500%  | 0.0000% | $200999000.00      | $207068466.29      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-08-15      | 4.1250%  | 0.0000% | $300.00            | $280.55            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2055-02-15      | 4.6250%  | 0.0000% | $200.00            | $198.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-08-15      | 4.8750%  | 0.0000% | $28998500.00       | $29882193.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-08-15      | 2.2500%  | 0.0000% | $800.00            | $782.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-11-15      | 2.2500%  | 0.0000% | $24757500.00       | $24266249.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-12-31      | 2.6250%  | 0.0000% | $22999900.00       | $23070797.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-02-15      | 2.6250%  | 0.0000% | $400.00            | $388.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-05-15      | 1.6250%  | 0.0000% | $200.00            | $198.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-05-15      | 2.3750%  | 0.0000% | $49999900.00       | $49425713.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-07-31      | 1.8750%  | 0.0000% | $12732000.00       | $12573002.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-12-31      | 1.7500%  | 0.0000% | $4998900.00        | $4901421.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-11-15      | 0.8750%  | 0.0000% | $665800.00         | $579326.73         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-01-31      | 0.7500%  | 0.0000% | $100.00            | $93.71             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-05-15      | 1.6250%  | 0.0000% | $34180800.00       | $30640275.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-06-30      | 0.8750%  | 0.0000% | $49999000.00       | $49032294.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-09-30      | 1.2500%  | 0.0000% | $4955700.00        | $4619772.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-09-30      | 0.8750%  | 0.0000% | $9984600.00        | $9706119.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-12-31      | 1.3750%  | 0.0000% | $5414400.00        | $5057198.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $88.96             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-04-30      | 2.7500%  | 0.0000% | $37999800.00       | $37893910.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-05-15      | 2.8750%  | 0.0000% | $82834300.00       | $78779913.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-05-31      | 2.6250%  | 0.0000% | $30999800.00       | $30746624.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-07-31      | 2.6250%  | 0.0000% | $34796700.00       | $33632444.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-08-31      | 3.1250%  | 0.0000% | $96567500.00       | $94818641.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-11-15      | 4.1250%  | 0.0000% | $2999900.00        | $3082033.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-12-31      | 3.8750%  | 0.0000% | $89017000.00       | $90428587.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-04-15      | 3.7500%  | 0.0000% | $11012100.00       | $11195639.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-04-30      | 3.5000%  | 0.0000% | $100.00            | $101.13            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-08-15      | 3.8750%  | 0.0000% | $87899400.00       | $87638668.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-10-15      | 4.6250%  | 0.0000% | $9999800.00        | $10304388.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-10-31      | 4.8750%  | 0.0000% | $16265800.00       | $17169175.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-10-15      | 2.3750%  | 0.0000% | $100.00            | $110.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-11-30      | 4.3750%  | 0.0000% | $100.00            | $103.58            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-12-31      | 3.7500%  | 0.0000% | $101900.00         | $102723.86         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-01-31      | 4.2500%  | 0.0000% | $41273700.00       | $41595421.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-01-31      | 4.0000%  | 0.0000% | $800.00            | $813.67            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-04-30      | 4.6250%  | 0.0000% | $4144900.00        | $4394128.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-05-15      | 4.5000%  | 0.0000% | $34203700.00       | $35215274.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-06-30      | 4.2500%  | 0.0000% | $76995900.00       | $79498651.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-06-30      | 4.6250%  | 0.0000% | $200.00            | $203.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-07-31      | 4.1250%  | 0.0000% | $30224800.00       | $30894207.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-08-15      | 3.8750%  | 0.0000% | $28847700.00       | $28560542.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-09-30      | 3.5000%  | 0.0000% | $1000.00           | $992.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-09-30      | 3.5000%  | 0.0000% | $50000300.00       | $49886299.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-10-31      | 4.1250%  | 0.0000% | $985400.00         | $1006221.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-10-31      | 4.1250%  | 0.0000% | $100.00            | $103.21            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-11-15      | 4.2500%  | 0.0000% | $6305400.00        | $6480989.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $102.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-11-30      | 4.1250%  | 0.0000% | $200.00            | $205.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-01-31      | 4.2500%  | 0.0000% | $14005600.00       | $14396984.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-02-15      | 4.6250%  | 0.0000% | $21999900.00       | $23007082.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-02-28      | 4.1250%  | 0.0000% | $14999600.00       | $15138773.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-02-29      | 4.1250%  | 0.0000% | $2227300.00        | $2265539.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-05-15      | 4.2500%  | 0.0000% | $11106600.00       | $11391234.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-06-30      | 3.8750%  | 0.0000% | $9999900.00        | $10156173.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-07-31      | 3.8750%  | 0.0000% | $2964400.00        | $3000812.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-08-15      | 4.2500%  | 0.0000% | $9406200.00        | $9535869.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-08-31      | 3.6250%  | 0.0000% | $8048400.00        | $8068795.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-08-31      | 3.8750%  | 0.0000% | $300.00            | $300.16            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-09-30      | 3.6250%  | 0.0000% | $49198200.00       | $48940893.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2028-02-15      | N/A      | 0.0000% | $1656764.33        | $1518129.60        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 4.8120%  | 0.0000% | $6419478.00        | $5530758.09        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2033-05-25      | 4.0800%  | 0.0000% | $15000.00          | $14731.90          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2038-06-01      | 4.1500%  | 0.0000% | $7375000.00        | $6934941.54        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2033-10-24      | 4.1000%  | 0.0000% | $15000.00          | $14747.65          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2042-01-27      | 2.8400%  | 0.0000% | $15000.00          | $11393.80          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 3.0000%  | 0.0000% | $20551679.00       | $3861864.11        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-07-01      | 4.0600%  | 0.0000% | $1020.00           | $1014.47           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $4000.00           | $3267.07           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1058.47           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $1832.00           | $1752.49           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $1030.00           | $800.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-12-01      | 2.0000%  | 0.0000% | $1604423.00        | $923661.95         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-07-13      | 2.1500%  | 0.0000% | $2438000.00        | $1726134.74        | Agency Mortgage-Backed Securities  |

## N-MFP: Signatures

**Registrant:** Morgan Stanley Institutional Liquidity Funds

**Date:** 2025-10-07

**By:** Lonnie Bae

**Name of Signing Officer:** Lonnie Bae

**Title of Signing Officer:** Vice President